- Advance/Decline Line: Lower
- Sector Performance: Mixed
- Volume: Heavy
- Market Leading Stocks: Underperforming
Equity Investor Angst:
- Volatility(VIX) 22.9 -1.3%
- Bloomberg Global Risk On/Risk Off Index 1,995.0 -33.0 points
- Euro/Yen Carry Return Index 130.45 +.08%
- Emerging Markets Currency Volatility(VXY) 10.27 -.19%
- S&P 500 Implied Correlation 50.5 +2.9%
- ISE Sentiment Index 143.0 +18.0 points
- Total Put/Call .71 unch.
- NYSE Arms .80 +12.7%
Credit Investor Angst:
- North American Investment Grade CDS Index 52.48 +1.56%
- US Energy High-Yield OAS 515.75 +.19%
- European Financial Sector CDS Index 60.76 -1.7%
- Italian/German 10Y Yld Spread 118.0 -5.0 basis points
- Asia Ex-Japan Investment Grade CDS Index 61.20 +.91%
- Emerging Market CDS Index 169.50 -2.4%
- iBoxx Offshore RMB China Corporate High Yield Index 185.36 -.07%
- 2-Year Swap Spread 7.75 unch.
- TED Spread 14.75 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap -4.5 +.75 basis point
- MBS 5/10 Treasury Spread 69.0 -1.0 basis point
- IHS Markit CMBX BBB- 6 73.75 unch.
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 62.33 +.44%
- 3-Month T-Bill Yield .06% -1.0 basis point
- Yield Curve 92.0 -5.0 basis points
- China Iron Ore Spot 161.85 USD/Metric Tonne -.15%
- Citi US Economic Surprise Index 78.20 n/a
- Citi Eurozone Economic Surprise Index 142.0 n/a
- Citi Emerging Markets Economic Surprise Index 60.30 n/a
- 10-Year TIPS Spread 2.07 unch.
- 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 +199 open in Japan
- China A50 Futures: Indicating +50 open in China
- DAX Futures: Indicating +9 open in Germany
Portfolio:
- Slightly Lower: On losses in my energy/biotech sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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