- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Heavy
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 24.1 +9.9%
- Bloomberg Global Risk On/Risk Off Index 1,979.0 -148.0 points
- Euro/Yen Carry Return Index 130.32 -.37%
- Emerging Markets Currency Volatility(VXY) 10.4 +.6%
- S&P 500 Implied Correlation 50.6 +.6%
- ISE Sentiment Index 125.0 +12.0 points
- Total Put/Call .71 +14.5%
- NYSE Arms .64 -37.9%
Credit Investor Angst:
- North American Investment Grade CDS Index 52.03 +1.89%
- US Energy High-Yield OAS 512.93 +1.22%
- European Financial Sector CDS Index 61.54 +1.3%
- Italian/German 10Y Yld Spread 123.0 -3.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 60.65 -.63%
- Emerging Market CDS Index 173.65 +1.68%
- iBoxx Offshore RMB China Corporate High Yield Index 185.48 -.01%
- 2-Year Swap Spread 7.75 unch.
- TED Spread 14.75 -.25 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -5.75 -.5 basis point
- MBS 5/10 Treasury Spread 70.0 +1.0 basis point
- IHS Markit CMBX BBB- 6 73.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.06 -.21%
- 3-Month T-Bill Yield .07% unch.
- Yield Curve 97.0 -1.75 basis points
- China Iron Ore Spot 165.40 USD/Metric Tonne -1.2%
- Citi US Economic Surprise Index 78.20 unch.
- Citi Eurozone Economic Surprise Index 142.0 unch.
- Citi Emerging Markets Economic Surprise Index 60.30 unch.
- 10-Year TIPS Spread 2.07 -1.0 basis point
- 100.0% chance of no change at March 17th meeting, 100.0% chance of no change at April 28th meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -127 open in Japan
- China A50 Futures: Indicating -151 open in China
- DAX Futures: Indicating +31 open in Germany
Portfolio:
- Slightly Lower: On losses in my energy/industrial sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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