Broad Equity Market Tone:
- Advance/Decline Line: About Even
- Sector Performance: Mixed
- Volume: Light
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 17.3 -.1%
- Bloomberg Global Risk On/Risk Off Index 3,159.0 -40.0 points
- Euro/Yen Carry Return Index 134.98 +.47%
- Emerging Markets Currency Volatility(VXY) 11.3 +1.5%
- CBOE S&P 500 Implied Correlation Index 28.6 +5.5%
- ISE Sentiment Index 125.0 +35.0 points
- Total Put/Call .77 -8.3%
- NYSE Arms 1.26 +35.9%
Credit Investor Angst:
- North American Investment Grade CDS Index 49.55 -.46%
- US Energy High-Yield OAS 387.48 -.19%
- European Financial Sector CDS Index 54.75 -.55%
- Italian/German 10Y Yld Spread 135.0 unch.
- Asia Ex-Japan Investment Grade CDS Index 77.75 -.07%
- Emerging Market CDS Index 188.0 -.12%
- China Corp. High-Yield Bond USD ETF(KHYB) 32.94 +.06%
- 2-Year Swap Spread 19.5 +.25 basis point
- TED Spread 18.0 unch.
- 3-Month EUR/USD Cross-Currency Basis Swap 3.0 +1.75 basis points
- MBS 5/10 Treasury Spread 68.0 -4.75 basis points
- IHS Markit CMBX BBB- 6 72.0 -.25 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 54.01 -.14%
- 3-Month T-Bill Yield .03% unch.
- Yield Curve 80.5 unch.
- China Iron Ore Spot 121.55 USD/Metric Tonne +.1%
- Citi US Economic Surprise Index 19.5 -.5 point
- Citi Eurozone Economic Surprise Index 29.8 +.9 point
- Citi Emerging Markets Economic Surprise Index -1.3 +1.1 points
- 10-Year TIPS Spread 2.59 -1.0 basis point
- 43.5%(unch.) chance of no change at March 16th FOMC meeting, 29.0%(+.8 percentage point) chance of no change at May 4th meeting
US Covid-19:
- 696 new infections/100K people(last 7 days total) +76/100K people
- New Covid-19 patient hospital admissions per 100K population -38.3% from peak 7-day avg. of 1/3/21-1/9/21
Overseas Futures:
- Nikkei 225 Futures: Indicating +214 open in Japan
- China A50 Futures: Indicating +55 open in China
- DAX Futures: Indicating -28 open in Germany
Portfolio:
- Slightly Higher: On gains in my consumer discretionary/transport/industrial sector longs
- Disclosed Trades: None
- Market Exposure: 75% Net Long
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