Broad Equity Market Tone:
- Advance/Decline Line: Around Even
- Sector Performance: Most Sectors Rising
- Volume: Above Average
- Market Leading Stocks: Performing In Line
Equity Investor Angst:
- Volatility(VIX) 11.0 +.36%
- Euro/Yen Carry Return Index 141.32 -.32%
- Emerging Markets Currency Volatility(VXY) 8.13 +2.4%
- S&P 500 Implied Correlation 32.97 -3.4%
- ISE Sentiment Index 91.0 -7.14%
- Total Put/Call .63 -29.21%
- NYSE Arms 1.43 +95.21%
Credit Investor Angst:
- North American Investment Grade CDS Index 46.43 -1.22%
- America Energy Sector High-Yield CDS Index 312.0 -2.79%
- European Financial Sector CDS Index 42.12 -.60%
- Italian/German 10Y Yld Spread 132.75 -2.75 basis points
- Asia Pacific Sovereign Debt CDS Index 10.61 -.93%
- Emerging Market CDS Index 115.07 +2.07%
- iBoxx Offshore RMB China Corporate High Yield Index 147.13 +.22%
- 2-Year Swap Spread 20.25 -.25 basis point
- TED Spread 31.0 -1.0 basis point
- 3-Month EUR/USD Cross-Currency Basis Swap -26.25 +1.0 basis point
Economic Gauges:
- Bloomberg Emerging Markets Currency Index 75.71 -.02%
- 3-Month T-Bill Yield 1.43% +2.0 basis points
- Yield Curve 58.0 -1.25 basis points
- China Iron Ore Spot 72.20 USD/Metric Tonne +.03%
- Citi US Economic Surprise Index 49.60 -2.3 points
- Citi Eurozone Economic Surprise Index 51.80 +.7 basis point
- Citi Emerging Markets Economic Surprise Index 4.10 -1.0 basis point
- 10-Year TIPS Spread 2.05 -2.0 basis points
- 86.9% chance of Fed rate hike at March 21 meeting, 87.4% chance at May 2 meeting
Overseas Futures:
- Nikkei 225 Futures: Indicating -89 open in Japan
- China A50 Futures: Indicating +46 open in China
- DAX Futures: Indicating -4 open in Germany
Portfolio:
- Higher: On gains in my biotech/tech sector longs
- Disclosed Trades: None
- Market Exposure: 100% Net Long
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