Daily Report
- Prices
- Index
- Index (21)
- Index (60)
- Index (180)
- Index (365)
- China ADR
- Sectors (21) (Stoxx)
- Sectors (60) (Stoxx)
- Sectors (180) (Stoxx)
- Sectors (365) (Stoxx)
- Sectors (21) (SPX)
- Sectors (60) (SPX)
- Sectors (180) (SPX)
- Sectors (365) (SPX)
- Sectors (21) (Factors)
- Sectors (60) (Factors)
- Sectors (180) (Factors)
- Sectors (365) (Factors)
- FX (Emerging)
- FX 21 (Emerging)
- FX 60 (Emerging)
- FX 180 (Emerging)
- FX 365 (Emerging)
- FX Carry Trade (Emerging)
- FX (Advanced)
- FX 21 (Advanced)
- FX 60 (Advanced)
- FX 180 (Advanced)
- FX 365 (Advanced)
- Fixed Income
- Commodity
- Commodity (21)
- Commodity (60)
- Commodity (180)
- Commodity (365)
- Agriculture
- Agriculture (21)
- Agriculture (60)
- Agriculture (180)
- Agriculture (365)
- Crude Spread
- Crack Spread
- Crude Inventory
- Crude Production (OPEC)
- Crude Production (Rig Count)
- Hot Rolled Spread
- Stoxx
- Technicals
- Funcdamentals
- Volatility
- Order Flow
- Trade
- Trade (1M Avg, YoY)
- Trade (1M Avg, MoM)
- Risk Measures
- Credit
- Inflation Expectation
- Parameters
- US
- EU
- Japan
- China
- Indicators
Prices
Index
## SPX Stoxx KOSPI200 HSCEI HSI 중국상해
## 2016-06-29 2070.77 2832.18 242.32 8571.44 20436.12 2931.592
## 2016-06-30 2098.86 2864.74 244.14 8712.89 20794.37 2929.606
## 2016-07-01 2102.95 2883.06 246.52 8712.89 20794.37 2932.476
## 2016-07-04 2102.95 2862.21 247.62 8802.35 21059.20 2988.604
## 2016-07-05 2088.55 2812.88 246.91 8643.31 20750.72 3006.392
## 2016-07-06 2099.73 2761.37 241.86 8503.14 20495.29 3017.293
## 2016-07-07 2097.90 2780.10 244.60 8600.99 20706.92 3016.847
## 2016-07-08 2129.90 2838.01 243.43 8534.79 20564.17 2988.094
## 2016-07-11 2137.16 2885.32 246.99 8703.00 20880.50 2994.917
## 2016-07-12 2152.14 2933.44 247.14 8855.31 21224.74 3049.381
## 2016-07-13 2152.43 2926.14 249.25 8909.06 21322.37 3060.689
## 2016-07-14 2163.75 2963.07 249.80 9010.10 21561.06 3054.018
## 2016-07-15 2161.74 2958.65 251.02 9049.66 21659.25 3054.296
## 2016-07-18 2166.89 2949.17 251.52 9090.95 21803.18 3043.564
## 2016-07-19 2163.78 2931.10 250.97 8988.79 21673.20 3036.598
## 2016-07-20 2173.02 2966.95 250.66 9023.11 21882.48 3027.899
## 2016-07-21 2165.17 2968.49 250.44 9057.08 22000.49 3039.009
## 2016-07-22 2175.03 2972.23 250.04 9031.93 21964.27 3012.816
## 2016-07-25 2168.48 2973.22 250.65 9034.76 21993.44 3015.828
## 2016-07-26 2169.18 2978.90 252.72 9062.25 22129.73 3050.166
## Russia Bovespa Sensex Jakarta Nikkei Argentina
## 2016-06-29 931.35 51001.91 26740.39 4980.105 15566.83 14608.29
## 2016-06-30 930.77 51526.93 26999.72 5016.647 15575.92 14683.49
## 2016-07-01 933.32 52233.04 27144.91 4971.581 15682.48 15111.69
## 2016-07-04 940.85 52568.66 27278.76 4971.581 15775.80 15229.31
## 2016-07-05 925.23 51842.27 27166.87 4971.581 15669.33 14806.78
## 2016-07-06 917.71 51901.81 27166.87 4971.581 15378.99 14691.12
## 2016-07-07 923.85 52014.66 27201.49 4971.581 15276.24 14689.61
## 2016-07-08 934.35 53140.74 27126.90 4971.581 15106.98 14689.61
## 2016-07-11 941.35 53960.11 27626.69 5069.019 15708.82 14977.30
## 2016-07-12 955.41 54256.41 27808.14 5099.533 16095.65 15100.58
## 2016-07-13 952.37 54598.29 27815.18 5133.933 16231.43 15145.15
## 2016-07-14 972.44 55480.87 27942.11 5083.539 16385.89 15469.65
## 2016-07-15 963.70 55578.24 27836.50 5110.178 16497.85 15643.26
## 2016-07-18 969.35 56484.21 27746.66 5127.501 16497.85 15643.26
## 2016-07-19 952.80 56698.06 27787.62 5172.830 16723.31 15643.26
## 2016-07-20 946.73 56578.05 27915.89 5242.823 16681.89 15643.26
## 2016-07-21 947.07 56641.49 27710.52 5216.973 16810.22 15643.26
## 2016-07-22 935.98 57002.08 27803.24 5197.251 16627.25 15643.26
## 2016-07-25 930.71 56872.73 28095.34 5220.802 16620.29 15643.26
## 2016-07-26 924.74 56782.75 27976.52 5224.395 16383.04 15643.26
Index (21)
## SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Russia Bovespa Sensex
## 2016-06-29 1.64 5.00 1.27 0.48 0.87 1.24 4.79 3.57 1.30
## 2016-06-30 3.02 6.20 2.03 2.14 2.64 1.17 4.72 4.63 2.28
## 2016-07-01 3.22 6.88 3.03 2.14 2.64 1.27 5.01 6.07 2.83
## 2016-07-04 3.22 6.11 3.49 3.19 3.95 3.21 5.86 6.75 3.34
## 2016-07-05 2.51 4.28 3.19 1.33 2.43 3.82 4.10 5.27 2.91
## 2016-07-06 3.06 2.37 1.08 -0.32 1.17 4.20 3.26 5.39 2.91
## 2016-07-07 2.97 3.06 2.22 0.83 2.21 4.18 3.95 5.62 3.04
## 2016-07-08 4.54 5.21 1.73 0.05 1.51 3.19 5.13 7.91 2.76
## 2016-07-11 4.90 6.97 3.22 2.03 3.07 3.43 5.91 9.57 4.66
## 2016-07-12 5.63 8.75 3.28 3.81 4.77 5.31 7.50 10.18 5.34
## 2016-07-13 5.65 8.48 4.17 4.44 5.25 5.70 7.15 10.87 5.37
## 2016-07-14 6.20 9.85 4.40 5.63 6.43 5.47 9.41 12.66 5.85
## 2016-07-15 6.10 9.68 4.91 6.09 6.91 5.48 8.43 12.86 5.45
## 2016-07-18 6.36 9.33 5.12 6.57 7.62 5.11 9.07 14.70 5.11
## 2016-07-19 6.20 8.66 4.89 5.38 6.98 4.87 7.20 15.13 5.27
## 2016-07-20 6.66 9.99 4.76 5.78 8.01 4.57 6.52 14.89 5.75
## 2016-07-21 6.27 10.05 4.66 6.18 8.60 4.95 6.56 15.02 4.97
## 2016-07-22 6.75 10.19 4.50 5.88 8.42 4.04 5.31 15.75 5.32
## 2016-07-25 6.43 10.22 4.75 5.92 8.56 4.15 4.72 15.49 6.43
## 2016-07-26 6.47 10.43 5.62 6.24 9.23 5.33 4.05 15.31 5.98
## Jakarta Nikkei
## 2016-06-29 2.40 4.11
## 2016-06-30 3.15 4.17
## 2016-07-01 2.22 4.89
## 2016-07-04 2.22 5.51
## 2016-07-05 2.22 4.80
## 2016-07-06 2.22 2.86
## 2016-07-07 2.22 2.17
## 2016-07-08 2.22 1.04
## 2016-07-11 4.23 5.06
## 2016-07-12 4.85 7.65
## 2016-07-13 5.56 8.56
## 2016-07-14 4.52 9.59
## 2016-07-15 5.07 10.34
## 2016-07-18 5.43 10.34
## 2016-07-19 6.36 11.85
## 2016-07-20 7.80 11.57
## 2016-07-21 7.27 12.43
## 2016-07-22 6.86 11.20
## 2016-07-25 7.35 11.16
## 2016-07-26 7.42 9.57## SPX
## 2016-06-24 0
Index (60)
## SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Russia Bovespa Sensex
## 2016-06-29 0.26 -4.78 -1.60 -5.40 -4.45 -0.48 0.46 -4.78 5.12
## 2016-06-30 1.62 -3.68 -0.86 -3.84 -2.78 -0.54 0.40 -3.80 6.14
## 2016-07-01 1.82 -3.06 0.10 -3.84 -2.78 -0.45 0.67 -2.48 6.71
## 2016-07-04 1.82 -3.77 0.55 -2.85 -1.54 1.46 1.48 -1.85 7.24
## 2016-07-05 1.13 -5.42 0.26 -4.61 -2.98 2.06 -0.20 -3.21 6.80
## 2016-07-06 1.67 -7.16 -1.79 -6.16 -4.17 2.43 -1.01 -3.10 6.80
## 2016-07-07 1.58 -6.53 -0.68 -5.08 -3.18 2.42 -0.35 -2.89 6.94
## 2016-07-08 3.13 -4.58 -1.15 -5.81 -3.85 1.44 0.78 -0.79 6.64
## 2016-07-11 3.48 -2.99 0.29 -3.95 -2.37 1.67 1.54 0.74 8.61
## 2016-07-12 4.20 -1.37 0.35 -2.27 -0.76 3.52 3.05 1.30 9.32
## 2016-07-13 4.22 -1.62 1.21 -1.68 -0.31 3.91 2.73 1.94 9.35
## 2016-07-14 4.77 -0.37 1.43 -0.56 0.81 3.68 4.89 3.58 9.85
## 2016-07-15 4.67 -0.52 1.93 -0.12 1.27 3.69 3.95 3.77 9.43
## 2016-07-18 4.92 -0.84 2.13 0.33 1.94 3.33 4.56 5.46 9.08
## 2016-07-19 4.77 -1.45 1.91 -0.80 1.33 3.09 2.77 5.86 9.24
## 2016-07-20 5.22 -0.24 1.78 -0.42 2.31 2.79 2.12 5.63 9.75
## 2016-07-21 4.84 -0.19 1.69 -0.04 2.86 3.17 2.16 5.75 8.94
## 2016-07-22 5.31 -0.07 1.53 -0.32 2.69 2.28 0.96 6.42 9.30
## 2016-07-25 5.00 -0.03 1.78 -0.29 2.83 2.38 0.39 6.18 10.45
## 2016-07-26 5.03 0.16 2.62 0.01 3.47 3.55 -0.25 6.01 9.98
## Jakarta Nikkei
## 2016-06-29 1.33 -10.29
## 2016-06-30 2.07 -10.24
## 2016-07-01 1.16 -9.63
## 2016-07-04 1.16 -9.09
## 2016-07-05 1.16 -9.70
## 2016-07-06 1.16 -11.38
## 2016-07-07 1.16 -11.97
## 2016-07-08 1.16 -12.94
## 2016-07-11 3.14 -9.48
## 2016-07-12 3.76 -7.25
## 2016-07-13 4.46 -6.46
## 2016-07-14 3.43 -5.57
## 2016-07-15 3.98 -4.93
## 2016-07-18 4.33 -4.93
## 2016-07-19 5.25 -3.63
## 2016-07-20 6.68 -3.87
## 2016-07-21 6.15 -3.13
## 2016-07-22 5.75 -4.18
## 2016-07-25 6.23 -4.22
## 2016-07-26 6.30 -5.59## SPX
## 2016-04-29 0
Index (180)
## SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Russia Bovespa Sensex
## 2016-06-29 8.78 -4.94 7.92 2.31 4.08 -2.53 34.70 34.11 11.13
## 2016-06-30 10.26 -3.85 8.73 4.00 5.90 -2.60 34.62 35.49 12.21
## 2016-07-01 10.47 -3.23 9.79 4.00 5.90 -2.50 34.99 37.34 12.81
## 2016-07-04 10.47 -3.93 10.28 5.07 7.25 -0.64 36.08 38.23 13.37
## 2016-07-05 9.71 -5.59 9.96 3.17 5.68 -0.04 33.82 36.32 12.90
## 2016-07-06 10.30 -7.32 7.71 1.50 4.38 0.32 32.73 36.47 12.90
## 2016-07-07 10.21 -6.69 8.93 2.66 5.45 0.30 33.62 36.77 13.05
## 2016-07-08 11.89 -4.75 8.41 1.87 4.73 -0.65 35.14 39.73 12.74
## 2016-07-11 12.27 -3.16 10.00 3.88 6.34 -0.43 36.15 41.88 14.81
## 2016-07-12 13.05 -1.54 10.07 5.70 8.09 1.38 38.18 42.66 15.57
## 2016-07-13 13.07 -1.79 11.00 6.34 8.59 1.76 37.75 43.56 15.60
## 2016-07-14 13.66 -0.55 11.25 7.55 9.80 1.54 40.65 45.88 16.13
## 2016-07-15 13.56 -0.70 11.79 8.02 10.30 1.55 39.38 46.14 15.69
## 2016-07-18 13.83 -1.02 12.02 8.51 11.04 1.19 40.20 48.52 15.31
## 2016-07-19 13.67 -1.62 11.77 7.29 10.38 0.96 37.81 49.08 15.48
## 2016-07-20 14.15 -0.42 11.63 7.70 11.44 0.67 36.93 48.77 16.02
## 2016-07-21 13.74 -0.37 11.53 8.11 12.04 1.04 36.98 48.93 15.16
## 2016-07-22 14.26 -0.24 11.36 7.81 11.86 0.17 35.37 49.88 15.55
## 2016-07-25 13.91 -0.21 11.63 7.84 12.01 0.27 34.61 49.54 16.76
## 2016-07-26 13.95 -0.02 12.55 8.17 12.70 1.41 33.75 49.31 16.27
## Jakarta Nikkei
## 2016-06-29 11.13 -2.81
## 2016-06-30 11.95 -2.76
## 2016-07-01 10.94 -2.09
## 2016-07-04 10.94 -1.51
## 2016-07-05 10.94 -2.17
## 2016-07-06 10.94 -3.98
## 2016-07-07 10.94 -4.63
## 2016-07-08 10.94 -5.68
## 2016-07-11 13.12 -1.93
## 2016-07-12 13.80 0.49
## 2016-07-13 14.56 1.34
## 2016-07-14 13.44 2.30
## 2016-07-15 14.03 3.00
## 2016-07-18 14.42 3.00
## 2016-07-19 15.43 4.41
## 2016-07-20 16.99 4.15
## 2016-07-21 16.42 4.95
## 2016-07-22 15.98 3.81
## 2016-07-25 16.50 3.76
## 2016-07-26 16.58 2.28## SPX
## 2016-01-26 0
Index (365)
## SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Russia Bovespa
## 2016-06-29 0.15 -22.09 -3.16 -27.67 -19.59 -22.97 5.30 -1.16
## 2016-06-30 1.51 -21.20 -2.43 -26.47 -18.18 -23.02 5.23 -0.14
## 2016-07-01 1.71 -20.69 -1.48 -26.47 -18.18 -22.95 5.52 1.23
## 2016-07-04 1.71 -21.27 -1.04 -25.72 -17.14 -21.47 6.37 1.88
## 2016-07-05 1.01 -22.63 -1.33 -27.06 -18.35 -21.00 4.61 0.47
## 2016-07-06 1.55 -24.04 -3.34 -28.24 -19.36 -20.72 3.76 0.58
## 2016-07-07 1.46 -23.53 -2.25 -27.42 -18.53 -20.73 4.45 0.80
## 2016-07-08 3.01 -21.93 -2.72 -27.98 -19.09 -21.48 5.64 2.99
## 2016-07-11 3.36 -20.63 -1.29 -26.56 -17.84 -21.30 6.43 4.57
## 2016-07-12 4.09 -19.31 -1.23 -25.27 -16.49 -19.87 8.02 5.15
## 2016-07-13 4.10 -19.51 -0.39 -24.82 -16.10 -19.58 7.68 5.81
## 2016-07-14 4.65 -18.49 -0.17 -23.97 -15.16 -19.75 9.95 7.52
## 2016-07-15 4.55 -18.62 0.32 -23.63 -14.78 -19.74 8.96 7.71
## 2016-07-18 4.80 -18.88 0.52 -23.28 -14.21 -20.03 9.60 9.47
## 2016-07-19 4.65 -19.37 0.30 -24.15 -14.72 -20.21 7.73 9.88
## 2016-07-20 5.10 -18.39 0.17 -23.86 -13.90 -20.44 7.04 9.65
## 2016-07-21 4.72 -18.34 0.08 -23.57 -13.44 -20.15 7.08 9.77
## 2016-07-22 5.19 -18.24 -0.08 -23.78 -13.58 -20.83 5.82 10.47
## 2016-07-25 4.88 -18.21 0.17 -23.76 -13.46 -20.76 5.23 10.22
## 2016-07-26 4.91 -18.06 1.00 -23.53 -12.93 -19.85 4.55 10.04
## Sensex Jakarta Nikkei
## 2016-06-29 -6.05 2.23 -23.64
## 2016-06-30 -5.14 2.98 -23.59
## 2016-07-01 -4.63 2.05 -23.07
## 2016-07-04 -4.16 2.05 -22.61
## 2016-07-05 -4.55 2.05 -23.13
## 2016-07-06 -4.55 2.05 -24.56
## 2016-07-07 -4.43 2.05 -25.06
## 2016-07-08 -4.70 2.05 -25.89
## 2016-07-11 -2.94 4.05 -22.94
## 2016-07-12 -2.30 4.68 -21.04
## 2016-07-13 -2.28 5.39 -20.38
## 2016-07-14 -1.83 4.35 -19.62
## 2016-07-15 -2.20 4.90 -19.07
## 2016-07-18 -2.52 5.25 -19.07
## 2016-07-19 -2.37 6.18 -17.96
## 2016-07-20 -1.92 7.62 -18.17
## 2016-07-21 -2.64 7.09 -17.54
## 2016-07-22 -2.32 6.69 -18.44
## 2016-07-25 -1.29 7.17 -18.47
## 2016-07-26 -1.71 7.24 -19.63## SPX
## 2015-07-27 0
China ADR
## BAIDU.INC...SPON.ADR ALIBABA.GROUP.HOLDING.SP.ADR
## 2016-06-28 0.81 -0.01
## 2016-06-29 3.32 2.29
## 2016-06-30 3.79 4.25
## 2016-07-01 3.81 4.40
## 2016-07-05 1.73 3.51
## 2016-07-06 1.53 3.08
## 2016-07-07 2.70 4.01
## 2016-07-08 0.43 3.54
## 2016-07-11 4.97 6.78
## 2016-07-12 3.68 7.14
## 2016-07-13 3.17 5.61
## 2016-07-14 3.60 7.14
## 2016-07-15 2.28 6.50
## 2016-07-18 3.56 8.34
## 2016-07-19 1.30 8.49
## 2016-07-20 0.96 10.66
## 2016-07-21 1.43 10.34
## 2016-07-22 1.11 10.75
## 2016-07-25 0.71 9.04
## 2016-07-26 3.09 9.57
## CTRIP.COM.INTERNATIONAL.ADR JD.COM.INC.ADR
## 2016-06-28 0.78 -1.55
## 2016-06-29 2.27 -1.21
## 2016-06-30 4.04 2.86
## 2016-07-01 3.86 3.25
## 2016-07-05 2.68 1.07
## 2016-07-06 1.57 -1.26
## 2016-07-07 1.16 -0.34
## 2016-07-08 2.55 0.39
## 2016-07-11 5.51 5.43
## 2016-07-12 5.93 7.61
## 2016-07-13 6.54 5.04
## 2016-07-14 8.59 5.04
## 2016-07-15 8.79 3.73
## 2016-07-18 10.30 7.27
## 2016-07-19 8.74 8.62
## 2016-07-20 9.80 9.79
## 2016-07-21 9.60 6.54
## 2016-07-22 10.68 6.20
## 2016-07-25 10.43 5.86
## 2016-07-26 11.11 8.91
## VIPSHOP.HOLDINGS.LTD...ADR YOUKU.TUDOU.INC.ADR AUTOHOME.INC.ADR
## 2016-06-28 -2.72 0.36 -8.95
## 2016-06-29 -2.00 0.36 -10.78
## 2016-06-30 1.36 0.36 -12.60
## 2016-07-01 1.81 0.36 -8.30
## 2016-07-05 2.81 0.36 -8.56
## 2016-07-06 3.99 0.36 -6.43
## 2016-07-07 7.17 0.36 -2.56
## 2016-07-08 11.16 0.36 0.09
## 2016-07-11 15.61 0.36 -5.69
## 2016-07-12 15.61 0.36 -4.56
## 2016-07-13 14.16 0.36 -6.61
## 2016-07-14 16.88 0.36 -7.08
## 2016-07-15 14.52 0.36 -12.69
## 2016-07-18 17.06 0.36 -14.95
## 2016-07-19 19.78 0.36 -15.25
## 2016-07-20 23.68 0.36 -13.30
## 2016-07-21 24.23 0.36 -13.04
## 2016-07-22 22.60 0.36 -11.73
## 2016-07-25 21.51 0.36 -9.17
## 2016-07-26 27.13 0.36 -5.78
## JUMEI.INTERNATIONAL.ADR
## 2016-06-28 -4.14
## 2016-06-29 -2.99
## 2016-06-30 -5.06
## 2016-07-01 -6.44
## 2016-07-05 -7.82
## 2016-07-06 -10.11
## 2016-07-07 -10.57
## 2016-07-08 -8.28
## 2016-07-11 -6.90
## 2016-07-12 -3.45
## 2016-07-13 -4.37
## 2016-07-14 1.15
## 2016-07-15 0.92
## 2016-07-18 0.00
## 2016-07-19 -2.07
## 2016-07-20 0.92
## 2016-07-21 0.00
## 2016-07-22 -0.46
## 2016-07-25 -1.38
## 2016-07-26 -0.46
Sectors (21) (Stoxx)
## Stoxx Stoxx.석유.가스 Stoxx.은행 Stoxx.건설 Stoxx.기초자원
## 2016-06-29 5.00 2.20 0.10 1.24 2.45
## 2016-06-30 6.20 2.49 -0.91 1.04 3.56
## 2016-07-01 6.88 3.00 -1.16 1.76 5.06
## 2016-07-04 6.11 2.96 -2.06 1.06 7.45
## 2016-07-05 4.28 3.45 -3.06 0.65 5.67
## 2016-07-06 2.37 3.08 -3.76 1.36 7.00
## 2016-07-07 3.06 3.66 -3.21 1.90 7.39
## 2016-07-08 5.21 2.78 -1.59 1.55 7.06
## 2016-07-11 6.97 2.39 -1.24 2.82 10.03
## 2016-07-12 8.75 2.34 0.50 1.87 11.53
## 2016-07-13 8.48 1.50 -0.45 2.57 11.14
## 2016-07-14 9.85 1.36 0.86 1.77 11.34
## 2016-07-15 9.68 1.02 0.93 1.67 10.48
## 2016-07-18 9.33 0.48 1.54 2.17 10.89
## 2016-07-19 8.66 1.26 1.74 3.06 8.63
## 2016-07-20 9.99 -0.19 2.22 2.24 5.90
## 2016-07-21 10.05 -0.04 2.65 1.92 8.09
## 2016-07-22 10.19 -0.99 1.96 1.76 7.01
## 2016-07-25 10.22 -3.28 1.39 2.54 6.97
## 2016-07-26 10.43 -3.38 0.80 2.75 9.13
## Stoxx.자동차..부품 Stoxx.유틸리티 Stoxx.소매 Stoxx.금융서비스
## 2016-06-29 -3.41 2.77 0.92 1.65
## 2016-06-30 -4.63 4.22 0.07 1.74
## 2016-07-01 -1.78 3.63 0.42 1.69
## 2016-07-04 -3.10 4.96 0.17 0.56
## 2016-07-05 -4.67 4.93 0.19 -1.50
## 2016-07-06 -3.59 4.93 -0.13 -1.03
## 2016-07-07 -3.73 4.71 0.27 0.43
## 2016-07-08 -2.03 3.99 0.41 0.57
## 2016-07-11 -1.82 3.29 0.70 1.38
## 2016-07-12 0.35 1.28 0.96 1.74
## 2016-07-13 -0.63 2.79 1.42 1.50
## 2016-07-14 0.41 1.29 0.48 2.17
## 2016-07-15 -0.01 1.60 -0.17 1.45
## 2016-07-18 0.90 2.34 0.61 2.99
## 2016-07-19 0.21 2.41 1.18 3.69
## 2016-07-20 1.65 2.15 0.71 3.69
## 2016-07-21 1.95 2.26 -0.23 3.50
## 2016-07-22 1.32 2.17 -0.95 2.66
## 2016-07-25 2.29 2.66 0.03 3.56
## 2016-07-26 3.95 2.47 -0.94 2.84## Stoxx
## 2016-06-27 0
Sectors (60) (Stoxx)
## Stoxx Stoxx.석유.가스 Stoxx.은행 Stoxx.건설 Stoxx.기초자원
## 2016-06-29 -4.78 9.16 -9.03 -0.66 5.44
## 2016-06-30 -3.68 9.50 -9.98 -0.87 6.50
## 2016-07-01 -3.06 10.04 -10.24 -0.24 7.92
## 2016-07-04 -3.77 9.97 -10.90 -0.84 10.15
## 2016-07-05 -5.42 10.31 -11.58 -1.19 8.42
## 2016-07-06 -7.16 9.83 -11.98 -0.52 9.61
## 2016-07-07 -6.53 10.44 -11.59 -0.05 10.00
## 2016-07-08 -4.58 9.72 -10.45 -0.39 9.75
## 2016-07-11 -2.99 9.47 -10.30 0.71 12.59
## 2016-07-12 -1.37 9.53 -9.03 -0.17 14.05
## 2016-07-13 -1.62 8.70 -9.79 0.46 13.68
## 2016-07-14 -0.37 8.65 -8.84 -0.29 13.89
## 2016-07-15 -0.52 8.30 -8.78 -0.37 13.08
## 2016-07-18 -0.84 7.76 -8.24 0.08 13.46
## 2016-07-19 -1.45 8.47 -8.01 0.89 11.32
## 2016-07-20 -0.24 7.15 -7.74 0.13 8.80
## 2016-07-21 -0.19 7.31 -7.39 -0.15 10.86
## 2016-07-22 -0.07 6.39 -7.96 -0.29 9.86
## 2016-07-25 -0.03 4.15 -8.44 0.39 9.81
## 2016-07-26 0.16 4.07 -8.95 0.58 11.84
## Stoxx.자동차..부품 Stoxx.유틸리티 Stoxx.소매 Stoxx.금융서비스
## 2016-06-29 -6.86 3.57 -1.14 -2.68
## 2016-06-30 -7.98 4.89 -1.92 -2.66
## 2016-07-01 -5.52 4.36 -1.62 -2.73
## 2016-07-04 -6.64 5.59 -1.82 -3.67
## 2016-07-05 -7.94 5.53 -1.78 -5.40
## 2016-07-06 -6.93 5.51 -2.02 -4.90
## 2016-07-07 -7.07 5.32 -1.68 -3.67
## 2016-07-08 -5.68 4.68 -1.60 -3.63
## 2016-07-11 -5.56 4.06 -1.37 -2.99
## 2016-07-12 -3.74 2.23 -1.17 -2.75
## 2016-07-13 -4.57 3.61 -0.76 -2.94
## 2016-07-14 -3.73 2.25 -1.62 -2.42
## 2016-07-15 -4.10 2.52 -2.20 -3.05
## 2016-07-18 -3.29 3.20 -1.50 -1.69
## 2016-07-19 -3.86 3.27 -0.98 -1.06
## 2016-07-20 -2.66 3.04 -1.43 -1.12
## 2016-07-21 -2.40 3.14 -2.26 -1.28
## 2016-07-22 -2.94 3.06 -2.90 -2.00
## 2016-07-25 -2.11 3.50 -2.03 -1.24
## 2016-07-26 -0.67 3.33 -2.90 -1.87## Stoxx
## 2016-05-03 0
Sectors (180) (Stoxx)
## Stoxx Stoxx.석유.가스 Stoxx.은행 Stoxx.건설 Stoxx.기초자원
## 2016-06-29 -4.94 16.89 -12.57 3.30 36.25
## 2016-06-30 -3.85 17.35 -13.51 3.14 37.98
## 2016-07-01 -3.23 17.98 -13.79 3.81 40.02
## 2016-07-04 -3.93 17.84 -14.40 3.15 42.70
## 2016-07-05 -5.59 18.10 -14.96 2.73 39.95
## 2016-07-06 -7.32 17.44 -15.28 3.35 40.97
## 2016-07-07 -6.69 18.14 -14.94 3.87 41.66
## 2016-07-08 -4.75 17.53 -13.92 3.59 41.94
## 2016-07-11 -3.16 17.37 -13.85 4.80 46.13
## 2016-07-12 -1.54 17.55 -12.71 3.95 48.52
## 2016-07-13 -1.79 16.65 -13.42 4.60 47.97
## 2016-07-14 -0.55 16.69 -12.56 3.88 48.64
## 2016-07-15 -0.70 16.30 -12.48 3.79 47.53
## 2016-07-18 -1.02 15.70 -11.96 4.25 47.93
## 2016-07-19 -1.62 16.41 -11.72 5.05 44.95
## 2016-07-20 -0.42 15.09 -11.51 4.32 42.04
## 2016-07-21 -0.37 15.26 -11.17 4.03 44.73
## 2016-07-22 -0.24 14.28 -11.73 3.88 43.46
## 2016-07-25 -0.21 11.89 -12.18 4.60 43.42
## 2016-07-26 -0.02 11.82 -12.68 4.80 46.12
## Stoxx.자동차..부품 Stoxx.유틸리티 Stoxx.소매 Stoxx.금융서비스
## 2016-06-29 -5.60 3.01 -3.59 -0.80
## 2016-06-30 -6.70 4.33 -4.37 -0.74
## 2016-07-01 -4.21 3.80 -4.10 -0.81
## 2016-07-04 -5.36 5.01 -4.28 -1.79
## 2016-07-05 -6.69 4.97 -4.19 -3.56
## 2016-07-06 -5.70 4.96 -4.38 -3.10
## 2016-07-07 -5.84 4.76 -4.08 -1.83
## 2016-07-08 -4.39 4.13 -4.03 -1.75
## 2016-07-11 -4.25 3.50 -3.86 -1.07
## 2016-07-12 -2.39 1.67 -3.71 -0.80
## 2016-07-13 -3.23 3.04 -3.30 -1.00
## 2016-07-14 -2.35 1.69 -4.17 -0.43
## 2016-07-15 -2.73 1.96 -4.72 -1.07
## 2016-07-18 -1.91 2.64 -4.04 0.30
## 2016-07-19 -2.51 2.70 -3.52 0.92
## 2016-07-20 -1.27 2.47 -3.98 0.90
## 2016-07-21 -1.00 2.57 -4.79 0.73
## 2016-07-22 -1.56 2.49 -5.42 -0.01
## 2016-07-25 -0.71 2.93 -4.57 0.78
## 2016-07-26 0.75 2.75 -5.42 0.14## Stoxx
## 2016-01-28 0
Sectors (365) (Stoxx)
## Stoxx Stoxx.석유.가스 Stoxx.은행 Stoxx.건설 Stoxx.기초자원
## 2016-06-29 -22.09 15.72 -21.61 11.59 4.38
## 2016-06-30 -21.20 16.12 -22.40 11.54 5.26
## 2016-07-01 -20.69 16.66 -22.67 12.21 6.41
## 2016-07-04 -21.27 16.53 -22.99 11.55 8.24
## 2016-07-05 -22.63 16.72 -23.15 11.02 6.83
## 2016-07-06 -24.04 16.14 -23.13 11.42 7.80
## 2016-07-07 -23.53 16.74 -22.98 11.95 8.12
## 2016-07-08 -21.93 16.25 -22.56 11.87 7.91
## 2016-07-11 -20.63 16.14 -22.73 13.11 10.23
## 2016-07-12 -19.31 16.33 -22.16 12.50 11.43
## 2016-07-13 -19.51 15.57 -22.62 13.06 11.12
## 2016-07-14 -18.49 15.62 -22.20 12.52 11.30
## 2016-07-15 -18.62 15.30 -22.13 12.42 10.64
## 2016-07-18 -18.88 14.79 -21.73 12.81 10.95
## 2016-07-19 -19.37 15.37 -21.48 13.49 9.20
## 2016-07-20 -18.39 14.29 -21.50 12.93 7.14
## 2016-07-21 -18.34 14.42 -21.28 12.67 8.81
## 2016-07-22 -18.24 13.61 -21.68 12.55 8.00
## 2016-07-25 -18.21 11.61 -22.00 13.20 7.96
## 2016-07-26 -18.06 11.56 -22.35 13.40 9.62
## Stoxx.자동차..부품 Stoxx.유틸리티 Stoxx.소매 Stoxx.금융서비스
## 2016-06-29 -5.65 11.25 -0.25 0.54
## 2016-06-30 -6.55 12.54 -0.87 0.60
## 2016-07-01 -4.55 12.11 -0.63 0.55
## 2016-07-04 -5.46 13.16 -0.80 -0.27
## 2016-07-05 -6.52 12.97 -0.76 -1.77
## 2016-07-06 -5.70 12.80 -0.99 -1.41
## 2016-07-07 -5.81 12.68 -0.70 -0.34
## 2016-07-08 -4.68 12.27 -0.62 -0.26
## 2016-07-11 -4.58 11.84 -0.42 0.33
## 2016-07-12 -3.09 10.33 -0.24 0.58
## 2016-07-13 -3.77 11.56 0.09 0.41
## 2016-07-14 -3.08 10.43 -0.61 0.89
## 2016-07-15 -3.37 10.68 -1.08 0.36
## 2016-07-18 -2.71 11.26 -0.51 1.50
## 2016-07-19 -3.19 11.26 -0.09 2.01
## 2016-07-20 -2.20 11.16 -0.44 2.01
## 2016-07-21 -1.99 11.25 -1.14 1.86
## 2016-07-22 -2.44 11.19 -1.66 1.25
## 2016-07-25 -1.76 11.59 -0.95 1.90
## 2016-07-26 -0.58 11.45 -1.65 1.38## Stoxx
## 2015-08-03 0
Sectors (21) (SPX)
## SPX S.P.500.에너지 S.P.500.금융 S.P.500.건강관리
## 2016-06-28 -0.06 0.09 -0.33 0.60
## 2016-06-29 1.64 0.41 0.28 0.78
## 2016-06-30 3.02 -0.07 0.49 0.38
## 2016-07-01 3.22 0.21 -0.25 0.77
## 2016-07-05 2.51 -1.04 -1.11 1.43
## 2016-07-06 3.06 -1.02 -1.29 2.09
## 2016-07-07 2.97 -2.00 -1.10 1.96
## 2016-07-08 4.54 -2.27 -0.80 1.52
## 2016-07-11 4.90 -2.46 -0.57 0.99
## 2016-07-12 5.63 -0.89 -0.01 0.75
## 2016-07-13 5.65 -1.65 0.01 0.73
## 2016-07-14 6.20 -1.77 0.40 0.60
## 2016-07-15 6.10 -1.70 0.31 0.64
## 2016-07-18 6.36 -2.02 0.44 0.38
## 2016-07-19 6.20 -2.40 0.68 0.36
## 2016-07-20 6.66 -3.04 0.37 0.80
## 2016-07-21 6.27 -3.58 0.28 1.57
## 2016-07-22 6.75 -3.72 0.43 1.32
## 2016-07-25 6.43 -5.45 0.49 1.48
## 2016-07-26 6.47 -5.08 0.61 1.26
## S.P.500.자유소비재 S.P.500.정보서비스 S.P.500.산업
## 2016-06-28 0.08 -0.28 -0.57
## 2016-06-29 0.02 -0.32 -0.53
## 2016-06-30 -0.59 -0.63 0.12
## 2016-07-01 0.12 -0.70 0.30
## 2016-07-05 0.08 -0.74 0.09
## 2016-07-06 0.40 -0.75 0.04
## 2016-07-07 0.90 -0.41 0.39
## 2016-07-08 1.15 -0.25 0.79
## 2016-07-11 1.38 0.06 1.02
## 2016-07-12 1.14 0.33 1.24
## 2016-07-13 0.61 0.22 1.50
## 2016-07-14 0.49 0.52 1.75
## 2016-07-15 0.11 0.45 1.92
## 2016-07-18 0.19 0.97 1.53
## 2016-07-19 0.15 1.01 1.75
## 2016-07-20 0.11 2.03 1.51
## 2016-07-21 0.23 1.87 0.79
## 2016-07-22 0.26 1.95 0.41
## 2016-07-25 0.72 2.13 0.12
## 2016-07-26 0.50 2.55 0.85
## S.P.500.생활필수품 S.P.500.원자재
## 2016-06-28 0.41 -2.61
## 2016-06-29 -0.13 -2.66
## 2016-06-30 0.73 -2.51
## 2016-07-01 0.21 -2.65
## 2016-07-05 1.45 -3.83
## 2016-07-06 0.90 -4.02
## 2016-07-07 0.87 -3.66
## 2016-07-08 0.34 -2.77
## 2016-07-11 0.04 -2.64
## 2016-07-12 -1.26 -1.48
## 2016-07-13 -0.75 -1.19
## 2016-07-14 -1.22 -0.87
## 2016-07-15 -1.13 -0.35
## 2016-07-18 -1.56 0.11
## 2016-07-19 -1.57 -0.46
## 2016-07-20 -2.45 -0.74
## 2016-07-21 -2.38 -1.02
## 2016-07-22 -2.39 -1.29
## 2016-07-25 -2.22 -1.08
## 2016-07-26 -3.07 -0.36## SPX
## 2016-06-24 0
Sectors (60) (SPX)
## SPX S.P.500.에너지 S.P.500.금융 S.P.500.건강관리
## 2016-06-28 -1.41 0.50 -3.97 1.43
## 2016-06-29 0.26 0.84 -3.45 1.63
## 2016-06-30 1.62 0.36 -3.29 1.25
## 2016-07-01 1.82 0.64 -4.01 1.64
## 2016-07-05 1.13 -0.61 -4.81 2.28
## 2016-07-06 1.67 -0.59 -5.00 2.94
## 2016-07-07 1.58 -1.56 -4.82 2.81
## 2016-07-08 3.13 -1.82 -4.59 2.39
## 2016-07-11 3.48 -2.00 -4.38 1.86
## 2016-07-12 4.20 -0.44 -3.88 1.64
## 2016-07-13 4.22 -1.19 -3.86 1.62
## 2016-07-14 4.77 -1.32 -3.52 1.48
## 2016-07-15 4.67 -1.25 -3.59 1.52
## 2016-07-18 4.92 -1.55 -3.48 1.27
## 2016-07-19 4.77 -1.94 -3.25 1.24
## 2016-07-20 5.22 -2.56 -3.56 1.69
## 2016-07-21 4.84 -3.11 -3.63 2.45
## 2016-07-22 5.31 -3.24 -3.51 2.20
## 2016-07-25 5.00 -4.96 -3.44 2.36
## 2016-07-26 5.03 -4.59 -3.32 2.15
## S.P.500.자유소비재 S.P.500.정보서비스 S.P.500.산업
## 2016-06-28 -2.24 1.02 -2.28
## 2016-06-29 -2.33 1.00 -2.25
## 2016-06-30 -2.95 0.71 -1.65
## 2016-07-01 -2.27 0.64 -1.48
## 2016-07-05 -2.31 0.58 -1.68
## 2016-07-06 -2.01 0.58 -1.74
## 2016-07-07 -1.53 0.93 -1.40
## 2016-07-08 -1.32 1.11 -1.04
## 2016-07-11 -1.10 1.42 -0.81
## 2016-07-12 -1.35 1.70 -0.61
## 2016-07-13 -1.86 1.59 -0.36
## 2016-07-14 -1.99 1.89 -0.14
## 2016-07-15 -2.36 1.82 0.03
## 2016-07-18 -2.28 2.35 -0.34
## 2016-07-19 -2.32 2.38 -0.14
## 2016-07-20 -2.36 3.41 -0.38
## 2016-07-21 -2.25 3.24 -1.07
## 2016-07-22 -2.23 3.33 -1.45
## 2016-07-25 -1.78 3.50 -1.73
## 2016-07-26 -1.98 3.93 -1.01
## S.P.500.생활필수품 S.P.500.원자재
## 2016-06-28 3.44 -3.39
## 2016-06-29 2.95 -3.45
## 2016-06-30 3.86 -3.31
## 2016-07-01 3.34 -3.45
## 2016-07-05 4.56 -4.61
## 2016-07-06 4.02 -4.80
## 2016-07-07 3.99 -4.44
## 2016-07-08 3.50 -3.59
## 2016-07-11 3.21 -3.46
## 2016-07-12 1.91 -2.33
## 2016-07-13 2.43 -2.04
## 2016-07-14 1.96 -1.75
## 2016-07-15 2.05 -1.24
## 2016-07-18 1.63 -0.78
## 2016-07-19 1.60 -1.35
## 2016-07-20 0.72 -1.62
## 2016-07-21 0.78 -1.90
## 2016-07-22 0.79 -2.16
## 2016-07-25 0.95 -1.96
## 2016-07-26 0.09 -1.24## SPX
## 2016-04-29 0
Sectors (180) (SPX)
## SPX S.P.500.에너지 S.P.500.금융 S.P.500.건강관리
## 2016-06-28 6.96 13.52 -3.05 -3.92
## 2016-06-29 8.78 14.13 -2.46 -3.82
## 2016-06-30 10.26 13.73 -2.28 -4.29
## 2016-07-01 10.47 14.10 -3.06 -3.89
## 2016-07-05 9.71 12.50 -3.93 -3.18
## 2016-07-06 10.30 12.59 -4.14 -2.53
## 2016-07-07 10.21 11.40 -3.95 -2.67
## 2016-07-08 11.89 11.29 -3.67 -3.19
## 2016-07-11 12.27 11.11 -3.44 -3.75
## 2016-07-12 13.05 13.11 -2.87 -4.02
## 2016-07-13 13.07 12.19 -2.85 -4.04
## 2016-07-14 13.66 12.11 -2.46 -4.21
## 2016-07-15 13.56 12.18 -2.55 -4.17
## 2016-07-18 13.83 11.84 -2.42 -4.44
## 2016-07-19 13.67 11.35 -2.17 -4.46
## 2016-07-20 14.15 10.66 -2.50 -4.01
## 2016-07-21 13.74 9.94 -2.59 -3.21
## 2016-07-22 14.26 9.84 -2.46 -3.51
## 2016-07-25 13.91 7.71 -2.38 -3.32
## 2016-07-26 13.95 8.17 -2.25 -3.54
## S.P.500.자유소비재 S.P.500.정보서비스 S.P.500.산업
## 2016-06-28 -3.11 -3.23 3.05
## 2016-06-29 -3.23 -3.33 3.16
## 2016-06-30 -3.92 -3.70 3.92
## 2016-07-01 -3.18 -3.77 4.13
## 2016-07-05 -3.20 -3.79 3.87
## 2016-07-06 -2.89 -3.82 3.84
## 2016-07-07 -2.38 -3.46 4.22
## 2016-07-08 -2.16 -3.34 4.72
## 2016-07-11 -1.93 -3.03 4.99
## 2016-07-12 -2.20 -2.77 5.26
## 2016-07-13 -2.75 -2.89 5.56
## 2016-07-14 -2.89 -2.59 5.85
## 2016-07-15 -3.29 -2.66 6.03
## 2016-07-18 -3.21 -2.12 5.61
## 2016-07-19 -3.25 -2.09 5.84
## 2016-07-20 -3.30 -1.03 5.60
## 2016-07-21 -3.17 -1.19 4.78
## 2016-07-22 -3.16 -1.13 4.37
## 2016-07-25 -2.67 -0.92 4.05
## 2016-07-26 -2.89 -0.48 4.86
## S.P.500.생활필수품 S.P.500.원자재
## 2016-06-28 1.21 10.70
## 2016-06-29 0.64 10.87
## 2016-06-30 1.57 11.25
## 2016-07-01 1.02 11.11
## 2016-07-05 2.35 9.59
## 2016-07-06 1.75 9.43
## 2016-07-07 1.72 9.85
## 2016-07-08 1.16 11.14
## 2016-07-11 0.84 11.35
## 2016-07-12 -0.56 12.86
## 2016-07-13 0.00 13.22
## 2016-07-14 -0.50 13.67
## 2016-07-15 -0.42 14.28
## 2016-07-18 -0.87 14.88
## 2016-07-19 -0.90 14.16
## 2016-07-20 -1.83 13.90
## 2016-07-21 -1.77 13.49
## 2016-07-22 -1.77 13.23
## 2016-07-25 -1.58 13.45
## 2016-07-26 -2.50 14.33## SPX
## 2016-01-26 0
Sectors (365) (SPX)
## SPX S.P.500.에너지 S.P.500.금융 S.P.500.건강관리
## 2016-06-28 -1.53 0.44 -10.12 -5.10
## 2016-06-29 0.15 0.76 -9.76 -5.04
## 2016-06-30 1.51 0.29 -9.70 -5.49
## 2016-07-01 1.71 0.57 -10.39 -5.14
## 2016-07-05 1.01 -0.67 -11.08 -4.48
## 2016-07-06 1.55 -0.65 -11.29 -3.90
## 2016-07-07 1.46 -1.62 -11.11 -4.02
## 2016-07-08 3.01 -1.88 -11.00 -4.51
## 2016-07-11 3.36 -2.07 -10.83 -5.03
## 2016-07-12 4.09 -0.51 -10.42 -5.30
## 2016-07-13 4.10 -1.26 -10.39 -5.30
## 2016-07-14 4.65 -1.39 -10.11 -5.47
## 2016-07-15 4.55 -1.31 -10.17 -5.43
## 2016-07-18 4.80 -1.62 -10.08 -5.68
## 2016-07-19 4.65 -2.01 -9.85 -5.69
## 2016-07-20 5.10 -2.63 -10.18 -5.30
## 2016-07-21 4.72 -3.17 -10.22 -4.57
## 2016-07-22 5.19 -3.30 -10.13 -4.83
## 2016-07-25 4.88 -5.03 -10.05 -4.67
## 2016-07-26 4.91 -4.65 -9.94 -4.86
## S.P.500.자유소비재 S.P.500.정보서비스 S.P.500.산업
## 2016-06-28 -0.84 0.23 4.99
## 2016-06-29 -0.92 0.19 5.13
## 2016-06-30 -1.53 -0.11 5.88
## 2016-07-01 -0.84 -0.18 6.07
## 2016-07-05 -0.88 -0.22 5.81
## 2016-07-06 -0.57 -0.23 5.79
## 2016-07-07 -0.08 0.11 6.16
## 2016-07-08 0.15 0.28 6.66
## 2016-07-11 0.37 0.58 6.92
## 2016-07-12 0.12 0.85 7.18
## 2016-07-13 -0.39 0.74 7.47
## 2016-07-14 -0.52 1.04 7.74
## 2016-07-15 -0.89 0.97 7.92
## 2016-07-18 -0.80 1.50 7.54
## 2016-07-19 -0.84 1.52 7.75
## 2016-07-20 -0.89 2.54 7.52
## 2016-07-21 -0.77 2.38 6.75
## 2016-07-22 -0.75 2.46 6.38
## 2016-07-25 -0.30 2.64 6.05
## 2016-07-26 -0.50 3.06 6.83
## S.P.500.생활필수품 S.P.500.원자재
## 2016-06-28 8.84 2.19
## 2016-06-29 8.40 2.21
## 2016-06-30 9.43 2.44
## 2016-07-01 8.89 2.30
## 2016-07-05 10.16 1.05
## 2016-07-06 9.61 0.88
## 2016-07-07 9.58 1.25
## 2016-07-08 9.14 2.24
## 2016-07-11 8.85 2.40
## 2016-07-12 7.51 3.62
## 2016-07-13 8.07 3.94
## 2016-07-14 7.61 4.28
## 2016-07-15 7.69 4.82
## 2016-07-18 7.26 5.32
## 2016-07-19 7.23 4.71
## 2016-07-20 6.33 4.44
## 2016-07-21 6.36 4.13
## 2016-07-22 6.40 3.88
## 2016-07-25 6.56 4.08
## 2016-07-26 5.66 4.83## SPX
## 2015-07-27 0
Sectors (21) (Factors)
## Value.Factor Momentum.Factor Quality.Factor Low.vol.Factor
## 2016-06-28 -0.72 0.74 0.09 0.90
## 2016-06-29 1.12 1.89 1.74 2.10
## 2016-06-30 2.67 3.33 3.25 4.37
## 2016-07-01 2.88 3.42 3.44 4.20
## 2016-07-05 1.45 3.76 2.83 4.66
## 2016-07-06 2.17 4.40 3.25 4.88
## 2016-07-07 2.28 3.84 3.19 4.20
## 2016-07-08 4.18 5.09 4.61 5.37
## 2016-07-11 4.65 5.30 4.90 5.37
## 2016-07-12 6.01 5.06 5.46 4.85
## 2016-07-13 6.05 5.22 5.44 5.34
## 2016-07-14 6.78 5.41 5.93 5.25
## 2016-07-15 6.76 5.29 5.94 5.07
## 2016-07-18 7.10 5.52 6.13 4.93
## 2016-07-19 6.90 5.76 6.20 5.05
## 2016-07-20 7.53 5.95 6.68 4.95
## 2016-07-21 7.15 5.42 6.26 4.64
## 2016-07-22 7.63 6.15 6.77 5.22
## 2016-07-25 7.41 5.87 6.62 4.98
## 2016-07-26 7.71 5.53 6.35 4.56
## Size.Factor
## 2016-06-28 -1.30
## 2016-06-29 1.41
## 2016-06-30 2.81
## 2016-07-01 3.29
## 2016-07-05 2.39
## 2016-07-06 2.42
## 2016-07-07 2.94
## 2016-07-08 4.50
## 2016-07-11 4.83
## 2016-07-12 5.36
## 2016-07-13 5.36
## 2016-07-14 5.68
## 2016-07-15 5.53
## 2016-07-18 5.75
## 2016-07-19 5.57
## 2016-07-20 6.08
## 2016-07-21 5.63
## 2016-07-22 5.81
## 2016-07-25 6.08
## 2016-07-26 6.53## Value Factor
## 2016-06-24 0
Sectors (60) (Factors)
## Value.Factor Momentum.Factor Quality.Factor Low.vol.Factor
## 2016-06-28 -3.58 2.55 -2.11 3.56
## 2016-06-29 -1.80 3.72 -0.50 4.78
## 2016-06-30 -0.29 5.18 0.98 7.11
## 2016-07-01 -0.08 5.27 1.16 6.94
## 2016-07-05 -1.47 5.62 0.57 7.41
## 2016-07-06 -0.78 6.26 0.98 7.64
## 2016-07-07 -0.66 5.70 0.92 6.94
## 2016-07-08 1.18 6.97 2.31 8.14
## 2016-07-11 1.63 7.19 2.59 8.14
## 2016-07-12 2.96 6.94 3.14 7.61
## 2016-07-13 2.99 7.10 3.12 8.11
## 2016-07-14 3.70 7.30 3.60 8.01
## 2016-07-15 3.69 7.17 3.61 7.84
## 2016-07-18 4.01 7.41 3.79 7.69
## 2016-07-19 3.82 7.65 3.86 7.81
## 2016-07-20 4.43 7.85 4.33 7.71
## 2016-07-21 4.06 7.31 3.92 7.39
## 2016-07-22 4.53 8.05 4.42 7.99
## 2016-07-25 4.32 7.76 4.27 7.74
## 2016-07-26 4.61 7.42 4.01 7.31
## Size.Factor
## 2016-06-28 -1.45
## 2016-06-29 1.26
## 2016-06-30 2.65
## 2016-07-01 3.13
## 2016-07-05 2.23
## 2016-07-06 2.26
## 2016-07-07 2.79
## 2016-07-08 4.34
## 2016-07-11 4.67
## 2016-07-12 5.20
## 2016-07-13 5.20
## 2016-07-14 5.51
## 2016-07-15 5.36
## 2016-07-18 5.59
## 2016-07-19 5.41
## 2016-07-20 5.92
## 2016-07-21 5.47
## 2016-07-22 5.65
## 2016-07-25 5.92
## 2016-07-26 6.37## Value Factor
## 2016-04-29 0
Sectors (180) (Factors)
## Value.Factor Momentum.Factor Quality.Factor Low.vol.Factor
## 2016-06-28 6.77 7.61 5.42 11.90
## 2016-06-29 8.74 8.84 7.15 13.23
## 2016-06-30 10.41 10.37 8.75 15.75
## 2016-07-01 10.64 10.47 8.95 15.56
## 2016-07-05 9.10 10.84 8.30 16.07
## 2016-07-06 9.87 11.51 8.75 16.31
## 2016-07-07 10.00 10.92 8.68 15.56
## 2016-07-08 12.04 12.25 10.18 16.86
## 2016-07-11 12.54 12.48 10.48 16.86
## 2016-07-12 14.01 12.22 11.07 16.29
## 2016-07-13 14.05 12.40 11.06 16.83
## 2016-07-14 14.83 12.60 11.57 16.72
## 2016-07-15 14.82 12.47 11.58 16.53
## 2016-07-18 15.17 12.71 11.78 16.37
## 2016-07-19 14.96 12.97 11.85 16.50
## 2016-07-20 15.64 13.18 12.36 16.40
## 2016-07-21 15.23 12.61 11.91 16.04
## 2016-07-22 15.75 13.39 12.46 16.69
## 2016-07-25 15.51 13.09 12.29 16.42
## 2016-07-26 15.84 12.73 12.01 15.96
## Size.Factor
## 2016-06-28 6.85
## 2016-06-29 9.78
## 2016-06-30 11.29
## 2016-07-01 11.81
## 2016-07-05 10.84
## 2016-07-06 10.87
## 2016-07-07 11.44
## 2016-07-08 13.12
## 2016-07-11 13.48
## 2016-07-12 14.05
## 2016-07-13 14.05
## 2016-07-14 14.40
## 2016-07-15 14.23
## 2016-07-18 14.48
## 2016-07-19 14.28
## 2016-07-20 14.84
## 2016-07-21 14.35
## 2016-07-22 14.55
## 2016-07-25 14.84
## 2016-07-26 15.32## Value Factor
## 2016-01-26 0
Sectors (365) (Factors)
## Value.Factor Momentum.Factor Quality.Factor Low.vol.Factor
## 2016-06-28 -8.07 2.32 0.57 10.62
## 2016-06-29 -6.37 3.49 2.22 11.93
## 2016-06-30 -4.94 4.95 3.74 14.42
## 2016-07-01 -4.74 5.04 3.93 14.23
## 2016-07-05 -6.06 5.38 3.32 14.74
## 2016-07-06 -5.40 6.03 3.74 14.98
## 2016-07-07 -5.29 5.47 3.68 14.23
## 2016-07-08 -3.53 6.73 5.11 15.51
## 2016-07-11 -3.10 6.95 5.39 15.51
## 2016-07-12 -1.84 6.70 5.96 14.95
## 2016-07-13 -1.80 6.87 5.94 15.49
## 2016-07-14 -1.13 7.06 6.43 15.38
## 2016-07-15 -1.14 6.94 6.44 15.19
## 2016-07-18 -0.83 7.17 6.63 15.03
## 2016-07-19 -1.02 7.42 6.70 15.16
## 2016-07-20 -0.43 7.61 7.18 15.06
## 2016-07-21 -0.79 7.07 6.76 14.71
## 2016-07-22 -0.34 7.82 7.28 15.35
## 2016-07-25 -0.54 7.53 7.12 15.08
## 2016-07-26 -0.26 7.18 6.85 14.63
## Size.Factor
## 2016-06-28 -2.18
## 2016-06-29 0.50
## 2016-06-30 1.89
## 2016-07-01 2.36
## 2016-07-05 1.47
## 2016-07-06 1.50
## 2016-07-07 2.02
## 2016-07-08 3.56
## 2016-07-11 3.89
## 2016-07-12 4.41
## 2016-07-13 4.41
## 2016-07-14 4.73
## 2016-07-15 4.58
## 2016-07-18 4.81
## 2016-07-19 4.62
## 2016-07-20 5.13
## 2016-07-21 4.68
## 2016-07-22 4.86
## 2016-07-25 5.13
## 2016-07-26 5.57## Value Factor
## 2015-07-27 0
FX (Emerging)
## 인도네시아.루피아 터키.리라 링깃 인도.루피 Real 란드
## 2016-06-29 13157 2.8900 4.0405 67.6850 3.2206 14.7927
## 2016-06-30 13210 2.8777 4.0288 67.5250 3.2130 14.7266
## 2016-07-01 13115 2.9018 3.9983 67.3200 3.2364 14.5606
## 2016-07-04 13125 2.9068 3.9967 67.2650 3.2696 14.5681
## 2016-07-05 13203 2.9296 4.0240 67.4550 3.3033 14.7452
## 2016-07-06 13209 2.9377 4.0493 67.4550 3.3300 14.7310
## 2016-07-07 13146 2.9373 4.0138 67.3975 3.3675 14.7603
## 2016-07-08 13180 2.8922 4.0345 67.3700 3.3000 14.5379
## 2016-07-11 13107 2.9045 3.9938 67.1362 3.3094 14.4468
## 2016-07-12 13120 2.8869 3.9805 67.1837 3.2956 14.3384
## 2016-07-13 13086 2.8997 3.9655 67.0550 3.2643 14.4820
## 2016-07-14 13073 2.8782 3.9465 66.9138 3.2526 14.2249
## 2016-07-15 13096 3.0157 3.9457 67.0712 3.2802 14.5736
## 2016-07-18 13087 2.9773 3.9785 67.1950 3.2537 14.2450
## 2016-07-19 13089 3.0423 4.0113 67.1075 3.2498 14.3361
## 2016-07-20 13112 3.0898 4.0297 67.1975 3.2600 14.3467
## 2016-07-21 13099 3.0694 4.0398 67.1775 3.2719 14.2309
## 2016-07-22 13095 3.0660 4.0608 67.0813 3.2565 14.2924
## 2016-07-25 13142 3.0368 4.0677 67.3537 3.2860 14.3636
## 2016-07-26 13175 3.0464 4.0635 67.2750 3.2761 14.3610
FX 21 (Emerging)
## 인도네시아.루피아 터키.리라 링깃 인도.루피 Real 란드
## 2016-06-29 -1.45 -1.67 -1.44 -0.42 -5.08 -4.37
## 2016-06-30 -1.06 -2.09 -1.72 -0.65 -5.30 -4.79
## 2016-07-01 -1.77 -1.27 -2.47 -0.95 -4.61 -5.87
## 2016-07-04 -1.69 -1.10 -2.51 -1.04 -3.63 -5.82
## 2016-07-05 -1.11 -0.32 -1.84 -0.76 -2.64 -4.67
## 2016-07-06 -1.06 -0.04 -1.22 -0.76 -1.85 -4.76
## 2016-07-07 -1.54 -0.06 -2.09 -0.84 -0.75 -4.57
## 2016-07-08 -1.28 -1.59 -1.59 -0.88 -2.74 -6.01
## 2016-07-11 -1.83 -1.17 -2.58 -1.22 -2.46 -6.60
## 2016-07-12 -1.73 -1.77 -2.90 -1.16 -2.86 -7.30
## 2016-07-13 -1.98 -1.34 -3.27 -1.34 -3.79 -6.37
## 2016-07-14 -2.08 -2.07 -3.73 -1.55 -4.13 -8.04
## 2016-07-15 -1.91 2.61 -3.75 -1.32 -3.32 -5.78
## 2016-07-18 -1.98 1.30 -2.95 -1.14 -4.10 -7.91
## 2016-07-19 -1.96 3.51 -2.15 -1.27 -4.21 -7.32
## 2016-07-20 -1.79 5.13 -1.70 -1.13 -3.91 -7.25
## 2016-07-21 -1.89 4.44 -1.46 -1.16 -3.56 -8.00
## 2016-07-22 -1.92 4.32 -0.94 -1.31 -4.02 -7.60
## 2016-07-25 -1.57 3.33 -0.78 -0.90 -3.15 -7.14
## 2016-07-26 -1.32 3.65 -0.88 -1.02 -3.44 -7.16## 인도네시아 루피아
## 2016-06-27 0
FX 60 (Emerging)
## 인도네시아.루피아 터키.리라 링깃 인도.루피 Real 란드
## 2016-06-29 -0.24 1.44 2.77 1.85 -8.03 1.05
## 2016-06-30 0.17 1.01 2.47 1.61 -8.24 0.59
## 2016-07-01 -0.55 1.86 1.70 1.30 -7.58 -0.54
## 2016-07-04 -0.48 2.03 1.66 1.22 -6.63 -0.49
## 2016-07-05 0.11 2.83 2.35 1.51 -5.67 0.72
## 2016-07-06 0.16 3.12 3.00 1.51 -4.90 0.62
## 2016-07-07 -0.32 3.10 2.09 1.42 -3.83 0.82
## 2016-07-08 -0.06 1.52 2.62 1.38 -5.76 -0.70
## 2016-07-11 -0.61 1.95 1.58 1.03 -5.49 -1.32
## 2016-07-12 -0.52 1.33 1.25 1.10 -5.89 -2.06
## 2016-07-13 -0.77 1.78 0.86 0.90 -6.78 -1.08
## 2016-07-14 -0.87 1.03 0.38 0.69 -7.11 -2.83
## 2016-07-15 -0.70 5.85 0.36 0.93 -6.33 -0.45
## 2016-07-18 -0.77 4.51 1.20 1.12 -7.08 -2.70
## 2016-07-19 -0.75 6.79 2.03 0.98 -7.19 -2.07
## 2016-07-20 -0.58 8.46 2.50 1.12 -6.90 -2.00
## 2016-07-21 -0.67 7.74 2.75 1.09 -6.56 -2.79
## 2016-07-22 -0.71 7.62 3.29 0.94 -7.00 -2.37
## 2016-07-25 -0.35 6.60 3.46 1.35 -6.16 -1.89
## 2016-07-26 -0.10 6.93 3.36 1.24 -6.44 -1.90## 인도네시아 루피아
## 2016-05-03 0
FX 180 (Emerging)
## 인도네시아.루피아 터키.리라 링깃 인도.루피 Real 란드
## 2016-06-29 -3.48 -1.90 -2.91 0.12 -21.26 -6.96
## 2016-06-30 -3.10 -2.32 -3.19 -0.12 -21.45 -7.38
## 2016-07-01 -3.79 -1.50 -3.92 -0.42 -20.88 -8.42
## 2016-07-04 -3.72 -1.33 -3.96 -0.50 -20.06 -8.37
## 2016-07-05 -3.15 -0.55 -3.30 -0.22 -19.24 -7.26
## 2016-07-06 -3.10 -0.28 -2.70 -0.22 -18.59 -7.35
## 2016-07-07 -3.57 -0.29 -3.55 -0.31 -17.67 -7.16
## 2016-07-08 -3.32 -1.82 -3.05 -0.35 -19.32 -8.56
## 2016-07-11 -3.85 -1.41 -4.03 -0.69 -19.09 -9.14
## 2016-07-12 -3.76 -2.00 -4.35 -0.62 -19.43 -9.82
## 2016-07-13 -4.01 -1.57 -4.71 -0.81 -20.19 -8.91
## 2016-07-14 -4.10 -2.30 -5.17 -1.02 -20.48 -10.53
## 2016-07-15 -3.93 2.37 -5.19 -0.79 -19.81 -8.34
## 2016-07-18 -4.00 1.07 -4.40 -0.61 -20.45 -10.40
## 2016-07-19 -3.98 3.27 -3.61 -0.74 -20.55 -9.83
## 2016-07-20 -3.81 4.88 -3.17 -0.60 -20.30 -9.77
## 2016-07-21 -3.91 4.19 -2.92 -0.63 -20.01 -10.49
## 2016-07-22 -3.94 4.08 -2.42 -0.77 -20.38 -10.11
## 2016-07-25 -3.59 3.09 -2.25 -0.37 -19.66 -9.66
## 2016-07-26 -3.35 3.41 -2.35 -0.49 -19.91 -9.68## 인도네시아 루피아
## 2016-02-01 0
FX 365 (Emerging)
## 인도네시아.루피아 터키.리라 링깃 인도.루피 Real 란드
## 2016-06-29 -2.84 3.93 2.90 6.78 -4.01 17.16
## 2016-06-30 -2.44 3.49 2.61 6.52 -4.24 16.63
## 2016-07-01 -3.15 4.36 1.83 6.20 -3.54 15.32
## 2016-07-04 -3.07 4.53 1.79 6.11 -2.55 15.38
## 2016-07-05 -2.50 5.35 2.48 6.41 -1.54 16.78
## 2016-07-06 -2.45 5.65 3.13 6.41 -0.75 16.67
## 2016-07-07 -2.92 5.63 2.22 6.32 0.37 16.90
## 2016-07-08 -2.67 4.01 2.75 6.28 -1.64 15.14
## 2016-07-11 -3.21 4.45 1.71 5.91 -1.36 14.42
## 2016-07-12 -3.11 3.82 1.38 5.98 -1.77 13.56
## 2016-07-13 -3.36 4.28 0.99 5.78 -2.71 14.70
## 2016-07-14 -3.46 3.51 0.51 5.56 -3.06 12.66
## 2016-07-15 -3.29 8.45 0.49 5.81 -2.23 15.42
## 2016-07-18 -3.35 7.07 1.32 6.00 -3.02 12.82
## 2016-07-19 -3.34 9.41 2.16 5.86 -3.14 13.54
## 2016-07-20 -3.17 11.12 2.63 6.01 -2.83 13.63
## 2016-07-21 -3.26 10.38 2.89 5.97 -2.48 12.71
## 2016-07-22 -3.29 10.26 3.42 5.82 -2.94 13.20
## 2016-07-25 -2.95 9.21 3.60 6.25 -2.06 13.76
## 2016-07-26 -2.70 9.56 3.49 6.13 -2.35 13.74## 인도네시아 루피아
## 2015-08-07 0
FX Carry Trade (Emerging)
## FX.Carry.Trade..Asia. FX.Carry.Trade..Emerging.
## 2016-06-22 176.629 242.9551
## 2016-06-23 177.051 245.4177
## 2016-06-24 175.550 238.9025
## 2016-06-27 175.425 236.9497
## 2016-06-28 176.247 240.2625
## 2016-06-29 176.734 243.0995
## 2016-06-30 176.454 244.0947
## 2016-07-01 177.219 244.0059
## 2016-07-04 177.364 243.5283
## 2016-07-05 176.679 241.3333
## 2016-07-06 176.610 241.3641
## 2016-07-07 176.899 240.9882
## 2016-07-08 176.775 243.2555
## 2016-07-11 177.116 243.5420
## 2016-07-12 176.946 243.5420
## 2016-07-13 177.361 243.5420
## 2016-07-14 177.868 243.5420
## 2016-07-15 178.057 243.5420
## 2016-07-18 178.066 243.5420
## 2016-07-19 177.906 243.5420## FX Carry Trade (Asia)
## 2012-07-30 178.481
FX (Advanced)
## Dollar.Index EURUSD USDJPY USDKRW USDCNH USDGBP
## 2016-06-29 95.769 1.1125 102.83 1160.04 6.6545 0.7448
## 2016-06-30 96.143 1.1106 103.20 1151.80 6.6712 0.7512
## 2016-07-01 95.649 1.1136 102.52 1145.10 6.6780 0.7535
## 2016-07-04 95.649 1.1154 102.56 1146.89 6.6746 0.7525
## 2016-07-05 96.166 1.1076 101.74 1155.30 6.6889 0.7679
## 2016-07-06 96.053 1.1100 101.32 1165.60 6.6968 0.7733
## 2016-07-07 96.328 1.1063 100.77 1154.53 6.7009 0.7747
## 2016-07-08 96.302 1.1051 100.54 1161.80 6.7035 0.7721
## 2016-07-11 96.571 1.1058 102.80 1147.03 6.7053 0.7692
## 2016-07-12 96.441 1.1061 104.69 1147.99 6.6968 0.7549
## 2016-07-13 96.216 1.1090 104.49 1146.32 6.6899 0.7606
## 2016-07-14 96.077 1.1120 105.35 1137.80 6.6924 0.7494
## 2016-07-15 96.580 1.1035 104.88 1133.66 6.7104 0.7583
## 2016-07-18 96.562 1.1075 106.16 1136.50 6.7107 0.7544
## 2016-07-19 97.063 1.1021 106.12 1135.70 6.7105 0.7628
## 2016-07-20 97.201 1.1015 106.89 1140.87 6.6785 0.7571
## 2016-07-21 97.000 1.1026 105.82 1135.99 6.6769 0.7559
## 2016-07-22 97.467 1.0977 106.13 1134.43 6.6826 0.7629
## 2016-07-25 97.286 1.0995 105.81 1136.78 6.6883 0.7611
## 2016-07-26 97.156 1.0986 104.66 1135.07 6.6799 0.7617
FX 21 (Advanced)
## Dollar.Index EURUSD USDJPY USDKRW USDCNH USDGBP
## 2016-06-29 -0.80 0.91 0.81 -1.88 -0.41 -1.48
## 2016-06-30 -0.42 0.73 1.18 -2.58 -0.16 -0.63
## 2016-07-01 -0.93 1.01 0.51 -3.15 -0.06 -0.33
## 2016-07-04 -0.93 1.17 0.55 -3.00 -0.11 -0.46
## 2016-07-05 -0.39 0.46 -0.25 -2.28 0.10 1.57
## 2016-07-06 -0.51 0.68 -0.67 -1.41 0.22 2.29
## 2016-07-07 -0.22 0.34 -1.21 -2.35 0.28 2.47
## 2016-07-08 -0.25 0.24 -1.43 -1.73 0.32 2.13
## 2016-07-11 0.03 0.30 0.78 -2.98 0.35 1.75
## 2016-07-12 -0.11 0.33 2.64 -2.90 0.22 -0.15
## 2016-07-13 -0.34 0.59 2.44 -3.04 0.12 0.61
## 2016-07-14 -0.48 0.86 3.28 -3.76 0.15 -0.87
## 2016-07-15 0.04 0.09 2.82 -4.11 0.42 0.30
## 2016-07-18 0.02 0.45 4.08 -3.87 0.43 -0.21
## 2016-07-19 0.54 -0.04 4.04 -3.94 0.42 0.90
## 2016-07-20 0.68 -0.09 4.79 -3.50 -0.06 0.15
## 2016-07-21 0.47 0.01 3.75 -3.92 -0.08 -0.01
## 2016-07-22 0.96 -0.44 4.05 -4.05 0.01 0.91
## 2016-07-25 0.77 -0.27 3.74 -3.85 0.09 0.67
## 2016-07-26 0.63 -0.35 2.61 -3.99 -0.03 0.75
FX 60 (Advanced)
## Dollar.Index EURUSD USDJPY USDKRW USDCNH USDGBP
## 2016-06-29 3.04 -3.23 -3.54 1.74 2.32 8.26
## 2016-06-30 3.44 -3.39 -3.19 1.01 2.58 9.19
## 2016-07-01 2.91 -3.13 -3.83 0.43 2.68 9.52
## 2016-07-04 2.91 -2.97 -3.79 0.58 2.63 9.38
## 2016-07-05 3.47 -3.65 -4.56 1.32 2.85 11.61
## 2016-07-06 3.35 -3.44 -4.95 2.22 2.97 12.40
## 2016-07-07 3.64 -3.77 -5.47 1.25 3.03 12.60
## 2016-07-08 3.61 -3.87 -5.68 1.89 3.07 12.22
## 2016-07-11 3.90 -3.81 -3.56 0.60 3.10 11.80
## 2016-07-12 3.76 -3.78 -1.79 0.68 2.97 9.72
## 2016-07-13 3.52 -3.53 -1.98 0.53 2.86 10.55
## 2016-07-14 3.37 -3.27 -1.17 -0.21 2.90 8.92
## 2016-07-15 3.91 -4.01 -1.61 -0.58 3.18 10.22
## 2016-07-18 3.89 -3.66 -0.41 -0.33 3.18 9.65
## 2016-07-19 4.43 -4.13 -0.45 -0.40 3.18 10.87
## 2016-07-20 4.58 -4.18 0.27 0.06 2.69 10.04
## 2016-07-21 4.36 -4.09 -0.73 -0.37 2.66 9.87
## 2016-07-22 4.87 -4.51 -0.44 -0.51 2.75 10.89
## 2016-07-25 4.67 -4.36 -0.74 -0.30 2.84 10.63
## 2016-07-26 4.53 -4.44 -1.82 -0.45 2.71 10.71
FX 180 (Advanced)
## Dollar.Index EURUSD USDJPY USDKRW USDCNH USDGBP
## 2016-06-29 -3.27 2.18 -15.01 -3.36 0.52 7.51
## 2016-06-30 -2.89 2.00 -14.70 -4.05 0.77 8.43
## 2016-07-01 -3.39 2.28 -15.27 -4.61 0.87 8.76
## 2016-07-04 -3.39 2.44 -15.23 -4.46 0.82 8.62
## 2016-07-05 -2.87 1.73 -15.91 -3.76 1.04 10.84
## 2016-07-06 -2.99 1.95 -16.26 -2.90 1.16 11.62
## 2016-07-07 -2.71 1.61 -16.71 -3.82 1.22 11.82
## 2016-07-08 -2.73 1.50 -16.90 -3.22 1.26 11.45
## 2016-07-11 -2.46 1.56 -15.03 -4.45 1.28 11.03
## 2016-07-12 -2.59 1.59 -13.47 -4.37 1.16 8.96
## 2016-07-13 -2.82 1.86 -13.64 -4.51 1.05 9.79
## 2016-07-14 -2.96 2.13 -12.93 -5.22 1.09 8.17
## 2016-07-15 -2.45 1.35 -13.32 -5.56 1.36 9.45
## 2016-07-18 -2.47 1.72 -12.26 -5.32 1.37 8.89
## 2016-07-19 -1.97 1.22 -12.29 -5.39 1.36 10.10
## 2016-07-20 -1.83 1.17 -11.65 -4.96 0.88 9.28
## 2016-07-21 -2.03 1.27 -12.54 -5.37 0.85 9.11
## 2016-07-22 -1.56 0.82 -12.28 -5.50 0.94 10.12
## 2016-07-25 -1.74 0.98 -12.55 -5.30 1.03 9.86
## 2016-07-26 -1.87 0.90 -13.50 -5.44 0.90 9.95## Dollar Index
## 2016-02-01 0
FX 365 (Advanced)
## Dollar.Index EURUSD USDJPY USDKRW USDCNH USDGBP
## 2016-06-29 -1.84 1.44 -17.23 -0.64 7.05 15.40
## 2016-06-30 -1.46 1.27 -16.93 -1.34 7.32 16.39
## 2016-07-01 -1.96 1.54 -17.48 -1.92 7.43 16.75
## 2016-07-04 -1.96 1.71 -17.45 -1.76 7.37 16.59
## 2016-07-05 -1.43 0.99 -18.11 -1.04 7.60 18.98
## 2016-07-06 -1.55 1.21 -18.45 -0.16 7.73 19.82
## 2016-07-07 -1.27 0.88 -18.89 -1.11 7.79 20.03
## 2016-07-08 -1.29 0.77 -19.08 -0.48 7.84 19.63
## 2016-07-11 -1.02 0.83 -17.26 -1.75 7.86 19.18
## 2016-07-12 -1.15 0.86 -15.74 -1.67 7.73 16.97
## 2016-07-13 -1.38 1.12 -15.90 -1.81 7.62 17.85
## 2016-07-14 -1.52 1.40 -15.20 -2.54 7.66 16.11
## 2016-07-15 -1.01 0.62 -15.58 -2.90 7.95 17.49
## 2016-07-18 -1.03 0.98 -14.55 -2.65 7.95 16.89
## 2016-07-19 -0.51 0.49 -14.58 -2.72 7.95 18.19
## 2016-07-20 -0.37 0.44 -13.96 -2.28 7.43 17.31
## 2016-07-21 -0.58 0.54 -14.83 -2.70 7.41 17.12
## 2016-07-22 -0.10 0.09 -14.58 -2.83 7.50 18.21
## 2016-07-25 -0.28 0.26 -14.83 -2.63 7.59 17.93
## 2016-07-26 -0.42 0.17 -15.76 -2.77 7.46 18.02## Dollar Index
## 2015-08-07 0
## USDKRWV3M EURKRWV3M USDJPYV3M USDCNYV3M EURGBPV3M
## 2016-06-29 11.2400 11.9300 12.3625 5.3725 11.5800
## 2016-06-30 11.2975 12.1275 12.3900 5.5225 12.6175
## 2016-07-01 10.8375 11.6075 12.2250 5.2675 12.6050
## 2016-07-04 10.5550 11.4000 12.0975 5.2625 12.6325
## 2016-07-05 10.5650 11.5675 12.8775 5.0725 12.9250
## 2016-07-06 10.8725 11.7050 13.1575 5.1950 13.3675
## 2016-07-07 10.7900 11.5200 12.8300 5.1600 12.5350
## 2016-07-08 10.7450 11.3950 12.8625 5.3450 12.0825
## 2016-07-11 10.6975 11.2850 12.9300 5.2850 11.7325
## 2016-07-12 10.6800 11.1225 13.1225 5.2750 11.0200
## 2016-07-13 10.6375 11.1050 12.7675 5.3850 11.3550
## 2016-07-14 10.5700 10.9075 12.9650 5.3600 11.0375
## 2016-07-15 10.3700 10.8075 13.2050 5.4050 11.3125
## 2016-07-18 10.4000 10.8200 13.1050 5.3500 11.4675
## 2016-07-19 10.4400 11.0225 13.2250 5.3175 11.4625
## 2016-07-20 10.5500 11.0525 13.6750 5.3350 11.3900
## 2016-07-21 10.5550 11.1000 13.6100 5.4350 11.2775
## 2016-07-22 10.5850 11.0125 13.3200 5.5950 11.0600
## 2016-07-25 10.6500 11.0125 12.8650 5.5875 11.0475
## 2016-07-26 10.6075 11.0125 12.6900 5.5775 10.7225
## USDKRWV1M EURKRWV1M USDJPYV1M USDCNYV1M EURGBPV1M EURUSDV1M
## 2016-06-29 11.0775 10.8825 11.8300 4.6850 12.7200 9.7750
## 2016-06-30 11.1075 10.9225 13.5200 4.9950 14.0600 9.6275
## 2016-07-01 10.5650 10.3850 13.3175 4.6950 13.7025 9.2125
## 2016-07-04 10.2000 10.1900 13.3950 4.6150 14.2950 9.2350
## 2016-07-05 10.3500 10.5425 14.4375 4.2475 14.7050 9.8250
## 2016-07-06 10.7450 10.7825 14.9150 4.3300 15.3250 9.7250
## 2016-07-07 10.6625 10.4900 14.1700 4.4850 13.5750 9.3200
## 2016-07-08 10.6225 10.3275 14.0850 4.4225 12.9600 9.3200
## 2016-07-11 10.4625 10.2400 14.5650 4.2525 12.8075 9.3200
## 2016-07-12 10.4425 10.1125 15.2100 4.2100 12.2900 9.3200
## 2016-07-13 10.3500 9.9950 14.7750 4.2300 12.7325 9.3200
## 2016-07-14 10.1825 9.7150 14.7300 4.1200 11.7100 9.3200
## 2016-07-15 10.0300 9.6800 15.1250 4.1700 12.4525 9.3200
## 2016-07-18 10.2025 10.2300 15.2850 4.2775 12.7525 9.3200
## 2016-07-19 10.1275 10.3525 15.4900 4.2250 12.7025 9.3200
## 2016-07-20 10.3300 10.4100 16.2225 4.2250 12.3700 9.3200
## 2016-07-21 10.2700 10.2200 15.8550 4.2900 11.9075 9.3200
## 2016-07-22 10.2075 10.1700 15.6300 4.4950 11.8475 9.3200
## 2016-07-25 10.4175 10.1700 15.0525 4.5800 11.9150 9.3200
## 2016-07-26 10.3050 10.1700 14.6800 4.5125 11.2300 9.3200
## USDCNH.3M.RR EURGBP.3M.RR EURUSD.3M.RR USDJPY.3M.RR
## 2016-06-29 1.8975 1.5325 -1.6150 -2.1125
## 2016-06-30 1.8100 1.5350 -1.4850 -2.0400
## 2016-07-01 1.6550 1.6450 -1.4425 -2.0300
## 2016-07-04 1.5600 1.6325 -1.2975 -2.0300
## 2016-07-05 1.2500 1.6775 -1.2650 -2.3800
## 2016-07-06 1.2600 1.9425 -1.3225 -2.6425
## 2016-07-07 1.2800 1.8975 -1.3125 -2.4350
## 2016-07-08 1.2350 1.6550 -1.2725 -2.6625
## 2016-07-11 1.1875 1.3875 -1.1825 -2.2050
## 2016-07-12 1.1500 1.1275 -1.1175 -2.0150
## 2016-07-13 1.1050 1.0700 -1.0725 -2.0550
## 2016-07-14 1.0550 1.0200 -1.0675 -1.9925
## 2016-07-15 1.0250 1.0200 -1.1375 -2.0350
## 2016-07-18 1.0400 1.0375 -1.1250 -1.9800
## 2016-07-19 1.0400 1.0475 -1.1425 -1.8500
## 2016-07-20 1.0200 1.0025 -1.1500 -1.7950
## 2016-07-21 0.9450 0.8975 -1.1475 -1.7000
## 2016-07-22 0.7950 0.8800 -1.1500 -1.6950
## 2016-07-25 0.8100 0.7825 -1.0925 -1.5400
## 2016-07-26 0.8100 0.7325 -1.0650 -1.6100
## GBPUSD.3M.RR
## 2016-06-29 -2.2425
## 2016-06-30 -2.3675
## 2016-07-01 -2.2900
## 2016-07-04 -2.2875
## 2016-07-05 -2.2275
## 2016-07-06 -2.4875
## 2016-07-07 -2.3025
## 2016-07-08 -2.3025
## 2016-07-11 -2.3025
## 2016-07-12 -2.3025
## 2016-07-13 -2.3025
## 2016-07-14 -2.3025
## 2016-07-15 -2.3025
## 2016-07-18 -2.3025
## 2016-07-19 -2.3025
## 2016-07-20 -2.3025
## 2016-07-21 -2.3025
## 2016-07-22 -2.3025
## 2016-07-25 -2.3025
## 2016-07-26 -2.3025
Fixed Income
## UST.10Y German.10Y Spain.10Y Italy.10Y Portugal.10Y KRW.10Y
## 2016-06-29 1.5155 -0.126 1.257 1.371 3.067 1.455
## 2016-06-30 1.4697 -0.130 1.163 1.258 2.990 1.465
## 2016-07-01 1.4441 -0.126 1.150 1.230 2.997 1.398
## 2016-07-04 1.4441 -0.141 1.151 1.247 2.968 1.415
## 2016-07-05 1.3750 -0.185 1.190 1.262 3.005 1.422
## 2016-07-06 1.3682 -0.176 1.174 1.243 3.040 1.380
## 2016-07-07 1.3850 -0.170 1.181 1.243 3.057 1.380
## 2016-07-08 1.3579 -0.189 1.147 1.194 3.063 1.387
## 2016-07-11 1.4303 -0.168 1.156 1.203 3.096 1.380
## 2016-07-12 1.5100 -0.091 1.175 1.225 3.118 1.387
## 2016-07-13 1.4743 -0.062 1.148 1.208 3.084 1.395
## 2016-07-14 1.5356 -0.040 1.169 1.218 3.100 1.377
## 2016-07-15 1.5509 0.006 1.227 1.255 3.119 1.390
## 2016-07-18 1.5818 -0.016 1.241 1.251 3.119 1.414
## 2016-07-19 1.5526 -0.030 1.188 1.235 3.070 1.420
## 2016-07-20 1.5801 -0.011 1.157 1.241 3.057 1.420
## 2016-07-21 1.5560 -0.017 1.124 1.245 3.036 1.440
## 2016-07-22 1.5663 -0.030 1.114 1.234 3.035 1.415
## 2016-07-25 1.5731 -0.041 1.114 1.236 3.014 1.425
## 2016-07-26 1.5611 -0.027 1.111 1.249 3.022 1.409
## UST.10Y...1Y German.10Y...1Y Italy.10Y...German.10Y
## 2016-06-29 1.0628 0.475 0.896
## 2016-06-30 1.0374 0.489 0.769
## 2016-07-01 1.0016 0.474 0.756
## 2016-07-04 1.0016 0.486 0.761
## 2016-07-05 0.9479 0.446 0.816
## 2016-07-06 0.9309 0.448 0.795
## 2016-07-07 0.9375 0.451 0.792
## 2016-07-08 0.9002 0.442 0.752
## 2016-07-11 0.9368 0.464 0.739
## 2016-07-12 1.0165 0.516 0.709
## 2016-07-13 0.9809 0.568 0.640
## 2016-07-14 1.0268 0.577 0.641
## 2016-07-15 1.0626 0.603 0.652
## 2016-07-18 1.0782 0.600 0.651
## 2016-07-19 1.0541 0.589 0.646
## 2016-07-20 1.0303 0.610 0.631
## 2016-07-21 1.0318 0.580 0.665
## 2016-07-22 1.0370 0.572 0.662
## 2016-07-25 1.0336 0.550 0.686
## 2016-07-26 1.0165 0.559 0.690
## KRW.10Y...1Y Spain.10Y...German.10Y Portugal.10Y...German.10Y
## 2016-06-29 0.162 0.782 2.592
## 2016-06-30 0.172 0.674 2.501
## 2016-07-01 0.131 0.676 2.523
## 2016-07-04 0.150 0.665 2.482
## 2016-07-05 0.172 0.744 2.559
## 2016-07-06 0.140 0.726 2.592
## 2016-07-07 0.130 0.730 2.606
## 2016-07-08 0.133 0.705 2.621
## 2016-07-11 0.121 0.692 2.632
## 2016-07-12 0.125 0.659 2.602
## 2016-07-13 0.130 0.580 2.516
## 2016-07-14 0.116 0.592 2.523
## 2016-07-15 0.130 0.624 2.516
## 2016-07-18 0.154 0.641 2.519
## 2016-07-19 0.162 0.599 2.481
## 2016-07-20 0.162 0.547 2.447
## 2016-07-21 0.177 0.544 2.456
## 2016-07-22 0.154 0.542 2.463
## 2016-07-25 0.163 0.564 2.464
## 2016-07-26 0.147 0.552 2.463
## UST.2Y...German.2Y UST.2Y...Japan.2Y EURUSD USDJPY
## 2016-06-29 1.2898 0.9338 1.1125 102.83
## 2016-06-30 1.2427 0.8767 1.1106 103.20
## 2016-07-01 1.2383 0.9173 1.1136 102.52
## 2016-07-04 1.2593 0.9133 1.1154 102.56
## 2016-07-05 1.2307 0.8747 1.1076 101.74
## 2016-07-06 1.2573 0.9073 1.1100 101.32
## 2016-07-07 1.2722 0.9302 1.1063 100.77
## 2016-07-08 1.2990 0.9560 1.1051 100.54
## 2016-07-11 1.3500 0.9990 1.1058 102.80
## 2016-07-12 1.3571 1.0351 1.1061 104.69
## 2016-07-13 1.3391 1.0161 1.1090 104.49
## 2016-07-14 1.3342 1.0182 1.1120 105.35
## 2016-07-15 1.3194 0.9974 1.1035 104.88
## 2016-07-18 1.3397 1.0197 1.1075 106.16
## 2016-07-19 1.3328 1.0088 1.1021 106.12
## 2016-07-20 1.3391 1.0321 1.1015 106.89
## 2016-07-21 1.2988 0.9938 1.1026 105.82
## 2016-07-22 1.3145 1.0285 1.0977 106.13
## 2016-07-25 1.3432 1.0622 1.0995 105.81
## 2016-07-26 1.3609 1.0839 1.0986 104.66
Commodity
## Crude Coal Copper Iron.Ore..Dalian. Rebar..Dalian. Heating.Oil
## 2016-06-29 49.88 715.5 218.60 418.0 2250 153.35
## 2016-06-30 48.33 718.0 219.55 424.0 2295 148.87
## 2016-07-01 48.99 717.0 221.70 421.0 2344 151.15
## 2016-07-04 48.99 729.5 221.70 431.5 2412 151.15
## 2016-07-05 46.60 716.0 218.35 436.0 2385 144.56
## 2016-07-06 47.43 715.0 215.35 429.0 2371 147.11
## 2016-07-07 45.14 726.5 212.35 428.5 2401 141.06
## 2016-07-08 45.41 720.0 211.90 423.5 2402 141.23
## 2016-07-11 44.76 730.5 214.75 427.5 2422 141.63
## 2016-07-12 46.80 756.5 221.30 440.0 2491 146.32
## 2016-07-13 44.75 764.0 224.00 459.0 2550 138.09
## 2016-07-14 45.68 743.0 224.30 459.0 2511 140.64
## 2016-07-15 45.95 743.0 223.35 458.5 2513 139.74
## 2016-07-18 45.24 725.0 223.70 446.5 2439 137.78
## 2016-07-19 44.65 717.5 226.30 428.0 2315 138.41
## 2016-07-20 45.75 723.5 225.40 423.0 2306 140.54
## 2016-07-21 44.75 732.0 225.85 433.0 2353 137.07
## 2016-07-22 44.19 734.0 223.55 438.0 2343 135.70
## 2016-07-25 43.13 743.0 221.70 436.0 2331 132.28
## 2016-07-26 42.92 741.5 222.55 441.0 2339 132.60
## Gasolin LME.Aluminum.Spot LME.Nikkel.Spot
## 2016-06-29 152.48 1614.0 9394.50
## 2016-06-30 150.13 1635.0 9401.00
## 2016-07-01 151.35 1645.0 9926.50
## 2016-07-04 151.35 1653.0 10150.50
## 2016-07-05 142.87 1624.0 9659.00
## 2016-07-06 143.29 1623.5 9939.00
## 2016-07-07 136.31 1637.0 9706.25
## 2016-07-08 137.08 1640.5 9839.50
## 2016-07-11 138.35 1653.0 10005.00
## 2016-07-12 143.01 1646.0 10448.00
## 2016-07-13 137.84 1669.5 10307.50
## 2016-07-14 141.40 1672.0 10319.50
## 2016-07-15 142.20 1682.0 10238.75
## 2016-07-18 138.72 1645.0 10505.00
## 2016-07-19 137.57 1643.0 10528.50
## 2016-07-20 136.37 1609.0 10548.50
## 2016-07-21 135.50 1594.5 10726.50
## 2016-07-22 136.15 1600.0 10374.50
## 2016-07-25 133.36 1601.0 10436.50
## 2016-07-26 134.52 1590.5 10310.00
Commodity (21)
## Crude Coal Copper Iron.Ore..Dalian. Rebar..Dalian. Heating.Oil
## 2016-06-29 4.70 -1.17 3.31 4.11 1.81 5.37
## 2016-06-30 1.45 -0.83 3.76 5.60 3.85 2.30
## 2016-07-01 2.83 -0.97 4.77 4.86 6.06 3.86
## 2016-07-04 2.83 0.76 4.77 7.47 9.14 3.86
## 2016-07-05 -2.18 -1.10 3.19 8.59 7.92 -0.67
## 2016-07-06 -0.44 -1.24 1.77 6.85 7.29 1.09
## 2016-07-07 -5.25 0.35 0.35 6.72 8.64 -3.07
## 2016-07-08 -4.68 -0.55 0.14 5.48 8.69 -2.95
## 2016-07-11 -6.05 0.90 1.49 6.48 9.59 -2.68
## 2016-07-12 -1.76 4.49 4.58 9.59 12.71 0.54
## 2016-07-13 -6.07 5.52 5.86 14.32 15.38 -5.11
## 2016-07-14 -4.11 2.62 6.00 14.32 13.62 -3.36
## 2016-07-15 -3.55 2.62 5.55 14.20 13.71 -3.98
## 2016-07-18 -5.04 0.14 5.72 11.21 10.36 -5.33
## 2016-07-19 -6.28 -0.90 6.95 6.60 4.75 -4.89
## 2016-07-20 -3.97 -0.07 6.52 5.35 4.34 -3.43
## 2016-07-21 -6.07 1.10 6.73 7.85 6.47 -5.81
## 2016-07-22 -7.24 1.38 5.65 9.09 6.02 -6.75
## 2016-07-25 -9.47 2.62 4.77 8.59 5.48 -9.10
## 2016-07-26 -9.91 2.42 5.17 9.84 5.84 -8.88
## Gasolin LME.Aluminum.Spot LME.Nikkel.Spot
## 2016-06-29 -0.01 1.38 5.17
## 2016-06-30 -1.55 2.70 5.24
## 2016-07-01 -0.75 3.33 11.12
## 2016-07-04 -0.75 3.83 13.63
## 2016-07-05 -6.31 2.01 8.13
## 2016-07-06 -6.04 1.98 11.26
## 2016-07-07 -10.62 2.83 8.66
## 2016-07-08 -10.11 3.05 10.15
## 2016-07-11 -9.28 3.83 12.00
## 2016-07-12 -6.22 3.39 16.96
## 2016-07-13 -9.61 4.87 15.39
## 2016-07-14 -7.28 5.03 15.52
## 2016-07-15 -6.75 5.65 14.62
## 2016-07-18 -9.04 3.33 17.60
## 2016-07-19 -9.79 3.20 17.86
## 2016-07-20 -10.58 1.07 18.08
## 2016-07-21 -11.15 0.16 20.08
## 2016-07-22 -10.72 0.50 16.14
## 2016-07-25 -12.55 0.57 16.83
## 2016-07-26 -11.79 -0.09 15.41## Crude
## 2016-06-24 0
Commodity (60)
## Crude Coal Copper Iron.Ore..Dalian. Rebar..Dalian. Heating.Oil
## 2016-06-29 6.83 -2.52 -4.27 -4.13 -10.25 10.64
## 2016-06-30 3.51 -2.18 -3.85 -2.75 -8.46 7.41
## 2016-07-01 4.93 -2.32 -2.91 -3.44 -6.50 9.05
## 2016-07-04 4.93 -0.61 -2.91 -1.03 -3.79 9.05
## 2016-07-05 -0.19 -2.45 -4.38 0.00 -4.87 4.30
## 2016-07-06 1.58 -2.59 -5.69 -1.61 -5.42 6.14
## 2016-07-07 -3.32 -1.02 -7.01 -1.72 -4.23 1.77
## 2016-07-08 -2.74 -1.91 -7.20 -2.87 -4.19 1.90
## 2016-07-11 -4.13 -0.48 -5.96 -1.95 -3.39 2.19
## 2016-07-12 0.24 3.07 -3.09 0.92 -0.64 5.57
## 2016-07-13 -4.16 4.09 -1.90 5.28 1.72 -0.37
## 2016-07-14 -2.16 1.23 -1.77 5.28 0.16 1.47
## 2016-07-15 -1.58 1.23 -2.19 5.16 0.24 0.82
## 2016-07-18 -3.11 -1.23 -2.04 2.41 -2.71 -0.59
## 2016-07-19 -4.37 -2.25 -0.90 -1.83 -7.66 -0.14
## 2016-07-20 -2.01 -1.43 -1.29 -2.98 -8.02 1.40
## 2016-07-21 -4.16 -0.27 -1.09 -0.69 -6.14 -1.10
## 2016-07-22 -5.35 0.00 -2.10 0.46 -6.54 -2.09
## 2016-07-25 -7.62 1.23 -2.91 0.00 -7.02 -4.56
## 2016-07-26 -8.07 1.02 -2.54 1.15 -6.70 -4.33
## Gasolin LME.Aluminum.Spot LME.Nikkel.Spot
## 2016-06-29 -4.96 -3.53 -0.15
## 2016-06-30 -6.43 -2.27 -0.09
## 2016-07-01 -5.67 -1.67 5.50
## 2016-07-04 -5.67 -1.20 7.88
## 2016-07-05 -10.95 -2.93 2.66
## 2016-07-06 -10.69 -2.96 5.63
## 2016-07-07 -15.04 -2.15 3.16
## 2016-07-08 -14.56 -1.94 4.58
## 2016-07-11 -13.77 -1.20 6.33
## 2016-07-12 -10.86 -1.61 11.04
## 2016-07-13 -14.09 -0.21 9.55
## 2016-07-14 -11.87 -0.06 9.68
## 2016-07-15 -11.37 0.54 8.82
## 2016-07-18 -13.54 -1.67 11.65
## 2016-07-19 -14.25 -1.79 11.90
## 2016-07-20 -15.00 -3.83 12.11
## 2016-07-21 -15.54 -4.69 14.00
## 2016-07-22 -15.14 -4.36 10.26
## 2016-07-25 -16.88 -4.30 10.92
## 2016-07-26 -16.16 -4.93 9.58## Crude
## 2016-04-29 0
Commodity (180)
## Crude Coal Copper Iron.Ore..Dalian. Rebar..Dalian. Heating.Oil
## 2016-06-29 38.10 38.80 6.71 37.95 22.62 47.82
## 2016-06-30 33.80 39.28 7.18 39.93 25.07 43.50
## 2016-07-01 35.63 39.09 8.23 38.94 27.74 45.70
## 2016-07-04 35.63 41.51 8.23 42.41 31.44 45.70
## 2016-07-05 29.01 38.89 6.59 43.89 29.97 39.35
## 2016-07-06 31.31 38.70 5.13 41.58 29.21 41.81
## 2016-07-07 24.97 40.93 3.66 41.42 30.84 35.97
## 2016-07-08 25.72 39.67 3.44 39.77 30.90 36.14
## 2016-07-11 23.92 41.71 4.83 41.09 31.99 36.52
## 2016-07-12 29.57 46.75 8.03 45.21 35.75 41.04
## 2016-07-13 23.89 48.21 9.35 51.49 38.96 33.11
## 2016-07-14 26.47 44.13 9.49 51.49 36.84 35.57
## 2016-07-15 27.21 44.13 9.03 51.32 36.95 34.70
## 2016-07-18 25.25 40.64 9.20 47.36 32.92 32.81
## 2016-07-19 23.62 39.19 10.47 41.25 26.16 33.42
## 2016-07-20 26.66 40.35 10.03 39.60 25.67 35.47
## 2016-07-21 23.89 42.00 10.25 42.90 28.23 32.13
## 2016-07-22 22.34 42.39 9.13 44.55 27.68 30.81
## 2016-07-25 19.41 44.13 8.23 43.89 27.03 27.51
## 2016-07-26 18.83 43.84 8.64 45.54 27.47 27.82
## Gasolin LME.Aluminum.Spot LME.Nikkel.Spot
## 2016-06-29 18.06 9.02 8.79
## 2016-06-30 16.24 10.44 8.86
## 2016-07-01 17.19 11.11 14.95
## 2016-07-04 17.19 11.65 17.54
## 2016-07-05 10.62 9.69 11.85
## 2016-07-06 10.95 9.66 15.09
## 2016-07-07 5.54 10.57 12.40
## 2016-07-08 6.14 10.81 13.94
## 2016-07-11 7.12 11.65 15.86
## 2016-07-12 10.73 11.18 20.99
## 2016-07-13 6.73 12.77 19.36
## 2016-07-14 9.49 12.93 19.50
## 2016-07-15 10.10 13.61 18.57
## 2016-07-18 7.41 11.11 21.65
## 2016-07-19 6.52 10.98 21.92
## 2016-07-20 5.59 8.68 22.15
## 2016-07-21 4.92 7.70 24.21
## 2016-07-22 5.42 8.07 20.14
## 2016-07-25 3.26 8.14 20.86
## 2016-07-26 4.16 7.43 19.39## Crude
## 2016-01-26 0
Commodity (365)
## Crude Coal Copper Iron.Ore..Dalian. Rebar..Dalian.
## 2016-06-29 -2.35 9.91 -8.04 19.09 5.68
## 2016-06-30 -5.38 10.29 -7.64 20.80 7.80
## 2016-07-01 -4.09 10.14 -6.73 19.94 10.10
## 2016-07-04 -4.09 12.06 -6.73 22.93 13.29
## 2016-07-05 -8.77 9.98 -8.14 24.22 12.02
## 2016-07-06 -7.15 9.83 -9.40 22.22 11.37
## 2016-07-07 -11.63 11.60 -10.66 22.08 12.78
## 2016-07-08 -11.10 10.60 -10.85 20.66 12.82
## 2016-07-11 -12.37 12.21 -9.66 21.79 13.76
## 2016-07-12 -8.38 16.21 -6.90 25.36 17.00
## 2016-07-13 -12.39 17.36 -5.76 30.77 19.77
## 2016-07-14 -10.57 14.13 -5.64 30.77 17.94
## 2016-07-15 -10.04 14.13 -6.04 30.63 18.04
## 2016-07-18 -11.43 11.37 -5.89 27.21 14.56
## 2016-07-19 -12.59 10.22 -4.80 21.94 8.74
## 2016-07-20 -10.43 11.14 -5.17 20.51 8.31
## 2016-07-21 -12.39 12.44 -4.99 23.36 10.52
## 2016-07-22 -13.49 12.75 -5.95 24.79 10.05
## 2016-07-25 -15.56 14.13 -6.73 24.22 9.49
## 2016-07-26 -15.97 13.90 -6.37 25.64 9.86
## Heating.Oil Gasolin LME.Aluminum.Spot LME.Nikkel.Spot
## 2016-06-29 -9.18 1.22 0.31 -16.70
## 2016-06-30 -11.83 -0.34 1.62 -16.64
## 2016-07-01 -10.48 0.47 2.24 -11.98
## 2016-07-04 -10.48 0.47 2.73 -10.00
## 2016-07-05 -14.39 -5.16 0.93 -14.36
## 2016-07-06 -12.88 -4.88 0.90 -11.87
## 2016-07-07 -16.46 -9.51 1.74 -13.94
## 2016-07-08 -16.36 -9.00 1.96 -12.75
## 2016-07-11 -16.12 -8.16 2.73 -11.29
## 2016-07-12 -13.34 -5.07 2.30 -7.36
## 2016-07-13 -18.22 -8.50 3.76 -8.61
## 2016-07-14 -16.71 -6.13 3.92 -8.50
## 2016-07-15 -17.24 -5.60 4.54 -9.21
## 2016-07-18 -18.40 -7.91 2.24 -6.85
## 2016-07-19 -18.03 -8.68 2.11 -6.65
## 2016-07-20 -16.77 -9.47 0.00 -6.47
## 2016-07-21 -18.82 -10.05 -0.90 -4.89
## 2016-07-22 -19.63 -9.62 -0.56 -8.01
## 2016-07-25 -21.66 -11.47 -0.50 -7.46
## 2016-07-26 -21.47 -10.70 -1.15 -8.58## Crude
## 2015-07-27 0
Agriculture
## Sugar Soy.Meal Soy.Bean Soy.Oil Wheat Corn
## 2016-06-29 568.2 3381 1112.50 31.44 444.50 377.75
## 2016-06-30 551.1 3375 1153.25 32.07 445.50 365.50
## 2016-07-01 564.0 3436 1137.50 31.64 430.25 360.00
## 2016-07-04 564.0 3472 1137.50 31.64 430.25 360.00
## 2016-07-05 567.2 3365 1077.25 31.32 433.50 350.75
## 2016-07-06 559.9 3288 1073.25 30.79 428.50 341.50
## 2016-07-07 543.6 3199 1024.75 30.18 425.50 341.75
## 2016-07-08 540.8 3106 1057.75 30.78 435.00 355.00
## 2016-07-11 556.3 3130 1055.00 30.75 430.50 348.25
## 2016-07-12 544.2 3168 1087.00 31.32 438.50 352.25
## 2016-07-13 538.8 3249 1105.25 31.24 439.75 362.00
## 2016-07-14 544.6 3321 1062.25 31.19 434.00 364.75
## 2016-07-15 531.1 3242 1057.25 31.42 424.75 358.25
## 2016-07-18 534.0 3180 1066.25 31.47 429.50 363.25
## 2016-07-19 535.5 3153 1027.75 31.18 418.00 348.50
## 2016-07-20 533.9 3092 1009.00 31.25 413.00 344.25
## 2016-07-21 539.7 3043 1012.50 31.60 417.75 340.75
## 2016-07-22 537.8 3028 988.25 30.70 425.25 341.75
## 2016-07-25 537.5 2970 966.25 29.96 429.00 341.25
## 2016-07-26 528.5 2981 973.75 30.08 415.00 339.50
Agriculture (21)
## Sugar Soy.Meal Soy.Bean Soy.Oil Wheat Corn
## 2016-06-29 4.91 4.55 3.15 -0.69 -4.41 -2.89
## 2016-06-30 1.75 4.36 6.93 1.30 -4.19 -6.04
## 2016-07-01 4.14 6.25 5.47 -0.06 -7.47 -7.46
## 2016-07-04 4.14 7.36 5.47 -0.06 -7.47 -7.46
## 2016-07-05 4.73 4.05 -0.12 -1.07 -6.77 -9.83
## 2016-07-06 3.38 1.67 -0.49 -2.75 -7.85 -12.21
## 2016-07-07 0.37 -1.08 -4.98 -4.67 -8.49 -12.15
## 2016-07-08 -0.15 -3.96 -1.92 -2.78 -6.45 -8.74
## 2016-07-11 2.71 -3.22 -2.18 -2.87 -7.42 -10.48
## 2016-07-12 0.48 -2.04 0.79 -1.07 -5.70 -9.45
## 2016-07-13 -0.52 0.46 2.48 -1.33 -5.43 -6.94
## 2016-07-14 0.55 2.69 -1.51 -1.48 -6.67 -6.23
## 2016-07-15 -1.94 0.25 -1.97 -0.76 -8.66 -7.90
## 2016-07-18 -1.40 -1.67 -1.14 -0.60 -7.63 -6.62
## 2016-07-19 -1.13 -2.50 -4.71 -1.52 -10.11 -10.41
## 2016-07-20 -1.42 -4.39 -6.44 -1.30 -11.18 -11.50
## 2016-07-21 -0.35 -5.91 -6.12 -0.19 -10.16 -12.40
## 2016-07-22 -0.70 -6.37 -8.37 -3.03 -8.55 -12.15
## 2016-07-25 -0.76 -8.16 -10.41 -5.37 -7.74 -12.28
## 2016-07-26 -2.42 -7.82 -9.71 -4.99 -10.75 -12.72## Sugar
## 2016-06-27 0
Agriculture (60)
## Sugar Soy.Meal Soy.Bean Soy.Oil Wheat Corn
## 2016-06-29 21.44 29.39 8.04 -5.13 -9.01 -3.57
## 2016-06-30 17.78 29.16 11.99 -3.23 -8.80 -6.70
## 2016-07-01 20.54 31.50 10.46 -4.53 -11.92 -8.10
## 2016-07-04 20.54 32.87 10.46 -4.53 -11.92 -8.10
## 2016-07-05 21.22 28.78 4.61 -5.49 -11.26 -10.47
## 2016-07-06 19.66 25.83 4.22 -7.09 -12.28 -12.83
## 2016-07-07 16.18 22.43 -0.49 -8.93 -12.90 -12.76
## 2016-07-08 15.58 18.87 2.72 -7.12 -10.95 -9.38
## 2016-07-11 18.89 19.79 2.45 -7.21 -11.87 -11.10
## 2016-07-12 16.31 21.24 5.56 -5.49 -10.24 -10.08
## 2016-07-13 15.15 24.34 7.33 -5.73 -9.98 -7.59
## 2016-07-14 16.39 27.10 3.16 -5.88 -11.16 -6.89
## 2016-07-15 13.51 24.07 2.67 -5.19 -13.05 -8.55
## 2016-07-18 14.13 21.70 3.54 -5.04 -12.08 -7.28
## 2016-07-19 14.45 20.67 -0.19 -5.91 -14.43 -11.04
## 2016-07-20 14.11 18.33 -2.02 -5.70 -15.46 -12.13
## 2016-07-21 15.35 16.46 -1.68 -4.65 -14.48 -13.02
## 2016-07-22 14.94 15.88 -4.03 -7.36 -12.95 -12.76
## 2016-07-25 14.87 13.66 -6.17 -9.60 -12.18 -12.89
## 2016-07-26 12.95 14.08 -5.44 -9.23 -15.05 -13.34## Sugar
## 2016-05-03 0
Agriculture (180)
## Sugar Soy.Meal Soy.Bean Soy.Oil Wheat Corn
## 2016-06-29 43.56 39.88 25.85 0.96 -10.29 -0.53
## 2016-06-30 39.24 39.64 30.46 2.99 -10.09 -3.75
## 2016-07-01 42.50 42.16 28.68 1.61 -13.17 -5.20
## 2016-07-04 42.50 43.65 28.68 1.61 -13.17 -5.20
## 2016-07-05 43.30 39.22 21.86 0.58 -12.51 -7.64
## 2016-07-06 41.46 36.04 21.41 -1.12 -13.52 -10.07
## 2016-07-07 37.34 32.35 15.92 -3.08 -14.13 -10.01
## 2016-07-08 36.63 28.51 19.65 -1.16 -12.21 -6.52
## 2016-07-11 40.55 29.50 19.34 -1.25 -13.12 -8.29
## 2016-07-12 37.49 31.07 22.96 0.58 -11.50 -7.24
## 2016-07-13 36.13 34.42 25.03 0.32 -11.25 -4.67
## 2016-07-14 37.59 37.40 20.16 0.16 -12.41 -3.95
## 2016-07-15 34.18 34.13 19.60 0.90 -14.28 -5.66
## 2016-07-18 34.92 31.57 20.62 1.06 -13.32 -4.34
## 2016-07-19 35.30 30.45 16.26 0.13 -15.64 -8.23
## 2016-07-20 34.89 27.93 14.14 0.35 -16.65 -9.35
## 2016-07-21 36.36 25.90 14.54 1.48 -15.69 -10.27
## 2016-07-22 35.88 25.28 11.79 -1.41 -14.18 -10.01
## 2016-07-25 35.80 22.88 9.30 -3.79 -13.42 -10.14
## 2016-07-26 33.53 23.33 10.15 -3.40 -16.25 -10.60## Sugar
## 2016-01-27 0
Agriculture (365)
## Sugar Soy.Meal Soy.Bean Soy.Oil Wheat Corn
## 2016-06-29 58.54 39.88 19.02 1.35 -15.41 -6.79
## 2016-06-30 53.77 39.64 23.38 3.38 -15.22 -9.81
## 2016-07-01 57.37 42.16 21.69 2.00 -18.13 -11.17
## 2016-07-04 57.37 43.65 21.69 2.00 -18.13 -11.17
## 2016-07-05 58.26 39.22 15.24 0.97 -17.51 -13.45
## 2016-07-06 56.22 36.04 14.82 -0.74 -18.46 -15.73
## 2016-07-07 51.67 32.35 9.63 -2.71 -19.03 -15.67
## 2016-07-08 50.89 28.51 13.16 -0.77 -17.22 -12.40
## 2016-07-11 55.22 29.50 12.86 -0.87 -18.08 -14.07
## 2016-07-12 51.84 31.07 16.29 0.97 -16.56 -13.08
## 2016-07-13 50.33 34.42 18.24 0.71 -16.32 -10.67
## 2016-07-14 51.95 37.40 13.64 0.55 -17.41 -9.99
## 2016-07-15 48.19 34.13 13.11 1.29 -19.17 -11.60
## 2016-07-18 49.00 31.57 14.07 1.45 -18.27 -10.36
## 2016-07-19 49.41 30.45 9.95 0.52 -20.46 -14.00
## 2016-07-20 48.97 27.93 7.94 0.74 -21.41 -15.05
## 2016-07-21 50.59 25.90 8.32 1.87 -20.50 -15.92
## 2016-07-22 50.06 25.28 5.72 -1.03 -19.08 -15.67
## 2016-07-25 49.97 22.88 3.37 -3.42 -18.36 -15.79
## 2016-07-26 47.46 23.33 4.17 -3.03 -21.03 -16.22## Sugar
## 2015-07-29 0
Crude Spread
Crack Spread
Crude Inventory
## EIA.Crude.재고 Gasolin.Inventory
## 2016-03-04 521861 250463
## 2016-03-11 523178 249716
## 2016-03-18 532535 245074
## 2016-03-25 534834 242560
## 2016-04-01 529897 243998
## 2016-04-08 536531 239761
## 2016-04-15 538611 239651
## 2016-04-22 540610 241259
## 2016-04-29 543394 241795
## 2016-05-06 539984 240564
## 2016-05-13 541294 238068
## 2016-05-20 537068 240111
## 2016-05-27 535702 238619
## 2016-06-03 532476 239629
## 2016-06-10 531543 237004
## 2016-06-17 530626 237631
## 2016-06-24 526573 238998
## 2016-07-01 524350 238876
## 2016-07-08 521804 240089
## 2016-07-15 519462 241000
Crude Production (OPEC)
## Iran.Crude.Production Saudi.Crude.Production
## 2014-11-30 2780 9650
## 2014-12-31 2770 9500
## 2015-01-31 2780 9720
## 2015-02-28 2780 9800
## 2015-03-31 2780 10100
## 2015-04-30 2780 10250
## 2015-05-31 2800 10300
## 2015-06-30 2850 10500
## 2015-07-31 2850 10570
## 2015-08-31 2900 10500
## 2015-09-30 2800 10300
## 2015-10-31 2800 10300
## 2015-11-30 2800 10330
## 2015-12-31 2800 10250
## 2016-01-31 2860 10200
## 2016-02-29 3100 10200
## 2016-03-31 3200 10190
## 2016-04-30 3500 10270
## 2016-05-31 3530 10250
## 2016-06-30 3500 10330
## Iran.Crude.Production.1 Venezuela.Crude.Production
## 2014-11-30 3370 2470
## 2014-12-31 3700 2468
## 2015-01-31 3400 2468
## 2015-02-28 3450 2469
## 2015-03-31 3750 2469
## 2015-04-30 3673 2482
## 2015-05-31 3821 2482
## 2015-06-30 4388 2486
## 2015-07-31 4295 2490
## 2015-08-31 4299 2490
## 2015-09-30 4247 2500
## 2015-10-31 4217 2500
## 2015-11-30 4321 2480
## 2015-12-31 4440 2476
## 2016-01-31 4510 2466
## 2016-02-29 4200 2451
## 2016-03-31 4150 2440
## 2016-04-30 4310 2440
## 2016-05-31 4370 2320
## 2016-06-30 4300 2330
## UAE.Crude.Production
## 2014-11-30 2800
## 2014-12-31 2700
## 2015-01-31 2700
## 2015-02-28 2800
## 2015-03-31 2800
## 2015-04-30 2900
## 2015-05-31 2900
## 2015-06-30 2900
## 2015-07-31 2800
## 2015-08-31 2950
## 2015-09-30 2950
## 2015-10-31 2970
## 2015-11-30 2940
## 2015-12-31 2940
## 2016-01-31 2970
## 2016-02-29 2980
## 2016-03-31 2890
## 2016-04-30 2950
## 2016-05-31 2850
## 2016-06-30 2900
Crude Production (Rig Count)
## Baker Hugh Rig Count
## 2016-03-11 480
## 2016-03-18 476
## 2016-03-25 464
## 2016-04-01 450
## 2016-04-08 443
## 2016-04-15 440
## 2016-04-22 431
## 2016-04-29 420
## 2016-05-06 415
## 2016-05-13 406
## 2016-05-20 404
## 2016-05-27 404
## 2016-06-03 408
## 2016-06-10 414
## 2016-06-17 424
## 2016-06-24 421
## 2016-07-01 431
## 2016-07-08 440
## 2016-07-15 447
## 2016-07-22 462
Hot Rolled Spread
Stoxx
Financials
## ALLIANZ.SE.REG BANCO.BILBAO.VIZCAYA.ARGENTA BNP.PARIBAS AXA.SA
## 2016-06-29 127.00 5.017 39.510 17.840
## 2016-06-30 127.80 5.064 39.755 17.805
## 2016-07-01 127.30 5.121 39.910 17.860
## 2016-07-04 126.15 5.103 39.225 17.550
## 2016-07-05 122.00 4.980 39.120 16.965
## 2016-07-06 119.20 4.811 38.360 16.305
## 2016-07-07 119.80 4.854 38.500 16.385
## 2016-07-08 122.45 5.005 39.815 17.075
## 2016-07-11 125.20 5.057 40.265 17.295
## 2016-07-12 126.95 5.275 42.340 18.165
## 2016-07-13 126.80 5.236 41.500 17.910
## 2016-07-14 129.05 5.352 42.895 18.335
## 2016-07-15 128.00 5.345 42.780 18.150
## 2016-07-18 127.25 5.195 42.455 18.170
## 2016-07-19 125.60 5.147 42.380 17.890
## 2016-07-20 126.65 5.198 42.775 18.135
## 2016-07-21 125.40 5.248 43.020 17.980
## 2016-07-22 125.85 5.254 43.400 17.830
## 2016-07-25 126.00 5.175 43.185 17.930
## 2016-07-26 126.65 5.131 42.890 17.880
## DEUTSCHE.BANK.AG.REGISTERED ASSICURAZIONI.GENERALI
## 2016-06-29 12.660 10.390
## 2016-06-30 12.325 10.550
## 2016-07-01 12.555 10.670
## 2016-07-04 12.335 10.370
## 2016-07-05 12.220 10.170
## 2016-07-06 11.540 9.815
## 2016-07-07 11.435 9.835
## 2016-07-08 11.755 10.600
## 2016-07-11 12.025 10.680
## 2016-07-12 12.785 11.220
## 2016-07-13 12.570 11.110
## 2016-07-14 13.025 11.400
## 2016-07-15 13.020 11.290
## 2016-07-18 13.120 11.350
## 2016-07-19 12.760 11.210
## 2016-07-20 12.950 11.360
## 2016-07-21 13.180 11.290
## 2016-07-22 13.085 11.240
## 2016-07-25 13.160 11.170
## 2016-07-26 12.850 11.090
## SOCIETE.GENERALE.SA ING.GROEP.NV.CVA INTESA.SANPAOLO
## 2016-06-29 27.910 9.012 1.648
## 2016-06-30 28.210 9.179 1.702
## 2016-07-01 28.380 9.160 1.680
## 2016-07-04 27.795 9.025 1.629
## 2016-07-05 26.790 8.779 1.593
## 2016-07-06 26.400 8.549 1.590
## 2016-07-07 26.595 8.630 1.600
## 2016-07-08 28.000 9.121 1.760
## 2016-07-11 28.505 9.335 1.800
## 2016-07-12 29.785 9.639 1.918
## 2016-07-13 29.275 9.546 1.896
## 2016-07-14 30.325 9.794 1.936
## 2016-07-15 30.345 9.782 1.931
## 2016-07-18 30.290 9.778 1.935
## 2016-07-19 30.075 9.793 1.923
## 2016-07-20 30.320 9.944 1.947
## 2016-07-21 30.395 10.070 1.953
## 2016-07-22 30.235 10.145 1.956
## 2016-07-25 30.150 9.975 1.920
## 2016-07-26 29.880 9.931 1.928
## MUENCHENER.RUECKVER.AG.REG BANCO.SANTANDER.SA UNICREDIT.SPA
## 2016-06-29 149.10 3.476 1.926
## 2016-06-30 150.25 3.429 1.970
## 2016-07-01 152.25 3.503 1.873
## 2016-07-04 150.50 3.487 1.805
## 2016-07-05 146.45 3.383 1.818
## 2016-07-06 141.20 3.320 1.758
## 2016-07-07 142.30 3.350 1.753
## 2016-07-08 145.10 3.523 1.906
## 2016-07-11 146.35 3.569 1.851
## 2016-07-12 148.35 3.801 2.100
## 2016-07-13 148.70 3.724 2.020
## 2016-07-14 149.15 3.824 2.154
## 2016-07-15 148.20 3.812 2.180
## 2016-07-18 148.70 3.806 2.220
## 2016-07-19 146.95 3.763 2.214
## 2016-07-20 148.40 3.811 2.252
## 2016-07-21 147.05 3.861 2.300
## 2016-07-22 146.60 3.878 2.286
## 2016-07-25 147.70 3.789 2.294
## 2016-07-26 146.95 3.754 2.242
## UNIBAIL.RODAMCO.SE
## 2016-06-29 232.55
## 2016-06-30 233.65
## 2016-07-01 235.85
## 2016-07-04 230.20
## 2016-07-05 224.35
## 2016-07-06 217.60
## 2016-07-07 220.50
## 2016-07-08 226.75
## 2016-07-11 232.00
## 2016-07-12 230.75
## 2016-07-13 231.30
## 2016-07-14 232.50
## 2016-07-15 232.95
## 2016-07-18 232.30
## 2016-07-19 233.40
## 2016-07-20 235.90
## 2016-07-21 236.85
## 2016-07-22 240.00
## 2016-07-25 242.50
## 2016-07-26 243.35## ALLIANZ SE-REG
## 2014-07-28 128.4
## ALLIANZ.SE.REG BANCO.BILBAO.VIZCAYA.ARGENTA BNP.PARIBAS AXA.SA
## 2016-06-29 -13.90 -12.14 -7.93 -19.48
## 2016-06-30 -13.36 -11.31 -7.36 -19.63
## 2016-07-01 -13.69 -10.32 -7.00 -19.39
## 2016-07-04 -14.47 -10.63 -8.60 -20.79
## 2016-07-05 -17.29 -12.78 -8.84 -23.43
## 2016-07-06 -19.19 -15.74 -10.61 -26.40
## 2016-07-07 -18.78 -14.99 -10.29 -26.04
## 2016-07-08 -16.98 -12.35 -7.22 -22.93
## 2016-07-11 -15.12 -11.44 -6.17 -21.94
## 2016-07-12 -13.93 -7.62 -1.34 -18.01
## 2016-07-13 -14.03 -8.30 -3.30 -19.16
## 2016-07-14 -12.51 -6.27 -0.05 -17.24
## 2016-07-15 -13.22 -6.39 -0.31 -18.08
## 2016-07-18 -13.73 -9.02 -1.07 -17.99
## 2016-07-19 -14.85 -9.86 -1.25 -19.25
## 2016-07-20 -14.14 -8.97 -0.33 -18.14
## 2016-07-21 -14.98 -8.09 0.24 -18.84
## 2016-07-22 -14.68 -7.99 1.13 -19.52
## 2016-07-25 -14.58 -9.37 0.63 -19.07
## 2016-07-26 -14.14 -10.14 -0.06 -19.30
## DEUTSCHE.BANK.AG.REGISTERED ASSICURAZIONI.GENERALI
## 2016-06-29 -25.99 -22.40
## 2016-06-30 -27.95 -21.21
## 2016-07-01 -26.60 -20.31
## 2016-07-04 -27.89 -22.55
## 2016-07-05 -28.56 -24.05
## 2016-07-06 -32.53 -26.70
## 2016-07-07 -33.15 -26.55
## 2016-07-08 -31.28 -20.84
## 2016-07-11 -29.70 -20.24
## 2016-07-12 -25.26 -16.21
## 2016-07-13 -26.51 -17.03
## 2016-07-14 -23.85 -14.86
## 2016-07-15 -23.88 -15.68
## 2016-07-18 -23.30 -15.24
## 2016-07-19 -25.40 -16.28
## 2016-07-20 -24.29 -15.16
## 2016-07-21 -22.95 -15.68
## 2016-07-22 -23.50 -16.06
## 2016-07-25 -23.06 -16.58
## 2016-07-26 -24.88 -17.18
## SOCIETE.GENERALE.SA ING.GROEP.NV.CVA INTESA.SANPAOLO
## 2016-06-29 -18.37 -12.25 -34.45
## 2016-06-30 -17.49 -10.62 -32.30
## 2016-07-01 -16.99 -10.81 -33.17
## 2016-07-04 -18.70 -12.12 -35.20
## 2016-07-05 -21.64 -14.52 -36.63
## 2016-07-06 -22.78 -16.76 -36.75
## 2016-07-07 -22.21 -15.97 -36.36
## 2016-07-08 -18.10 -11.19 -29.99
## 2016-07-11 -16.63 -9.10 -28.40
## 2016-07-12 -12.88 -6.14 -23.71
## 2016-07-13 -14.38 -7.05 -24.58
## 2016-07-14 -11.30 -4.63 -22.99
## 2016-07-15 -11.25 -4.75 -23.19
## 2016-07-18 -11.41 -4.79 -23.03
## 2016-07-19 -12.04 -4.64 -23.51
## 2016-07-20 -11.32 -3.17 -22.55
## 2016-07-21 -11.10 -1.95 -22.32
## 2016-07-22 -11.57 -1.22 -22.20
## 2016-07-25 -11.82 -2.87 -23.63
## 2016-07-26 -12.61 -3.30 -23.31
## MUENCHENER.RUECKVER.AG.REG BANCO.SANTANDER.SA UNICREDIT.SPA
## 2016-06-29 -15.16 -9.46 -45.35
## 2016-06-30 -14.51 -10.68 -44.10
## 2016-07-01 -13.37 -8.75 -46.85
## 2016-07-04 -14.37 -9.17 -48.78
## 2016-07-05 -16.67 -11.88 -48.41
## 2016-07-06 -19.66 -13.52 -50.11
## 2016-07-07 -19.03 -12.74 -50.26
## 2016-07-08 -17.44 -8.23 -45.91
## 2016-07-11 -16.73 -7.03 -47.47
## 2016-07-12 -15.59 -0.99 -40.41
## 2016-07-13 -15.39 -3.00 -42.68
## 2016-07-14 -15.14 -0.39 -38.88
## 2016-07-15 -15.68 -0.70 -38.14
## 2016-07-18 -15.39 -0.86 -37.00
## 2016-07-19 -16.39 -1.98 -37.17
## 2016-07-20 -15.56 -0.73 -36.10
## 2016-07-21 -16.33 0.57 -34.73
## 2016-07-22 -16.59 1.02 -35.13
## 2016-07-25 -15.96 -1.30 -34.90
## 2016-07-26 -16.39 -2.21 -36.38
## UNIBAIL.RODAMCO.SE
## 2016-06-29 2.72
## 2016-06-30 3.20
## 2016-07-01 4.17
## 2016-07-04 1.68
## 2016-07-05 -0.91
## 2016-07-06 -3.89
## 2016-07-07 -2.61
## 2016-07-08 0.15
## 2016-07-11 2.47
## 2016-07-12 1.92
## 2016-07-13 2.16
## 2016-07-14 2.69
## 2016-07-15 2.89
## 2016-07-18 2.61
## 2016-07-19 3.09
## 2016-07-20 4.20
## 2016-07-21 4.62
## 2016-07-22 6.01
## 2016-07-25 7.11
## 2016-07-26 7.49## ALLIANZ SE-REG
## 2016-01-27 0
## ALLIANZ.SE.REG BANCO.BILBAO.VIZCAYA.ARGENTA BNP.PARIBAS AXA.SA
## 2016-06-29 -15.33 -45.96 -33.65 -26.45
## 2016-06-30 -14.80 -45.45 -33.24 -26.59
## 2016-07-01 -15.13 -44.84 -32.98 -26.37
## 2016-07-04 -15.90 -45.03 -34.13 -27.64
## 2016-07-05 -18.67 -46.36 -34.31 -30.06
## 2016-07-06 -20.53 -48.18 -35.58 -32.78
## 2016-07-07 -20.13 -47.72 -35.35 -32.45
## 2016-07-08 -18.37 -46.09 -33.14 -29.60
## 2016-07-11 -16.53 -45.53 -32.38 -28.70
## 2016-07-12 -15.37 -43.18 -28.90 -25.11
## 2016-07-13 -15.47 -43.60 -30.31 -26.16
## 2016-07-14 -13.97 -42.35 -27.97 -24.41
## 2016-07-15 -14.67 -42.43 -28.16 -25.17
## 2016-07-18 -15.17 -44.04 -28.71 -25.09
## 2016-07-19 -16.27 -44.56 -28.83 -26.24
## 2016-07-20 -15.57 -44.01 -28.17 -25.23
## 2016-07-21 -16.40 -43.47 -27.76 -25.87
## 2016-07-22 -16.10 -43.41 -27.12 -26.49
## 2016-07-25 -16.00 -44.26 -27.48 -26.08
## 2016-07-26 -15.57 -44.73 -27.98 -26.28
## DEUTSCHE.BANK.AG.REGISTERED ASSICURAZIONI.GENERALI
## 2016-06-29 -58.16 -41.99
## 2016-06-30 -59.27 -41.09
## 2016-07-01 -58.51 -40.42
## 2016-07-04 -59.24 -42.10
## 2016-07-05 -59.62 -43.22
## 2016-07-06 -61.86 -45.20
## 2016-07-07 -62.21 -45.09
## 2016-07-08 -61.15 -40.82
## 2016-07-11 -60.26 -40.37
## 2016-07-12 -57.75 -37.35
## 2016-07-13 -58.46 -37.97
## 2016-07-14 -56.96 -36.35
## 2016-07-15 -56.97 -36.96
## 2016-07-18 -56.64 -36.63
## 2016-07-19 -57.83 -37.41
## 2016-07-20 -57.20 -36.57
## 2016-07-21 -56.44 -36.96
## 2016-07-22 -56.76 -37.24
## 2016-07-25 -56.51 -37.63
## 2016-07-26 -57.53 -38.08
## SOCIETE.GENERALE.SA ING.GROEP.NV.CVA INTESA.SANPAOLO
## 2016-06-29 -37.98 -42.69 -52.34
## 2016-06-30 -37.31 -41.63 -50.78
## 2016-07-01 -36.93 -41.75 -51.42
## 2016-07-04 -38.23 -42.61 -52.89
## 2016-07-05 -40.47 -44.17 -53.93
## 2016-07-06 -41.33 -45.63 -54.02
## 2016-07-07 -40.90 -45.12 -53.73
## 2016-07-08 -37.78 -42.00 -49.10
## 2016-07-11 -36.66 -40.64 -47.95
## 2016-07-12 -33.81 -38.70 -44.53
## 2016-07-13 -34.94 -39.29 -45.17
## 2016-07-14 -32.61 -37.72 -44.01
## 2016-07-15 -32.57 -37.79 -44.16
## 2016-07-18 -32.69 -37.82 -44.04
## 2016-07-19 -33.17 -37.72 -44.39
## 2016-07-20 -32.62 -36.76 -43.70
## 2016-07-21 -32.46 -35.96 -43.52
## 2016-07-22 -32.81 -35.48 -43.44
## 2016-07-25 -33.00 -36.57 -44.48
## 2016-07-26 -33.60 -36.85 -44.25
## MUENCHENER.RUECKVER.AG.REG BANCO.SANTANDER.SA UNICREDIT.SPA
## 2016-06-29 -11.46 -44.59 -67.74
## 2016-06-30 -10.78 -45.34 -67.00
## 2016-07-01 -9.59 -44.16 -68.63
## 2016-07-04 -10.63 -44.41 -69.77
## 2016-07-05 -13.03 -46.07 -69.55
## 2016-07-06 -16.15 -47.07 -70.55
## 2016-07-07 -15.50 -46.60 -70.64
## 2016-07-08 -13.84 -43.84 -68.07
## 2016-07-11 -13.09 -43.11 -68.99
## 2016-07-12 -11.91 -39.41 -64.82
## 2016-07-13 -11.70 -40.63 -66.16
## 2016-07-14 -11.43 -39.04 -63.92
## 2016-07-15 -12.00 -39.23 -63.48
## 2016-07-18 -11.70 -39.33 -62.81
## 2016-07-19 -12.74 -40.01 -62.91
## 2016-07-20 -11.88 -39.25 -62.28
## 2016-07-21 -12.68 -38.45 -61.47
## 2016-07-22 -12.95 -38.18 -61.71
## 2016-07-25 -12.29 -39.60 -61.57
## 2016-07-26 -12.74 -40.16 -62.45
## UNIBAIL.RODAMCO.SE
## 2016-06-29 -5.56
## 2016-06-30 -5.12
## 2016-07-01 -4.22
## 2016-07-04 -6.52
## 2016-07-05 -8.89
## 2016-07-06 -11.63
## 2016-07-07 -10.46
## 2016-07-08 -7.92
## 2016-07-11 -5.79
## 2016-07-12 -6.29
## 2016-07-13 -6.07
## 2016-07-14 -5.58
## 2016-07-15 -5.40
## 2016-07-18 -5.66
## 2016-07-19 -5.22
## 2016-07-20 -4.20
## 2016-07-21 -3.82
## 2016-07-22 -2.54
## 2016-07-25 -1.52
## 2016-07-26 -1.18## ALLIANZ SE-REG
## 2015-07-29 0
Consumer, Cyclical
## BAYERISCHE.MOTOREN.WERKE.AG DAIMLER.AG.REGISTERED.SHARES
## 2016-06-29 65.88 53.73
## 2016-06-30 65.79 53.52
## 2016-07-01 67.79 54.74
## 2016-07-04 66.79 54.24
## 2016-07-05 65.21 52.27
## 2016-07-06 65.10 51.97
## 2016-07-07 65.60 52.28
## 2016-07-08 68.44 54.15
## 2016-07-11 70.04 55.22
## 2016-07-12 73.31 57.65
## 2016-07-13 72.98 57.26
## 2016-07-14 74.74 58.49
## 2016-07-15 74.66 58.39
## 2016-07-18 74.91 58.31
## 2016-07-19 73.58 57.66
## 2016-07-20 75.39 58.68
## 2016-07-21 75.98 59.45
## 2016-07-22 75.50 59.51
## 2016-07-25 76.14 59.95
## 2016-07-26 76.78 60.76
## INDITEX LVMH.MOET.HENNESSY.LOUIS.VUI VOLKSWAGEN.AG.PREF
## 2016-06-29 29.810 135.75 108.65
## 2016-06-30 29.910 136.00 108.30
## 2016-07-01 29.985 136.15 113.65
## 2016-07-04 30.005 136.90 111.40
## 2016-07-05 29.810 134.55 108.20
## 2016-07-06 29.515 132.50 106.15
## 2016-07-07 29.500 133.30 106.00
## 2016-07-08 29.795 134.40 110.10
## 2016-07-11 30.400 137.50 113.30
## 2016-07-12 30.930 139.70 116.80
## 2016-07-13 30.930 139.25 114.85
## 2016-07-14 30.870 141.00 117.25
## 2016-07-15 30.725 140.00 116.15
## 2016-07-18 30.750 140.35 117.25
## 2016-07-19 30.720 139.35 116.45
## 2016-07-20 30.980 142.15 123.45
## 2016-07-21 30.755 142.50 120.85
## 2016-07-22 30.925 142.30 120.60
## 2016-07-25 30.980 144.45 121.70
## 2016-07-26 30.900 143.70 124.75## BAYERISCHE MOTOREN WERKE AG
## 2014-07-28 92.21
## BAYERISCHE.MOTOREN.WERKE.AG DAIMLER.AG.REGISTERED.SHARES
## 2016-06-29 -17.61 -18.50
## 2016-06-30 -17.72 -18.82
## 2016-07-01 -15.22 -16.97
## 2016-07-04 -16.47 -17.73
## 2016-07-05 -18.45 -20.72
## 2016-07-06 -18.58 -21.17
## 2016-07-07 -17.96 -20.70
## 2016-07-08 -14.41 -17.87
## 2016-07-11 -12.41 -16.24
## 2016-07-12 -8.32 -12.56
## 2016-07-13 -8.73 -13.15
## 2016-07-14 -6.53 -11.28
## 2016-07-15 -6.63 -11.44
## 2016-07-18 -6.32 -11.56
## 2016-07-19 -7.98 -12.54
## 2016-07-20 -5.72 -11.00
## 2016-07-21 -4.98 -9.83
## 2016-07-22 -5.58 -9.74
## 2016-07-25 -4.78 -9.07
## 2016-07-26 -3.98 -7.84
## INDITEX LVMH.MOET.HENNESSY.LOUIS.VUI VOLKSWAGEN.AG.PREF
## 2016-06-29 0.85 -5.53 -2.86
## 2016-06-30 1.18 -5.36 -3.17
## 2016-07-01 1.44 -5.25 1.61
## 2016-07-04 1.51 -4.73 -0.40
## 2016-07-05 0.85 -6.37 -3.26
## 2016-07-06 -0.15 -7.79 -5.10
## 2016-07-07 -0.20 -7.24 -5.23
## 2016-07-08 0.79 -6.47 -1.56
## 2016-07-11 2.84 -4.31 1.30
## 2016-07-12 4.63 -2.78 4.43
## 2016-07-13 4.63 -3.10 2.68
## 2016-07-14 4.43 -1.88 4.83
## 2016-07-15 3.94 -2.57 3.84
## 2016-07-18 4.03 -2.33 4.83
## 2016-07-19 3.92 -3.03 4.11
## 2016-07-20 4.80 -1.08 10.37
## 2016-07-21 4.04 -0.84 8.05
## 2016-07-22 4.62 -0.97 7.82
## 2016-07-25 4.80 0.52 8.81
## 2016-07-26 4.53 0.00 11.53## BAYERISCHE MOTOREN WERKE AG
## 2016-01-27 0
## BAYERISCHE.MOTOREN.WERKE.AG DAIMLER.AG.REGISTERED.SHARES
## 2016-06-29 -26.37 -33.73
## 2016-06-30 -26.48 -33.99
## 2016-07-01 -24.24 -32.49
## 2016-07-04 -25.36 -33.10
## 2016-07-05 -27.12 -35.53
## 2016-07-06 -27.25 -35.90
## 2016-07-07 -26.69 -35.52
## 2016-07-08 -23.51 -33.21
## 2016-07-11 -21.73 -31.89
## 2016-07-12 -18.07 -28.90
## 2016-07-13 -18.44 -29.38
## 2016-07-14 -16.47 -27.86
## 2016-07-15 -16.56 -27.98
## 2016-07-18 -16.28 -28.08
## 2016-07-19 -17.77 -28.89
## 2016-07-20 -15.75 -27.63
## 2016-07-21 -15.09 -26.68
## 2016-07-22 -15.62 -26.60
## 2016-07-25 -14.91 -26.06
## 2016-07-26 -14.19 -25.06
## INDITEX LVMH.MOET.HENNESSY.LOUIS.VUI VOLKSWAGEN.AG.PREF
## 2016-06-29 -6.48 -20.68 -41.70
## 2016-06-30 -6.16 -20.54 -41.88
## 2016-07-01 -5.93 -20.45 -39.01
## 2016-07-04 -5.87 -20.01 -40.22
## 2016-07-05 -6.48 -21.38 -41.94
## 2016-07-06 -7.40 -22.58 -43.04
## 2016-07-07 -7.45 -22.12 -43.12
## 2016-07-08 -6.53 -21.47 -40.92
## 2016-07-11 -4.63 -19.66 -39.20
## 2016-07-12 -2.96 -18.38 -37.32
## 2016-07-13 -2.96 -18.64 -38.37
## 2016-07-14 -3.15 -17.62 -37.08
## 2016-07-15 -3.61 -18.20 -37.67
## 2016-07-18 -3.53 -18.00 -37.08
## 2016-07-19 -3.62 -18.58 -37.51
## 2016-07-20 -2.81 -16.94 -33.75
## 2016-07-21 -3.51 -16.74 -35.15
## 2016-07-22 -2.98 -16.86 -35.28
## 2016-07-25 -2.81 -15.60 -34.69
## 2016-07-26 -3.06 -16.04 -33.06## BAYERISCHE MOTOREN WERKE AG
## 2015-07-29 0
Consumer, Non-cyclical
## ANHEUSER.BUSCH.INBEV.NV BAYER.AG.REG DANONE CARREFOUR.SA
## 2016-06-29 114.40 89.11 61.36 21.960
## 2016-06-30 117.60 90.00 63.41 22.210
## 2016-07-01 118.25 90.69 64.20 22.505
## 2016-07-04 117.25 90.55 63.93 22.445
## 2016-07-05 115.85 90.10 63.83 22.020
## 2016-07-06 115.10 88.27 63.31 21.300
## 2016-07-07 115.60 88.62 64.50 21.475
## 2016-07-08 116.00 90.92 64.04 22.000
## 2016-07-11 115.85 92.74 64.36 22.350
## 2016-07-12 115.95 93.13 64.81 22.905
## 2016-07-13 115.35 92.93 64.72 22.935
## 2016-07-14 114.00 93.44 65.97 23.185
## 2016-07-15 113.45 93.89 65.74 23.180
## 2016-07-18 113.25 92.90 65.28 23.020
## 2016-07-19 113.45 91.78 64.71 22.870
## 2016-07-20 112.95 91.80 65.35 23.125
## 2016-07-21 113.80 92.04 65.21 23.235
## 2016-07-22 114.40 92.07 65.40 23.120
## 2016-07-25 114.80 92.62 65.79 23.235
## 2016-07-26 115.75 93.57 65.96 23.255
## ESSILOR.INTERNATIONAL FRESENIUS.SE...CO.KGAA L_OREAL SANOFI
## 2016-06-29 118.95 65.24 170.00 74.30
## 2016-06-30 118.85 65.82 172.00 74.92
## 2016-07-01 119.55 66.23 172.45 75.02
## 2016-07-04 119.40 66.20 173.40 75.05
## 2016-07-05 118.75 65.56 173.35 74.59
## 2016-07-06 117.30 65.07 171.05 73.71
## 2016-07-07 118.10 65.41 172.35 74.04
## 2016-07-08 118.60 66.41 172.80 74.19
## 2016-07-11 120.90 67.42 174.10 74.80
## 2016-07-12 121.10 67.57 173.45 74.59
## 2016-07-13 121.35 67.15 173.70 75.93
## 2016-07-14 121.20 66.83 174.00 75.63
## 2016-07-15 121.75 66.92 174.40 75.63
## 2016-07-18 121.50 66.75 173.85 75.17
## 2016-07-19 120.85 66.35 171.95 74.75
## 2016-07-20 122.40 67.21 174.50 76.00
## 2016-07-21 122.00 66.89 173.35 76.22
## 2016-07-22 122.15 67.15 174.55 76.60
## 2016-07-25 122.85 67.11 175.20 76.51
## 2016-07-26 123.45 67.11 175.80 76.57
## UNILEVER.NV.CVA
## 2016-06-29 41.010
## 2016-06-30 41.910
## 2016-07-01 42.155
## 2016-07-04 42.050
## 2016-07-05 42.140
## 2016-07-06 41.400
## 2016-07-07 41.690
## 2016-07-08 41.860
## 2016-07-11 42.050
## 2016-07-12 41.695
## 2016-07-13 41.795
## 2016-07-14 41.715
## 2016-07-15 42.015
## 2016-07-18 41.980
## 2016-07-19 41.600
## 2016-07-20 41.895
## 2016-07-21 41.780
## 2016-07-22 41.825
## 2016-07-25 41.750
## 2016-07-26 41.985## ANHEUSER-BUSCH INBEV NV
## 2014-07-28 81.63
## ANHEUSER.BUSCH.INBEV.NV BAYER.AG.REG DANONE CARREFOUR.SA
## 2016-06-29 2.14 -15.17 0.13 -13.20
## 2016-06-30 5.00 -14.33 3.48 -12.21
## 2016-07-01 5.58 -13.67 4.77 -11.05
## 2016-07-04 4.69 -13.80 4.32 -11.28
## 2016-07-05 3.44 -14.23 4.16 -12.96
## 2016-07-06 2.77 -15.97 3.31 -15.81
## 2016-07-07 3.21 -15.64 5.25 -15.12
## 2016-07-08 3.57 -13.45 4.50 -13.04
## 2016-07-11 3.44 -11.72 5.03 -11.66
## 2016-07-12 3.53 -11.35 5.76 -9.47
## 2016-07-13 2.99 -11.54 5.61 -9.35
## 2016-07-14 1.79 -11.05 7.65 -8.36
## 2016-07-15 1.29 -10.62 7.28 -8.38
## 2016-07-18 1.12 -11.57 6.53 -9.01
## 2016-07-19 1.29 -12.63 5.60 -9.60
## 2016-07-20 0.85 -12.61 6.64 -8.60
## 2016-07-21 1.61 -12.38 6.41 -8.16
## 2016-07-22 2.14 -12.36 6.72 -8.62
## 2016-07-25 2.50 -11.83 7.36 -8.16
## 2016-07-26 3.35 -10.93 7.64 -8.08
## ESSILOR.INTERNATIONAL FRESENIUS.SE...CO.KGAA L_OREAL SANOFI
## 2016-06-29 6.92 7.59 11.26 -0.97
## 2016-06-30 6.83 8.54 12.57 -0.15
## 2016-07-01 7.46 9.22 12.86 -0.01
## 2016-07-04 7.33 9.17 13.48 0.03
## 2016-07-05 6.74 8.11 13.45 -0.59
## 2016-07-06 5.44 7.31 11.94 -1.76
## 2016-07-07 6.16 7.87 12.79 -1.32
## 2016-07-08 6.61 9.52 13.09 -1.12
## 2016-07-11 8.67 11.18 13.94 -0.31
## 2016-07-12 8.85 11.43 13.51 -0.59
## 2016-07-13 9.08 10.74 13.68 1.20
## 2016-07-14 8.94 10.21 13.87 0.80
## 2016-07-15 9.44 10.36 14.14 0.80
## 2016-07-18 9.21 10.08 13.78 0.19
## 2016-07-19 8.63 9.42 12.53 -0.37
## 2016-07-20 10.02 10.83 14.20 1.29
## 2016-07-21 9.66 10.31 13.45 1.59
## 2016-07-22 9.80 10.74 14.23 2.09
## 2016-07-25 10.43 10.67 14.66 1.97
## 2016-07-26 10.97 10.67 15.05 2.05
## UNILEVER.NV.CVA
## 2016-06-29 3.85
## 2016-06-30 6.13
## 2016-07-01 6.75
## 2016-07-04 6.48
## 2016-07-05 6.71
## 2016-07-06 4.84
## 2016-07-07 5.57
## 2016-07-08 6.00
## 2016-07-11 6.48
## 2016-07-12 5.58
## 2016-07-13 5.84
## 2016-07-14 5.63
## 2016-07-15 6.39
## 2016-07-18 6.31
## 2016-07-19 5.34
## 2016-07-20 6.09
## 2016-07-21 5.80
## 2016-07-22 5.91
## 2016-07-25 5.72
## 2016-07-26 6.32## ANHEUSER-BUSCH INBEV NV
## 2016-01-28 0
## ANHEUSER.BUSCH.INBEV.NV BAYER.AG.REG DANONE CARREFOUR.SA
## 2016-06-29 3.16 -33.99 -2.49 -30.56
## 2016-06-30 6.04 -33.33 0.76 -29.77
## 2016-07-01 6.63 -32.82 2.02 -28.84
## 2016-07-04 5.73 -32.93 1.59 -29.03
## 2016-07-05 4.46 -33.26 1.43 -30.37
## 2016-07-06 3.79 -34.61 0.60 -32.65
## 2016-07-07 4.24 -34.36 2.49 -32.09
## 2016-07-08 4.60 -32.65 1.76 -30.43
## 2016-07-11 4.46 -31.30 2.27 -29.33
## 2016-07-12 4.55 -31.01 2.99 -27.57
## 2016-07-13 4.01 -31.16 2.84 -27.48
## 2016-07-14 2.80 -30.79 4.83 -26.69
## 2016-07-15 2.30 -30.45 4.47 -26.70
## 2016-07-18 2.12 -31.19 3.73 -27.21
## 2016-07-19 2.30 -32.01 2.83 -27.68
## 2016-07-20 1.85 -32.00 3.85 -26.88
## 2016-07-21 2.61 -31.82 3.62 -26.53
## 2016-07-22 3.16 -31.80 3.92 -26.89
## 2016-07-25 3.52 -31.39 4.54 -26.53
## 2016-07-26 4.37 -30.69 4.81 -26.47
## ESSILOR.INTERNATIONAL FRESENIUS.SE...CO.KGAA L_OREAL SANOFI
## 2016-06-29 0.38 5.46 -2.63 -24.68
## 2016-06-30 0.30 6.40 -1.49 -24.05
## 2016-07-01 0.89 7.06 -1.23 -23.95
## 2016-07-04 0.76 7.02 -0.69 -23.92
## 2016-07-05 0.21 5.98 -0.72 -24.38
## 2016-07-06 -1.01 5.19 -2.03 -25.27
## 2016-07-07 -0.34 5.74 -1.29 -24.94
## 2016-07-08 0.08 7.36 -1.03 -24.79
## 2016-07-11 2.03 8.99 -0.29 -24.17
## 2016-07-12 2.19 9.23 -0.66 -24.38
## 2016-07-13 2.41 8.55 -0.52 -23.02
## 2016-07-14 2.28 8.03 -0.34 -23.33
## 2016-07-15 2.74 8.18 -0.11 -23.33
## 2016-07-18 2.53 7.90 -0.43 -23.79
## 2016-07-19 1.98 7.26 -1.52 -24.22
## 2016-07-20 3.29 8.65 -0.06 -22.95
## 2016-07-21 2.95 8.13 -0.72 -22.73
## 2016-07-22 3.08 8.55 -0.03 -22.34
## 2016-07-25 3.67 8.49 0.34 -22.44
## 2016-07-26 4.18 8.49 0.69 -22.37
## UNILEVER.NV.CVA
## 2016-06-29 -1.50
## 2016-06-30 0.66
## 2016-07-01 1.25
## 2016-07-04 1.00
## 2016-07-05 1.21
## 2016-07-06 -0.56
## 2016-07-07 0.13
## 2016-07-08 0.54
## 2016-07-11 1.00
## 2016-07-12 0.14
## 2016-07-13 0.38
## 2016-07-14 0.19
## 2016-07-15 0.91
## 2016-07-18 0.83
## 2016-07-19 -0.08
## 2016-07-20 0.62
## 2016-07-21 0.35
## 2016-07-22 0.46
## 2016-07-25 0.28
## 2016-07-26 0.84## ANHEUSER-BUSCH INBEV NV
## 2015-08-03 0
Technicals
SPX
## price rsi stochastic
## 2016-07-13 2152.43 63.85802 0.9627035
## 2016-07-14 2163.75 65.78808 0.9744191
## 2016-07-15 2161.74 65.12307 0.9718950
## 2016-07-18 2166.89 66.06945 0.9718784
## 2016-07-19 2163.78 64.92375 0.9693941
## 2016-07-20 2173.02 66.76761 0.9711103
## 2016-07-21 2165.17 63.70380 0.9616337
## 2016-07-22 2175.03 65.82507 0.9574854
## 2016-07-25 2168.48 63.18336 0.9464301
## 2016-07-26 2169.18 63.35263 0.9484628
Stoxx
## price rsi stochastic
## 2016-07-13 2926.14 53.61685 0.5328005
## 2016-07-14 2963.07 56.38088 0.6541056
## 2016-07-15 2958.65 55.95112 0.7586067
## 2016-07-18 2949.17 54.98310 0.8493958
## 2016-07-19 2931.10 53.09735 0.8767152
## 2016-07-20 2966.95 56.29961 0.8770582
## 2016-07-21 2968.49 56.43720 0.8687477
## 2016-07-22 2972.23 56.79299 0.8978840
## 2016-07-25 2973.22 56.89335 0.9222176
## 2016-07-26 2978.90 57.50327 0.9347453
HSCEI
## price rsi stochastic
## 2016-07-13 8909.06 59.24659 0.7253066
## 2016-07-14 9010.10 62.20223 0.8514575
## 2016-07-15 9049.66 63.32379 0.9252478
## 2016-07-18 9090.95 64.50754 0.9557060
## 2016-07-19 8988.79 59.39920 0.9396638
## 2016-07-20 9023.11 60.53001 0.9246779
## 2016-07-21 9057.08 61.66802 0.8958886
## 2016-07-22 9031.93 60.28223 0.8924515
## 2016-07-25 9034.76 60.39010 0.8958968
## 2016-07-26 9062.25 61.48430 0.8966721
KOSPI200
## price rsi stochastic
## 2016-07-13 249.25 59.58627 0.8289551
## 2016-07-14 249.80 60.50533 0.8895914
## 2016-07-15 251.02 62.54031 0.9344755
## 2016-07-18 251.52 63.37326 0.9515914
## 2016-07-19 250.97 61.74680 0.9575832
## 2016-07-20 250.66 60.79964 0.9528233
## 2016-07-21 250.44 60.09512 0.9314525
## 2016-07-22 250.04 58.76188 0.9049076
## 2016-07-25 250.65 60.21159 0.8841543
## 2016-07-26 252.72 64.74133 0.8875435
Crude
Funcdamentals
PER
## SPX Stoxx KOSPI200 HSCEI HSI 중국상해
## 2016-05-02 17.7303 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-03 17.5750 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-04 17.4917 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-05 17.4955 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-06 17.5549 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-09 17.5714 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-10 17.7937 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-11 17.6247 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-12 17.6228 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-13 17.4640 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-16 17.6298 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-17 17.4664 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-18 17.4530 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-19 17.3871 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-20 17.4867 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-23 17.4411 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-24 17.6788 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-25 17.8021 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-26 17.7999 13.8803 10.9198 7.8399 12.3143 14.0148
## 2016-05-27 17.8798 13.8803 10.9198 7.8399 12.3143 14.0148
EPS Growth
## SPX Stoxx KOSPI200 HSCEI HSI 중국상해
## 2016-05-08 13.68 6.94 12.54 0.96 4.25 0.71
## 2016-05-09 13.71 6.91 11.87 0.97 4.27 0.71
## 2016-05-10 13.78 6.95 12.10 0.97 4.27 0.71
## 2016-05-11 13.90 7.02 12.16 0.98 4.33 0.71
## 2016-05-12 13.85 7.34 12.18 0.98 4.42 0.71
## 2016-05-13 14.18 7.33 12.20 0.98 4.39 0.71
## 2016-05-14 14.18 7.33 12.20 0.98 4.39 0.71
## 2016-05-15 14.18 7.33 12.20 0.98 4.39 0.71
## 2016-05-16 13.43 7.33 12.39 0.97 5.04 0.71
## 2016-05-17 13.20 7.35 12.50 0.97 5.05 0.71
## 2016-05-18 9.07 7.36 12.15 0.97 5.05 0.71
## 2016-05-19 8.98 7.33 12.51 0.96 4.90 0.71
## 2016-05-20 8.98 7.33 12.42 0.96 4.89 0.71
## 2016-05-21 8.98 7.33 12.42 0.96 4.89 0.71
## 2016-05-22 8.98 7.33 12.42 0.96 4.89 0.71
## 2016-05-23 8.72 7.30 12.19 0.97 4.91 0.71
## 2016-05-24 8.44 7.29 12.35 0.97 4.81 0.71
## 2016-05-25 8.45 7.30 12.55 0.98 4.89 0.71
## 2016-05-26 8.46 7.30 12.55 0.98 4.89 0.71
## 2016-05-27 8.47 7.30 12.55 0.98 4.89 0.71
PBR
## SPX Stoxx KOSPI200 HSCEI HSI 중국상해
## 2016-07-07 2.6662 1.2355 0.9361 0.8108 1.0433 1.4396
## 2016-07-08 2.7024 1.2608 0.9317 0.8052 1.0362 1.4271
## 2016-07-09 2.7024 1.2608 0.9315 0.8052 1.0362 1.4271
## 2016-07-10 2.7024 1.2608 0.9315 0.8052 1.0362 1.4271
## 2016-07-11 2.7116 1.2822 0.9453 0.8209 1.0521 1.4296
## 2016-07-12 2.7233 1.3036 0.9461 0.8355 1.0697 1.4597
## 2016-07-13 2.7233 1.3010 0.9549 0.8408 1.0747 1.4657
## 2016-07-14 2.7360 1.3179 0.9580 0.8518 1.0874 1.4619
## 2016-07-15 2.7342 1.3158 0.9638 0.8563 1.0927 1.4625
## 2016-07-16 2.7342 1.3158 0.9638 0.8563 1.0927 1.4625
## 2016-07-17 2.7342 1.3158 0.9638 0.8563 1.0927 1.4625
## 2016-07-18 2.7407 1.3126 0.9656 0.8625 1.1012 1.4583
## 2016-07-19 2.7434 1.3046 0.9642 0.8525 1.0947 1.4527
## 2016-07-20 2.7529 1.3200 0.9627 0.8546 1.1045 1.4487
## 2016-07-21 2.7442 1.3221 0.9620 0.8572 1.1099 1.4553
## 2016-07-22 2.7555 1.3236 0.9607 0.8545 1.1076 1.4419
## 2016-07-23 2.7555 1.3236 0.9609 0.8545 1.1076 1.4419
## 2016-07-24 2.7555 1.3236 0.9609 0.8545 1.1076 1.4419
## 2016-07-25 2.7472 1.3244 0.9635 0.8547 1.1093 1.4419
## 2016-07-26 2.7462 1.3265 0.9714 0.8572 1.1160 1.4591
ROE
## SPX Stoxx KOSPI200 HSCEI HSI HSI.1
## 2016-07-07 14.84 7.67 8.76 12.33 12.21 12.21
## 2016-07-08 14.84 7.66 8.81 12.34 12.22 12.22
## 2016-07-09 14.84 7.66 8.81 12.34 12.22 12.22
## 2016-07-10 14.84 7.66 8.81 12.34 12.22 12.22
## 2016-07-11 14.83 7.67 8.80 12.33 12.21 12.21
## 2016-07-12 14.84 7.65 8.81 12.33 12.21 12.21
## 2016-07-13 14.86 7.65 8.81 12.33 12.22 12.22
## 2016-07-14 14.83 7.66 8.82 12.34 12.23 12.23
## 2016-07-15 14.80 7.66 8.82 12.34 12.23 12.23
## 2016-07-16 14.80 7.66 8.82 12.34 12.23 12.23
## 2016-07-17 14.80 7.66 8.82 12.34 12.23 12.23
## 2016-07-18 14.78 7.66 8.82 12.34 12.23 12.23
## 2016-07-19 14.65 7.66 8.82 12.34 12.23 12.23
## 2016-07-20 14.92 7.64 8.83 12.34 12.23 12.23
## 2016-07-21 14.98 7.69 8.83 12.34 12.23 12.23
## 2016-07-22 14.98 7.69 8.87 12.34 12.23 12.23
## 2016-07-23 14.98 7.69 8.87 12.34 12.23 12.23
## 2016-07-24 14.98 7.69 8.88 12.34 12.23 12.23
## 2016-07-25 15.03 7.67 8.88 12.35 12.23 12.23
## 2016-07-26 15.03 7.63 8.88 12.37 12.25 12.25
Capex
## SPX Stoxx KOSPI200 HSI Nikkei
## 2016-07-07 70.99 212.24 31.66 1467.55 1202.85
## 2016-07-08 71.03 213.54 31.84 1466.68 1207.34
## 2016-07-09 71.03 213.54 31.74 1466.68 1207.34
## 2016-07-10 71.03 213.54 31.77 1466.68 1207.34
## 2016-07-11 71.05 213.63 31.75 1467.92 1211.77
## 2016-07-12 71.19 215.16 31.80 1462.90 1212.51
## 2016-07-13 71.22 214.52 31.85 1465.64 1212.65
## 2016-07-14 71.18 215.11 31.74 1468.44 1215.64
## 2016-07-15 71.18 214.99 31.76 1468.13 1215.00
## 2016-07-16 71.18 214.99 31.78 1468.13 1215.00
## 2016-07-17 71.18 214.99 31.77 1468.13 1215.00
## 2016-07-18 71.42 214.89 31.75 1469.74 1215.00
## 2016-07-19 71.46 214.57 31.75 1469.94 1214.91
## 2016-07-20 71.50 215.71 31.78 1471.30 1215.43
## 2016-07-21 71.54 215.86 31.79 1470.22 1214.66
## 2016-07-22 71.62 215.32 31.90 1476.50 1217.53
## 2016-07-23 71.62 215.32 31.89 1476.50 1217.53
## 2016-07-24 71.62 215.32 31.90 1476.50 1217.53
## 2016-07-25 71.62 214.87 31.97 1471.77 1215.20
## 2016-07-26 71.62 214.38 31.94 1472.85 1214.77
Volatility
Index
## SPX Stoxx KOSPI200 HSCEI HSI 중국상해
## 2016-06-29 0.1573346 0.2778928 0.1406869 0.2787792 0.2254897 0.3116354
## 2016-06-30 0.1575497 0.2778200 0.1365405 0.2749164 0.2236008 0.3114282
## 2016-07-01 0.1575594 0.2779618 0.1369370 0.2749164 0.2236008 0.2943999
## 2016-07-04 0.1575594 0.2772097 0.1366948 0.2750413 0.2241814 0.2958023
## 2016-07-05 0.1576049 0.2761957 0.1356755 0.2759585 0.2247467 0.2940424
## 2016-07-06 0.1531308 0.2773293 0.1387110 0.2699250 0.2208080 0.2745648
## 2016-07-07 0.1514243 0.2765799 0.1383916 0.2700123 0.2211432 0.2730436
## 2016-07-08 0.1492193 0.2740721 0.1385817 0.2641580 0.2175448 0.2616389
## 2016-07-11 0.1492567 0.2734098 0.1389279 0.2654085 0.2182009 0.2616433
## 2016-07-12 0.1483149 0.2717123 0.1382069 0.2664119 0.2188578 0.2604846
## 2016-07-13 0.1482096 0.2715476 0.1375892 0.2664588 0.2187332 0.2590192
## 2016-07-14 0.1457412 0.2717512 0.1375873 0.2639291 0.2180484 0.2535704
## 2016-07-15 0.1436879 0.2717038 0.1374634 0.2632786 0.2169388 0.2535035
## 2016-07-18 0.1424647 0.2699982 0.1324887 0.2600147 0.2152218 0.2493923
## 2016-07-19 0.1414317 0.2682324 0.1324261 0.2522381 0.2074797 0.2489481
## 2016-07-20 0.1413617 0.2686038 0.1288360 0.2498905 0.2058576 0.2442737
## 2016-07-21 0.1373559 0.2664920 0.1286125 0.2453367 0.2020650 0.2436883
## 2016-07-22 0.1374417 0.2650566 0.1270450 0.2451522 0.2012991 0.2438082
## 2016-07-25 0.1344712 0.2650257 0.1249935 0.2396249 0.1976367 0.2235478
## 2016-07-26 0.1343551 0.2646988 0.1254478 0.2394239 0.1973466 0.2238961
Commodity
## Crude Coal Copper Iron.Ore..Dalian. Rebar..Dalian.
## 2016-06-29 0.4557009 0.2867542 0.2047126 0.3479313 0.3025475
## 2016-06-30 0.4582962 0.2867232 0.2047823 0.3482577 0.3036424
## 2016-07-01 0.4532040 0.2862875 0.2020472 0.3483758 0.3048932
## 2016-07-04 0.4532040 0.2867463 0.2020472 0.3494917 0.3066060
## 2016-07-05 0.4568902 0.2865839 0.2031320 0.3488905 0.3071382
## 2016-07-06 0.4565953 0.2860127 0.2042019 0.3499085 0.3073631
## 2016-07-07 0.4616715 0.2860054 0.2049457 0.3488317 0.3073873
## 2016-07-08 0.4548263 0.2864834 0.2036072 0.3481050 0.3073565
## 2016-07-11 0.4546634 0.2866500 0.2031058 0.3462788 0.3071236
## 2016-07-12 0.4571398 0.2896895 0.2069414 0.3481764 0.3092674
## 2016-07-13 0.4602774 0.2895977 0.2062042 0.3525916 0.3106825
## 2016-07-14 0.4467153 0.2931203 0.2061880 0.3522263 0.3113670
## 2016-07-15 0.4429768 0.2931203 0.2063096 0.3514644 0.3104964
## 2016-07-18 0.4419933 0.2956277 0.2047036 0.3539468 0.3138808
## 2016-07-19 0.4413820 0.2962451 0.2045495 0.3598676 0.3236705
## 2016-07-20 0.4412063 0.2962405 0.2044097 0.3598740 0.3233672
## 2016-07-21 0.4409433 0.2956688 0.2042288 0.3607813 0.3243754
## 2016-07-22 0.4362104 0.2952727 0.2046600 0.3607111 0.3245011
## 2016-07-25 0.4334729 0.2952785 0.2050724 0.3607628 0.3246464
## 2016-07-26 0.4271122 0.2945469 0.2035054 0.3601397 0.3245690
FX
## 인도네시아.루피아 터키.리라 링깃 인도.루피 Real
## 2016-06-29 0.07714466 0.1224819 0.1102738 0.05016871 0.2043128
## 2016-06-30 0.07698290 0.1226073 0.1101873 0.05001586 0.2041509
## 2016-07-01 0.07760230 0.1226852 0.1105918 0.05022930 0.2045359
## 2016-07-04 0.07762333 0.1226351 0.1105922 0.04918009 0.2048691
## 2016-07-05 0.07801938 0.1231836 0.1107785 0.04933629 0.2054958
## 2016-07-06 0.07704702 0.1232573 0.1106880 0.04933629 0.2059693
## 2016-07-07 0.07712233 0.1224860 0.1112603 0.04910456 0.2067620
## 2016-07-08 0.07702488 0.1243646 0.1077809 0.04906843 0.2075900
## 2016-07-11 0.07734240 0.1241133 0.1084483 0.04891615 0.2076682
## 2016-07-12 0.07730965 0.1242551 0.1081518 0.04878458 0.2072530
## 2016-07-13 0.07737006 0.1244140 0.1074651 0.04885037 0.2070436
## 2016-07-14 0.07737247 0.1239038 0.1065405 0.04894653 0.2057558
## 2016-07-15 0.07687543 0.1411512 0.1047702 0.04812072 0.2054494
## 2016-07-18 0.07540958 0.1423289 0.1053945 0.04772438 0.2056443
## 2016-07-19 0.07510561 0.1456792 0.1047793 0.04772109 0.2053424
## 2016-07-20 0.07463678 0.1461676 0.1049513 0.04775774 0.2041119
## 2016-07-21 0.07345473 0.1465083 0.1019936 0.04725410 0.2039415
## 2016-07-22 0.07344457 0.1465099 0.1022441 0.04727080 0.2027017
## 2016-07-25 0.07362192 0.1465296 0.1022573 0.04691094 0.2030158
## 2016-07-26 0.07370607 0.1465389 0.1021629 0.04672240 0.2026674
## 란드
## 2016-06-29 0.2178656
## 2016-06-30 0.2177278
## 2016-07-01 0.2160181
## 2016-07-04 0.2158356
## 2016-07-05 0.2166152
## 2016-07-06 0.2166148
## 2016-07-07 0.2160800
## 2016-07-08 0.2169529
## 2016-07-11 0.2169370
## 2016-07-12 0.2168146
## 2016-07-13 0.2173298
## 2016-07-14 0.2178052
## 2016-07-15 0.2192505
## 2016-07-18 0.2215641
## 2016-07-19 0.2197446
## 2016-07-20 0.2183134
## 2016-07-21 0.2185167
## 2016-07-22 0.2180213
## 2016-07-25 0.2179204
## 2016-07-26 0.2178854
## Dollar.Index EURUSD USDJPY USDKRW USDCNY
## 2016-06-29 0.08433576 0.09084428 0.1333475 0.1068309 0.03882918
## 2016-06-30 0.08451037 0.09086674 0.1333740 0.1066290 0.03888617
## 2016-07-01 0.08479426 0.09070393 0.1330957 0.1069146 0.03798540
## 2016-07-04 0.08479426 0.09066158 0.1329854 0.1069362 0.03776729
## 2016-07-05 0.08518763 0.09124195 0.1332397 0.1073909 0.03700902
## 2016-07-06 0.08517854 0.09125198 0.1331276 0.1077706 0.03613951
## 2016-07-07 0.08529816 0.09136275 0.1327931 0.1085913 0.03617419
## 2016-07-08 0.08492576 0.09074978 0.1319223 0.1078493 0.03580623
## 2016-07-11 0.08499679 0.09049186 0.1362265 0.1091556 0.03581733
## 2016-07-12 0.08493317 0.09045488 0.1390626 0.1084615 0.03586332
## 2016-07-13 0.08495499 0.09048109 0.1389885 0.1084616 0.03573506
## 2016-07-14 0.08479811 0.09035484 0.1395987 0.1086267 0.03573525
## 2016-07-15 0.08356709 0.08986047 0.1364815 0.1081981 0.03575680
## 2016-07-18 0.08314292 0.08969567 0.1378420 0.1082612 0.03582160
## 2016-07-19 0.08348910 0.08990205 0.1374231 0.1078752 0.03587660
## 2016-07-20 0.08017698 0.08648226 0.1358316 0.1070604 0.03612395
## 2016-07-21 0.07929325 0.08540300 0.1359039 0.1053053 0.03612762
## 2016-07-22 0.07915965 0.08539147 0.1359931 0.1052037 0.03613417
## 2016-07-25 0.07889822 0.08529781 0.1355348 0.1049063 0.03613012
## 2016-07-26 0.07855328 0.08427231 0.1360912 0.1048205 0.03616023
## USDHKD
## 2016-06-29 0.009857069
## 2016-06-30 0.009054566
## 2016-07-01 0.008735736
## 2016-07-04 0.008705416
## 2016-07-05 0.007784146
## 2016-07-06 0.007782374
## 2016-07-07 0.007781244
## 2016-07-08 0.006715599
## 2016-07-11 0.006708681
## 2016-07-12 0.006707967
## 2016-07-13 0.006707797
## 2016-07-14 0.006705125
## 2016-07-15 0.006611989
## 2016-07-18 0.006447414
## 2016-07-19 0.005170011
## 2016-07-20 0.005155391
## 2016-07-21 0.005016525
## 2016-07-22 0.004996684
## 2016-07-25 0.004997308
## 2016-07-26 0.004866025
Order Flow
ETF S.O.
## SPX.S.O. Stoxx.S.O. EM.S.O. Russell.S.O. HY.S.O. Junk.S.O.
## 2016-06-27 860382.1 219650 667350 221650 175100 337023.8
## 2016-06-28 857932.1 214950 667350 218100 175100 327023.8
## 2016-06-29 846432.1 211800 667350 221350 178600 317023.8
## 2016-06-30 853532.1 208450 667350 218550 185800 318023.8
## 2016-07-01 862782.1 206000 668700 224250 189100 318523.8
## 2016-07-05 866982.1 204350 668700 221800 191800 323523.8
## 2016-07-06 868482.1 203350 668700 224100 193400 323523.8
## 2016-07-07 869682.1 202600 668700 223150 196300 323523.8
## 2016-07-08 879332.1 202200 672300 235050 200700 326023.8
## 2016-07-11 894232.1 201650 673650 237150 205600 340523.8
## 2016-07-12 905632.1 199250 688500 237900 207200 343023.8
## 2016-07-13 907632.1 198950 692100 236950 203900 350523.8
## 2016-07-14 903532.1 198500 728550 236700 203900 350523.8
## 2016-07-15 902982.1 193450 737100 236600 203900 345523.8
## 2016-07-18 905282.1 193450 741600 236050 203900 345523.8
## 2016-07-19 901182.1 193200 765900 237550 203900 345523.8
## 2016-07-20 902732.1 193200 765900 235050 203900 345523.8
## 2016-07-21 903982.1 192800 765900 232650 205500 345523.8
## 2016-07-22 902732.1 192500 769500 228250 203000 345523.8
## 2016-07-25 909182.1 189750 775350 227500 203000 345523.8
## Short.Treaury.S.O. Div..S.O. DM.S.O. TIPS.S.O.
## 2016-06-28 31100 258114.3 1027200 154300
## 2016-06-29 31100 258339.3 1027200 154300
## 2016-06-30 34000 258689.5 1027200 154800
## 2016-07-01 34400 258889.5 1027200 154900
## 2016-07-05 34500 258840.0 1027200 155400
## 2016-07-06 34600 258890.0 1027200 156000
## 2016-07-07 34600 259265.0 1027200 156000
## 2016-07-08 34600 259265.0 1027200 156200
## 2016-07-11 34600 259265.0 1027200 156200
## 2016-07-12 34800 259465.0 1027200 156200
## 2016-07-13 34700 259640.0 1027200 156300
## 2016-07-14 34700 259640.0 1027200 156300
## 2016-07-15 34700 259640.8 1027200 156600
## 2016-07-18 34700 259615.8 1027200 157000
## 2016-07-19 34700 259615.8 1027200 157500
## 2016-07-20 34700 259615.8 1027200 157600
## 2016-07-21 32000 259615.9 1027200 157600
## 2016-07-22 30900 259690.9 1027200 157900
## 2016-07-25 30900 259915.9 1027200 158100
## 2016-07-26 30900 259917.7 1027200 158100
CFTC
## euro.fx yen ust.10y aussie dollar.index crude
## 2016-03-08 -71907 64333 68087 29195 26378 244252
## 2016-03-15 -77555 45489 65098 12782 17511 269856
## 2016-03-22 -66053 53346 50105 18030 17674 307977
## 2016-03-29 -63811 54387 -16863 23466 17750 305511
## 2016-04-05 -53487 60073 -117305 26845 17315 290130
## 2016-04-12 -52051 66190 -24364 35122 13849 289161
## 2016-04-19 -46917 71870 -24279 44106 13449 334175
## 2016-04-26 -39667 66498 -63775 59540 11330 334265
## 2016-05-03 -23619 61521 -82020 52395 9174 318544
## 2016-05-10 -21872 59047 -79260 38158 12117 291960
## 2016-05-17 -22587 58919 -112328 24893 10446 368769
## 2016-05-24 -37895 22059 -80252 124 11178 348142
## 2016-05-31 -37654 14837 -140962 -4758 9906 347002
## 2016-06-07 -67112 42853 15195 -15808 9799 325182
## 2016-06-14 -56489 55690 45088 -6778 4692 312585
## 2016-06-21 -61346 52296 114665 -7043 9372 318595
## 2016-06-28 -61934 59750 83924 -1952 12179 304239
## 2016-07-05 -75327 63568 96109 4903 12279 299672
## 2016-07-12 -87660 47545 131361 16216 13984 294795
## 2016-07-19 -99891 39353 109371 33431 14526 289581
## copper canada.dollar gold
## 2016-03-08 -2878 -25781 212857
## 2016-03-15 -547 -16826 203422
## 2016-03-22 918 -15009 216341
## 2016-03-29 -4426 -6180 214114
## 2016-04-05 -10085 97 213348
## 2016-04-12 -22321 2385 242724
## 2016-04-19 -24516 7308 245568
## 2016-04-26 -8076 11999 243343
## 2016-05-03 -7460 18943 299896
## 2016-05-10 -22826 25874 293409
## 2016-05-17 -30646 22706 298651
## 2016-05-24 -41053 20047 234075
## 2016-05-31 -38827 26259 215637
## 2016-06-07 -39294 21537 250677
## 2016-06-14 -44811 18440 306040
## 2016-06-21 -32926 2595 316525
## 2016-06-28 -19814 7949 329783
## 2016-07-05 -19469 11517 347745
## 2016-07-12 -14230 17175 329268
## 2016-07-19 2364 22068 318788
## NYMEX.Crude.Short NYMEX.Crude.Long
## 2016-03-08 112485 287434
## 2016-03-15 89866 294417
## 2016-03-22 64431 300261
## 2016-03-29 75598 296614
## 2016-04-05 102119 296892
## 2016-04-12 83499 299129
## 2016-04-19 67588 313575
## 2016-04-26 62915 312038
## 2016-05-03 63808 300597
## 2016-05-10 83719 300240
## 2016-05-17 63979 310975
## 2016-05-24 60932 302860
## 2016-05-31 53377 294105
## 2016-06-07 77701 311170
## 2016-06-14 96677 288166
## 2016-06-21 86749 299824
## 2016-06-28 109531 288961
## 2016-07-05 118721 288220
## 2016-07-12 113536 294005
## 2016-07-19 141237 298041
Total Returns
## MSCI.AC.World.TR..USD. JP.Global.Bond.TR..USD.
## 2016-06-22 770.317 561.705
## 2016-06-23 780.825 561.600
## 2016-06-24 743.645 562.559
## 2016-06-27 727.355 562.779
## 2016-06-28 739.934 564.186
## 2016-06-29 756.347 565.887
## 2016-06-30 765.393 565.956
## 2016-07-01 768.893 567.455
## 2016-07-04 769.572 567.792
## 2016-07-05 762.139 569.567
## 2016-07-06 759.126 569.274
## 2016-07-07 761.274 569.430
## 2016-07-08 769.082 570.028
## 2016-07-11 776.600 567.824
## 2016-07-12 783.362 565.461
## 2016-07-13 785.171 567.397
## 2016-07-14 789.787 565.575
## 2016-07-15 788.909 562.913
## 2016-07-18 790.545 563.052
## 2016-07-19 788.245 562.116
## FTSE.REITS.TR..USD.
## 2016-06-22 4249.937
## 2016-06-23 4275.400
## 2016-06-24 4149.456
## 2016-06-27 4116.919
## 2016-06-28 4198.710
## 2016-06-29 4273.807
## 2016-06-30 4313.956
## 2016-07-01 4326.034
## 2016-07-04 4334.524
## 2016-07-05 4335.562
## 2016-07-06 4303.922
## 2016-07-07 4288.612
## 2016-07-08 4329.859
## 2016-07-11 4376.763
## 2016-07-12 4389.754
## 2016-07-13 4412.931
## 2016-07-14 4398.569
## 2016-07-15 4388.014
## 2016-07-18 4402.580
## 2016-07-19 4413.591
Trade
## EUR.TWER USD.TWER KRW.TWER CNY.TWER JPY.TWER AUD.TWER
## 2016-06-28 92.164 120.841 114.846 123.963 100.780 92.352
## 2016-06-29 92.249 120.087 115.620 123.681 100.309 92.815
## 2016-06-30 92.154 120.024 116.575 123.472 99.967 92.867
## 2016-07-01 92.400 119.934 116.575 123.472 100.548 93.230
## 2016-07-04 92.400 119.934 116.924 122.800 100.548 93.230
## 2016-07-05 92.400 119.934 116.348 122.851 100.548 93.230
## 2016-07-06 92.751 120.678 115.242 122.781 102.278 93.911
## 2016-07-07 92.484 120.771 116.320 122.848 102.804 93.297
## 2016-07-08 92.235 120.553 115.500 122.582 103.046 94.389
## 2016-07-11 92.370 120.777 117.398 122.761 100.695 94.118
## 2016-07-12 92.132 120.623 117.502 123.080 98.734 95.288
## 2016-07-13 92.394 120.474 117.570 122.936 98.896 95.078
## 2016-07-14 92.287 120.182 118.340 122.840 97.822 95.270
## 2016-07-15 92.127 120.776 119.133 122.961 98.532 94.841
## 2016-07-18 92.261 120.618 118.939 122.817 97.289 95.087
## 2016-07-19 92.179 121.001 119.215 123.273 97.506 94.200
## 2016-07-20 92.132 121.235 118.819 123.891 96.813 93.938
## 2016-07-21 92.091 121.025 119.048 123.667 97.722 93.988
## 2016-07-22 91.931 121.284 119.437 123.835 97.538 93.845
## 2016-07-25 92.074 121.572 119.214 123.882 97.917 93.872
Trade (1M Avg, YoY)
## EUR.TWER USD.TWER KRW.TWER CNY.TWER JPY.TWER
## 2016-06-28 0.03842552 0.03906862 -1.700431e-02 -0.03000794 0.2074116
## 2016-06-29 0.03827592 0.03811244 -1.624458e-02 -0.03106182 0.2122516
## 2016-06-30 0.03819114 0.03773336 -1.539448e-02 -0.03258589 0.2170243
## 2016-07-01 0.03831653 0.03739055 -1.539448e-02 -0.03258589 0.2221853
## 2016-07-04 0.03831653 0.03739055 -1.439702e-02 -0.03403730 0.2221853
## 2016-07-05 0.03831653 0.03739055 -1.372290e-02 -0.03526659 0.2221853
## 2016-07-06 0.03780891 0.03713956 -1.368190e-02 -0.03661238 0.2285331
## 2016-07-07 0.03690509 0.03713733 -1.264264e-02 -0.03787133 0.2339318
## 2016-07-08 0.03546301 0.03744029 -1.160175e-02 -0.03900502 0.2385872
## 2016-07-11 0.03398843 0.03812315 -9.923267e-03 -0.04054771 0.2427003
## 2016-07-12 0.03295027 0.03897473 -8.887207e-03 -0.04175952 0.2458187
## 2016-07-13 0.03168646 0.03986141 -6.819514e-03 -0.04286970 0.2483721
## 2016-07-14 0.03069897 0.04018839 -4.915280e-03 -0.04355127 0.2495651
## 2016-07-15 0.02974529 0.04075837 -2.990028e-03 -0.04449054 0.2505942
## 2016-07-18 0.02886327 0.04050889 -1.945751e-03 -0.04568424 0.2498765
## 2016-07-19 0.02812081 0.04055585 -3.066516e-05 -0.04683369 0.2491635
## 2016-07-20 0.02833037 0.04076448 2.071313e-03 -0.04735241 0.2472273
## 2016-07-21 0.02884315 0.04119530 4.345214e-03 -0.04807785 0.2456362
## 2016-07-22 0.02925077 0.04157889 6.186179e-03 -0.04864035 0.2440133
## 2016-07-25 0.02959893 0.04207164 8.376542e-03 -0.04935613 0.2423284
Trade (1M Avg, MoM)
## EUR.TWER USD.TWER KRW.TWER CNY.TWER JPY.TWER
## 2016-06-28 -0.005243770 0.0078733014 -0.0110367127 -0.006291436 0.03032556
## 2016-06-29 -0.005265382 0.0065671971 -0.0094905845 -0.007859593 0.03252910
## 2016-06-30 -0.005353405 0.0056021850 -0.0078868399 -0.009649599 0.03399738
## 2016-07-01 -0.004741330 0.0043245243 -0.0078868399 -0.009649599 0.03632856
## 2016-07-04 -0.004741330 0.0043245243 -0.0057444670 -0.011525852 0.03632856
## 2016-07-05 -0.004741330 0.0043245243 -0.0048492859 -0.013412461 0.03632856
## 2016-07-06 -0.004241596 0.0030762430 -0.0049521637 -0.015310731 0.03960503
## 2016-07-07 -0.004030426 0.0016699404 -0.0036915924 -0.017340521 0.04290084
## 2016-07-08 -0.004299687 0.0009622215 -0.0026830763 -0.019368853 0.04553479
## 2016-07-11 -0.004261592 0.0007757915 -0.0003264752 -0.021149402 0.04819096
## 2016-07-12 -0.003963052 0.0011602719 0.0016521834 -0.022234586 0.04983295
## 2016-07-13 -0.003832284 0.0019896974 0.0039526849 -0.023086758 0.05142473
## 2016-07-14 -0.003390622 0.0018430151 0.0065479978 -0.023403965 0.05197563
## 2016-07-15 -0.003367343 0.0020042132 0.0078880508 -0.023588874 0.05165192
## 2016-07-18 -0.002993561 0.0017230417 0.0084669838 -0.024152403 0.04985606
## 2016-07-19 -0.002764614 0.0016025323 0.0094939687 -0.024227131 0.04854902
## 2016-07-20 -0.002324132 0.0015248928 0.0108439061 -0.023858280 0.04510315
## 2016-07-21 -0.002144587 0.0019575148 0.0128306886 -0.023334186 0.04251070
## 2016-07-22 -0.001671517 0.0029550223 0.0143023860 -0.022340050 0.03983288
## 2016-07-25 -0.001145819 0.0041277841 0.0155028871 -0.021444550 0.03789476
Risk Measures
## CITI.USA.Surprise CITI.EU.Surprise CITI.중국.Surprise
## 2016-06-29 -20.1 0.5 -36.4
## 2016-06-30 -19.8 5.0 -36.5
## 2016-07-01 -14.3 9.2 -45.3
## 2016-07-04 -12.6 10.5 -45.8
## 2016-07-05 -13.4 15.9 -46.1
## 2016-07-06 -7.1 14.2 -46.5
## 2016-07-07 -3.1 10.1 -46.9
## 2016-07-08 5.3 7.4 -47.5
## 2016-07-11 9.6 6.3 -50.6
## 2016-07-12 11.5 6.3 -47.4
## 2016-07-13 13.0 4.4 -49.2
## 2016-07-14 15.4 4.5 -48.8
## 2016-07-15 21.9 4.5 -39.5
## 2016-07-18 25.1 4.9 -38.2
## 2016-07-19 27.9 -2.8 -37.8
## 2016-07-20 28.6 -2.1 -37.3
## 2016-07-21 32.8 -2.0 -36.8
## 2016-07-22 36.7 8.0 -36.3
## 2016-07-25 38.6 10.8 -34.4
## 2016-07-26 43.1 10.4 -33.7
## CITI.EM.Surprise
## 2016-06-29 -10.0
## 2016-06-30 -7.2
## 2016-07-01 -13.2
## 2016-07-04 -14.0
## 2016-07-05 -13.9
## 2016-07-06 -14.2
## 2016-07-07 -14.9
## 2016-07-08 -14.6
## 2016-07-11 -16.4
## 2016-07-12 -16.7
## 2016-07-13 -16.7
## 2016-07-14 -16.8
## 2016-07-15 -12.2
## 2016-07-18 -11.2
## 2016-07-19 -10.7
## 2016-07-20 -10.7
## 2016-07-21 -10.6
## 2016-07-22 -11.0
## 2016-07-25 -10.1
## 2016-07-26 -8.5
## CITI.Macro CITI.Short.Term
## 2016-06-28 0.668 0.633
## 2016-06-29 0.554 0.408
## 2016-06-30 0.536 0.442
## 2016-07-01 0.502 0.423
## 2016-07-04 0.504 0.417
## 2016-07-05 0.566 0.542
## 2016-07-06 0.525 0.457
## 2016-07-07 0.502 0.332
## 2016-07-08 0.447 0.318
## 2016-07-11 0.433 0.248
## 2016-07-12 0.405 0.184
## 2016-07-13 0.396 0.223
## 2016-07-14 0.375 0.125
## 2016-07-15 0.393 0.232
## 2016-07-18 0.403 0.292
## 2016-07-19 0.399 0.300
## 2016-07-20 0.379 0.210
## 2016-07-21 0.402 0.382
## 2016-07-22 0.394 0.329
## 2016-07-25 0.435 0.447
Fin. Condition
## Fin..Condition..US. Fin..Condition..EU.
## 2016-06-29 0.049 -0.820
## 2016-06-30 0.131 -0.907
## 2016-07-01 0.144 -0.625
## 2016-07-04 0.149 -0.597
## 2016-07-05 0.061 -0.732
## 2016-07-06 0.119 -0.786
## 2016-07-07 0.112 -0.719
## 2016-07-08 0.250 -0.664
## 2016-07-11 0.314 -0.612
## 2016-07-12 0.365 -0.489
## 2016-07-13 0.379 -0.362
## 2016-07-14 0.440 -0.298
## 2016-07-15 0.428 -0.261
## 2016-07-18 0.441 -0.261
## 2016-07-19 0.423 -0.322
## 2016-07-20 0.475 -0.266
## 2016-07-21 0.376 -0.228
## 2016-07-22 0.384 -0.271
## 2016-07-25 0.345 -0.266
## 2016-07-26 0.343 -0.247
## Fin..Condition..Asia.Ex.JP.
## 2016-06-29 -0.726
## 2016-06-30 -0.735
## 2016-07-01 -0.679
## 2016-07-04 -0.596
## 2016-07-05 -0.589
## 2016-07-06 -0.538
## 2016-07-07 -0.525
## 2016-07-08 -0.527
## 2016-07-11 -0.522
## 2016-07-12 -0.504
## 2016-07-13 -0.470
## 2016-07-14 -0.436
## 2016-07-15 -0.395
## 2016-07-18 -0.327
## 2016-07-19 -0.361
## 2016-07-20 -0.353
## 2016-07-21 -0.311
## 2016-07-22 -0.283
## 2016-07-25 -0.281
## 2016-07-26 -0.264
Fin. Stress
## SL.Financial.Stress.Index CL.Financial.Stress.Index
## 2016-04-22 -0.951 1.618553
## 2016-04-25 -0.951 1.556368
## 2016-04-26 -0.951 1.494273
## 2016-04-27 -0.951 1.451898
## 2016-04-28 -0.951 1.436015
## 2016-04-29 -0.975 1.423477
## 2016-05-02 -0.975 1.402023
## 2016-05-03 -0.975 1.406425
## 2016-05-04 -0.975 1.439070
## 2016-05-05 -0.975 1.472577
## 2016-05-06 -0.941 1.472577
## 2016-05-13 -1.006 1.472577
## 2016-05-20 -0.993 1.472577
## 2016-05-27 -1.020 1.472577
## 2016-06-03 -1.019 1.472577
## 2016-06-10 -1.038 1.472577
## 2016-06-17 -0.878 1.472577
## 2016-06-24 -0.917 1.472577
## 2016-07-01 -0.932 1.472577
## 2016-07-08 -1.041 1.472577
Credit
National CDS
## Italy.CDS Spain.CDS Portugal.CDS
## 2016-06-22 138.778 102.819 297.950
## 2016-06-23 138.340 99.961 293.165
## 2016-06-24 173.423 129.245 324.328
## 2016-06-27 185.232 131.546 338.953
## 2016-06-28 165.448 124.190 331.290
## 2016-06-29 160.904 118.636 323.868
## 2016-06-30 152.054 111.304 310.712
## 2016-07-01 142.050 99.508 289.599
## 2016-07-04 143.457 99.878 292.473
## 2016-07-05 146.097 101.527 296.236
## 2016-07-06 145.886 99.708 299.243
## 2016-07-07 148.627 101.474 308.739
## 2016-07-08 145.339 100.072 313.792
## 2016-07-11 144.543 99.544 312.043
## 2016-07-12 135.922 95.664 298.326
## 2016-07-13 135.729 95.196 295.613
## 2016-07-14 130.515 93.329 288.988
## 2016-07-15 130.989 92.105 288.238
## 2016-07-18 136.102 91.646 289.014
## 2016-07-19 135.559 93.113 288.966## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
Corp CDS
## Credit.Suisse.CDS DB.CDS BBVA.CDS BNP.Pariba.CDS SG.CDS
## 2016-06-29 166.480 220.519 160.460 96.654 96.287
## 2016-06-30 165.942 218.290 160.660 95.997 95.336
## 2016-07-01 160.492 208.339 152.459 89.920 89.091
## 2016-07-04 162.371 212.500 152.832 90.339 90.016
## 2016-07-05 166.476 229.568 160.112 91.650 91.784
## 2016-07-06 180.035 247.853 166.491 95.950 94.246
## 2016-07-07 178.290 252.155 165.722 95.203 92.896
## 2016-07-08 171.942 241.634 157.132 92.238 89.481
## 2016-07-11 170.053 235.666 147.674 85.257 83.232
## 2016-07-12 151.071 221.844 142.324 80.086 78.684
## 2016-07-13 150.907 221.524 137.962 78.012 75.913
## 2016-07-14 146.452 215.162 131.830 75.552 73.069
## 2016-07-15 145.966 210.824 131.719 76.270 74.029
## 2016-07-18 146.047 205.157 133.174 75.771 74.102
## 2016-07-19 147.996 212.157 136.980 80.665 78.336
## 2016-07-20 143.268 210.878 133.835 78.190 75.115
## 2016-07-21 138.351 207.173 128.503 74.330 71.972
## 2016-07-22 139.385 203.903 129.656 76.249 73.993
## 2016-07-25 139.246 201.858 130.191 77.079 74.830
## 2016-07-26 140.718 206.708 135.832 79.081 76.097
## VW.CDS HSBC.CDS SC.CDS BARX.CDS UniCredit.CDS
## 2016-06-29 135.898 103.827 148.376 137.635 211.754
## 2016-06-30 130.192 99.990 148.376 141.811 205.933
## 2016-07-01 127.207 92.314 148.376 133.811 191.338
## 2016-07-04 123.498 94.622 148.376 135.902 196.891
## 2016-07-05 128.606 99.790 148.376 143.689 216.404
## 2016-07-06 131.211 101.228 148.376 154.725 224.561
## 2016-07-07 130.642 103.616 148.376 155.641 224.793
## 2016-07-08 129.059 94.641 148.376 135.644 214.640
## 2016-07-11 125.037 91.495 148.376 136.808 205.359
## 2016-07-12 119.010 87.829 148.376 125.161 189.340
## 2016-07-13 117.294 86.806 148.376 123.324 187.740
## 2016-07-14 113.585 83.821 148.376 117.832 184.829
## 2016-07-15 113.764 81.348 148.376 117.168 183.123
## 2016-07-18 110.991 80.998 148.376 115.833 183.936
## 2016-07-19 113.827 82.660 148.376 117.803 189.806
## 2016-07-20 109.497 79.167 148.376 113.331 183.690
## 2016-07-21 108.665 76.664 148.376 109.830 173.289
## 2016-07-22 109.358 79.831 148.376 112.662 174.874
## 2016-07-25 110.492 80.497 148.376 113.654 177.395
## 2016-07-26 112.502 84.329 148.376 119.162 186.535
## Banco.Popolare.CDS Intesa.Sanpaolo.CDS
## 2016-06-29 254.790 163.092
## 2016-06-30 252.120 156.826
## 2016-07-01 235.608 146.588
## 2016-07-04 243.062 151.607
## 2016-07-05 249.121 167.622
## 2016-07-06 265.274 171.170
## 2016-07-07 260.940 172.743
## 2016-07-08 258.300 162.218
## 2016-07-11 255.234 155.243
## 2016-07-12 239.305 143.109
## 2016-07-13 239.328 140.060
## 2016-07-14 235.988 135.113
## 2016-07-15 234.015 134.769
## 2016-07-18 235.702 134.824
## 2016-07-19 237.380 137.018
## 2016-07-20 234.014 133.969
## 2016-07-21 229.331 128.657
## 2016-07-22 226.919 129.235
## 2016-07-25 228.760 132.044
## 2016-07-26 229.658 140.982## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
TED
## TED Spread
## 2016-06-28 37.75
## 2016-06-29 38.74
## 2016-06-30 39.54
## 2016-07-01 39.97
## 2016-07-04 40.28
## 2016-07-05 41.36
## 2016-07-06 39.22
## 2016-07-07 38.05
## 2016-07-08 39.32
## 2016-07-11 39.01
## 2016-07-12 38.33
## 2016-07-13 38.00
## 2016-07-14 36.88
## 2016-07-15 38.78
## 2016-07-18 40.06
## 2016-07-19 38.76
## 2016-07-20 38.20
## 2016-07-21 40.50
## 2016-07-22 40.65
## 2016-07-25 42.40## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
EMBI
## EMBI.Spread Bloomberg.USD.High.Yield.Corporate.Bond.Index
## 2016-06-29 408.52 157.987
## 2016-06-30 406.56 158.470
## 2016-07-01 401.44 159.063
## 2016-07-04 401.44 159.156
## 2016-07-05 404.15 159.367
## 2016-07-06 403.15 159.459
## 2016-07-07 401.05 159.876
## 2016-07-08 396.52 160.533
## 2016-07-11 383.97 161.434
## 2016-07-12 378.31 162.310
## 2016-07-13 381.96 162.294
## 2016-07-14 377.25 162.562
## 2016-07-15 373.08 162.646
## 2016-07-18 376.13 162.682
## 2016-07-19 378.64 162.737
## 2016-07-20 375.48 162.857
## 2016-07-21 378.68 162.994
## 2016-07-22 377.18 163.093
## 2016-07-25 378.16 163.195
## 2016-07-26 384.45 162.906
## High.Yield.Corp.Bond.Index.Spread
## 2016-06-29 614.93
## 2016-06-30 607.37
## 2016-07-01 584.21
## 2016-07-04 584.21
## 2016-07-05 590.78
## 2016-07-06 589.05
## 2016-07-07 577.93
## 2016-07-08 566.30
## 2016-07-11 545.67
## 2016-07-12 528.41
## 2016-07-13 541.51
## 2016-07-14 531.36
## 2016-07-15 528.75
## 2016-07-18 530.57
## 2016-07-19 532.17
## 2016-07-20 532.17
## 2016-07-21 532.17
## 2016-07-22 532.17
## 2016-07-25 532.17
## 2016-07-26 532.17## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
Basis Swap
## EURUSD.3M.Basis.Swap EURUSD.1Y.Basis.Swap EURUSD.3Y.Basis.Swap
## 2016-06-29 -40.1836 -40.2500 -42.1250
## 2016-06-30 -39.9827 -41.2500 -42.8750
## 2016-07-01 -38.4339 -41.5000 -43.2500
## 2016-07-04 -37.6469 -41.5000 -43.7500
## 2016-07-05 -40.3324 -42.6250 -44.3750
## 2016-07-06 -43.9371 -44.5625 -45.1875
## 2016-07-07 -43.6981 -43.7500 -44.3750
## 2016-07-08 -43.2433 -42.8750 -43.5000
## 2016-07-11 -43.2277 -41.8750 -42.0000
## 2016-07-12 -43.4038 -41.7500 -41.6875
## 2016-07-13 -42.6008 -41.7500 -42.0000
## 2016-07-14 -43.6508 -41.7500 -42.0000
## 2016-07-15 -48.4462 -43.3750 -43.0000
## 2016-07-18 -48.4462 -44.3750 -43.3750
## 2016-07-19 -48.4462 -44.0000 -43.5625
## 2016-07-20 -48.4462 -43.8750 -43.7500
## 2016-07-21 -48.4462 -44.5000 -43.7500
## 2016-07-22 -48.4462 -44.3750 -43.5000
## 2016-07-25 -48.4462 -45.2500 -43.8750
## 2016-07-26 -48.4462 -47.8125 -45.6250
## EURUSD.5Y.Basis.Swap EURUSD.10Y.Basis.Swap
## 2016-06-29 -44.6875 -44.000
## 2016-06-30 -44.6250 -44.250
## 2016-07-01 -45.2500 -44.500
## 2016-07-04 -46.0000 -45.250
## 2016-07-05 -47.3750 -46.750
## 2016-07-06 -47.2500 -46.250
## 2016-07-07 -46.6250 -45.875
## 2016-07-08 -45.7500 -44.750
## 2016-07-11 -44.2500 -43.875
## 2016-07-12 -44.1250 -44.000
## 2016-07-13 -44.5000 -44.500
## 2016-07-14 -44.5000 -44.250
## 2016-07-15 -45.0000 -44.875
## 2016-07-18 -45.2500 -45.250
## 2016-07-19 -45.1250 -45.000
## 2016-07-20 -46.0000 -46.125
## 2016-07-21 -45.7500 -45.625
## 2016-07-22 -45.5000 -45.375
## 2016-07-25 -45.8750 -45.750
## 2016-07-26 -47.3750 -47.125## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## JPYUSD.3M.Basis.Swap JPYUSD.1Y.Basis.Swap JPYUSD.3Y.Basis.Swap
## 2016-06-29 -66.875 -66.5000 -79.0000
## 2016-06-30 -62.500 -65.5000 -78.3750
## 2016-07-01 -60.500 -65.7500 -77.4000
## 2016-07-04 -60.000 -65.8750 -78.7500
## 2016-07-05 -60.375 -64.5000 -77.7500
## 2016-07-06 -67.750 -67.5000 -78.5000
## 2016-07-07 -63.750 -67.0000 -77.8125
## 2016-07-08 -69.000 -69.8750 -77.7500
## 2016-07-11 -70.000 -68.3750 -77.0000
## 2016-07-12 -63.000 -68.2500 -77.0000
## 2016-07-13 -64.375 -68.0625 -76.2500
## 2016-07-14 -65.250 -71.0000 -78.1250
## 2016-07-15 -74.250 -75.2500 -81.5000
## 2016-07-18 -74.250 -74.7500 -81.2500
## 2016-07-19 -74.250 -73.0000 -80.0000
## 2016-07-20 -74.250 -73.2500 -80.2500
## 2016-07-21 -74.250 -73.7500 -81.0000
## 2016-07-22 -74.250 -72.2500 -78.5000
## 2016-07-25 -74.250 -72.7500 -79.7500
## 2016-07-26 -74.250 -74.3750 -81.6875
## JPYUSD.5Y.Basis.Swap JPYUSD.10Y.Basis.Swap
## 2016-06-29 -87.375 -87.5000
## 2016-06-30 -86.750 -87.0000
## 2016-07-01 -89.000 -87.8750
## 2016-07-04 -87.250 -88.0000
## 2016-07-05 -86.125 -86.5625
## 2016-07-06 -86.375 -86.7500
## 2016-07-07 -85.750 -86.3750
## 2016-07-08 -84.500 -84.2500
## 2016-07-11 -83.750 -84.0000
## 2016-07-12 -83.500 -83.0000
## 2016-07-13 -82.125 -81.8125
## 2016-07-14 -83.625 -82.7500
## 2016-07-15 -86.000 -85.0000
## 2016-07-18 -87.750 -85.0000
## 2016-07-19 -84.500 -84.0000
## 2016-07-20 -84.000 -83.5000
## 2016-07-21 -84.250 -82.5000
## 2016-07-22 -82.000 -80.0000
## 2016-07-25 -83.500 -81.7500
## 2016-07-26 -86.563 -84.6875## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
Inflation Expectation
## US.Inf.Exp. EU.Inf.Exp. JPY.Inf.Exp.
## 2016-06-29 1.8950 1.3150 0.200
## 2016-06-30 1.8660 1.3180 0.090
## 2016-07-01 1.8648 1.3120 0.040
## 2016-07-04 1.8880 1.3020 0.060
## 2016-07-05 1.8660 1.2770 0.100
## 2016-07-06 1.9050 1.2630 0.000
## 2016-07-07 1.8960 1.2570 -0.080
## 2016-07-08 1.8973 1.2530 -0.130
## 2016-07-11 1.8910 1.2500 -0.070
## 2016-07-12 1.9490 1.2830 -0.065
## 2016-07-13 1.9300 1.3030 -0.165
## 2016-07-14 1.9410 1.3410 -0.105
## 2016-07-15 1.9849 1.3600 -0.100
## 2016-07-18 1.9740 1.3550 -0.100
## 2016-07-19 1.9473 1.3510 0.020
## 2016-07-20 1.9770 1.3250 -0.055
## 2016-07-21 1.9530 1.3245 0.040
## 2016-07-22 1.9148 1.3140 0.185
## 2016-07-25 1.9220 1.3320 0.195
## 2016-07-26 1.9910 1.3450 0.115## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : font family not found in Windows font database
Parameters
Quanto (Daily)
## HSCEI/USDKRW Stoxx/EURKRW Tesla/USDKRW Nikkei/JPYKRW
## 2016-06-29 -0.0163 -0.0068 -0.0044 -0.0342
## 2016-06-30 -0.0162 -0.0065 -0.0050 -0.0342
## 2016-07-01 -0.0162 -0.0066 -0.0052 -0.0341
## 2016-07-04 -0.0164 -0.0067 -0.0052 -0.0341
## 2016-07-05 -0.0167 -0.0068 -0.0055 -0.0342
## 2016-07-06 -0.0164 -0.0061 -0.0050 -0.0340
## 2016-07-07 -0.0167 -0.0059 -0.0051 -0.0343
## 2016-07-08 -0.0160 -0.0046 -0.0048 -0.0327
## 2016-07-11 -0.0164 -0.0053 -0.0061 -0.0359
## 2016-07-12 -0.0160 -0.0053 -0.0058 -0.0367
## 2016-07-13 -0.0160 -0.0053 -0.0058 -0.0368
## 2016-07-14 -0.0161 -0.0051 -0.0058 -0.0366
## 2016-07-15 -0.0159 -0.0049 -0.0056 -0.0349
## 2016-07-18 -0.0157 -0.0049 -0.0056 -0.0349
## 2016-07-19 -0.0150 -0.0044 -0.0047 -0.0338
## 2016-07-20 -0.0144 -0.0039 -0.0034 -0.0323
## 2016-07-21 -0.0138 -0.0039 -0.0028 -0.0321
## 2016-07-22 -0.0137 -0.0038 -0.0035 -0.0320
## 2016-07-25 -0.0134 -0.0036 -0.0021 -0.0323
## 2016-07-26 -0.0134 -0.0033 -0.0021 -0.0325
Quanto (Weekly)
## HSCEI/USDKRW Stoxx/EURKRW Tesla/USDKRW Nikkei/JPYKRW
## 2016-06-07 -0.0149 -0.0136 -0.0140 -0.0327
## 2016-06-10 -0.0147 -0.0136 -0.0140 -0.0327
## 2016-06-13 -0.0147 -0.0124 -0.0140 -0.0336
## 2016-06-14 -0.0147 -0.0124 -0.0148 -0.0336
## 2016-06-17 -0.0150 -0.0124 -0.0148 -0.0336
## 2016-06-20 -0.0150 -0.0120 -0.0148 -0.0332
## 2016-06-21 -0.0150 -0.0120 -0.0137 -0.0332
## 2016-06-24 -0.0137 -0.0120 -0.0137 -0.0332
## 2016-06-27 -0.0137 -0.0084 -0.0137 -0.0423
## 2016-06-28 -0.0137 -0.0084 -0.0150 -0.0423
## 2016-07-04 -0.0137 -0.0107 -0.0150 -0.0437
## 2016-07-05 -0.0137 -0.0107 -0.0164 -0.0437
## 2016-07-08 -0.0132 -0.0107 -0.0164 -0.0437
## 2016-07-11 -0.0132 -0.0100 -0.0164 -0.0454
## 2016-07-12 -0.0132 -0.0100 -0.0168 -0.0454
## 2016-07-15 -0.0147 -0.0100 -0.0168 -0.0454
## 2016-07-18 -0.0147 -0.0102 -0.0168 -0.0454
## 2016-07-19 -0.0147 -0.0102 -0.0160 -0.0454
## 2016-07-22 -0.0135 -0.0102 -0.0160 -0.0454
## 2016-07-25 -0.0135 -0.0048 -0.0160 -0.0409
Correlations
Index/Index (Daily)
## HSCEI/KOSPI200 HSCEI/Stoxx HSCEI/SPX Stoxx/KOSPI200 Stoxx/SPX
## 2016-06-29 0.7143357 0.5157442 0.2903248 0.4936536 0.6692062
## 2016-06-30 0.7098796 0.5230030 0.3154321 0.4918166 0.6948194
## 2016-07-01 0.7060831 0.5224029 0.3229801 0.4841400 0.7178508
## 2016-07-04 0.7089484 0.5191149 0.2998396 0.4815168 0.7130486
## 2016-07-05 0.7101800 0.5147361 0.3055285 0.4799914 0.7150539
## 2016-07-06 0.7042548 0.5185408 0.3046827 0.4643562 0.7097977
## 2016-07-07 0.7061343 0.5145835 0.2828295 0.4740888 0.7028715
## 2016-07-08 0.7073817 0.4851342 0.2811427 0.4454841 0.7078918
## 2016-07-11 0.6915020 0.5134455 0.2540688 0.4562161 0.6992664
## 2016-07-12 0.6890001 0.5043313 0.2699831 0.4697950 0.7046679
## 2016-07-13 0.6743163 0.5062218 0.3064333 0.4711074 0.7045244
## 2016-07-14 0.6731638 0.5325298 0.3160992 0.4766197 0.7130487
## 2016-07-15 0.6630069 0.5320221 0.3141182 0.4765559 0.7235667
## 2016-07-18 0.6671060 0.5407432 0.2884939 0.4808881 0.7207172
## 2016-07-19 0.6673267 0.5330308 0.2892454 0.4724423 0.7210329
## 2016-07-20 0.6715937 0.5317165 0.2816375 0.4631610 0.7164581
## 2016-07-21 0.6804348 0.5282243 0.2912681 0.4693393 0.7244727
## 2016-07-22 0.6789429 0.5206874 0.2906721 0.4703492 0.7241584
## 2016-07-25 0.6731521 0.5213726 0.3102274 0.4770508 0.7301503
## 2016-07-26 0.6701338 0.5258629 0.3135343 0.4773587 0.7212540
## SPX/KOSPI200
## 2016-06-29 0.3326116
## 2016-06-30 0.3609278
## 2016-07-01 0.3427952
## 2016-07-04 0.3419696
## 2016-07-05 0.3447175
## 2016-07-06 0.3053547
## 2016-07-07 0.3032832
## 2016-07-08 0.2574791
## 2016-07-11 0.2729688
## 2016-07-12 0.2995892
## 2016-07-13 0.3278014
## 2016-07-14 0.3277117
## 2016-07-15 0.3310103
## 2016-07-18 0.3331083
## 2016-07-19 0.3148681
## 2016-07-20 0.3212859
## 2016-07-21 0.3271889
## 2016-07-22 0.3363302
## 2016-07-25 0.3385446
## 2016-07-26 0.3359526
## Nikkei/KOSPI200 Nikkei/SPX Nikkei/HSCEI Stoxx/HSI KOSPI200/HSI
## 2016-06-29 0.6699947 0.1899182 0.5990043 0.5646430 0.7432782
## 2016-06-30 0.6623123 0.2110416 0.5985336 0.5736799 0.7392843
## 2016-07-01 0.6577325 0.2115528 0.6017654 0.5736112 0.7356269
## 2016-07-04 0.6610471 0.2109602 0.6009639 0.5670920 0.7347359
## 2016-07-05 0.6614484 0.2126470 0.6044538 0.5654770 0.7344424
## 2016-07-06 0.6603669 0.1915187 0.5926892 0.5693601 0.7289099
## 2016-07-07 0.6398494 0.1979262 0.5833021 0.5660794 0.7324645
## 2016-07-08 0.6405216 0.1448078 0.5621132 0.5373170 0.7328410
## 2016-07-11 0.6267443 0.1566062 0.5690908 0.5657603 0.7160790
## 2016-07-12 0.6214115 0.1793413 0.5670619 0.5580645 0.7127385
## 2016-07-13 0.6161512 0.1978059 0.5672810 0.5637435 0.6984224
## 2016-07-14 0.6078334 0.2011748 0.5709145 0.5878166 0.6962340
## 2016-07-15 0.6095068 0.1743179 0.5621449 0.5875468 0.6874796
## 2016-07-18 0.6122369 0.1766181 0.5740965 0.5961699 0.6883269
## 2016-07-19 0.6057611 0.1722041 0.5656227 0.5889308 0.6887463
## 2016-07-20 0.6077729 0.1803138 0.5545345 0.5900362 0.6933041
## 2016-07-21 0.5997289 0.1783994 0.5607007 0.5875344 0.6975253
## 2016-07-22 0.6208262 0.1664292 0.5667842 0.5810799 0.6967827
## 2016-07-25 0.6227961 0.1783885 0.5679672 0.5814795 0.6915661
## 2016-07-26 0.6136419 0.1791747 0.5846262 0.5841326 0.6934038
## Nikkei/HSI
## 2016-06-29 0.6368359
## 2016-06-30 0.6330934
## 2016-07-01 0.6339843
## 2016-07-04 0.6330903
## 2016-07-05 0.6348636
## 2016-07-06 0.6240928
## 2016-07-07 0.6147991
## 2016-07-08 0.5949330
## 2016-07-11 0.6000691
## 2016-07-12 0.5990942
## 2016-07-13 0.5970904
## 2016-07-14 0.6008536
## 2016-07-15 0.5919325
## 2016-07-18 0.5987049
## 2016-07-19 0.5925928
## 2016-07-20 0.5792372
## 2016-07-21 0.5843800
## 2016-07-22 0.5882530
## 2016-07-25 0.5895887
## 2016-07-26 0.6040514
Index/Index (Weekly)
## HSCEI/KOSPI200 HSCEI/Stoxx HSCEI/SPX Stoxx/KOSPI200 Stoxx/SPX
## 2016-06-29 0.8980540 0.4685781 0.3253888 0.6041873 0.7457421
## 2016-06-30 0.9043035 0.4685781 0.3253888 0.6041873 0.7457421
## 2016-07-01 0.9043035 0.4944199 0.3253888 0.6240081 0.7457421
## 2016-07-04 0.9043035 0.4944199 0.3253888 0.6240081 0.7457421
## 2016-07-05 0.9043035 0.4944199 0.3253888 0.6240081 0.7424616
## 2016-07-06 0.9043035 0.4944199 0.3217268 0.6240081 0.7424616
## 2016-07-07 0.9023093 0.4944199 0.3217268 0.6240081 0.7424616
## 2016-07-08 0.9023093 0.4149951 0.3217268 0.6444689 0.7424616
## 2016-07-11 0.9023093 0.4149951 0.3217268 0.6444689 0.7424616
## 2016-07-12 0.9023093 0.4149951 0.3217268 0.6444689 0.7737304
## 2016-07-13 0.9023093 0.4149951 0.4547200 0.6444689 0.7737304
## 2016-07-14 0.9076843 0.4149951 0.4547200 0.6444689 0.7737304
## 2016-07-15 0.9076843 0.5285826 0.4547200 0.6748476 0.7737304
## 2016-07-18 0.9076843 0.5285826 0.4547200 0.6748476 0.7737304
## 2016-07-19 0.9076843 0.5285826 0.4547200 0.6748476 0.7961902
## 2016-07-20 0.9076843 0.5285826 0.4696016 0.6748476 0.7961902
## 2016-07-21 0.9235628 0.5285826 0.4696016 0.6748476 0.7961902
## 2016-07-22 0.9235628 0.5135647 0.4696016 0.7286869 0.7961902
## 2016-07-25 0.9235628 0.5135647 0.4696016 0.7286869 0.7961902
## 2016-07-26 0.9235628 0.5135647 0.4696016 0.7286869 0.7370322
## SPX/KOSPI200
## 2016-06-29 0.7316086
## 2016-06-30 0.7316086
## 2016-07-01 0.7316086
## 2016-07-04 0.7741999
## 2016-07-05 0.7741999
## 2016-07-06 0.7741999
## 2016-07-07 0.7741999
## 2016-07-08 0.7741999
## 2016-07-11 0.7659898
## 2016-07-12 0.7659898
## 2016-07-13 0.7659898
## 2016-07-14 0.7659898
## 2016-07-15 0.7659898
## 2016-07-18 0.7557734
## 2016-07-19 0.7557734
## 2016-07-20 0.7557734
## 2016-07-21 0.7557734
## 2016-07-22 0.7557734
## 2016-07-25 0.8199042
## 2016-07-26 0.8199042
## Nikkei/KOSPI200 Nikkei/SPX Nikkei/HSCEI Stoxx/HSI KOSPI200/HSI
## 2016-06-22 0.6381069 0.6565342 0.4909991 0.6126090 0.8635292
## 2016-06-23 0.6381069 0.6565342 0.4909991 0.6126090 0.8949551
## 2016-06-24 0.6381069 0.6565342 0.4909991 0.5652288 0.8949551
## 2016-06-28 0.6489337 0.6565342 0.4909991 0.5652288 0.8949551
## 2016-06-29 0.6489337 0.7249527 0.5043758 0.5652288 0.8949551
## 2016-06-30 0.6489337 0.7249527 0.5043758 0.5652288 0.8981792
## 2016-07-01 0.6489337 0.7249527 0.5043758 0.5935872 0.8981792
## 2016-07-05 0.6401984 0.7249527 0.5043758 0.5935872 0.8981792
## 2016-07-06 0.6401984 0.6874955 0.4184712 0.5935872 0.8981792
## 2016-07-07 0.6401984 0.6874955 0.4184712 0.5935872 0.8969835
## 2016-07-08 0.6401984 0.6874955 0.4184712 0.5261233 0.8969835
## 2016-07-12 0.6273347 0.6874955 0.4184712 0.5261233 0.8969835
## 2016-07-13 0.6273347 0.7137240 0.5151957 0.5261233 0.8969835
## 2016-07-14 0.6273347 0.7137240 0.5151957 0.5261233 0.9025769
## 2016-07-15 0.6273347 0.7137240 0.5151957 0.5903625 0.9025769
## 2016-07-19 0.6275536 0.7137240 0.5151957 0.5903625 0.9025769
## 2016-07-20 0.6275536 0.7156572 0.5227292 0.5903625 0.9025769
## 2016-07-21 0.6275536 0.7156572 0.5227292 0.5903625 0.9004369
## 2016-07-22 0.6275536 0.7156572 0.5227292 0.5973652 0.9004369
## 2016-07-26 0.6233235 0.7156572 0.5227292 0.5973652 0.9004369
## Nikkei/HSI
## 2016-06-22 0.6189468
## 2016-06-23 0.6189468
## 2016-06-24 0.6189468
## 2016-06-28 0.6189468
## 2016-06-29 0.6340459
## 2016-06-30 0.6340459
## 2016-07-01 0.6340459
## 2016-07-05 0.6340459
## 2016-07-06 0.5616931
## 2016-07-07 0.5616931
## 2016-07-08 0.5616931
## 2016-07-12 0.5616931
## 2016-07-13 0.6158918
## 2016-07-14 0.6158918
## 2016-07-15 0.6158918
## 2016-07-19 0.6158918
## 2016-07-20 0.6296967
## 2016-07-21 0.6296967
## 2016-07-22 0.6296967
## 2016-07-26 0.6296967
Index/FX (Daily)
## HSCEI/USDKRW Stoxx/EURKRW Stoxx/EURUSD SPX/USDKRW
## 2016-06-29 -0.5478880 -0.2508108 -0.0213205158 -0.2155623
## 2016-06-30 -0.5524648 -0.2435270 -0.0250006106 -0.2452700
## 2016-07-01 -0.5564673 -0.2473410 -0.0147477440 -0.2503806
## 2016-07-04 -0.5569889 -0.2498936 -0.0168018442 -0.2507818
## 2016-07-05 -0.5620281 -0.2521050 -0.0079877915 -0.2572185
## 2016-07-06 -0.5642079 -0.2289170 -0.0162615384 -0.2410958
## 2016-07-07 -0.5712285 -0.2245549 -0.0154264643 -0.2373270
## 2016-07-08 -0.5608067 -0.1821295 -0.0003901572 -0.1997706
## 2016-07-11 -0.5671848 -0.2028364 0.0030661934 -0.2148086
## 2016-07-12 -0.5547328 -0.2073940 0.0015916551 -0.2320526
## 2016-07-13 -0.5548133 -0.2066207 0.0004684365 -0.2354292
## 2016-07-14 -0.5628826 -0.1991033 0.0109491025 -0.2424940
## 2016-07-15 -0.5573138 -0.1919883 0.0319347989 -0.2252647
## 2016-07-18 -0.5560932 -0.1952531 0.0346083193 -0.2242311
## 2016-07-19 -0.5515911 -0.1774695 0.0431063891 -0.2118151
## 2016-07-20 -0.5387935 -0.1614416 0.0743971602 -0.2171335
## 2016-07-21 -0.5342504 -0.1618517 0.0729891769 -0.2168323
## 2016-07-22 -0.5325500 -0.1580578 0.0688365693 -0.2324913
## 2016-07-25 -0.5336752 -0.1499121 0.0805588266 -0.2236292
## 2016-07-26 -0.5339638 -0.1391130 0.0982103450 -0.2227237
## Nikkei/JPYKRW Nikkei/USDJPY Stoxx/USDCNY
## 2016-06-29 -0.5798921 0.4811545 -0.2573434
## 2016-06-30 -0.5788142 0.4903667 -0.2466242
## 2016-07-01 -0.5784884 0.4872163 -0.2499981
## 2016-07-04 -0.5814202 0.4906014 -0.2525137
## 2016-07-05 -0.5802394 0.4906454 -0.2610483
## 2016-07-06 -0.5787741 0.4901751 -0.2660421
## 2016-07-07 -0.5879072 0.5050813 -0.2696594
## 2016-07-08 -0.5723696 0.4955102 -0.2630250
## 2016-07-11 -0.5928316 0.5211996 -0.2597273
## 2016-07-12 -0.5982632 0.5363443 -0.2642928
## 2016-07-13 -0.5988985 0.5359514 -0.2637401
## 2016-07-14 -0.5990450 0.5385286 -0.2698719
## 2016-07-15 -0.5887391 0.5247189 -0.2716772
## 2016-07-18 -0.5905360 0.5223438 -0.2720703
## 2016-07-19 -0.5902970 0.5211454 -0.2714572
## 2016-07-20 -0.5773496 0.5054150 -0.2807480
## 2016-07-21 -0.5775279 0.4976193 -0.2803574
## 2016-07-22 -0.5782499 0.4965796 -0.2794234
## 2016-07-25 -0.5882935 0.5036350 -0.2853427
## 2016-07-26 -0.5946713 0.5100755 -0.2873564
## SPX/EURUSD KOSPI200/USDKRW KOSPI200/JPYKRW
## 2016-06-29 0.08974762 -0.4772420 -0.4873197
## 2016-06-30 0.08953759 -0.4748328 -0.4907836
## 2016-07-01 0.10836733 -0.4821094 -0.4851484
## 2016-07-04 0.10782873 -0.4808285 -0.4856800
## 2016-07-05 0.11570028 -0.4803040 -0.4846502
## 2016-07-06 0.11424926 -0.4876440 -0.4871207
## 2016-07-07 0.11632051 -0.4953841 -0.4920874
## 2016-07-08 0.13799545 -0.4820272 -0.4735563
## 2016-07-11 0.15334452 -0.4936756 -0.4935366
## 2016-07-12 0.15079281 -0.4848699 -0.4875918
## 2016-07-13 0.15536373 -0.4898303 -0.4881645
## 2016-07-14 0.15431672 -0.4923195 -0.4873243
## 2016-07-15 0.20395789 -0.4937209 -0.4929783
## 2016-07-18 0.20641184 -0.4954662 -0.4944211
## 2016-07-19 0.22220717 -0.4898736 -0.4864547
## 2016-07-20 0.21876417 -0.4817505 -0.4746441
## 2016-07-21 0.21953702 -0.4603665 -0.4763477
## 2016-07-22 0.20532789 -0.4597493 -0.4746606
## 2016-07-25 0.21663310 -0.4595608 -0.4754598
## 2016-07-26 0.22301891 -0.4589744 -0.4656695
Index/FX (Weekly)
## HSCEI/USDKRW Stoxx/EURKRW Stoxx/EURUSD SPX/USDKRW Nikkei/JPYKRW
## 2016-03-14 -0.6013971 -0.7558394 -0.51833184 -0.4536901 -0.6931165
## 2016-03-21 -0.5927025 -0.7310253 -0.52709337 -0.4042321 -0.6644775
## 2016-03-28 -0.5363233 -0.7073660 -0.56705418 -0.3870531 -0.6602284
## 2016-04-04 -0.5406696 -0.7144564 -0.55340049 -0.4027241 -0.6450472
## 2016-04-11 -0.5600691 -0.6920830 -0.49360804 -0.4380074 -0.6589549
## 2016-04-18 -0.5461890 -0.6894070 -0.50907736 -0.4251672 -0.6608860
## 2016-04-25 -0.6210208 -0.6972109 -0.56962786 -0.4113702 -0.7070098
## 2016-05-02 -0.5916545 -0.6995111 -0.60079861 -0.3887778 -0.7348230
## 2016-05-09 -0.6154345 -0.6941219 -0.52943145 -0.3793847 -0.7259737
## 2016-05-16 -0.6297747 -0.6909222 -0.51655737 -0.3678144 -0.7231198
## 2016-05-23 -0.6380506 -0.6689471 -0.46545356 -0.3701143 -0.7238324
## 2016-05-30 -0.5726164 -0.5979341 -0.43744163 -0.2998750 -0.7164403
## 2016-06-06 -0.5881102 -0.5679860 -0.45310079 -0.2967556 -0.7188592
## 2016-06-13 -0.5925967 -0.5176934 -0.40314606 -0.2880163 -0.7250205
## 2016-06-20 -0.5586963 -0.4978585 -0.44777743 -0.2411444 -0.7231706
## 2016-06-27 -0.4859917 -0.3143604 -0.16188916 -0.2320778 -0.7224212
## 2016-07-04 -0.5174099 -0.3990104 -0.08572006 -0.3629869 -0.7442509
## 2016-07-11 -0.5235297 -0.3831603 -0.08291607 -0.3750886 -0.7495447
## 2016-07-18 -0.5281967 -0.4013099 -0.08268652 -0.4205231 -0.7624560
## 2016-07-25 -0.5254091 -0.1983850 0.13226968 -0.4362423 -0.7441630
## Nikkei/USDJPY
## 2016-03-14 0.7643895
## 2016-03-21 0.7698149
## 2016-03-28 0.7911060
## 2016-04-04 0.8037523
## 2016-04-11 0.7681195
## 2016-04-18 0.7781605
## 2016-04-25 0.7854782
## 2016-05-02 0.8232950
## 2016-05-09 0.8150211
## 2016-05-16 0.8206384
## 2016-05-23 0.8230019
## 2016-05-30 0.8215390
## 2016-06-06 0.8160495
## 2016-06-13 0.8164870
## 2016-06-20 0.8022699
## 2016-06-27 0.8071851
## 2016-07-04 0.8310415
## 2016-07-11 0.8286463
## 2016-07-18 0.8308910
## 2016-07-25 0.8217733
## SPX/EURUSD KOSPI200/USDKRW KOSPI200/JPYKRW
## 2016-03-14 -0.19043266 -0.5553787 -0.5017123
## 2016-03-21 -0.14630363 -0.5360759 -0.4819840
## 2016-03-28 -0.17834673 -0.4662038 -0.4284601
## 2016-04-04 -0.13507844 -0.4457524 -0.4259749
## 2016-04-11 -0.07987632 -0.4807040 -0.4156157
## 2016-04-18 -0.10261377 -0.4485230 -0.4248870
## 2016-04-25 -0.16204496 -0.4498446 -0.4170424
## 2016-05-02 -0.18390130 -0.3437606 -0.4654644
## 2016-05-09 -0.13306787 -0.2979833 -0.4478782
## 2016-05-16 -0.14273216 -0.3077855 -0.4566061
## 2016-05-23 -0.13007694 -0.2928553 -0.4604688
## 2016-05-30 -0.10672927 -0.2558939 -0.4492312
## 2016-06-06 -0.09652008 -0.2726912 -0.4218298
## 2016-06-13 -0.08697027 -0.2987465 -0.4373306
## 2016-06-20 -0.14465106 -0.2031078 -0.3878381
## 2016-06-27 0.04758421 -0.2308383 -0.4177438
## 2016-07-04 0.12482491 -0.3693414 -0.5167691
## 2016-07-11 0.10386208 -0.3669339 -0.5115095
## 2016-07-18 0.09677978 -0.4027888 -0.5283062
## 2016-07-25 0.37822620 -0.4010988 -0.5466188
Index/Cmdty (Daily)
## HSCEI/Crude Stoxx/Crude SPX/Crude KOSPI200/Crude
## 2016-06-29 0.17447085 0.4989600 0.5337088 0.20071835
## 2016-06-30 0.16535524 0.4900797 0.5161001 0.19905572
## 2016-07-01 0.16734758 0.4992193 0.5221245 0.18288657
## 2016-07-04 0.14404460 0.4887537 0.5221245 0.18208025
## 2016-07-05 0.15854682 0.4950080 0.5364716 0.19086195
## 2016-07-06 0.16622664 0.4956408 0.5393857 0.15831417
## 2016-07-07 0.13730676 0.4767078 0.5320851 0.14052962
## 2016-07-08 0.15186663 0.4689253 0.5114662 0.08166875
## 2016-07-11 0.09850707 0.4433205 0.5099580 0.08089828
## 2016-07-12 0.11823340 0.4491637 0.5074999 0.09554485
## 2016-07-13 0.13400216 0.4433399 0.5025213 0.06875880
## 2016-07-14 0.13471951 0.4454917 0.4798305 0.06836104
## 2016-07-15 0.13183244 0.4588219 0.4684085 0.06734113
## 2016-07-18 0.11911125 0.4537497 0.4610726 0.07828766
## 2016-07-19 0.11213776 0.4537531 0.4751763 0.06179245
## 2016-07-20 0.10439892 0.4467743 0.4744039 0.08220845
## 2016-07-21 0.13458335 0.4731917 0.4715144 0.09226160
## 2016-07-22 0.13915087 0.4732308 0.4720536 0.09390831
## 2016-07-25 0.14116106 0.4706638 0.4590775 0.09129361
## 2016-07-26 0.14084493 0.4626401 0.4592348 0.08924085
Index/Cmdty (Weekly)
## Dollar Index/Crude Stoxx/Crude SPX/Crude KOSPI200/Crude
## 2016-05-06 -0.02678391 0.4769404 0.6220471 0.3659484
## 2016-05-09 -0.06516705 0.4875716 0.6220471 0.3693862
## 2016-05-13 -0.06516705 0.4875716 0.6288704 0.3693862
## 2016-05-16 -0.01515031 0.4635811 0.6288704 0.3084931
## 2016-05-20 -0.01515031 0.4635811 0.6280673 0.3084931
## 2016-05-23 -0.08665614 0.4858424 0.6280673 0.2880763
## 2016-05-27 -0.08665614 0.4858424 0.6290588 0.2880763
## 2016-05-30 -0.11397528 0.4424768 0.6290588 0.2532855
## 2016-06-06 -0.07808735 0.4362494 0.5879646 0.3037690
## 2016-06-13 -0.08690722 0.4491647 0.5919484 0.3013384
## 2016-06-20 -0.09272025 0.4388954 0.6128914 0.3141865
## 2016-06-27 -0.22759060 0.4302812 0.6478500 0.3008920
## 2016-07-04 -0.23955875 0.4433619 0.6478500 0.3035682
## 2016-07-05 -0.23955875 0.4433619 0.5141788 0.3035682
## 2016-07-11 -0.29104003 0.3745950 0.5141788 0.3081823
## 2016-07-12 -0.29104003 0.3745950 0.3937906 0.3081823
## 2016-07-18 -0.28903368 0.3721751 0.3937906 0.2789407
## 2016-07-19 -0.28903368 0.3721751 0.4058407 0.2789407
## 2016-07-25 -0.39615655 0.3111216 0.4058407 0.2847121
## 2016-07-26 -0.39615655 0.3111216 0.4005305 0.2847121
Cmdty/FX
US
Consumption
## Personal.Consumption.Expenditure Household.Saving.Rate
## 2014-10-31 109.510 4.5
## 2014-11-30 109.352 4.6
## 2014-12-31 109.103 5.0
## 2015-01-31 108.594 5.3
## 2015-02-28 108.776 5.4
## 2015-03-31 109.015 4.9
## 2015-04-30 109.085 5.1
## 2015-05-31 109.418 4.8
## 2015-06-30 109.670 5.0
## 2015-07-31 109.775 5.0
## 2015-08-31 109.753 5.1
## 2015-09-30 109.691 5.0
## 2015-10-31 109.774 5.3
## 2015-11-30 109.911 5.2
## 2015-12-31 109.819 5.3
## 2016-01-31 109.940 5.7
## 2016-02-29 109.840 5.7
## 2016-03-31 109.910 6.0
## 2016-04-30 110.247 5.4
## 2016-05-31 110.431 5.3
## Personal.Consumption.Expenditure..YoY.
## 2014-10-31 1.40
## 2014-11-30 1.19
## 2014-12-31 0.78
## 2015-01-31 0.16
## 2015-02-28 0.26
## 2015-03-31 0.28
## 2015-04-30 0.16
## 2015-05-31 0.25
## 2015-06-30 0.34
## 2015-07-31 0.32
## 2015-08-31 0.32
## 2015-09-30 0.18
## 2015-10-31 0.24
## 2015-11-30 0.51
## 2015-12-31 0.66
## 2016-01-31 1.24
## 2016-02-29 0.98
## 2016-03-31 0.82
## 2016-04-30 1.07
## 2016-05-31 0.93
## As of 0.4-0, 'getSymbols' uses env=parent.frame() and
## auto.assign=TRUE by default.
##
## This behavior will be phased out in 0.5-0 when the call will
## default to use auto.assign=FALSE. getOption("getSymbols.env") and
## getOptions("getSymbols.auto.assign") are now checked for alternate defaults
##
## This message is shown once per session and may be disabled by setting
## options("getSymbols.warning4.0"=FALSE). See ?getSymbols for more details.## [1] "DSPIC96"## [1] "RSXFS"## DSPIC96 RSXFS
## 2014-11-01 0.014497532 0.046899091
## 2014-12-01 0.016076602 0.029175734
## 2015-01-01 0.018947616 0.032108274
## 2015-02-01 0.016890334 0.013103056
## 2015-03-01 0.008424228 0.018006908
## 2015-04-01 0.008230214 0.007591165
## 2015-05-01 0.006820471 0.016097667
## 2015-06-01 0.007567140 0.013255584
## 2015-07-01 0.012625804 0.021105170
## 2015-08-01 0.010629203 0.011405763
## 2015-09-01 0.010432044 0.014786870
## 2015-10-01 0.011110020 0.010806324
## 2015-11-01 0.010354957 0.009444076
## 2015-12-01 0.011070531 0.022972353
## 2016-01-01 0.013392422 0.024555413
## 2016-02-01 0.012209726 0.030737486
## 2016-03-01 0.013228987 0.010627923
## 2016-04-01 0.011230893 0.026302053
## 2016-05-01 0.007520784 0.017585964
## 2016-06-01 0.007520784 0.024309637
Durable Goods
## [1] "DAUTOSA"## DAUTOSA DAUTOSA.1
## 2014-11-01 490.6 0.069777584
## 2014-12-01 480.6 0.100274725
## 2015-01-01 461.1 0.084175876
## 2015-02-01 440.3 0.018977089
## 2015-03-01 460.3 0.007221007
## 2015-04-01 450.5 0.010996409
## 2015-05-01 484.7 0.036791444
## 2015-06-01 456.4 -0.044588654
## 2015-07-01 483.6 0.026098027
## 2015-08-01 467.5 -0.062374649
## 2015-09-01 479.9 0.036053541
## 2015-10-01 487.0 0.014794749
## 2015-11-01 466.8 -0.048512026
## 2015-12-01 452.8 -0.057844361
## 2016-01-01 454.3 -0.014747343
## 2016-02-01 452.2 0.027027027
## 2016-03-01 422.0 -0.083206604
## 2016-04-01 417.5 -0.073251942
## 2016-05-01 424.8 -0.123581597
## 2016-06-01 405.0 -0.112620508## [1] "Domestic Auto Sales Average (K): 462.936"## [1] "Domestic Auto Sales (YoY) Average: -0.45 %"
## [1] "ALTSALES"## ALTSALES ALTSALES.1
## 2014-11-01 17.021 0.05648315
## 2014-12-01 16.803 0.08968872
## 2015-01-01 16.632 0.08805443
## 2015-02-01 16.317 0.05182750
## 2015-03-01 17.064 0.03669502
## 2015-04-01 16.698 0.03016842
## 2015-05-01 17.633 0.05980286
## 2015-06-01 16.954 0.01308635
## 2015-07-01 17.473 0.06225302
## 2015-08-01 17.729 0.02931955
## 2015-09-01 18.070 0.10035318
## 2015-10-01 18.124 0.10089291
## 2015-11-01 18.059 0.06098349
## 2015-12-01 17.228 0.02529310
## 2016-01-01 17.449 0.04912217
## 2016-02-01 17.437 0.06864007
## 2016-03-01 16.481 -0.03416549
## 2016-04-01 17.334 0.03808839
## 2016-05-01 17.389 -0.01383769
## 2016-06-01 16.614 -0.02005426## [1] "Autos & Light Trucks (M) Average: 15.4737"## [1] "Autos & Light Trucks (YoY) Average: 1.53 %"
## [1] "TOTALNSA"## TOTALNSA TOTALNSA.1
## 2014-11-01 1324.4 0.046212181
## 2014-12-01 1540.3 0.108767636
## 2015-01-01 1177.7 0.138974855
## 2015-02-01 1283.2 0.056479499
## 2015-03-01 1578.1 0.009531730
## 2015-04-01 1484.8 0.048217437
## 2015-05-01 1664.9 0.018536645
## 2015-06-01 1513.4 0.044588625
## 2015-07-01 1545.0 0.054895535
## 2015-08-01 1609.4 -0.002479236
## 2015-09-01 1473.3 0.155076441
## 2015-10-01 1485.1 0.131849707
## 2015-11-01 1347.0 0.017064331
## 2015-12-01 1674.9 0.087385574
## 2016-01-01 1172.4 -0.004500297
## 2016-02-01 1369.8 0.067487531
## 2016-03-01 1627.8 0.031493568
## 2016-04-01 1533.0 0.032462284
## 2016-05-01 1562.9 -0.061264941
## 2016-06-01 1542.6 0.019294304## [1] "Total Vehicle Sales (Thousand) Average: 1320.84"## [1] "Total Vehicle Sales (YoY) Average: 1.57 %"
Manufacturing
## [1] "TCU"## TCU
## 2014-11-01 78.9
## 2014-12-01 78.6
## 2015-01-01 78.0
## 2015-02-01 77.7
## 2015-03-01 77.3
## 2015-04-01 76.9
## 2015-05-01 76.6
## 2015-06-01 76.4
## 2015-07-01 76.7
## 2015-08-01 76.7
## 2015-09-01 76.4
## 2015-10-01 76.3
## 2015-11-01 75.7
## 2015-12-01 75.4
## 2016-01-01 75.7
## 2016-02-01 75.6
## 2016-03-01 74.8
## 2016-04-01 75.2
## 2016-05-01 74.9
## 2016-06-01 75.4
Private Investment
## Private.Investment..Residential.
## 2011-06-30 381.1
## 2011-09-30 388.6
## 2011-12-31 399.6
## 2012-03-31 423.8
## 2012-06-30 429.4
## 2012-09-30 444.1
## 2012-12-31 471.7
## 2013-03-31 489.6
## 2013-06-30 507.1
## 2013-09-30 520.0
## 2013-12-31 519.0
## 2014-03-31 526.4
## 2014-06-30 540.9
## 2014-09-30 554.8
## 2014-12-31 574.6
## 2015-03-31 588.0
## 2015-06-30 600.0
## 2015-09-30 615.9
## 2015-12-31 634.2
## 2016-03-31 659.6
## Private.Investment..Non.Residential. Non.Residental.Structure.
## 2011-06-30 1768.5 83.751
## 2011-09-30 1854.5 88.617
## 2011-12-31 1902.9 91.509
## 2012-03-31 1971.5 95.686
## 2012-06-30 2016.2 98.053
## 2012-09-30 2011.7 97.060
## 2012-12-31 2031.2 95.239
## 2013-03-31 2052.1 93.790
## 2013-06-30 2064.6 96.405
## 2013-09-30 2085.9 100.429
## 2013-12-31 2134.5 101.385
## 2014-03-31 2181.9 105.933
## 2014-06-30 2211.7 105.885
## 2014-09-30 2267.0 105.390
## 2014-12-31 2274.1 106.495
## 2015-03-31 2280.7 104.441
## 2015-06-30 2297.9 105.974
## 2015-09-30 2319.4 104.021
## 2015-12-31 2309.5 102.666
## 2016-03-31 2275.9 99.793
## Non.Residential.Mining..Exploration..Shafts..Wells.
## 2011-06-30 141.237
## 2011-09-30 152.762
## 2011-12-31 164.899
## 2012-03-31 169.162
## 2012-06-30 170.844
## 2012-09-30 163.188
## 2012-12-31 157.565
## 2013-03-31 164.709
## 2013-06-30 172.166
## 2013-09-30 174.295
## 2013-12-31 164.864
## 2014-03-31 172.366
## 2014-06-30 182.354
## 2014-09-30 182.444
## 2014-12-31 183.078
## 2015-03-31 157.993
## 2015-06-30 118.812
## 2015-09-30 101.375
## 2015-12-31 89.376
## 2016-03-31 54.708
Durable Goods
## [1] "DGORDER"## [1] "AMDMTI"## [1] "ADXTVS"## [1] "AMDMUO"## New Orders Inventory Shipment Unfilled Orders
## 2014-10-01 232463 387925 157657 1174484
## 2014-11-01 228448 389587 156131 1173777
## 2014-12-01 225136 390237 158148 1163928
## 2015-01-01 229217 392719 155155 1162619
## 2015-02-01 221503 393278 154961 1156252
## 2015-03-01 235120 393343 155657 1157175
## 2015-04-01 231515 393567 154525 1156374
## 2015-05-01 223541 392208 154074 1149178
## 2015-06-01 234699 395410 156317 1149850
## 2015-07-01 236630 393152 154167 1151082
## 2015-08-01 229846 392183 153909 1147266
## 2015-09-01 223693 390375 154008 1137078
## 2015-10-01 234513 388396 153064 1140503
## 2015-11-01 232507 386932 152670 1140188
## 2015-12-01 223402 388040 152350 1135712
## 2016-01-01 231756 386984 152181 1135979
## 2016-02-01 224081 385682 150968 1130286
## 2016-03-01 228499 385062 151308 1130702
## 2016-04-01 235729 383677 151813 1137162
## 2016-05-01 230352 382619 151594 1138906## [1] "Durable Goods"
ISM Manufacturing
## [1] "ISM Manufacturing"
## New Order - Inventory
## 2014-11-30 11.0
## 2014-12-31 11.9
## 2015-01-31 3.1
## 2015-02-28 1.3
## 2015-03-31 2.7
## 2015-04-30 4.8
## 2015-05-31 4.1
## 2015-06-30 1.9
## 2015-07-31 4.1
## 2015-08-31 3.2
## 2015-09-30 1.3
## 2015-10-31 4.3
## 2015-11-30 6.0
## 2015-12-31 5.3
## 2016-01-31 8.0
## 2016-02-29 6.5
## 2016-03-31 11.3
## 2016-04-30 10.3
## 2016-05-31 10.7
## 2016-06-30 8.5
## ship2inv dollar_idx
## 2014-10-31 1.32 86.917
## 2014-11-30 1.33 88.356
## 2014-12-31 1.33 90.269
## 2015-01-31 1.35 94.804
## 2015-02-28 1.35 95.293
## 2015-03-31 1.34 98.357
## 2015-04-30 1.35 94.600
## 2015-05-31 1.35 96.907
## 2015-06-30 1.35 95.485
## 2015-07-31 1.34 97.336
## 2015-08-31 1.35 95.824
## 2015-09-30 1.35 96.350
## 2015-10-31 1.36 96.946
## 2015-11-30 1.35 100.170
## 2015-12-31 1.37 98.631
## 2016-01-31 1.37 99.606
## 2016-02-29 1.37 98.211
## 2016-03-31 1.37 94.586
## 2016-04-30 1.36 93.082
## 2016-05-31 1.36 95.891
New York
## [1] "GACDISA066MSFRBNY"## [1] "NOCDISA066MSFRBNY"## [1] "IVCDINA066MNFRBNY"## [1] "NECDISA066MSFRBNY"## Composite New Orders Inventory Employment
## 2014-12-01 -2.61 -0.60 -11.46 8.33
## 2015-01-01 9.69 5.53 -7.37 13.68
## 2015-02-01 7.71 1.55 -2.25 10.11
## 2015-03-01 6.22 -1.42 -5.15 18.56
## 2015-04-01 0.57 -4.37 2.13 9.57
## 2015-05-01 2.22 1.52 7.29 5.21
## 2015-06-01 -2.05 -3.02 1.92 8.65
## 2015-07-01 0.94 -5.18 -8.51 3.19
## 2015-08-01 -12.79 -14.57 -17.27 1.82
## 2015-09-01 -12.86 -12.52 -18.56 -6.19
## 2015-10-01 -11.41 -16.98 -7.55 -8.49
## 2015-11-01 -10.06 -11.75 -17.27 -7.27
## 2015-12-01 -6.21 -6.18 -12.12 -16.16
## 2016-01-01 -19.37 -23.54 -6.00 -13.00
## 2016-02-01 -16.64 -11.63 0.00 -0.99
## 2016-03-01 0.62 9.57 -6.93 -1.98
## 2016-04-01 9.56 11.14 -4.81 1.92
## 2016-05-01 -9.02 -5.54 -7.29 2.08
## 2016-06-01 6.01 10.90 -15.31 0.00
## 2016-07-01 0.55 -1.82 -8.79 -4.40## [1] "New York Manufacturing"
Philadelphia
## [1] "GACDFSA066MSFRBPHI"## [1] "NOBNDIF066MNFRBPHI"## [1] "IVCDFSA066MSFRBPHI"## [1] "NECDFSA066MSFRBPHI"## Composite New Orders Inventory Employment
## 2014-12-01 20.5 -0.60 -11.46 8.33
## 2015-01-01 14.1 5.53 -7.37 13.68
## 2015-02-01 13.0 1.55 -2.25 10.11
## 2015-03-01 10.7 -1.42 -5.15 18.56
## 2015-04-01 10.8 -4.37 2.13 9.57
## 2015-05-01 8.1 1.52 7.29 5.21
## 2015-06-01 8.1 -3.02 1.92 8.65
## 2015-07-01 0.7 -5.18 -8.51 3.19
## 2015-08-01 3.4 -14.57 -17.27 1.82
## 2015-09-01 -3.6 -12.52 -18.56 -6.19
## 2015-10-01 -5.9 -16.98 -7.55 -8.49
## 2015-11-01 -5.7 -11.75 -17.27 -7.27
## 2015-12-01 -10.2 -6.18 -12.12 -16.16
## 2016-01-01 -3.5 -23.54 -6.00 -13.00
## 2016-02-01 -2.8 -11.63 0.00 -0.99
## 2016-03-01 12.4 9.57 -6.93 -1.98
## 2016-04-01 -1.6 11.14 -4.81 1.92
## 2016-05-01 -1.8 -5.54 -7.29 2.08
## 2016-06-01 4.7 10.90 -15.31 0.00
## 2016-07-01 -2.9 -1.82 -8.79 -4.40## [1] "Philadelphia Manufacturing"
Non-Mfg
## [1] "ISM Non-Manufacturing"
Housing
## [1] "TTLCONS"## TTLCONS TTLCONS.1
## 2014-10-01 1029293 0.09734835
## 2014-11-01 1029669 0.08517574
## 2014-12-01 1042544 0.08373008
## 2015-01-01 1038081 0.06244064
## 2015-02-01 1047682 0.06394439
## 2015-03-01 1062440 0.06961390
## 2015-04-01 1094250 0.09100426
## 2015-05-01 1112167 0.10687283
## 2015-06-01 1130490 0.12607354
## 2015-07-01 1135850 0.13115232
## 2015-08-01 1145216 0.14409707
## 2015-09-01 1152122 0.14683052
## 2015-10-01 1134381 0.10209726
## 2015-11-01 1135470 0.10275244
## 2015-12-01 1133678 0.08741502
## 2016-01-01 1144928 0.10292742
## 2016-02-01 1157704 0.10501469
## 2016-03-01 1176380 0.10724370
## 2016-04-01 1152363 0.05310761
## 2016-05-01 1143257 0.02795443## [1] "Total Construction Spending"
## 미국.신규.주택판매 미국.신규.주택공급 미국.신규.주택가격
## 2014-11-30 449 5.6 358.8
## 2014-12-31 495 5.1 373.5
## 2015-01-31 521 4.8 356.0
## 2015-02-28 545 4.5 355.9
## 2015-03-31 485 5.1 352.7
## 2015-04-30 508 4.9 334.7
## 2015-05-31 513 4.9 340.8
## 2015-06-30 469 5.6 329.3
## 2015-07-31 500 5.2 341.9
## 2015-08-31 507 5.1 348.8
## 2015-09-30 457 5.9 367.8
## 2015-10-31 478 5.6 366.9
## 2015-11-30 508 5.4 376.8
## 2015-12-31 538 5.2 358.1
## 2016-01-31 526 5.5 365.6
## 2016-02-29 538 5.4 346.4
## 2016-03-31 531 5.5 353.9
## 2016-04-30 619 4.7 379.8
## 2016-05-31 551 5.3 358.9
## 2016-06-30 592 4.9 358.2
## Existing.Home.Sales.M. Existing.Home.Price Existing.Home.Supply
## 2014-10-31 5.14 207.5 5.2
## 2014-11-30 5.04 207.2 5.0
## 2014-12-31 5.07 208.2 4.4
## 2015-01-31 4.93 197.6 4.5
## 2015-02-28 4.97 201.9 4.6
## 2015-03-31 5.25 210.7 4.6
## 2015-04-30 5.14 218.7 5.2
## 2015-05-31 5.29 228.9 5.2
## 2015-06-30 5.41 236.3 5.0
## 2015-07-31 5.48 231.8 4.9
## 2015-08-31 5.29 228.5 5.1
## 2015-09-30 5.44 221.7 4.8
## 2015-10-31 5.29 219.1 4.8
## 2015-11-30 4.86 220.0 5.0
## 2015-12-31 5.45 223.2 3.9
## 2016-01-31 5.47 213.7 4.0
## 2016-02-29 5.07 212.1 4.4
## 2016-03-31 5.36 221.5 4.4
## 2016-04-30 5.43 230.9 4.7
## 2016-05-31 5.53 239.7 4.7
## [1] "PERMIT"## Building Permit
## 2014-11-01 1073
## 2014-12-01 1070
## 2015-01-01 1073
## 2015-02-01 1114
## 2015-03-01 1071
## 2015-04-01 1178
## 2015-05-01 1266
## 2015-06-01 1334
## 2015-07-01 1142
## 2015-08-01 1166
## 2015-09-01 1129
## 2015-10-01 1175
## 2015-11-01 1286
## 2015-12-01 1201
## 2016-01-01 1188
## 2016-02-01 1162
## 2016-03-01 1077
## 2016-04-01 1130
## 2016-05-01 1136
## 2016-06-01 1153
## [1] "HOUST"## HOUST
## 2014-11-01 994
## 2014-12-01 1081
## 2015-01-01 1101
## 2015-02-01 893
## 2015-03-01 964
## 2015-04-01 1192
## 2015-05-01 1063
## 2015-06-01 1213
## 2015-07-01 1147
## 2015-08-01 1132
## 2015-09-01 1189
## 2015-10-01 1073
## 2015-11-01 1171
## 2015-12-01 1160
## 2016-01-01 1128
## 2016-02-01 1213
## 2016-03-01 1113
## 2016-04-01 1155
## 2016-05-01 1135
## 2016-06-01 1189## [1] "Housing Start Average: 979.874"## [1] "Housing Start (YoY) Average: NA %"
Housing Affordability
## [1] "COMPHAI"## Housing Affordability Index
## 2014-10-01 168.6
## 2014-11-01 171.9
## 2014-12-01 171.0
## 2015-01-01 182.8
## 2015-02-01 181.3
## 2015-03-01 173.4
## 2015-04-01 167.5
## 2015-05-01 161.2
## 2015-06-01 154.8
## 2015-07-01 154.5
## 2015-08-01 157.9
## 2015-09-01 163.7
## 2015-10-01 166.7
## 2015-11-01 167.4
## 2015-12-01 162.5
## 2016-01-01 171.2
## 2016-02-01 173.8
## 2016-03-01 170.1
## 2016-04-01 163.7
## 2016-05-01 158.8
MBA
## MBA.Refinance MBA.purchase Existing.Home.Supply
## 2016-03-25 1784.7 228.6 4.4
## 2016-03-31 1784.7 228.6 4.4
## 2016-04-01 1906.0 223.1 4.4
## 2016-04-08 2122.0 241.9 4.4
## 2016-04-15 2177.4 240.8 4.4
## 2016-04-22 2067.7 235.0 4.4
## 2016-04-29 1953.1 234.7 4.4
## 2016-04-30 1953.1 234.7 4.7
## 2016-05-06 1963.1 235.6 4.7
## 2016-05-13 1998.4 224.1 4.7
## 2016-05-20 2005.6 234.9 4.7
## 2016-05-27 1928.2 223.8 4.7
## 2016-05-31 1928.2 223.8 4.7
## 2016-06-03 2070.8 249.9 4.7
## 2016-06-10 2055.4 237.6 4.7
## 2016-06-17 2189.4 231.9 4.7
## 2016-06-24 2136.4 224.9 4.7
## 2016-07-01 2579.9 234.6 4.7
## 2016-07-08 2869.8 234.7 4.7
## 2016-07-15 2843.7 229.9 4.7
Employment
## [1] "UNRATE"## [1] "CES0500000003"## UNRATE CES0500000003
## 2014-11-01 5.8 0.02110054
## 2014-12-01 5.6 0.01694215
## 2015-01-01 5.7 0.02187371
## 2015-02-01 5.5 0.01931771
## 2015-03-01 5.5 0.02219482
## 2015-04-01 5.4 0.02341824
## 2015-05-01 5.5 0.02336066
## 2015-06-01 5.3 0.02002452
## 2015-07-01 5.3 0.02246732
## 2015-08-01 5.1 0.02321792
## 2015-09-01 5.1 0.02361564
## 2015-10-01 5.0 0.02563059
## 2015-11-01 5.0 0.02390600
## 2015-12-01 5.0 0.02641203
## 2016-01-01 4.9 0.02504039
## 2016-02-01 4.9 0.02379032
## 2016-03-01 5.0 0.02332127
## 2016-04-01 5.0 0.02488960
## 2016-05-01 4.7 0.02482980
## 2016-06-01 4.9 0.02604167## [1] "Civilian Unemployment Rate Average: 7.16071"## [1] "Average Hourly Earnings (YoY) Average: 2.37 %"
## [1] "HOHWMN02USM065S"## Weekly Work Hours For Manufacturing
## 2013-08-01 41.9
## 2013-09-01 41.8
## 2013-10-01 41.9
## 2013-11-01 42.0
## 2013-12-01 41.9
## 2014-01-01 41.6
## 2014-02-01 41.6
## 2014-03-01 42.0
## 2014-04-01 41.9
## 2014-05-01 42.2
## 2014-06-01 42.1
## 2014-07-01 42.0
## 2014-08-01 42.0
## 2014-09-01 42.1
## 2014-10-01 42.1
## 2014-11-01 42.2
## 2014-12-01 42.1
## 2015-01-01 42.1
## 2015-02-01 41.9
## 2015-03-01 41.8
## [1] "PAYEMS"## [1] "LFWA64TTUSM647S"## Working.Age.Employments Non.farm.Payrolls
## 2014-11-01 68.84730 140110000
## 2014-12-01 69.00180 140402000
## 2015-01-01 68.95570 140623000
## 2015-02-01 69.06340 140888000
## 2015-03-01 69.09497 140972000
## 2015-04-01 69.09497 141223000
## 2015-05-01 69.09497 141496000
## 2015-06-01 69.09497 141724000
## 2015-07-01 69.09497 142001000
## 2015-08-01 69.09497 142151000
## 2015-09-01 69.09497 142300000
## 2015-10-01 69.09497 142595000
## 2015-11-01 69.09497 142875000
## 2015-12-01 69.09497 143146000
## 2016-01-01 69.09497 143314000
## 2016-02-01 69.09497 143547000
## 2016-03-01 69.09497 143733000
## 2016-04-01 69.09497 143877000
## 2016-05-01 69.09497 143888000
## 2016-06-01 69.09497 144175000
## [1] "ECIALLCIV"## ECIALLCIV ECIALLCIV.1
## 2011-04-01 114.7 0.05909511
## 2011-07-01 115.1 0.05499542
## 2011-10-01 115.6 0.05474453
## 2012-01-01 116.3 0.05823476
## 2012-04-01 116.8 0.05989111
## 2012-07-01 117.3 0.05962060
## 2012-10-01 117.8 0.06030603
## 2013-01-01 118.4 0.05903399
## 2013-04-01 119.0 0.05966162
## 2013-07-01 119.5 0.05939716
## 2013-10-01 120.1 0.06001765
## 2014-01-01 120.5 0.05701754
## 2014-04-01 121.4 0.05841325
## 2014-07-01 122.2 0.06168549
## 2014-10-01 122.8 0.06228374
## 2015-01-01 123.6 0.06276870
## 2015-04-01 123.8 0.05993151
## 2015-07-01 124.6 0.06223359
## 2015-10-01 125.2 0.06281834
## 2016-01-01 126.0 0.06418919
## [1] "ICSA"## [1] "IC4WSA"## ICSA IC4WSA x1
## 2016-03-19 265000 259750 -2.4
## 2016-03-26 276000 263250 -2.4
## 2016-03-31 276000 263250 -3.0
## 2016-04-02 266000 266500 -3.0
## 2016-04-09 253000 265000 -3.0
## 2016-04-16 248000 260750 -3.0
## 2016-04-23 257000 256000 -3.0
## 2016-04-30 274000 258000 -3.4
## 2016-05-07 294000 268250 -3.4
## 2016-05-14 278000 275750 -3.4
## 2016-05-21 268000 278500 -3.4
## 2016-05-28 268000 277000 -3.4
## 2016-05-31 268000 277000 -4.8
## 2016-06-04 264000 269500 -4.8
## 2016-06-11 277000 269250 -4.8
## 2016-06-18 258000 266750 -4.8
## 2016-06-25 270000 267250 -4.8
## 2016-07-02 254000 264750 -4.8
## 2016-07-09 254000 259000 -4.8
## 2016-07-16 253000 257750 -4.8
Inflation
## [1] "MICH"## MICH
## 2014-11-01 2.8
## 2014-12-01 2.8
## 2015-01-01 2.5
## 2015-02-01 2.8
## 2015-03-01 3.0
## 2015-04-01 2.6
## 2015-05-01 2.8
## 2015-06-01 2.7
## 2015-07-01 2.8
## 2015-08-01 2.8
## 2015-09-01 2.8
## 2015-10-01 2.7
## 2015-11-01 2.7
## 2015-12-01 2.6
## 2016-01-01 2.5
## 2016-02-01 2.5
## 2016-03-01 2.7
## 2016-04-01 2.8
## 2016-05-01 2.4
## 2016-06-01 2.6## [1] "UoM Inflation Expectation Average: 2.96073"
Export/Import Price
## [1] "IREXPET"## [1] "IQ"## IREXPET IQ
## 2014-11-01 0.0008695652 -0.01745068
## 2014-12-01 -0.0008680556 -0.03023432
## 2015-01-01 -0.0121002593 -0.04973625
## 2015-02-01 -0.0172413793 -0.05833957
## 2015-03-01 -0.0257510730 -0.06671609
## 2015-04-01 -0.0267011197 -0.06292135
## 2015-05-01 -0.0267241379 -0.05983545
## 2015-06-01 -0.0259067358 -0.05789474
## 2015-07-01 -0.0284974093 -0.06235913
## 2015-08-01 -0.0311149525 -0.07099698
## 2015-09-01 -0.0320069204 -0.07278241
## 2015-10-01 -0.0337954939 -0.06656465
## 2015-11-01 -0.0338835795 -0.06486486
## 2015-12-01 -0.0373588184 -0.06625097
## 2016-01-01 -0.0314960630 -0.05868358
## 2016-02-01 -0.0307017544 -0.06115965
## 2016-03-01 -0.0273127753 -0.06195393
## 2016-04-01 -0.0221238938 -0.05195843
## 2016-05-01 -0.0177147919 -0.04534606
## 2016-06-01 -0.0195035461 -0.03511572
M2 Money Stock
## [1] "M2"## M2
## 2016-02-29 0.05737989
## 2016-03-07 0.05960999
## 2016-03-14 0.05983058
## 2016-03-21 0.06189024
## 2016-03-28 0.06566402
## 2016-04-04 0.06102611
## 2016-04-11 0.06054794
## 2016-04-18 0.06184605
## 2016-04-25 0.06677260
## 2016-05-02 0.06894900
## 2016-05-09 0.06814838
## 2016-05-16 0.06824607
## 2016-05-23 0.06702415
## 2016-05-30 0.06637157
## 2016-06-06 0.06905480
## 2016-06-13 0.07108426
## 2016-06-20 0.06935765
## 2016-06-27 0.06943104
## 2016-07-04 0.06642103
## 2016-07-11 0.06882035
Sentiment
## AAII.Bullish AAII.Bearish AAII.Neutral Bull...Neutral
## 2016-03-10 37.36 24.37 38.27 -0.91
## 2016-03-17 29.96 26.86 43.18 -13.22
## 2016-03-24 33.78 23.71 42.51 -8.73
## 2016-03-31 27.18 25.76 47.06 -19.88
## 2016-04-07 32.19 21.46 46.35 -14.16
## 2016-04-14 27.85 24.89 47.26 -19.41
## 2016-04-21 33.41 23.92 42.67 -9.26
## 2016-04-28 27.37 28.60 44.03 -16.66
## 2016-05-05 22.33 30.34 47.33 -25.00
## 2016-05-12 20.41 31.29 48.30 -27.89
## 2016-05-19 19.34 34.10 46.56 -27.22
## 2016-05-26 17.75 29.39 52.86 -35.11
## 2016-06-02 30.17 29.05 40.78 -10.61
## 2016-06-09 27.83 27.83 44.34 -16.51
## 2016-06-16 25.35 37.50 37.15 -11.80
## 2016-06-23 21.97 35.23 42.80 -20.83
## 2016-06-30 28.91 33.42 37.67 -8.76
## 2016-07-07 31.06 26.65 42.29 -11.23
## 2016-07-14 36.87 24.42 38.71 -1.84
## 2016-07-21 35.43 26.72 37.85 -2.42
Small Business
## SB.낙관지수 SB.자본지출.계획 SB.채용계획 SB.Credit.Conditions
## 2014-11-30 97.8 25 11 -5
## 2014-12-31 100.3 28 15 -3
## 2015-01-31 97.7 25 13 -4
## 2015-02-28 98.1 25 12 -3
## 2015-03-31 95.7 22 12 -5
## 2015-04-30 96.5 25 11 -4
## 2015-05-31 97.9 25 13 -3
## 2015-06-30 94.6 24 9 -4
## 2015-07-31 95.7 26 12 -4
## 2015-08-31 95.7 26 11 -4
## 2015-09-30 96.0 27 12 -4
## 2015-10-31 96.0 27 11 -3
## 2015-11-30 94.5 25 11 -4
## 2015-12-31 95.2 25 15 -5
## 2016-01-31 93.9 25 11 -5
## 2016-02-29 92.9 23 10 -5
## 2016-03-31 92.6 25 9 -5
## 2016-04-30 93.6 25 11 -5
## 2016-05-31 93.8 23 12 -4
## 2016-06-30 94.5 26 11 -5
Financial Market
## [1] "COMPOUT"## COMPOUT COMPOUT.1
## 2016-03-09 1084.4 0.060019550
## 2016-03-16 1097.5 0.070209654
## 2016-03-23 1089.8 0.056212444
## 2016-03-30 1100.7 0.089370546
## 2016-04-06 1101.8 0.081680738
## 2016-04-13 1093.2 0.059404981
## 2016-04-20 1110.7 0.082975819
## 2016-04-27 1109.5 0.084343237
## 2016-05-04 1120.3 0.101898298
## 2016-05-11 1115.7 0.124357553
## 2016-05-18 1099.0 0.140159768
## 2016-05-25 1079.4 0.142343105
## 2016-06-01 1066.3 0.130033913
## 2016-06-08 1052.2 0.090588723
## 2016-06-15 1043.5 0.071025352
## 2016-06-22 1039.0 0.059231318
## 2016-06-29 1050.9 0.103886555
## 2016-07-06 1039.8 0.018912298
## 2016-07-13 1047.9 0.019060585
## 2016-07-20 1053.2 0.005345552## [1] "Commercial Paper Outstanding Average: NA"## [1] "Commercial Paper Outstanding (YoY) Average: NA %"
## [1] "DAAA"## [1] "DBAA"## DAAA DBAA
## 2016-06-28 3.42 0.99
## 2016-06-29 3.37 1.03
## 2016-06-30 3.39 1.02
## 2016-07-01 3.34 0.98
## 2016-07-04 3.34 0.98
## 2016-07-05 3.22 0.98
## 2016-07-06 3.23 0.98
## 2016-07-07 3.22 0.97
## 2016-07-08 3.18 0.97
## 2016-07-11 3.22 0.96
## 2016-07-12 3.30 0.93
## 2016-07-13 3.24 0.93
## 2016-07-14 3.28 0.95
## 2016-07-15 3.33 0.93
## 2016-07-18 3.34 0.92
## 2016-07-19 3.31 0.92
## 2016-07-20 3.34 0.91
## 2016-07-21 3.35 0.90
## 2016-07-22 3.34 0.89
## 2016-07-25 3.30 0.93## [1] "Aaa Corporate Bond yield Average: 4.71015"## [1] "Baa - Aaa Yield Average: 1.16734"
EU
Manufacturing
## EU Capacity Utilization
## 2011-09-30 81.1
## 2011-12-31 80.2
## 2012-03-31 80.4
## 2012-06-30 80.4
## 2012-09-30 78.5
## 2012-12-31 77.6
## 2013-03-31 78.0
## 2013-06-30 77.9
## 2013-09-30 78.8
## 2013-12-31 78.7
## 2014-03-31 80.5
## 2014-06-30 80.2
## 2014-09-30 80.3
## 2014-12-31 80.6
## 2015-03-31 81.1
## 2015-06-30 81.2
## 2015-09-30 81.2
## 2015-12-31 81.6
## 2016-03-31 81.9
## 2016-06-30 81.5
## Eurozone GDP at Market Price (EUR)
## 2011-06-30 2445902
## 2011-09-30 2453959
## 2011-12-31 2455697
## 2012-03-31 2456474
## 2012-06-30 2457178
## 2012-09-30 2460360
## 2012-12-31 2460535
## 2013-03-31 2463565
## 2013-06-30 2481271
## 2013-09-30 2490164
## 2013-12-31 2501396
## 2014-03-31 2512818
## 2014-06-30 2517612
## 2014-09-30 2531460
## 2014-12-31 2551037
## 2015-03-31 2573375
## 2015-06-30 2591546
## 2015-09-30 2608253
## 2015-12-31 2629927
## 2016-03-31 2650065
## 독일 경제성장 예상 유로 경제성장 예상
## 2014-11-30 11.5 11.0
## 2014-12-31 34.9 31.8
## 2015-01-31 48.4 45.2
## 2015-02-28 53.0 52.7
## 2015-03-31 54.8 62.4
## 2015-04-30 53.3 64.8
## 2015-05-31 41.9 61.2
## 2015-06-30 31.5 53.7
## 2015-07-31 29.7 42.7
## 2015-08-31 25.0 47.6
## 2015-09-30 12.1 33.3
## 2015-10-31 1.9 30.1
## 2015-11-30 10.4 28.3
## 2015-12-31 16.1 33.9
## 2016-01-31 10.2 22.7
## 2016-02-29 1.0 13.6
## 2016-03-31 4.3 10.6
## 2016-04-30 11.2 21.5
## 2016-05-31 6.4 16.8
## 2016-06-30 19.2 20.2
Inflation
## EU inflation rate (MoM)
## 2014-11-30 0.3
## 2014-12-31 -0.2
## 2015-01-31 -0.6
## 2015-02-28 -0.3
## 2015-03-31 -0.1
## 2015-04-30 0.0
## 2015-05-31 0.3
## 2015-06-30 0.2
## 2015-07-31 0.2
## 2015-08-31 0.1
## 2015-09-30 -0.1
## 2015-10-31 0.1
## 2015-11-30 0.1
## 2015-12-31 0.2
## 2016-01-31 0.3
## 2016-02-29 -0.2
## 2016-03-31 0.0
## 2016-04-30 -0.2
## 2016-05-31 -0.1
## 2016-06-30 0.1
## EU core inflation rate (MoM)
## 2014-11-30 0.7
## 2014-12-31 0.7
## 2015-01-31 0.6
## 2015-02-28 0.7
## 2015-03-31 0.6
## 2015-04-30 0.7
## 2015-05-31 0.9
## 2015-06-30 0.8
## 2015-07-31 0.9
## 2015-08-31 0.9
## 2015-09-30 0.8
## 2015-10-31 1.0
## 2015-11-30 0.9
## 2015-12-31 0.9
## 2016-01-31 1.0
## 2016-02-29 0.8
## 2016-03-31 1.0
## 2016-04-30 0.7
## 2016-05-31 0.8
## 2016-06-30 0.8
## EU PPI
## 2014-10-31 -0.01333580
## 2014-11-30 -0.01556276
## 2014-12-31 -0.02681957
## 2015-01-31 -0.03532684
## 2015-02-28 -0.02750929
## 2015-03-31 -0.02273574
## 2015-04-30 -0.02100840
## 2015-05-31 -0.01962800
## 2015-06-30 -0.02108799
## 2015-07-31 -0.02076125
## 2015-08-31 -0.02643667
## 2015-09-30 -0.03199850
## 2015-10-31 -0.03219448
## 2015-11-30 -0.03171168
## 2015-12-31 -0.02983940
## 2016-01-31 -0.02960400
## 2016-02-29 -0.04137997
## 2016-03-31 -0.04118993
## 2016-04-30 -0.04377682
## 2016-05-31 -0.03851654
## German.Import.Price.Index German.Import.Price.Index..YoY.
## 2014-10-31 103.5 -0.012404580
## 2014-11-30 102.7 -0.020972355
## 2014-12-31 101.0 -0.037178265
## 2015-01-31 100.2 -0.043893130
## 2015-02-28 101.6 -0.029608405
## 2015-03-31 102.6 -0.014409222
## 2015-04-30 103.2 -0.005780347
## 2015-05-31 103.0 -0.007707129
## 2015-06-30 102.5 -0.014423077
## 2015-07-31 101.8 -0.017374517
## 2015-08-31 100.3 -0.030917874
## 2015-09-30 99.6 -0.040462428
## 2015-10-31 99.3 -0.040579710
## 2015-11-30 99.1 -0.035053554
## 2015-12-31 97.9 -0.030693069
## 2016-01-31 96.4 -0.037924152
## 2016-02-29 95.8 -0.057086614
## 2016-03-31 96.5 -0.059454191
## 2016-04-30 96.4 -0.065891473
## 2016-05-31 97.3 -0.055339806
## German.Export.Price.Index German.Export.Price.Index..YOY.
## 2014-10-31 104.2 0.0028873917
## 2014-11-30 104.2 0.0028873917
## 2014-12-31 103.9 0.0009633911
## 2015-01-31 104.4 0.0038461538
## 2015-02-28 104.7 0.0067307692
## 2015-03-31 105.3 0.0144508671
## 2015-04-30 105.6 0.0163618864
## 2015-05-31 105.4 0.0144369586
## 2015-06-30 105.3 0.0125000000
## 2015-07-31 105.4 0.0124879923
## 2015-08-31 104.9 0.0076849183
## 2015-09-30 104.6 0.0028763183
## 2015-10-31 104.4 0.0019193858
## 2015-11-30 104.5 0.0028790787
## 2015-12-31 104.1 0.0019249278
## 2016-01-31 103.9 -0.0047892720
## 2016-02-29 103.4 -0.0124164279
## 2016-03-31 103.6 -0.0161443495
## 2016-04-30 103.5 -0.0198863636
## 2016-05-31 103.7 -0.0161290323
Monetary Base
## EU aggregate M3(YoY)
## 2014-10-31 2.5
## 2014-11-30 3.1
## 2014-12-31 3.8
## 2015-01-31 3.9
## 2015-02-28 4.1
## 2015-03-31 4.7
## 2015-04-30 5.4
## 2015-05-31 5.0
## 2015-06-30 4.9
## 2015-07-31 5.2
## 2015-08-31 4.9
## 2015-09-30 4.9
## 2015-10-31 5.2
## 2015-11-30 5.0
## 2015-12-31 4.7
## 2016-01-31 5.1
## 2016-02-29 4.9
## 2016-03-31 5.0
## 2016-04-30 4.6
## 2016-05-31 4.9
## ECB.M1 ECB.M1..YoY. ECB.M2 ECB.M2..YoY.
## 2014-10-31 5707819 6.0 9476250 2.7
## 2014-11-30 5808011 6.9 9566957 3.3
## 2014-12-31 5938649 7.6 9681906 3.6
## 2015-01-31 6021153 9.4 9744388 4.3
## 2015-02-28 6051205 9.6 9742223 4.3
## 2015-03-31 6113106 10.0 9809274 4.5
## 2015-04-30 6196141 10.8 9876444 5.0
## 2015-05-31 6292206 11.3 9943419 5.0
## 2015-06-30 6353388 11.6 9978213 5.2
## 2015-07-31 6397406 12.1 10028124 5.4
## 2015-08-31 6404529 11.6 10031747 5.1
## 2015-09-30 6427414 11.4 10039757 5.0
## 2015-10-31 6524082 12.1 10122895 5.6
## 2015-11-30 6591211 11.1 10188389 5.2
## 2015-12-31 6630643 10.9 10234871 5.3
## 2016-01-31 6664915 10.5 10269858 5.5
## 2016-02-29 6686846 10.3 10283355 5.4
## 2016-03-31 6720433 10.0 10326741 5.3
## 2016-04-30 6813679 9.9 10402896 5.3
## 2016-05-31 6862389 9.0 10439951 4.9
Loan Growth
## Loan Growth (YoY)
## 2014-10-31 -1.1
## 2014-11-30 -0.9
## 2014-12-31 -0.5
## 2015-01-31 -0.2
## 2015-02-28 -0.1
## 2015-03-31 0.1
## 2015-04-30 0.0
## 2015-05-31 0.6
## 2015-06-30 0.6
## 2015-07-31 0.9
## 2015-08-31 1.0
## 2015-09-30 0.6
## 2015-10-31 0.9
## 2015-11-30 1.2
## 2015-12-31 0.7
## 2016-01-31 0.8
## 2016-02-29 1.2
## 2016-03-31 1.0
## 2016-04-30 1.0
## 2016-05-31 1.1
## EU.Loans.to.Non.Financial.Corps.
## 2014-10-31 -2.34
## 2014-11-30 -2.16
## 2014-12-31 -1.88
## 2015-01-31 -1.74
## 2015-02-28 -0.98
## 2015-03-31 -0.81
## 2015-04-30 -0.78
## 2015-05-31 -0.54
## 2015-06-30 -0.34
## 2015-07-31 0.08
## 2015-08-31 0.00
## 2015-09-30 -0.33
## 2015-10-31 0.28
## 2015-11-30 0.81
## 2015-12-31 0.04
## 2016-01-31 -0.13
## 2016-02-29 -0.04
## 2016-03-31 -0.26
## 2016-04-30 -0.04
## 2016-05-31 0.31
## EU.Loans.to.Household.Consumer.Credit
## 2014-10-31 0.0
## 2014-11-30 0.0
## 2014-12-31 -0.5
## 2015-01-31 -0.4
## 2015-02-28 -0.5
## 2015-03-31 -0.1
## 2015-04-30 -0.1
## 2015-05-31 0.5
## 2015-06-30 1.8
## 2015-07-31 2.0
## 2015-08-31 2.7
## 2015-09-30 2.6
## 2015-10-31 2.9
## 2015-11-30 3.6
## 2015-12-31 3.8
## 2016-01-31 4.0
## 2016-02-29 5.0
## 2016-03-31 5.0
## 2016-04-30 5.3
## 2016-05-31 4.4
## EU.Loans.to.Household.Purchase
## 2014-10-31 -0.2
## 2014-11-30 -0.2
## 2014-12-31 -0.1
## 2015-01-31 0.0
## 2015-02-28 0.0
## 2015-03-31 0.1
## 2015-04-30 0.2
## 2015-05-31 1.3
## 2015-06-30 1.6
## 2015-07-31 1.6
## 2015-08-31 1.6
## 2015-09-30 1.8
## 2015-10-31 2.0
## 2015-11-30 2.1
## 2015-12-31 2.1
## 2016-01-31 2.1
## 2016-02-29 2.3
## 2016-03-31 2.3
## 2016-04-30 2.3
## 2016-05-31 2.3
Employment
## EU unemployment rate
## 2014-10-31 11.51
## 2014-11-30 11.51
## 2014-12-31 11.32
## 2015-01-31 11.23
## 2015-02-28 11.16
## 2015-03-31 11.15
## 2015-04-30 11.04
## 2015-05-31 11.03
## 2015-06-30 10.97
## 2015-07-31 10.80
## 2015-08-31 10.70
## 2015-09-30 10.64
## 2015-10-31 10.59
## 2015-11-30 10.50
## 2015-12-31 10.45
## 2016-01-31 10.37
## 2016-02-29 10.34
## 2016-03-31 10.21
## 2016-04-30 10.15
## 2016-05-31 10.08
## EU Unit Labor Cost (YoY)
## 2011-03-31 -0.5
## 2011-06-30 0.5
## 2011-09-30 0.8
## 2011-12-31 1.4
## 2012-03-31 2.0
## 2012-06-30 2.0
## 2012-09-30 2.1
## 2012-12-31 1.7
## 2013-03-31 1.8
## 2013-06-30 1.0
## 2013-09-30 1.0
## 2013-12-31 0.7
## 2014-03-31 0.6
## 2014-06-30 1.0
## 2014-09-30 1.1
## 2014-12-31 1.2
## 2015-03-31 0.8
## 2015-06-30 0.7
## 2015-09-30 0.6
## 2015-12-31 0.9
Business Condition
## German IFO 기업환경 German IFO 기업전망
## 2014-11-30 104.7 100.4
## 2014-12-31 105.6 101.5
## 2015-01-31 106.8 101.9
## 2015-02-28 106.8 102.3
## 2015-03-31 108.0 103.8
## 2015-04-30 108.6 103.3
## 2015-05-31 108.6 102.9
## 2015-06-30 107.6 102.1
## 2015-07-31 108.0 102.4
## 2015-08-31 108.4 102.2
## 2015-09-30 108.6 103.3
## 2015-10-31 108.2 103.8
## 2015-11-30 109.1 104.7
## 2015-12-31 108.6 104.5
## 2016-01-31 107.4 102.4
## 2016-02-29 105.8 98.9
## 2016-03-31 106.8 100.1
## 2016-04-30 106.7 100.5
## 2016-05-31 107.7 101.6
## 2016-06-30 108.7 103.1
Japan
Manufacturing
## Japan M. PMI
## 2014-11-30 52.0
## 2014-12-31 52.0
## 2015-01-31 52.2
## 2015-02-28 51.6
## 2015-03-31 50.3
## 2015-04-30 49.9
## 2015-05-31 50.9
## 2015-06-30 50.1
## 2015-07-31 51.2
## 2015-08-31 51.7
## 2015-09-30 51.0
## 2015-10-31 52.4
## 2015-11-30 52.6
## 2015-12-31 52.6
## 2016-01-31 52.3
## 2016-02-29 50.1
## 2016-03-31 49.1
## 2016-04-30 48.2
## 2016-05-31 47.6
## 2016-06-30 47.8
Export/Import
## Japan.Import..YoY. Japan.Export..YoY. Japan.Trade.Balance
## 2014-11-30 -1.6 4.9 -784.780
## 2014-12-31 1.9 12.8 -617.952
## 2015-01-31 -9.3 16.9 -355.214
## 2015-02-28 -3.6 2.4 -642.178
## 2015-03-31 -14.4 8.5 -92.210
## 2015-04-30 -4.1 8.0 -285.901
## 2015-05-31 -8.6 2.4 -308.606
## 2015-06-30 -3.1 9.5 -279.106
## 2015-07-31 -3.3 7.6 -316.844
## 2015-08-31 -3.2 3.1 -297.326
## 2015-09-30 -11.0 0.5 -260.122
## 2015-10-31 -13.4 -2.2 -131.754
## 2015-11-30 -10.2 -3.4 98.640
## 2015-12-31 -18.0 -8.0 65.856
## 2016-01-31 -17.8 -12.9 127.079
## 2016-02-29 -14.2 -4.0 183.954
## 2016-03-31 -14.9 -6.8 295.250
## 2016-04-30 -23.3 -10.1 426.598
## 2016-05-31 -13.8 -11.3 269.797
## 2016-06-30 -18.8 -7.4 334.992
Monetary Policy
## Japan.M1 Japan.M1..Y. Japan.M2 Japan.M2..Y.
## 2014-11-30 593.9 4.8 885.7 3.6
## 2014-12-31 604.3 4.7 893.9 3.6
## 2015-01-31 604.8 4.5 895.4 3.4
## 2015-02-28 602.1 4.9 891.3 3.5
## 2015-03-31 608.8 5.0 894.8 3.6
## 2015-04-30 618.1 5.0 904.6 3.6
## 2015-05-31 620.4 5.7 907.4 4.1
## 2015-06-30 619.2 5.5 909.9 3.9
## 2015-07-31 619.4 5.7 911.3 4.0
## 2015-08-31 618.8 5.7 912.0 4.2
## 2015-09-30 617.7 5.4 910.5 3.8
## 2015-10-31 620.9 5.4 911.5 3.7
## 2015-11-30 622.9 4.9 915.3 3.3
## 2015-12-31 631.4 4.5 921.6 3.1
## 2016-01-31 632.2 4.5 923.8 3.2
## 2016-02-29 631.8 4.9 919.8 3.2
## 2016-03-31 643.0 5.6 923.3 3.2
## 2016-04-30 659.7 6.7 934.8 3.3
## 2016-05-31 662.5 6.8 937.9 3.4
## 2016-06-30 663.2 7.1 940.6 3.4
China
Manufacturing
## China Freight Traffic Volume (YoY)
## 2014-10-31 -7.46
## 2014-11-30 -6.39
## 2014-12-31 -10.40
## 2015-01-31 -6.77
## 2015-02-28 -13.89
## 2015-03-31 -11.57
## 2015-04-30 -10.08
## 2015-05-31 -12.73
## 2015-06-30 -14.07
## 2015-07-31 -14.40
## 2015-08-31 -17.34
## 2015-09-30 -18.76
## 2015-10-31 -17.03
## 2015-11-30 -18.09
## 2015-12-31 -10.07
## 2016-01-31 -13.87
## 2016-02-29 -9.05
## 2016-03-31 -4.42
## 2016-04-30 -5.20
## 2016-05-31 -6.60
Industrial Production
## China.Power.Generation China.Crude.Steel China.Iron.Ore
## 2014-08-31 495931.0 68.91 136.52
## 2014-09-30 454172.0 67.54 137.35
## 2014-10-31 444641.0 67.52 134.84
## 2014-11-30 448721.0 63.30 128.18
## 2014-12-31 490218.0 68.09 126.27
## 2015-02-28 365385.0 68.09 126.27
## 2015-03-31 451061.0 69.48 105.10
## 2015-04-30 445026.0 68.91 104.10
## 2015-05-31 456218.0 69.95 117.66
## 2015-06-30 474527.0 68.95 128.48
## 2015-07-31 508962.0 65.84 126.19
## 2015-08-31 515531.0 66.94 123.81
## 2015-09-30 454776.0 66.12 131.56
## 2015-10-31 445355.0 66.12 125.35
## 2015-11-30 466041.0 63.32 117.53
## 2015-12-31 491033.2 64.37 119.67
## 2016-03-31 477884.3 70.65 98.16
## 2016-04-30 444450.0 69.42 102.57
## 2016-05-31 463600.0 70.50 107.54
## 2016-06-30 490790.0 69.47 121.06
## China.Power.Generation..YoY. China.Crude.Steel..YoY.
## 2014-08-31 0.03437480 0.065728426
## 2014-09-30 -0.08929174 0.031617535
## 2014-10-31 0.03156349 0.018708509
## 2014-11-30 0.04228889 -0.032405992
## 2014-12-31 0.11620709 0.046250768
## 2015-02-28 -0.23553706 0.046250768
## 2015-03-31 0.17660516 0.141261498
## 2015-04-30 -0.01709940 0.105212510
## 2015-05-31 0.07339855 -0.004270463
## 2015-06-30 0.07457755 0.001743426
## 2015-07-31 0.11109850 -0.065171092
## 2015-08-31 0.02127006 -0.033915428
## 2015-09-30 -0.08298540 -0.032201405
## 2015-10-31 -0.01941348 -0.040487593
## 2015-11-30 0.04812872 -0.062481492
## 2015-12-31 0.09429523 -0.046652844
## 2016-03-31 -0.02515972 0.116113744
## 2016-04-30 0.21638819 0.019532971
## 2016-05-31 0.02779890 0.014680484
## 2016-06-30 0.10283452 0.008126542
## China.Iron.Ore..YoY.
## 2014-08-31 0.05624758
## 2014-09-30 0.13955032
## 2014-10-31 0.03850893
## 2014-11-30 -0.06191452
## 2014-12-31 -0.06383452
## 2015-02-28 -0.06383452
## 2015-03-31 -0.24203087
## 2015-04-30 -0.21046644
## 2015-05-31 -0.02704044
## 2015-06-30 0.04993054
## 2015-07-31 -0.04358042
## 2015-08-31 -0.11132644
## 2015-09-30 -0.03788211
## 2015-10-31 -0.08181951
## 2015-11-30 -0.14430288
## 2015-12-31 -0.11250371
## 2016-03-31 -0.23420190
## 2016-04-30 -0.18769304
## 2016-05-31 0.02321598
## 2016-06-30 0.16292027
PMI
## CFL.China.M.PMI CFL.China.M.PMI.New.Order
## 2014-11-30 50.3 50.9
## 2014-12-31 50.1 50.4
## 2015-01-31 49.8 50.2
## 2015-02-28 49.9 50.4
## 2015-03-31 50.1 50.2
## 2015-04-30 50.1 50.2
## 2015-05-31 50.2 50.6
## 2015-06-30 50.2 50.1
## 2015-07-31 50.0 49.9
## 2015-08-31 49.7 49.7
## 2015-09-30 49.8 50.2
## 2015-10-31 49.8 50.3
## 2015-11-30 49.6 49.8
## 2015-12-31 49.7 50.2
## 2016-01-31 49.4 49.5
## 2016-02-29 49.0 48.6
## 2016-03-31 50.2 51.4
## 2016-04-30 50.1 51.0
## 2016-05-31 50.1 50.7
## 2016-06-30 50.0 50.5
## CFL.China.M.PMI.Employment CFL.China.M.PMI.Production
## 2014-11-30 48.2 52.5
## 2014-12-31 48.1 52.2
## 2015-01-31 47.9 51.7
## 2015-02-28 47.8 51.4
## 2015-03-31 48.4 52.1
## 2015-04-30 48.0 52.6
## 2015-05-31 48.2 52.9
## 2015-06-30 48.1 52.9
## 2015-07-31 48.0 52.4
## 2015-08-31 47.9 51.7
## 2015-09-30 47.9 52.3
## 2015-10-31 47.8 52.2
## 2015-11-30 47.6 51.9
## 2015-12-31 47.4 52.2
## 2016-01-31 47.8 51.4
## 2016-02-29 47.6 50.2
## 2016-03-31 48.1 52.3
## 2016-04-30 47.8 52.2
## 2016-05-31 48.2 52.3
## 2016-06-30 47.9 52.5
## CFL.China.M.PMI.Inventory CFL.China.M.PMI.Export.Order
## 2014-11-30 47.2 48.4
## 2014-12-31 47.8 49.1
## 2015-01-31 48.0 48.4
## 2015-02-28 47.0 48.5
## 2015-03-31 48.6 48.3
## 2015-04-30 48.0 48.1
## 2015-05-31 47.5 48.9
## 2015-06-30 47.7 48.2
## 2015-07-31 47.4 47.9
## 2015-08-31 47.2 47.7
## 2015-09-30 46.8 47.9
## 2015-10-31 47.2 47.4
## 2015-11-30 46.7 46.4
## 2015-12-31 46.1 47.5
## 2016-01-31 44.6 46.9
## 2016-02-29 46.4 47.4
## 2016-03-31 46.0 50.2
## 2016-04-30 45.5 50.1
## 2016-05-31 46.8 50.0
## 2016-06-30 46.5 49.6
Housing
## China.70.Cities.Newly.Built.Residential
## 2014-11-30 -3.56
## 2014-12-31 -4.30
## 2015-01-31 -5.08
## 2015-02-28 -5.73
## 2015-03-31 -6.08
## 2015-04-30 -6.26
## 2015-05-31 -6.04
## 2015-06-30 -5.44
## 2015-07-31 -4.42
## 2015-08-31 -3.17
## 2015-09-30 -1.99
## 2015-10-31 -1.16
## 2015-11-30 -0.37
## 2015-12-31 0.24
## 2016-01-31 1.00
## 2016-02-29 1.86
## 2016-03-31 2.94
## 2016-04-30 4.15
## 2016-05-31 4.96
## 2016-06-30 5.52
## China.1st.Tier.Newly.Build.Residential
## 2014-11-30 -2.68
## 2014-12-31 -3.10
## 2015-01-31 -3.53
## 2015-02-28 -3.93
## 2015-03-31 -4.00
## 2015-04-30 -3.33
## 2015-05-31 -0.48
## 2015-06-30 3.05
## 2015-07-31 6.85
## 2015-08-31 10.48
## 2015-09-30 13.88
## 2015-10-31 16.08
## 2015-11-30 18.20
## 2015-12-31 19.93
## 2016-01-31 22.40
## 2016-02-29 25.55
## 2016-03-31 29.45
## 2016-04-30 31.53
## 2016-05-31 29.83
## 2016-06-30 28.48
## China.2nd.Tier.Newly.Build.Residential
## 2014-11-30 -3.52
## 2014-12-31 -4.29
## 2015-01-31 -4.99
## 2015-02-28 -5.65
## 2015-03-31 -5.96
## 2015-04-30 -6.08
## 2015-05-31 -5.91
## 2015-06-30 -5.28
## 2015-07-31 -4.10
## 2015-08-31 -2.87
## 2015-09-30 -1.73
## 2015-10-31 -0.91
## 2015-11-30 -0.08
## 2015-12-31 0.70
## 2016-01-31 1.51
## 2016-02-29 2.41
## 2016-03-31 3.68
## 2016-04-30 5.19
## 2016-05-31 6.51
## 2016-06-30 7.42
## China.3rd.Tier.Newly.Build.Residential
## 2014-11-30 -3.69
## 2014-12-31 -4.45
## 2015-01-31 -5.35
## 2015-02-28 -6.03
## 2015-03-31 -6.43
## 2015-04-30 -6.78
## 2015-05-31 -6.82
## 2015-06-30 -6.59
## 2015-07-31 -6.05
## 2015-08-31 -5.06
## 2015-09-30 -4.09
## 2015-10-31 -3.43
## 2015-11-30 -2.84
## 2015-12-31 -2.51
## 2016-01-31 -2.00
## 2016-02-29 -1.44
## 2016-03-31 -0.88
## 2016-04-30 -0.06
## 2016-05-31 0.57
## 2016-06-30 1.04
Export/Import
## 중국총수출액 중국총수출액.Y. 중국총수입액 중국총수입액.Y.
## 2015-09-30 205.56 -3.7 145.22 -20.4
## 2015-09-30 205.56 -3.7 145.22 -20.4
## 2015-10-31 192.19 -7.0 130.93 -18.6
## 2015-10-31 192.19 -7.0 130.93 -18.6
## 2015-11-30 196.62 -7.0 142.81 -8.8
## 2015-11-30 196.62 -7.0 142.81 -8.8
## 2015-12-31 223.15 -1.6 163.70 -7.4
## 2015-12-31 223.15 -1.6 163.70 -7.4
## 2016-01-31 177.05 -11.4 113.73 -19.1
## 2016-01-31 177.05 -11.4 113.73 -19.1
## 2016-02-29 126.07 -25.4 93.52 -13.8
## 2016-02-29 126.07 -25.4 93.52 -13.8
## 2016-03-31 160.81 11.5 130.96 -7.6
## 2016-03-31 160.81 11.5 130.96 -7.6
## 2016-04-30 172.76 -1.8 127.20 -10.9
## 2016-04-30 172.76 -1.8 127.20 -10.9
## 2016-05-31 181.06 -4.1 131.08 -0.4
## 2016-05-31 181.06 -4.1 131.08 -0.4
## 2016-06-30 180.38 -4.8 132.27 -8.4
## 2016-06-30 180.38 -4.8 132.27 -8.4
Inflation
## 중국.CPI..YoY. 중국.PPI
## 2014-11-30 1.4 -2.7
## 2014-12-31 1.5 -3.3
## 2015-01-31 0.8 -4.3
## 2015-02-28 1.4 -4.8
## 2015-03-31 1.4 -4.6
## 2015-04-30 1.5 -4.6
## 2015-05-31 1.2 -4.6
## 2015-06-30 1.4 -4.8
## 2015-07-31 1.6 -5.4
## 2015-08-31 2.0 -5.9
## 2015-09-30 1.6 -5.9
## 2015-10-31 1.3 -5.9
## 2015-11-30 1.5 -5.9
## 2015-12-31 1.6 -5.9
## 2016-01-31 1.8 -5.3
## 2016-02-29 2.3 -4.9
## 2016-03-31 2.3 -4.3
## 2016-04-30 2.3 -3.4
## 2016-05-31 2.0 -2.8
## 2016-06-30 1.9 -2.6
Monetary Policy
## PBOC.OMO PBOC.OMO.Cumulative 중국.M2 중국.M2.Y.
## 2016-04-01 15 225 144619.8 13.4
## 2016-04-08 -275 -50 144619.8 13.4
## 2016-04-15 70 20 144619.8 13.4
## 2016-04-22 680 700 144619.8 13.4
## 2016-04-29 -290 410 144619.8 13.4
## 2016-04-30 -290 410 144521.0 12.8
## 2016-05-06 -220 190 144521.0 12.8
## 2016-05-13 -110 80 144521.0 12.8
## 2016-05-20 50 130 144521.0 12.8
## 2016-05-27 70 200 144521.0 12.8
## 2016-05-31 70 200 146170.0 11.8
## 2016-06-03 20 220 146170.0 11.8
## 2016-06-10 -175 45 146170.0 11.8
## 2016-06-17 105 150 146170.0 11.8
## 2016-06-24 340 490 146170.0 11.8
## 2016-06-30 340 490 149050.0 11.8
## 2016-07-01 180 670 149050.0 11.8
## 2016-07-08 -645 25 149050.0 11.8
## 2016-07-15 -65 -40 149050.0 11.8
## 2016-07-22 155 115 149050.0 11.8
## 중국.M1.Y. 중국.M2.Y. 중국.New.Loan 중국.New.Loan..YoY.
## 2014-11-30 3.2 12.3 852.70 0.36519372
## 2014-12-31 3.2 12.2 697.30 0.44518135
## 2015-01-31 10.6 10.8 1470.00 0.11448067
## 2015-02-28 5.6 12.5 1020.00 0.58188586
## 2015-03-31 2.9 11.6 1180.00 0.12413070
## 2015-04-30 3.7 10.1 707.90 -0.08599096
## 2015-05-31 4.7 10.8 900.80 0.03445108
## 2015-06-30 4.3 11.8 1279.09 0.18511072
## 2015-07-31 6.6 13.3 1480.00 2.84215992
## 2015-08-31 9.3 13.3 809.60 0.15245552
## 2015-09-30 11.4 13.1 1050.00 0.22491834
## 2015-10-31 14.0 13.5 513.60 -0.06328652
## 2015-11-30 15.7 13.7 708.90 -0.16864079
## 2015-12-31 15.2 13.3 597.80 -0.14269325
## 2016-01-31 18.6 14.0 2510.00 0.70748299
## 2016-02-29 17.4 13.3 726.60 -0.28764706
## 2016-03-31 22.1 13.4 1370.00 0.16101695
## 2016-04-30 22.9 12.8 555.60 -0.21514338
## 2016-05-31 23.7 11.8 985.50 0.09402753
## 2016-06-30 24.6 11.8 1380.00 0.07889202
Capital
## CNH...CNY China..10Y....US..10Y. China.Foreign.Reserve USDCNY
## 2016-06-29 0.0177 1.3645 3191740 6.6368
## 2016-06-30 0.0232 1.3903 3205160 6.6480
## 2016-07-01 0.0183 1.4159 3205160 6.6597
## 2016-07-04 0.0093 1.3859 3205160 6.6653
## 2016-07-05 0.0029 1.4750 3205160 6.6860
## 2016-07-06 0.0082 1.4918 3205160 6.6886
## 2016-07-07 0.0189 1.4550 3205160 6.6820
## 2016-07-08 0.0127 1.4621 3205160 6.6908
## 2016-07-11 0.0093 1.4097 3205160 6.6960
## 2016-07-12 0.0083 1.3400 3205160 6.6885
## 2016-07-13 0.0012 1.3857 3205160 6.6887
## 2016-07-14 0.0089 1.3244 3205160 6.6835
## 2016-07-15 0.0169 1.2991 3205160 6.6935
## 2016-07-18 0.0062 1.2582 3205160 6.7045
## 2016-07-19 0.0142 1.2874 3205160 6.6963
## 2016-07-20 0.0007 1.2399 3205160 6.6778
## 2016-07-21 0.0014 1.2399 3205160 6.6755
## 2016-07-22 0.0031 1.2399 3205160 6.6795
## 2016-07-25 0.0084 1.2399 3205160 6.6799
## 2016-07-26 0.0079 1.2399 3205160 6.6720
Indicators
## [1] "USSLIND"## USSLIND USSLIND.1
## 2014-10-01 1.92 0.28000000
## 2014-11-01 1.67 0.15172414
## 2014-12-01 1.63 0.02515723
## 2015-01-01 1.34 -0.31282051
## 2015-02-01 1.43 -0.21857923
## 2015-03-01 1.49 -0.17679558
## 2015-04-01 1.53 -0.25365854
## 2015-05-01 1.66 -0.11229947
## 2015-06-01 1.73 -0.03888889
## 2015-07-01 1.61 -0.19500000
## 2015-08-01 1.52 -0.27619048
## 2015-09-01 1.57 -0.19487179
## 2015-10-01 1.51 -0.21354167
## 2015-11-01 1.53 -0.08383234
## 2015-12-01 1.46 -0.10429448
## 2016-01-01 1.48 0.10447761
## 2016-02-01 1.52 0.06293706
## 2016-03-01 1.54 0.03355705
## 2016-04-01 1.43 -0.06535948
## 2016-05-01 1.40 -0.15662651## [1] "Leading Index for the United States Average: 1.1476"## [1] "Leading Index for the United States (YoY) Average: 7.83 %"
M.PMI (EM)
## 중국.HSBC.Manufacturing Markit.China.M.PMI Markit.Brazil.M.PMI
## 2014-11-30 50.0 53.0 48.7
## 2014-12-31 49.6 53.4 50.2
## 2015-01-31 49.7 51.8 50.7
## 2015-02-28 50.7 52.0 49.6
## 2015-03-31 49.6 52.3 46.2
## 2015-04-30 48.9 52.9 46.0
## 2015-05-31 49.2 53.5 45.9
## 2015-06-30 49.4 51.8 46.5
## 2015-07-31 47.8 53.8 47.2
## 2015-08-31 47.3 51.5 45.8
## 2015-09-30 47.2 50.5 47.0
## 2015-10-31 48.3 52.0 44.1
## 2015-11-30 48.6 51.2 43.8
## 2015-12-31 48.2 50.2 45.6
## 2016-01-31 48.4 52.4 47.4
## 2016-02-29 48.0 51.2 44.5
## 2016-03-31 49.7 52.2 46.0
## 2016-04-30 49.4 51.8 42.6
## 2016-05-31 49.2 51.2 41.6
## 2016-06-30 48.6 52.7 43.2
## Nikkei.India.M.PMI Markit.Indonesia.M.PMI Markit.Turkey.M.PMI
## 2014-11-30 53.3 48.0 52.2
## 2014-12-31 54.5 47.6 51.4
## 2015-01-31 52.9 48.5 49.8
## 2015-02-28 51.2 47.5 49.6
## 2015-03-31 52.1 46.4 48.0
## 2015-04-30 51.3 46.7 48.5
## 2015-05-31 52.6 47.1 50.2
## 2015-06-30 51.3 47.8 49.0
## 2015-07-31 52.7 47.3 50.1
## 2015-08-31 52.3 48.4 49.3
## 2015-09-30 51.2 47.4 48.8
## 2015-10-31 50.7 47.8 49.5
## 2015-11-30 50.3 46.9 50.9
## 2015-12-31 49.1 47.8 52.2
## 2016-01-31 51.1 48.9 50.9
## 2016-02-29 51.1 48.7 50.3
## 2016-03-31 52.4 50.6 49.2
## 2016-04-30 50.5 50.9 48.9
## 2016-05-31 50.7 50.6 49.4
## 2016-06-30 51.7 51.9 47.4
Sys.setlocale("LC_TIME", locale)## [1] "Korean_Korea.949"