Daily Report

Prices

Index

	SPX	Stoxx	KOSPI200	HSCEI	HSI	중국상해	Russia	Bovespa	Sensex	Jakarta	Nikkei	Argentina
2016-12-07	2241.35	3142.24	256.34	9829.58	22800.92	3222.24	1066.75	61414.4	26236.87	5265.37	18496.69	17196.77
2016-12-08	2246.19	3185.79	262	9896.82	22861.84	3215.37	1097.39	60676.57	26694.28	5303.73	18765.47	17196.77
2016-12-09	2259.53	3197.54	260.91	9867.95	22760.98	3232.88	1110.14	60500.62	26747.18	5308.13	18996.37	17196.77
2016-12-12	2256.96	3199.11	260.72	9699.31	22433.02	3152.97	1148.59	59178.62	26515.24	5308.13	19155.03	17157.49
2016-12-13	2271.72	3236.71	261.63	9719.94	22446.7	3155.04	1164.15	59280.57	26697.82	5293.62	19250.52	17197.47
2016-12-14	2253.28	3211.71	262	9706.15	22456.62	3140.53	1148.92	58212.12	26602.84	5262.82	19253.61	16918.41
2016-12-15	2262.03	3249.74	261.45	9479.16	22059.4	3117.68	1138.07	58396.16	26519.07	5254.36	19273.79	16738.59
2016-12-16	2258.07	3259.24	262.56	9470.33	22020.75	3122.98	1135.56	58389.04	26489.56	5231.65	19401.15	16563.5
2016-12-19	2262.53	3254.25	261.93	9377.43	21832.68	3118.08	1130.06	57111	26374.7	5191.91	19391.6	15996.13
2016-12-20	2270.76	3279.41	262.59	9283.41	21729.06	3102.88	1142.54	57582.89	26307.98	5162.48	19494.53	16064.06
2016-12-21	2265.18	3270.75	262.1	9331.63	21809.8	3137.43	1140.88	57646.52	26242.38	5111.39	19444.49	16587.29
2016-12-22	2260.96	3269.51	261.97	9200.24	21636.2	3139.56	1125.8	57255.22	25979.6	5042.87	19427.67	16378.45
2016-12-23	2263.79	3273.97	261.61	9181.75	21574.76	3110.15	1117.92	57937.11	26040.7	5027.7	19427.67	16354.52
2016-12-26	2263.79	3273.97	261.9	9181.75	21574.76	3122.57	1124.65	58620.26	25807.1	5027.7	19396.64	16113.26
2016-12-27	2268.88	3278.53	262.49	9181.75	21574.76	3114.66	1135.79	58696.69	26213.44	5102.95	19403.06	16386.74
2016-12-28	2249.92	3278.72	259.7	9300.63	21754.74	3102.24	1138.31	59781.63	26210.68	5209.44	19401.72	16508.26
2016-12-29	2249.26	3271.76	260.01	9312.76	21790.91	3096.1	1144.26	60227.29	26366.15	5302.57	19145.14	16917.86
2016-12-30	2238.83	3290.52	260.01	9394.87	22000.56	3103.64	1152.33	60227.29	26626.46	5296.71	19114.37	16917.86
2017-01-02	2238.83	3308.67	260.36	9394.87	22000.56	3103.64	1152.33	59588.7	26595.45	5296.71	19114.37	17504.82
2017-01-03	2257.83	3315.02	262.97	9459.55	22150.4	3135.92	1189.32	61813.83	26643.24	5275.97	19114.37	17911.22

Index (Yield)

(21)

	SPX	Stoxx	KOSPI200	HSCEI	HSI	중국상해	Russia	Bovespa	Sensex	Jakarta	Nikkei	UK
2016-12-07	2.29	4.22	1.37	-0.09	0.05	-0.67	1.57	1.82	-0.43	2.26	1.03	1.75
2016-12-08	2.52	5.66	3.61	0.6	0.32	-0.88	4.49	0.6	1.31	3.01	2.5	2.18
2016-12-09	3.12	6.05	3.18	0.3	-0.13	-0.34	5.71	0.31	1.51	3.09	3.76	2.51
2016-12-12	3.01	6.1	3.1	-1.41	-1.57	-2.8	9.37	-1.89	0.63	3.09	4.62	1.57
2016-12-13	3.68	7.35	3.46	-1.2	-1.51	-2.74	10.85	-1.72	1.32	2.81	5.15	2.72
2016-12-14	2.84	6.52	3.61	-1.34	-1.46	-3.18	9.4	-3.49	0.96	2.21	5.16	2.44
2016-12-15	3.24	7.78	3.39	-3.65	-3.2	-3.89	8.37	-3.18	0.65	2.05	5.27	3.17
2016-12-16	3.06	8.1	3.83	-3.74	-3.37	-3.73	8.13	-3.19	0.53	1.61	5.97	3.36
2016-12-19	3.26	7.93	3.58	-4.68	-4.2	-3.88	7.6	-5.31	0.1	0.84	5.92	3.44
2016-12-20	3.64	8.77	3.84	-5.64	-4.65	-4.35	8.79	-4.53	-0.16	0.26	6.48	3.84
2016-12-21	3.38	8.48	3.65	-5.15	-4.3	-3.28	8.63	-4.43	-0.41	-0.73	6.2	3.8
2016-12-22	3.19	8.44	3.59	-6.48	-5.06	-3.21	7.2	-5.07	-1.4	-2.06	6.11	4.13
2016-12-23	3.32	8.58	3.45	-6.67	-5.33	-4.12	6.45	-3.94	-1.17	-2.35	6.11	4.19
2016-12-26	3.32	8.58	3.57	-6.67	-5.33	-3.74	7.09	-2.81	-2.06	-2.35	5.94	4.19
2016-12-27	3.55	8.74	3.8	-6.67	-5.33	-3.98	8.15	-2.68	-0.51	-0.89	5.98	4.19
2016-12-28	2.69	8.74	2.7	-5.46	-4.54	-4.37	8.39	-0.89	-0.53	1.18	5.97	4.75
2016-12-29	2.66	8.51	2.82	-5.34	-4.38	-4.55	8.96	-0.15	0.06	2.98	4.57	4.96
2016-12-30	2.18	9.13	2.82	-4.5	-3.46	-4.32	9.72	-0.15	1.05	2.87	4.4	5.29
2017-01-02	2.18	9.74	2.96	-4.5	-3.46	-4.32	9.72	-1.21	0.93	2.87	4.4	5.29
2017-01-03	3.05	9.95	3.99	-3.85	-2.81	-3.33	13.25	2.48	1.12	2.47	4.4	5.81

(60)

	SPX	Stoxx	KOSPI200	HSCEI	HSI	중국상해	Russia	Bovespa	Sensex	Jakarta	Nikkei	UK
2016-12-07	3.73	3.51	-1.53	0.75	-3.75	5.71	6.45	1.93	-6.65	-2.66	11.43	-1.4
2016-12-08	3.95	4.94	0.65	1.44	-3.49	5.49	9.51	0.7	-5.02	-1.95	13.05	-0.98
2016-12-09	4.57	5.33	0.23	1.14	-3.92	6.06	10.78	0.41	-4.84	-1.87	14.45	-0.65
2016-12-12	4.45	5.38	0.16	-0.59	-5.3	3.44	14.62	-1.79	-5.66	-1.87	15.4	-1.56
2016-12-13	5.13	6.62	0.51	-0.38	-5.25	3.51	16.17	-1.62	-5.01	-2.14	15.98	-0.45
2016-12-14	4.28	5.8	0.65	-0.52	-5.2	3.03	14.65	-3.39	-5.35	-2.71	15.99	-0.73
2016-12-15	4.69	7.05	0.44	-2.85	-6.88	2.28	13.57	-3.08	-5.65	-2.87	16.12	-0.01
2016-12-16	4.5	7.36	0.86	-2.94	-7.04	2.46	13.32	-3.1	-5.75	-3.28	16.88	0.17
2016-12-19	4.71	7.2	0.62	-3.89	-7.84	2.29	12.77	-5.22	-6.16	-4.02	16.83	0.25
2016-12-20	5.09	8.03	0.88	-4.85	-8.28	1.8	14.02	-4.43	-6.4	-4.56	17.45	0.63
2016-12-21	4.83	7.74	0.69	-4.36	-7.93	2.93	13.85	-4.33	-6.63	-5.51	17.14	0.59
2016-12-22	4.64	7.7	0.64	-5.7	-8.67	3	12.35	-4.98	-7.57	-6.77	17.04	0.91
2016-12-23	4.77	7.85	0.5	-5.89	-8.93	2.03	11.56	-3.85	-7.35	-7.06	17.04	0.97
2016-12-26	4.77	7.85	0.61	-5.89	-8.93	2.44	12.23	-2.71	-8.18	-7.06	16.86	0.97
2016-12-27	5	8	0.84	-5.89	-8.93	2.18	13.34	-2.59	-6.73	-5.66	16.9	0.97
2016-12-28	4.13	8	-0.23	-4.68	-8.17	1.77	13.6	-0.78	-6.74	-3.7	16.89	1.52
2016-12-29	4.1	7.77	-0.12	-4.55	-8.01	1.57	14.19	-0.04	-6.19	-1.97	15.34	1.72
2016-12-30	3.61	8.39	-0.12	-3.71	-7.13	1.82	14.99	-0.04	-5.26	-2.08	15.16	2.04
2017-01-02	3.61	8.99	0.02	-3.71	-7.13	1.82	14.99	-1.1	-5.38	-2.08	15.16	2.04
2017-01-03	4.49	9.2	1.02	-3.05	-6.5	2.88	18.69	2.59	-5.21	-2.47	15.16	2.54

(180)

	SPX	Stoxx	KOSPI200	HSCEI	HSI	중국상해	Russia	Bovespa	Sensex	Jakarta	Nikkei	UK
2016-12-07	7.32	10.72	3.98	14.68	11.57	9.91	15.47	16.83	-2.83	8.88	20.82	5.45
2016-12-08	7.55	12.25	6.28	15.46	11.87	9.68	18.78	15.42	-1.13	9.67	22.58	5.9
2016-12-09	8.19	12.67	5.84	15.13	11.38	10.28	20.16	15.09	-0.94	9.76	24.08	6.25
2016-12-12	8.06	12.72	5.76	13.16	9.77	7.55	24.33	12.57	-1.79	9.76	25.12	5.27
2016-12-13	8.77	14.05	6.13	13.4	9.84	7.62	26.01	12.77	-1.12	9.46	25.74	6.47
2016-12-14	7.89	13.17	6.28	13.24	9.89	7.13	24.36	10.74	-1.47	8.82	25.76	6.17
2016-12-15	8.31	14.51	6.06	10.59	7.94	6.35	23.19	11.09	-1.78	8.65	25.9	6.93
2016-12-16	8.12	14.84	6.51	10.49	7.75	6.53	22.92	11.07	-1.89	8.18	26.73	7.12
2016-12-19	8.33	14.67	6.25	9.4	6.83	6.36	22.32	8.64	-2.31	7.36	26.67	7.21
2016-12-20	8.72	15.55	6.52	8.31	6.33	5.84	23.67	9.54	-2.56	6.75	27.34	7.62
2016-12-21	8.46	15.25	6.32	8.87	6.72	7.02	23.49	9.66	-2.8	5.69	27.01	7.58
2016-12-22	8.26	15.2	6.27	7.34	5.87	7.09	21.86	8.92	-3.78	4.28	26.9	7.92
2016-12-23	8.39	15.36	6.12	7.12	5.57	6.09	21.01	10.21	-3.55	3.96	26.9	7.99
2016-12-26	8.39	15.36	6.24	7.12	5.57	6.51	21.74	11.51	-4.42	3.96	26.7	7.99
2016-12-27	8.63	15.52	6.48	7.12	5.57	6.24	22.94	11.66	-2.91	5.52	26.74	7.99
2016-12-28	7.73	15.53	5.35	8.51	6.45	5.82	23.21	13.72	-2.92	7.72	26.73	8.57
2016-12-29	7.69	15.28	5.47	8.65	6.63	5.61	23.86	14.57	-2.35	9.65	25.06	8.78
2016-12-30	7.2	15.94	5.47	9.61	7.66	5.87	24.73	14.57	-1.38	9.53	24.86	9.13
2017-01-02	7.2	16.58	5.61	9.61	7.66	5.87	24.73	13.35	-1.5	9.53	24.86	9.13
2017-01-03	8.11	16.81	6.67	10.36	8.39	6.97	28.74	17.59	-1.32	9.1	24.86	9.66

(365)

	SPX	Stoxx	KOSPI200	HSCEI	HSI	중국상해	Russia	Bovespa	Sensex	Jakarta	Nikkei	UK
2016-12-07	11.36	2.53	3.98	1.01	4.45	-11.76	40.91	40.68	0.78	17.25	-2.58	12.46
2016-12-08	11.6	3.95	6.28	1.7	4.73	-11.95	44.96	38.99	2.54	18.11	-1.17	12.94
2016-12-09	12.27	4.34	5.83	1.4	4.26	-11.47	46.64	38.59	2.74	18.2	0.05	13.31
2016-12-12	12.14	4.39	5.76	-0.33	2.76	-13.66	51.72	35.56	1.85	18.2	0.89	12.27
2016-12-13	12.87	5.61	6.13	-0.12	2.82	-13.6	53.78	35.8	2.55	17.88	1.39	13.55
2016-12-14	11.96	4.8	6.28	-0.26	2.87	-14	51.76	33.35	2.18	17.19	1.41	13.23
2016-12-15	12.39	6.04	6.05	-2.59	1.05	-14.63	50.33	33.77	1.86	17.01	1.51	14.04
2016-12-16	12.19	6.35	6.5	-2.68	0.87	-14.48	50	33.75	1.75	16.5	2.18	14.25
2016-12-19	12.41	6.19	6.25	-3.64	0.01	-14.61	49.27	30.83	1.31	15.62	2.13	14.34
2016-12-20	12.82	7.01	6.51	-4.6	-0.46	-15.03	50.92	31.91	1.05	14.96	2.67	14.77
2016-12-21	12.55	6.72	6.32	-4.11	-0.09	-14.08	50.7	32.05	0.8	13.82	2.41	14.73
2016-12-22	12.34	6.68	6.26	-5.46	-0.89	-14.03	48.71	31.16	-0.21	12.3	2.32	15.1
2016-12-23	12.48	6.83	6.12	-5.65	-1.17	-14.83	47.67	32.72	0.03	11.96	2.32	15.17
2016-12-26	12.48	6.83	6.23	-5.65	-1.17	-14.49	48.56	34.28	-0.87	11.96	2.16	15.17
2016-12-27	12.73	6.98	6.47	-5.65	-1.17	-14.71	50.03	34.46	0.69	13.63	2.19	15.17
2016-12-28	11.79	6.98	5.34	-4.43	-0.34	-15.05	50.36	36.94	0.68	16.01	2.19	15.79
2016-12-29	11.76	6.76	5.47	-4.3	-0.18	-15.22	51.15	37.97	1.28	18.08	0.83	16.02
2016-12-30	11.24	7.37	5.47	-3.46	0.78	-15.01	52.22	37.97	2.28	17.95	0.67	16.39
2017-01-02	11.24	7.96	5.61	-3.46	0.78	-15.01	52.22	36.5	2.16	17.95	0.67	16.39
2017-01-03	12.18	8.17	6.67	-2.79	1.47	-14.13	57.1	41.6	2.34	17.49	0.67	16.96

China ADR

Sectors (Stoxx)

(21)

	Stoxx	Stoxx 석유 가스	Stoxx 은행	Stoxx 건설	Stoxx 헬스케어	Stoxx 기초자원	Stoxx 자동차, 부품	Stoxx 보험	Stoxx 유틸리티	Stoxx 정보통신	Stoxx 기술	Stoxx 화학	Stoxx 음식료	Stoxx 소매	Stoxx 금융서비스
2016-12-06	2.84	0.25	5.17	1.52	0.32	0.99	3.08	2.79	1.76	0.55	1.52	1.21	0.49	1.33	-0.54
2016-12-07	4.22	1.3	7.76	2.54	-0.73	4.3	6.52	5.25	1.6	1.68	2.6	2.87	0.48	1.98	0.33
2016-12-08	5.66	1.89	10.26	3.28	-0.23	6.63	8.77	6.06	1.82	3.83	3.9	4.65	1.62	2.99	1.22
2016-12-09	6.05	2.49	9.5	3.71	2.94	5.56	8.55	5.64	3.08	4.47	4.54	5.44	3.96	4.32	1.97
2016-12-12	6.1	4.23	8.34	3.12	2	5.58	7.88	4.55	3.88	4.23	4.1	5.11	3.69	3.65	1.25
2016-12-13	7.35	4.71	9.63	4.21	3.84	3.66	8.85	5.16	5.11	6.15	5.17	5.59	5.31	4.32	2.18
2016-12-14	6.52	4.39	8.35	3.67	3.05	3.39	9.02	4.63	4.37	5.94	5.29	5.3	4.91	3.36	1.8
2016-12-15	7.78	4.87	11.04	4.47	4.55	0.99	10.29	5.57	4.86	6.07	7.36	6.55	4.75	2.95	2.98
2016-12-16	8.1	6.45	10.66	4.35	5.32	0.79	10.87	5.86	4.94	7.1	7.9	7.17	5.16	3.01	3.46
2016-12-19	7.93	5.72	8.8	4.69	5.26	-0.52	11.24	4.98	5.6	7.77	8.98	7.38	5.74	2.89	3.01
2016-12-20	8.77	6.9	9.99	4.69	5.53	0.58	11.94	6.11	6.46	8.01	9.16	6.92	5.7	3.11	3.78
2016-12-21	8.48	6.27	9.68	4.78	5.16	0.53	12.2	5.74	6.19	7.47	9.28	7.03	5.44	2.76	3
2016-12-22	8.44	6.7	9.21	4.63	5.33	-0.54	11.76	5.62	5.64	6.76	8.34	7.11	5.26	2.99	2.63
2016-12-23	8.58	6.84	8.68	4.96	5.4	-1.06	11.93	5.84	6.34	7.41	9.1	6.97	5.3	2.72	2.87
2016-12-27	8.74	7.03	8.47	5.04	5.64	-0.93	11.87	5.9	6.8	7.58	9.6	7.12	5.51	2.87	2.9
2016-12-28	8.74	7.8	8.49	5.34	6.11	2.08	11.77	5.84	6.63	7.18	9.77	7.51	5.61	3.39	3
2016-12-29	8.51	7.73	7.19	5.42	6.07	1.14	10.58	5.38	6.86	7.5	9.39	7.26	5.7	3.07	2.51
2016-12-30	9.13	7.73	7.83	5.62	6.17	1.61	10.85	5.98	7.13	7.6	9.43	7.26	6.14	3.72	3
2017-01-02	9.74	8.54	8.42	5.99	6.65	1.8	12.35	6.35	7.8	8.19	10.14	7.84	6.31	4.21	3.48
2017-01-03	9.95	9.51	11.5	6.49	7.58	3.14	13.68	7.79	7.19	8.87	9.65	7.99	6.07	3.78	5.07

(60)

	Stoxx	Stoxx 석유 가스	Stoxx 은행	Stoxx 건설	Stoxx 헬스케어	Stoxx 기초자원	Stoxx 자동차, 부품	Stoxx 보험	Stoxx 유틸리티	Stoxx 정보통신	Stoxx 기술	Stoxx 화학	Stoxx 음식료	Stoxx 소매	Stoxx 금융서비스
2016-12-06	2.14	1.63	15.49	0.09	-6.25	16.15	1.8	10.01	-3.66	-4.69	-6.65	-0.04	-8.82	1.73	0.68
2016-12-07	3.51	2.69	18.33	1.09	-7.23	19.95	5.2	12.64	-3.81	-3.61	-5.66	1.6	-8.83	2.37	1.56
2016-12-08	4.94	3.29	21.08	1.82	-6.76	22.63	7.42	13.51	-3.6	-1.58	-4.47	3.35	-7.79	3.39	2.46
2016-12-09	5.33	3.89	20.24	2.25	-3.8	21.41	7.21	13.06	-2.41	-0.97	-3.88	4.13	-5.67	4.72	3.23
2016-12-12	5.38	5.66	18.97	1.66	-4.68	21.43	6.54	11.89	-1.65	-1.2	-4.29	3.81	-5.92	4.05	2.5
2016-12-13	6.62	6.15	20.38	2.74	-2.96	19.21	7.51	12.54	-0.49	0.62	-3.3	4.28	-4.44	4.72	3.43
2016-12-14	5.8	5.83	18.98	2.2	-3.69	18.91	7.67	11.97	-1.19	0.43	-3.19	3.99	-4.81	3.76	3.04
2016-12-15	7.05	6.32	21.93	3	-2.3	16.15	8.93	12.98	-0.72	0.55	-1.28	5.23	-4.95	3.34	4.25
2016-12-16	7.36	7.91	21.52	2.88	-1.57	15.92	9.5	13.3	-0.65	1.53	-0.78	5.84	-4.58	3.41	4.73
2016-12-19	7.2	7.18	19.48	3.21	-1.64	14.41	9.86	12.35	-0.02	2.16	0.21	6.05	-4.05	3.29	4.27
2016-12-20	8.03	8.37	20.79	3.21	-1.38	15.68	10.56	13.56	0.79	2.39	0.37	5.59	-4.09	3.51	5.05
2016-12-21	7.74	7.73	20.45	3.3	-1.72	15.62	10.81	13.17	0.53	1.88	0.48	5.7	-4.32	3.16	4.26
2016-12-22	7.7	8.17	19.92	3.15	-1.56	14.39	10.37	13.03	0.01	1.2	-0.39	5.78	-4.49	3.39	3.89
2016-12-23	7.85	8.3	19.34	3.48	-1.5	13.79	10.54	13.27	0.68	1.82	0.31	5.64	-4.46	3.12	4.13
2016-12-27	8	8.5	19.12	3.56	-1.28	13.93	10.49	13.34	1.11	1.98	0.77	5.79	-4.26	3.27	4.16
2016-12-28	8	9.29	19.13	3.85	-0.84	17.4	10.39	13.27	0.95	1.6	0.93	6.17	-4.17	3.79	4.26
2016-12-29	7.77	9.22	17.71	3.93	-0.88	16.32	9.21	12.79	1.17	1.9	0.58	5.93	-4.09	3.47	3.77
2016-12-30	8.39	9.21	18.41	4.13	-0.78	16.87	9.48	13.42	1.43	2	0.62	5.93	-3.69	4.12	4.26
2017-01-02	8.99	10.03	19.06	4.49	-0.33	17.08	10.96	13.82	2.06	2.56	1.27	6.5	-3.54	4.61	4.75
2017-01-03	9.2	11.02	22.44	4.99	0.54	18.62	12.27	15.36	1.48	3.2	0.82	6.65	-3.76	4.18	6.36

(180)

	Stoxx	Stoxx 석유 가스	Stoxx 은행	Stoxx 건설	Stoxx 헬스케어	Stoxx 기초자원	Stoxx 자동차, 부품	Stoxx 보험	Stoxx 유틸리티	Stoxx 정보통신	Stoxx 기술	Stoxx 화학	Stoxx 음식료	Stoxx 소매	Stoxx 금융서비스
2016-12-06	9.26	4.85	34.49	11.99	-10.88	33.02	17.19	23.37	-10.14	-7.66	6.83	9.68	-10.39	6.02	10.3
2016-12-07	10.72	5.95	37.79	13.11	-11.82	37.38	21.1	26.31	-10.28	-6.61	7.96	11.48	-10.41	6.7	11.26
2016-12-08	12.25	6.57	40.99	13.93	-11.37	40.45	23.66	27.3	-10.09	-4.64	9.33	13.4	-9.38	7.76	12.25
2016-12-09	12.67	7.19	40.02	14.41	-8.55	39.05	23.41	26.78	-8.98	-4.05	10	14.25	-7.3	9.14	13.08
2016-12-12	12.72	9.01	38.54	13.75	-9.39	39.07	22.65	25.48	-8.27	-4.28	9.53	13.9	-7.54	8.45	12.28
2016-12-13	14.05	9.52	40.18	14.96	-7.76	36.53	23.76	26.21	-7.18	-2.51	10.67	14.43	-6.09	9.14	13.31
2016-12-14	13.17	9.19	38.55	14.35	-8.45	36.18	23.94	25.57	-7.84	-2.7	10.79	14.1	-6.45	8.14	12.88
2016-12-15	14.51	9.69	41.99	15.24	-7.13	33.02	25.39	26.7	-7.4	-2.58	12.97	15.46	-6.6	7.71	14.2
2016-12-16	14.84	11.34	41.5	15.11	-6.44	32.76	26.05	27.06	-7.34	-1.64	13.54	16.14	-6.23	7.77	14.73
2016-12-19	14.67	10.58	39.13	15.48	-6.49	31.03	26.47	25.99	-6.75	-1.02	14.67	16.36	-5.71	7.65	14.23
2016-12-20	15.55	11.81	40.65	15.48	-6.25	32.49	27.27	27.35	-5.99	-0.8	14.86	15.86	-5.74	7.88	15.08
2016-12-21	15.25	11.15	40.25	15.59	-6.58	32.41	27.56	26.91	-6.23	-1.3	14.99	15.99	-5.97	7.51	14.21
2016-12-22	15.2	11.6	39.65	15.42	-6.43	31	27.06	26.76	-6.72	-1.95	14	16.06	-6.14	7.76	13.81
2016-12-23	15.36	11.74	38.97	15.78	-6.37	30.32	27.25	27.03	-6.09	-1.36	14.8	15.91	-6.11	7.47	14.07
2016-12-27	15.52	11.95	38.71	15.87	-6.15	30.49	27.19	27.1	-5.69	-1.2	15.32	16.08	-5.92	7.63	14.1
2016-12-28	15.53	12.75	38.72	16.2	-5.73	34.46	27.07	27.03	-5.84	-1.57	15.5	16.5	-5.82	8.17	14.22
2016-12-29	15.28	12.68	37.07	16.29	-5.77	33.22	25.72	26.48	-5.64	-1.27	15.11	16.23	-5.74	7.84	13.68
2016-12-30	15.94	12.68	37.88	16.51	-5.69	33.84	26.02	27.19	-5.4	-1.18	15.15	16.23	-5.36	8.52	14.22
2017-01-02	16.58	13.52	38.64	16.91	-5.25	34.09	27.73	27.64	-4.81	-0.64	15.89	16.86	-5.21	9.03	14.75
2017-01-03	16.81	14.54	42.58	17.47	-4.43	35.86	29.24	29.37	-5.35	-0.01	15.37	17.02	-5.42	8.58	16.51

(365)

	Stoxx	Stoxx 석유 가스	Stoxx 은행	Stoxx 건설	Stoxx 헬스케어	Stoxx 기초자원	Stoxx 자동차, 부품	Stoxx 보험	Stoxx 유틸리티	Stoxx 정보통신	Stoxx 기술	Stoxx 화학	Stoxx 음식료	Stoxx 소매	Stoxx 금융서비스
2016-12-06	1.18	28.37	-1.41	10.72	-10.13	90.1	-1.27	-1.97	-10.08	-18.73	-0.72	6.31	-6.84	-3.79	-2.92
2016-12-07	2.53	29.71	1.01	11.82	-11.07	96.33	2.02	0.37	-10.22	-17.81	0.33	8.05	-6.85	-3.18	-2.07
2016-12-08	3.95	30.47	3.35	12.63	-10.63	100.72	4.18	1.15	-10.03	-16.07	1.61	9.92	-5.79	-2.21	-1.2
2016-12-09	4.34	31.23	2.64	13.11	-7.78	98.72	3.97	0.75	-8.91	-15.55	2.23	10.74	-3.62	-0.96	-0.47
2016-12-12	4.39	33.46	1.56	12.46	-8.63	98.75	3.33	-0.29	-8.2	-15.75	1.8	10.4	-3.88	-1.59	-1.17
2016-12-13	5.61	34.08	2.76	13.65	-6.98	95.13	4.26	0.29	-7.12	-14.2	2.85	10.91	-2.37	-0.95	-0.27
2016-12-14	4.8	33.67	1.56	13.05	-7.68	94.62	4.42	-0.22	-7.77	-14.37	2.96	10.6	-2.74	-1.87	-0.64
2016-12-15	6.04	34.29	4.08	13.94	-6.35	90.11	5.64	0.68	-7.34	-14.26	4.99	11.92	-2.89	-2.26	0.52
2016-12-16	6.35	36.3	3.73	13.8	-5.65	89.73	6.19	0.96	-7.27	-13.43	5.52	12.57	-2.52	-2.2	0.98
2016-12-19	6.19	35.37	1.99	14.17	-5.71	87.26	6.54	0.12	-6.68	-12.89	6.57	12.79	-1.97	-2.31	0.54
2016-12-20	7.01	36.88	3.1	14.17	-5.47	89.34	7.22	1.2	-5.92	-12.69	6.75	12.3	-2.01	-2.1	1.29
2016-12-21	6.72	36.07	2.81	14.27	-5.79	89.24	7.47	0.85	-6.17	-13.13	6.87	12.42	-2.25	-2.44	0.53
2016-12-22	6.68	36.63	2.37	14.11	-5.64	87.22	7.04	0.73	-6.65	-13.7	5.95	12.5	-2.42	-2.21	0.17
2016-12-23	6.83	36.8	1.87	14.47	-5.58	86.24	7.2	0.94	-6.03	-13.18	6.69	12.35	-2.38	-2.47	0.4
2016-12-27	6.98	37.05	1.68	14.55	-5.37	86.48	7.15	1	-5.62	-13.05	7.18	12.51	-2.19	-2.33	0.43
2016-12-28	6.98	38.04	1.69	14.88	-4.94	92.16	7.06	0.94	-5.78	-13.37	7.34	12.92	-2.09	-1.83	0.53
2016-12-29	6.76	37.95	0.48	14.97	-4.98	90.38	5.92	0.51	-5.58	-13.11	6.98	12.66	-2.01	-2.14	0.06
2016-12-30	7.37	37.94	1.07	15.18	-4.89	91.28	6.17	1.07	-5.33	-13.03	7.01	12.66	-1.6	-1.52	0.53
2017-01-02	7.96	38.97	1.63	15.58	-4.46	91.63	7.61	1.43	-4.74	-12.55	7.71	13.27	-1.45	-1.06	1
2017-01-03	8.17	40.23	4.52	16.14	-3.62	94.16	8.88	2.8	-5.28	-12	7.23	13.43	-1.67	-1.46	2.55

Sectors (SPX)

(21)

	SPX	S&P 500 에너지	S&P 500 금융	S&P 500 건강관리	S&P 500 자유소비재	S&P 500 정보서비스	S&P 500 산업	S&P 500 유틸리티	S&P 500 생활필수품	S&P 500 원자재	S&P 500 통신서비스
2016-12-05	0.62	0.83	0.21	0.15	0.41	1.47	-0.19	1.14	0.78	0.83	-0.34
2016-12-06	0.97	0.73	1.16	0.39	0.72	1.67	0.06	0.89	1.11	0.91	1.12
2016-12-07	2.29	1.4	2.76	-0.43	2.59	3.6	1.84	2.11	2.6	2.4	3.51
2016-12-08	2.52	1.88	3.7	-0.27	2.66	3.96	1.33	2.36	2.14	3.1	3.22
2016-12-09	3.12	2.3	3.83	0.96	2.87	4.69	1.82	3.42	3.53	3.05	3.48
2016-12-12	3.01	3.04	2.89	1.48	2.04	4.28	1.44	4.47	4.04	2.62	4.6
2016-12-13	3.68	4.34	3.1	2.16	2.89	5.57	1.3	5.57	4.49	2.39	5.53
2016-12-14	2.84	2.12	2.51	1.73	2.22	5.3	0.31	3.41	3.4	1.16	4.46
2016-12-15	3.24	2.54	3.55	2.33	1.96	5.67	0.34	4.05	3.9	1.88	5.15
2016-12-16	3.06	3.12	2.64	2.47	1.5	4.88	0.19	5.33	4.43	1.48	5.82
2016-12-19	3.26	2.61	2.74	1.94	1.71	5.52	0.78	5.73	4.59	1.34	6.96
2016-12-20	3.64	2.4	3.9	1.9	2.5	5.86	1.41	5.85	4.27	1.43	7.56
2016-12-21	3.38	2.56	3.65	1.28	2.45	5.67	1	5.45	4.27	1.52	7.16
2016-12-22	3.19	3.03	3.37	1.45	1.42	5.35	0.76	5.81	4.14	1.03	8.26
2016-12-23	3.32	2.82	3.52	2.25	1.17	5.42	0.83	5.81	4.29	1.17	8.36
2016-12-27	3.55	3.06	3.64	2.38	1.53	5.89	0.99	5.8	4.31	1.64	8.24
2016-12-28	2.69	2.06	2.57	1.64	0.89	4.96	-0.01	4.77	3.67	0.61	7.87
2016-12-29	2.66	1.81	1.82	1.75	0.74	4.92	-0.05	6.11	4.08	0.63	8.31
2016-12-30	2.18	1.53	2.06	1.37	-0.2	3.89	-0.46	5.6	3.6	-0.12	7.77
2017-01-03	3.05	2.7	3.06	2.79	0.42	4.81	0.2	5.28	3.9	0.59	9.82

(60)

	SPX	S&P 500 에너지	S&P 500 금융	S&P 500 건강관리	S&P 500 자유소비재	S&P 500 정보서비스	S&P 500 산업	S&P 500 유틸리티	S&P 500 생활필수품	S&P 500 원자재	S&P 500 통신서비스
2016-12-05	2.03	5.36	16.6	-5.24	2.41	-1.68	7.1	-1.28	-3.85	5.17	-0.87
2016-12-06	2.38	5.25	17.72	-5.01	2.74	-1.5	7.37	-1.53	-3.54	5.25	0.58
2016-12-07	3.73	5.95	19.57	-5.79	4.64	0.37	9.28	-0.33	-2.11	6.8	2.95
2016-12-08	3.95	6.46	20.67	-5.63	4.71	0.73	8.73	-0.09	-2.55	7.54	2.66
2016-12-09	4.57	6.9	20.82	-4.47	4.92	1.43	9.26	0.95	-1.23	7.48	2.92
2016-12-12	4.45	7.66	19.72	-3.98	4.08	1.04	8.85	1.98	-0.74	7.04	4.04
2016-12-13	5.13	9.03	19.97	-3.34	4.94	2.28	8.7	3.04	-0.31	6.8	4.96
2016-12-14	4.28	6.71	19.29	-3.74	4.26	2.03	7.64	0.94	-1.35	5.52	3.9
2016-12-15	4.69	7.15	20.5	-3.18	4	2.38	7.67	1.56	-0.87	6.27	4.58
2016-12-16	4.5	7.75	19.44	-3.04	3.52	1.61	7.5	2.81	-0.37	5.84	5.25
2016-12-19	4.71	7.22	19.55	-3.54	3.74	2.24	8.14	3.2	-0.22	5.7	6.38
2016-12-20	5.09	7	20.9	-3.58	4.55	2.56	8.82	3.32	-0.52	5.79	6.98
2016-12-21	4.83	7.17	20.6	-4.16	4.5	2.38	8.38	2.93	-0.52	5.89	6.59
2016-12-22	4.64	7.65	20.28	-4	3.45	2.07	8.12	3.28	-0.65	5.38	7.67
2016-12-23	4.77	7.44	20.45	-3.25	3.19	2.14	8.19	3.27	-0.5	5.52	7.77
2016-12-27	5	7.69	20.6	-3.12	3.56	2.6	8.36	3.27	-0.49	6.01	7.65
2016-12-28	4.13	6.64	19.35	-3.82	2.91	1.7	7.29	2.26	-1.09	4.94	7.28
2016-12-29	4.1	6.38	18.48	-3.73	2.75	1.66	7.25	3.57	-0.7	4.96	7.72
2016-12-30	3.61	6.09	18.76	-4.08	1.79	0.66	6.82	3.07	-1.16	4.18	7.19
2017-01-03	4.49	7.31	19.92	-2.74	2.42	1.55	7.52	2.76	-0.88	4.91	9.23

(180)

	SPX	S&P 500 에너지	S&P 500 금융	S&P 500 건강관리	S&P 500 자유소비재	S&P 500 정보서비스	S&P 500 산업	S&P 500 유틸리티	S&P 500 생활필수품	S&P 500 원자재	S&P 500 통신서비스
2016-12-05	5.56	9.03	25.63	-5.58	4.89	11.34	11.25	-11.95	-8.62	10.44	-11.15
2016-12-06	5.92	8.92	26.83	-5.35	5.22	11.56	11.53	-12.17	-8.32	10.52	-9.85
2016-12-07	7.32	9.65	28.83	-6.13	7.17	13.67	13.52	-11.1	-6.97	12.15	-7.72
2016-12-08	7.55	10.17	30.01	-5.97	7.24	14.07	12.95	-10.88	-7.39	12.93	-7.98
2016-12-09	8.19	10.63	30.17	-4.81	7.46	14.87	13.49	-9.96	-6.13	12.87	-7.75
2016-12-12	8.06	11.42	28.98	-4.33	6.6	14.43	13.07	-9.04	-5.66	12.4	-6.75
2016-12-13	8.77	12.83	29.26	-3.69	7.48	15.83	12.91	-8.09	-5.26	12.15	-5.91
2016-12-14	7.89	10.44	28.52	-4.09	6.78	15.54	11.81	-9.97	-6.25	10.8	-6.87
2016-12-15	8.31	10.89	29.82	-3.53	6.51	15.95	11.85	-9.42	-5.79	11.59	-6.26
2016-12-16	8.12	11.51	28.68	-3.39	6.03	15.08	11.67	-8.29	-5.31	11.14	-5.66
2016-12-19	8.33	10.97	28.81	-3.89	6.25	15.79	12.33	-7.95	-5.17	11	-4.65
2016-12-20	8.72	10.73	30.25	-3.93	7.08	16.15	13.03	-7.84	-5.46	11.09	-4.11
2016-12-21	8.46	10.91	29.94	-4.51	7.03	15.95	12.58	-8.19	-5.46	11.19	-4.46
2016-12-22	8.26	11.41	29.59	-4.35	5.95	15.59	12.31	-7.88	-5.58	10.66	-3.49
2016-12-23	8.39	11.19	29.78	-3.6	5.69	15.67	12.39	-7.88	-5.44	10.81	-3.39
2016-12-27	8.63	11.45	29.93	-3.47	6.06	16.19	12.56	-7.89	-5.42	11.33	-3.5
2016-12-28	7.73	10.36	28.59	-4.17	5.39	15.17	11.45	-8.79	-6	10.2	-3.84
2016-12-29	7.69	10.1	27.65	-4.08	5.24	15.13	11.41	-7.62	-5.63	10.22	-3.44
2016-12-30	7.2	9.79	27.95	-4.43	4.26	13.99	10.95	-8.07	-6.07	9.4	-3.92
2017-01-03	8.11	11.06	29.2	-3.09	4.9	15.01	11.69	-8.34	-5.8	10.17	-2.09

(365)

	SPX	S&P 500 에너지	S&P 500 금융	S&P 500 건강관리	S&P 500 자유소비재	S&P 500 정보서비스	S&P 500 산업	S&P 500 유틸리티	S&P 500 생활필수품	S&P 500 원자재	S&P 500 통신서비스
2016-12-05	9.54	22.99	20.43	-3.67	6.87	11.11	18.07	7.75	1.1	17.12	9.5
2016-12-06	9.92	22.86	21.57	-3.44	7.2	11.32	18.37	7.48	1.43	17.2	11.1
2016-12-07	11.36	23.68	23.49	-4.23	9.19	13.43	20.48	8.78	2.93	18.94	13.72
2016-12-08	11.6	24.27	24.62	-4.07	9.26	13.83	19.87	9.05	2.47	19.76	13.4
2016-12-09	12.27	24.78	24.78	-2.89	9.48	14.63	20.45	10.18	3.86	19.69	13.69
2016-12-12	12.14	25.68	23.64	-2.39	8.61	14.18	20	11.3	4.37	19.2	14.92
2016-12-13	12.87	27.27	23.9	-1.74	9.51	15.59	19.84	12.47	4.82	18.93	15.95
2016-12-14	11.96	24.57	23.2	-2.16	8.79	15.3	18.67	10.17	3.73	17.5	14.77
2016-12-15	12.39	25.08	24.45	-1.58	8.52	15.71	18.7	10.85	4.24	18.34	15.53
2016-12-16	12.19	25.78	23.35	-1.44	8.02	14.84	18.51	12.22	4.76	17.87	16.27
2016-12-19	12.41	25.16	23.47	-1.95	8.25	15.54	19.22	12.64	4.92	17.71	17.51
2016-12-20	12.82	24.9	24.86	-1.99	9.1	15.91	19.96	12.77	4.6	17.81	18.18
2016-12-21	12.55	25.1	24.56	-2.58	9.04	15.7	19.48	12.35	4.6	17.92	17.74
2016-12-22	12.34	25.67	24.23	-2.42	7.94	15.35	19.19	12.73	4.47	17.35	18.94
2016-12-23	12.48	25.42	24.4	-1.66	7.68	15.43	19.28	12.72	4.62	17.51	19.05
2016-12-27	12.73	25.71	24.55	-1.52	8.06	15.94	19.46	12.72	4.64	18.06	18.92
2016-12-28	11.79	24.48	23.27	-2.24	7.38	14.93	18.28	11.61	4	16.86	18.51
2016-12-29	11.76	24.18	22.37	-2.14	7.22	14.88	18.24	13.04	4.41	16.88	18.99
2016-12-30	11.24	23.84	22.65	-2.5	6.22	13.75	17.76	12.5	3.93	16.01	18.41
2017-01-03	12.18	25.27	23.85	-1.13	6.87	14.76	18.54	12.16	4.23	16.83	20.66

Sectors (China)

(21)

Sectors (Factors)

(21)

	Value Factor	Momentum Factor	Quality Factor	Low vol Factor	Size Factor
2016-12-05	0.39	1.34	0.44	0.59	0.85
2016-12-06	0.95	1.59	0.62	0.82	1.38
2016-12-07	2.57	2.92	1.94	2.11	2.58
2016-12-08	3.11	2.88	2.15	1.96	3.19
2016-12-09	3.67	3.18	2.7	2.65	3.22
2016-12-12	3.28	3.05	2.87	3.24	3.2
2016-12-13	3.87	3.91	3.61	3.64	3.72
2016-12-14	2.91	3.28	2.77	2.48	2.59
2016-12-15	3.44	3.81	3.05	2.68	2.94
2016-12-16	3.09	3.53	3.01	3.05	2.9
2016-12-19	3.3	3.88	3.21	3.57	3.09
2016-12-20	3.72	4.22	3.55	3.74	3.38
2016-12-21	3.56	4.09	3.29	3.32	3.26
2016-12-22	2.46	3.53	2.7	3.54	2.24
2016-12-23	2.73	3.72	2.77	3.52	2.45
2016-12-27	2.98	4.18	2.86	3.54	2.61
2016-12-28	2	3.11	2.12	2.75	1.63
2016-12-29	1.84	3.32	2.24	3.42	1.93
2016-12-30	1.47	2.51	1.81	3	1.87
2017-01-03	2.53	2.81	2.55	3.12	2.04

(60)

	Value Factor	Momentum Factor	Quality Factor	Low vol Factor	Size Factor
2016-12-05	5.96	-2	1.5	-0.05	2.73
2016-12-06	6.55	-1.75	1.68	0.17	3.27
2016-12-07	8.26	-0.47	3.02	1.45	4.49
2016-12-08	8.83	-0.51	3.23	1.3	5.12
2016-12-09	9.42	-0.22	3.78	1.99	5.15
2016-12-12	9.01	-0.34	3.96	2.58	5.12
2016-12-13	9.64	0.48	4.71	2.98	5.65
2016-12-14	8.61	-0.12	3.86	1.82	4.5
2016-12-15	9.18	0.39	4.14	2.02	4.85
2016-12-16	8.81	0.12	4.09	2.39	4.81
2016-12-19	9.03	0.46	4.3	2.9	5.01
2016-12-20	9.47	0.78	4.65	3.08	5.31
2016-12-21	9.3	0.67	4.38	2.66	5.19
2016-12-22	8.14	0.12	3.78	2.88	4.15
2016-12-23	8.43	0.3	3.86	2.86	4.36
2016-12-27	8.69	0.74	3.95	2.88	4.52
2016-12-28	7.65	-0.29	3.2	2.09	3.53
2016-12-29	7.48	-0.08	3.32	2.76	3.83
2016-12-30	7.1	-0.86	2.89	2.34	3.77
2017-01-03	8.22	-0.58	3.63	2.46	3.94

(180)

	Value Factor	Momentum Factor	Quality Factor	Low vol Factor	Size Factor
2016-12-05	14.02	-2.25	3.71	-5.34	4.84
2016-12-06	14.66	-2.01	3.89	-5.13	5.38
2016-12-07	16.5	-0.73	5.26	-3.92	6.64
2016-12-08	17.11	-0.77	5.48	-4.06	7.27
2016-12-09	17.75	-0.48	6.04	-3.4	7.3
2016-12-12	17.31	-0.6	6.22	-2.84	7.27
2016-12-13	17.98	0.22	6.98	-2.47	7.81
2016-12-14	16.88	-0.38	6.12	-3.57	6.64
2016-12-15	17.49	0.13	6.4	-3.38	7
2016-12-16	17.09	-0.14	6.36	-3.03	6.96
2016-12-19	17.32	0.2	6.57	-2.54	7.16
2016-12-20	17.8	0.52	6.92	-2.38	7.47
2016-12-21	17.62	0.4	6.65	-2.77	7.34
2016-12-22	16.37	-0.14	6.04	-2.56	6.28
2016-12-23	16.68	0.04	6.12	-2.59	6.5
2016-12-27	16.96	0.48	6.21	-2.56	6.66
2016-12-28	15.85	-0.55	5.45	-3.31	5.65
2016-12-29	15.67	-0.34	5.57	-2.68	5.96
2016-12-30	15.25	-1.12	5.13	-3.08	5.9
2017-01-03	16.45	-0.83	5.89	-2.96	6.07

(365)

	Value Factor	Momentum Factor	Quality Factor	Low vol Factor	Size Factor
2016-12-05	13.5	4.43	7.15	6.98	10.32
2016-12-06	14.14	4.69	7.34	7.22	10.89
2016-12-07	15.97	6.06	8.76	8.59	12.21
2016-12-08	16.57	6.02	8.98	8.43	12.88
2016-12-09	17.21	6.32	9.56	9.17	12.91
2016-12-12	16.77	6.2	9.75	9.8	12.88
2016-12-13	17.44	7.07	10.53	10.22	13.45
2016-12-14	16.35	6.43	9.64	8.98	12.22
2016-12-15	16.95	6.98	9.93	9.19	12.6
2016-12-16	16.56	6.68	9.89	9.59	12.56
2016-12-19	16.79	7.05	10.11	10.14	12.76
2016-12-20	17.26	7.39	10.47	10.33	13.09
2016-12-21	17.08	7.27	10.19	9.88	12.96
2016-12-22	15.84	6.68	9.56	10.12	11.84
2016-12-23	16.15	6.88	9.64	10.09	12.07
2016-12-27	16.43	7.35	9.73	10.12	12.24
2016-12-28	15.32	6.25	8.94	9.27	11.17
2016-12-29	15.14	6.48	9.07	9.98	11.5
2016-12-30	14.73	5.64	8.61	9.54	11.44
2017-01-03	15.92	5.95	9.4	9.67	11.62

Price Ratio

	DM - EM
2016-12-07	15.45
2016-12-08	14.47
2016-12-09	15.05
2016-12-12	15.63
2016-12-13	15.93
2016-12-14	15.77
2016-12-15	16.67
2016-12-16	16.9
2016-12-19	17.68
2016-12-20	17.82
2016-12-21	17.76
2016-12-22	18.5
2016-12-23	18.67
2016-12-26	18.54
2016-12-27	18.44
2016-12-28	17.19
2016-12-29	16.59
2016-12-30	16.1
2017-01-02	16.25
2017-01-03	15.87

Single Stocks

Div. Yields

## NULL
## NULL
## NULL
## NULL

## NULL

RIM Model

PBR-ROE Path (Sector)

PBR-ROE Path (Single)

FX

FX (EM)

	인도네시아 루피아	터키 리라	링깃	인도 루피	Real	란드	Peso	Ruble	MSCI EM Currency
2016-12-07	13333	3.39	4.43	67.64	3.39	13.47	20.34	63.25	1513.07
2016-12-08	13287	3.44	4.42	67.36	3.38	13.66	20.32	63.32	1515.77
2016-12-09	13319	3.48	4.42	67.42	3.38	13.8	20.39	62.46	1513.01
2016-12-12	13331	3.47	4.42	67.42	3.34	13.62	20.21	61.01	1515.6
2016-12-13	13325	3.49	4.44	67.54	3.33	13.61	20.28	60.66	1518.35
2016-12-14	13294	3.53	4.45	67.44	3.37	13.93	20.47	62.13	1517.46
2016-12-15	13384	3.53	4.47	67.86	3.37	14.13	20.66	61.59	1503.94
2016-12-16	13395	3.51	4.48	67.77	3.39	14.03	20.44	62.06	1500.92
2016-12-19	13389	3.53	4.48	67.88	3.37	14.14	20.39	61.91	1502.31
2016-12-20	13438	3.53	4.48	68.04	3.35	14	20.46	61.44	1500.97
2016-12-21	13459	3.51	4.48	67.91	3.33	14	20.56	61.22	1503.3
2016-12-22	13469	3.51	4.48	68	3.34	13.97	20.66	60.88	1501.61
2016-12-23	13452	3.51	4.47	67.83	3.27	14.04	20.76	60.97	1503.09
2016-12-26	13435	3.51	4.47	67.74	3.28	14.01	20.63	60.98	1503.54
2016-12-27	13446	3.51	4.48	68.06	3.27	14.01	20.63	60.98	1502.26
2016-12-28	13460	3.54	4.48	68.24	3.28	13.86	20.75	60.48	1501.68
2016-12-29	13471	3.52	4.49	68.1	3.25	13.62	20.73	60.23	1506.09
2016-12-30	13473	3.52	4.49	67.92	3.26	13.74	20.73	61.54	1506.71
2017-01-02	13473	3.54	4.49	68.23	3.29	13.74	20.73	61.15	1507.15
2017-01-03	13476	3.59	4.49	68.33	3.27	13.83	21.11	60.92	1505.22

FX Yield (EM)

(21)

	인도네시아 루피아	터키 리라	링깃	인도 루피	Real	란드	Peso	Ruble	MSCI EM Currency
2016-12-07	-1.32	-3.82	-0.76	-0.86	-0.89	-1.83	-1.26	-0.88	0.62
2016-12-08	-1.67	-2.32	-0.99	-1.28	-1.39	-0.51	-1.35	-0.78	0.8
2016-12-09	-1.43	-1.34	-0.93	-1.18	-1.25	0.51	-0.99	-2.12	0.62
2016-12-12	-1.34	-1.57	-0.93	-1.18	-2.49	-0.81	-1.84	-4.39	0.79
2016-12-13	-1.38	-0.91	-0.67	-1	-2.59	-0.82	-1.53	-4.94	0.97
2016-12-14	-1.61	0.24	-0.45	-1.14	-1.5	1.5	-0.6	-2.64	0.92
2016-12-15	-0.95	0.07	-0.01	-0.53	-1.69	2.93	0.34	-3.49	0.02
2016-12-16	-0.87	-0.54	0.26	-0.67	-1.03	2.23	-0.75	-2.74	-0.18
2016-12-19	-0.91	0.26	0.28	-0.51	-1.56	3.01	-1.01	-2.99	-0.09
2016-12-20	-0.55	0.03	0.3	-0.27	-2.12	1.98	-0.66	-3.72	-0.18
2016-12-21	-0.39	-0.44	0.29	-0.46	-2.69	2.01	-0.18	-4.07	-0.03
2016-12-22	-0.32	-0.46	0.24	-0.32	-2.47	1.76	0.31	-4.61	-0.14
2016-12-23	-0.44	-0.4	0.18	-0.59	-4.46	2.29	0.79	-4.46	-0.04
2016-12-26	-0.57	-0.34	0.18	-0.72	-4.18	2.08	0.2	-4.45	-0.01
2016-12-27	-0.49	-0.34	0.29	-0.25	-4.37	2.05	0.16	-4.45	-0.1
2016-12-28	-0.38	0.45	0.39	0.02	-4.24	0.95	0.78	-5.22	-0.13
2016-12-29	-0.3	-0.01	0.42	-0.18	-4.94	-0.81	0.65	-5.63	0.16
2016-12-30	-0.29	-0.02	0.45	-0.44	-4.9	0.1	0.65	-3.57	0.2
2017-01-02	-0.29	0.56	0.45	0	-4.01	0.06	0.68	-4.18	0.23
2017-01-03	-0.27	1.99	0.62	0.15	-4.62	0.78	2.51	-4.54	0.1

(60)

	인도네시아 루피아	터키 리라	링깃	인도 루피	Real	란드	Peso	Ruble	MSCI EM Currency
2016-12-07	2.74	9.91	6.86	1.77	5.1	-6.22	7.51	0.9	-1.82
2016-12-08	2.39	11.63	6.62	1.34	4.56	-4.96	7.41	1	-1.64
2016-12-09	2.64	12.75	6.67	1.44	4.71	-3.99	7.8	-0.36	-1.82
2016-12-12	2.73	12.48	6.67	1.44	3.4	-5.25	6.87	-2.67	-1.65
2016-12-13	2.68	13.25	6.96	1.62	3.3	-5.26	7.21	-3.24	-1.48
2016-12-14	2.44	14.55	7.2	1.48	4.45	-3.04	8.23	-0.89	-1.53
2016-12-15	3.14	14.36	7.67	2.11	4.25	-1.68	9.25	-1.76	-2.41
2016-12-16	3.22	13.66	7.96	1.97	4.95	-2.34	8.06	-1	-2.61
2016-12-19	3.17	14.57	7.98	2.13	4.38	-1.6	7.78	-1.25	-2.52
2016-12-20	3.55	14.32	8	2.38	3.79	-2.59	8.16	-1.99	-2.6
2016-12-21	3.71	13.78	7.99	2.19	3.19	-2.55	8.69	-2.35	-2.45
2016-12-22	3.79	13.76	7.94	2.32	3.43	-2.79	9.21	-2.89	-2.56
2016-12-23	3.66	13.82	7.87	2.05	1.31	-2.28	9.74	-2.74	-2.47
2016-12-26	3.53	13.89	7.87	1.92	1.61	-2.49	9.09	-2.73	-2.44
2016-12-27	3.61	13.89	7.99	2.4	1.41	-2.52	9.05	-2.73	-2.52
2016-12-28	3.72	14.8	8.1	2.68	1.54	-3.56	9.72	-3.52	-2.56
2016-12-29	3.81	14.27	8.13	2.47	0.8	-5.25	9.59	-3.93	-2.27
2016-12-30	3.82	14.25	8.16	2.2	0.84	-4.38	9.58	-1.84	-2.23
2017-01-02	3.82	14.92	8.16	2.66	1.79	-4.41	9.61	-2.46	-2.2
2017-01-03	3.85	16.55	8.34	2.81	1.15	-3.73	11.61	-2.83	-2.33

(180)

	인도네시아 루피아	터키 리라	링깃	인도 루피	Real	란드	Peso	Ruble	MSCI EM Currency
2016-12-07	1.16	16.7	9.46	-0.47	2.7	-6.73	10.11	-1.54	-0.32
2016-12-08	0.81	18.53	9.21	-0.88	2.18	-5.48	10.01	-1.44	-0.15
2016-12-09	1.05	19.72	9.27	-0.79	2.33	-4.5	10.41	-2.77	-0.33
2016-12-12	1.15	19.43	9.27	-0.79	1.04	-5.76	9.46	-5.03	-0.16
2016-12-13	1.1	20.24	9.56	-0.61	0.94	-5.77	9.81	-5.58	0.02
2016-12-14	0.86	21.63	9.8	-0.75	2.06	-3.56	10.85	-3.29	-0.03
2016-12-15	1.55	21.43	10.28	-0.13	1.87	-2.21	11.89	-4.13	-0.93
2016-12-16	1.63	20.69	10.59	-0.27	2.56	-2.87	10.68	-3.39	-1.12
2016-12-19	1.59	21.65	10.6	-0.11	2	-2.13	10.39	-3.64	-1.03
2016-12-20	1.96	21.38	10.63	0.13	1.42	-3.11	10.78	-4.36	-1.12
2016-12-21	2.12	20.81	10.62	-0.06	0.84	-3.08	11.32	-4.71	-0.97
2016-12-22	2.19	20.78	10.56	0.08	1.07	-3.31	11.86	-5.24	-1.08
2016-12-23	2.06	20.85	10.49	-0.19	-1	-2.81	12.4	-5.09	-0.98
2016-12-26	1.93	20.93	10.49	-0.32	-0.71	-3.02	11.73	-5.08	-0.95
2016-12-27	2.02	20.93	10.62	0.15	-0.91	-3.04	11.69	-5.08	-1.04
2016-12-28	2.12	21.89	10.72	0.42	-0.77	-4.08	12.38	-5.85	-1.07
2016-12-29	2.21	21.33	10.76	0.22	-1.5	-5.76	12.24	-6.26	-0.78
2016-12-30	2.22	21.31	10.79	-0.04	-1.46	-4.89	12.23	-4.21	-0.74
2017-01-02	2.22	22.02	10.79	0.4	-0.53	-4.93	12.27	-4.82	-0.71
2017-01-03	2.25	23.75	10.98	0.56	-1.16	-4.25	14.31	-5.18	-0.84

(365)

	인도네시아 루피아	터키 리라	링깃	인도 루피	Real	란드	Peso	Ruble	MSCI EM Currency
2016-12-07	-4.13	11.24	0.41	1.83	-16.03	-19.72	11.34	-18.6	6.62
2016-12-08	-4.46	12.99	0.19	1.41	-16.45	-18.64	11.24	-18.51	6.81
2016-12-09	-4.23	14.12	0.24	1.5	-16.33	-17.81	11.63	-19.61	6.61
2016-12-12	-4.14	13.85	0.24	1.5	-17.38	-18.89	10.67	-21.48	6.8
2016-12-13	-4.18	14.62	0.51	1.68	-17.46	-18.9	11.03	-21.93	6.99
2016-12-14	-4.41	15.94	0.73	1.54	-16.54	-17	12.08	-20.04	6.93
2016-12-15	-3.76	15.75	1.17	2.17	-16.7	-15.83	13.13	-20.74	5.97
2016-12-16	-3.68	15.04	1.45	2.03	-16.14	-16.4	11.91	-20.13	5.76
2016-12-19	-3.72	15.96	1.46	2.19	-16.59	-15.76	11.62	-20.33	5.86
2016-12-20	-3.37	15.7	1.49	2.44	-17.07	-16.61	12.01	-20.93	5.77
2016-12-21	-3.22	15.16	1.48	2.25	-17.55	-16.58	12.55	-21.22	5.93
2016-12-22	-3.15	15.14	1.43	2.38	-17.36	-16.78	13.1	-21.66	5.81
2016-12-23	-3.27	15.2	1.36	2.11	-19.05	-16.35	13.65	-21.53	5.91
2016-12-26	-3.39	15.27	1.36	1.98	-18.81	-16.53	12.98	-21.52	5.95
2016-12-27	-3.31	15.27	1.48	2.46	-18.97	-16.55	12.93	-21.52	5.86
2016-12-28	-3.21	16.19	1.57	2.74	-18.86	-17.45	13.63	-22.16	5.82
2016-12-29	-3.14	15.65	1.61	2.53	-19.46	-18.89	13.49	-22.49	6.13
2016-12-30	-3.12	15.64	1.64	2.26	-19.42	-18.14	13.48	-20.81	6.17
2017-01-02	-3.12	16.31	1.64	2.72	-18.66	-18.17	13.52	-21.3	6.2
2017-01-03	-3.1	17.96	1.81	2.87	-19.18	-17.59	15.58	-21.61	6.06

FX Carry Trade (EM)

	FX Carry Trade (Asia)	FX Carry Trade (Emerging)	USDKRW
2016-12-07	176.15	241.22	1167.82
2016-12-08	176.44	239.53	1158.97
2016-12-09	176.12	238.17	1165.93
2016-12-12	176.23	239.79	1168.3
2016-12-13	176.24	239.88	1166.93
2016-12-14	176.27	240.5	1169.8
2016-12-15	175.75	237.15	1178.28
2016-12-16	175.51	236.69	1183.77
2016-12-19	175.37	236.76	1187
2016-12-20	174.95	236.82	1193.34
2016-12-21	175.13	237.48	1193.93
2016-12-22	175.03	237.14	1199.1
2016-12-23	175.03	238.01	1202.85
2016-12-26	175.67	238.1	1201.44
2016-12-27	175.67	238.09	1207.4
2016-12-28	175.19	237.29	1209.99
2016-12-29	175.35	239.02	1207.81
2016-12-30	175.33	239.18	1205.83
2017-01-02	175.57	238.32	1208.03
2017-01-03	175.34	238.32	1203.45

FX (DM)

	Dollar Index	EURUSD	USDJPY	USDKRW	USDCNH	USDGBP
2016-12-07	100.23	1.08	113.77	1167.82	6.9	0.79
2016-12-08	101.1	1.06	114.04	1158.97	6.91	0.79
2016-12-09	101.59	1.06	115.32	1165.93	6.93	0.8
2016-12-12	101.03	1.06	115.02	1168.3	6.93	0.79
2016-12-13	101.07	1.06	115.19	1166.93	6.92	0.79
2016-12-14	101.76	1.05	117.04	1169.8	6.93	0.8
2016-12-15	102.62	1.05	118.35	1178.28	6.93	0.8
2016-12-16	102.95	1.05	117.93	1183.77	6.97	0.8
2016-12-19	103.14	1.04	117.09	1187	6.93	0.81
2016-12-20	103.29	1.04	117.86	1193.34	6.94	0.81
2016-12-21	103.02	1.04	117.55	1193.93	6.93	0.81
2016-12-22	102.79	1.05	117.54	1199.1	6.94	0.81
2016-12-23	103.01	1.04	117.61	1202.85	6.95	0.81
2016-12-26	102.95	1.05	117.1	1201.44	6.96	0.81
2016-12-27	103.04	1.05	117.2	1207.4	6.95	0.81
2016-12-28	103.3	1.04	117.26	1209.99	6.97	0.82
2016-12-29	102.63	1.05	116.54	1207.81	6.96	0.82
2016-12-30	102.21	1.05	116.96	1205.83	6.98	0.81
2017-01-02	102.81	1.05	117.55	1208.03	6.98	0.81
2017-01-03	103.21	1.04	117.75	1203.45	6.96	0.82

FX Yield (DM)

(21)

	Dollar Index	EURUSD	USDJPY	USDKRW	USDCNH	USDGBP
2016-12-07	0.14	-0.1	-0.07	-0.58	0.44	0.83
2016-12-08	1.01	-1.38	0.17	-1.34	0.68	1.15
2016-12-09	1.5	-1.89	1.29	-0.75	0.91	1.23
2016-12-12	0.94	-1.2	1.03	-0.54	0.89	0.43
2016-12-13	0.98	-1.28	1.18	-0.66	0.8	0.59
2016-12-14	1.67	-2.12	2.8	-0.42	0.89	1.32
2016-12-15	2.53	-2.68	3.95	0.31	1	1.58
2016-12-16	2.86	-2.91	3.58	0.77	1.48	1.95
2016-12-19	3.05	-3.36	2.85	1.05	0.97	2.74
2016-12-20	3.2	-3.49	3.52	1.59	1.07	2.93
2016-12-21	2.93	-3.16	3.25	1.64	0.95	3.06
2016-12-22	2.7	-2.78	3.24	2.08	1.1	3.17
2016-12-23	2.92	-3.06	3.3	2.4	1.25	3.62
2016-12-26	2.86	-2.87	2.85	2.28	1.32	3.63
2016-12-27	2.95	-2.87	2.94	2.78	1.27	3.68
2016-12-28	3.21	-3.26	3	3.01	1.54	4.12
2016-12-29	2.54	-2.55	2.36	2.82	1.43	3.82
2016-12-30	2.12	-2.29	2.73	2.65	1.61	3.13
2017-01-02	2.72	-2.87	3.25	2.84	1.59	3.69
2017-01-03	3.12	-3.34	3.43	2.45	1.36	4.04

(60)

	Dollar Index	EURUSD	USDJPY	USDKRW	USDCNH	USDGBP
2016-12-07	2.6	-2.72	9.91	4.23	2.47	-3.98
2016-12-08	3.49	-3.97	10.17	3.44	2.71	-3.67
2016-12-09	3.99	-4.46	11.41	4.06	2.95	-3.59
2016-12-12	3.42	-3.79	11.12	4.28	2.93	-4.35
2016-12-13	3.46	-3.87	11.28	4.15	2.84	-4.21
2016-12-14	4.17	-4.69	13.07	4.41	2.93	-3.5
2016-12-15	5.05	-5.23	14.34	5.17	3.04	-3.26
2016-12-16	5.38	-5.46	13.93	5.66	3.53	-2.91
2016-12-19	5.58	-5.9	13.12	5.95	3.01	-2.16
2016-12-20	5.73	-6.02	13.86	6.51	3.11	-1.98
2016-12-21	5.46	-5.7	13.56	6.56	2.99	-1.85
2016-12-22	5.22	-5.33	13.55	7.03	3.14	-1.75
2016-12-23	5.45	-5.6	13.62	7.36	3.29	-1.32
2016-12-26	5.38	-5.42	13.13	7.23	3.37	-1.31
2016-12-27	5.48	-5.42	13.23	7.77	3.32	-1.26
2016-12-28	5.74	-5.8	13.28	8	3.59	-0.84
2016-12-29	5.06	-5.1	12.59	7.8	3.48	-1.13
2016-12-30	4.63	-4.86	12.99	7.63	3.66	-1.78
2017-01-02	5.24	-5.42	13.56	7.82	3.65	-1.25
2017-01-03	5.65	-5.87	13.76	7.41	3.41	-0.92

(180)

	Dollar Index	EURUSD	USDJPY	USDKRW	USDCNH	USDGBP
2016-12-07	3.79	-2.76	10.67	1.81	2.85	2.96
2016-12-08	4.69	-4.01	10.93	1.04	3.09	3.29
2016-12-09	5.2	-4.49	12.18	1.65	3.32	3.38
2016-12-12	4.62	-3.83	11.89	1.85	3.3	2.56
2016-12-13	4.66	-3.91	12.05	1.73	3.21	2.72
2016-12-14	5.37	-4.72	13.85	1.99	3.31	3.47
2016-12-15	6.26	-5.26	15.13	2.72	3.41	3.73
2016-12-16	6.61	-5.49	14.72	3.2	3.91	4.11
2016-12-19	6.8	-5.93	13.9	3.48	3.39	4.91
2016-12-20	6.96	-6.06	14.65	4.04	3.49	5.11
2016-12-21	6.68	-5.73	14.35	4.09	3.36	5.24
2016-12-22	6.44	-5.36	14.34	4.54	3.51	5.36
2016-12-23	6.67	-5.63	14.41	4.87	3.67	5.81
2016-12-26	6.61	-5.45	13.91	4.74	3.75	5.82
2016-12-27	6.7	-5.45	14.01	5.26	3.7	5.88
2016-12-28	6.97	-5.83	14.07	5.49	3.97	6.33
2016-12-29	6.27	-5.14	13.37	5.3	3.86	6.02
2016-12-30	5.84	-4.89	13.77	5.13	4.04	5.32
2017-01-02	6.46	-5.45	14.35	5.32	4.02	5.89
2017-01-03	6.87	-5.91	14.54	4.92	3.78	6.24

(365)

	Dollar Index	EURUSD	USDJPY	USDKRW	USDCNH	USDGBP
2016-12-07	1.29	-1.49	-2.74	-3.74	4.27	12.9
2016-12-08	2.17	-2.76	-2.51	-4.47	4.51	13.26
2016-12-09	2.66	-3.25	-1.42	-3.89	4.75	13.36
2016-12-12	2.1	-2.57	-1.68	-3.7	4.73	12.46
2016-12-13	2.14	-2.66	-1.53	-3.81	4.64	12.63
2016-12-14	2.83	-3.48	0.05	-3.57	4.73	13.46
2016-12-15	3.7	-4.03	1.17	-2.88	4.84	13.74
2016-12-16	4.04	-4.26	0.81	-2.42	5.34	14.16
2016-12-19	4.23	-4.71	0.09	-2.16	4.82	15.04
2016-12-20	4.38	-4.84	0.75	-1.63	4.92	15.25
2016-12-21	4.11	-4.51	0.49	-1.59	4.79	15.4
2016-12-22	3.87	-4.13	0.48	-1.16	4.94	15.52
2016-12-23	4.1	-4.41	0.54	-0.85	5.1	16.02
2016-12-26	4.04	-4.22	0.1	-0.97	5.18	16.04
2016-12-27	4.13	-4.22	0.19	-0.47	5.13	16.09
2016-12-28	4.39	-4.61	0.24	-0.26	5.4	16.59
2016-12-29	3.71	-3.9	-0.38	-0.44	5.29	16.25
2016-12-30	3.29	-3.66	-0.02	-0.6	5.48	15.48
2017-01-02	3.89	-4.22	0.49	-0.42	5.46	16.11
2017-01-03	4.3	-4.68	0.66	-0.8	5.22	16.49

FX Vol.

3M (Implied)

	USDKRWV3M	EURKRWV3M	USDJPYV3M	USDCNYV3M	EURGBPV3M
2016-12-07	11.12	11	11.93	6.28	9.93
2016-12-08	11.06	11.03	11.85	6.46	9.82
2016-12-09	11.19	11.15	12.2	6.87	9.99
2016-12-12	11.38	11.38	12.21	7.45	10.17
2016-12-13	11.23	11.11	11.62	7.26	10.1
2016-12-14	11.2	11.14	11.55	6.94	10.2
2016-12-15	11.75	11.63	12.41	7.21	10.4
2016-12-16	11.64	11.65	12.77	6.97	10.4
2016-12-19	11.68	11.59	12.85	6.99	10.49
2016-12-20	11.57	11.46	12.58	7.08	10.27
2016-12-21	11.53	11.38	12.43	7.13	9.96
2016-12-22	11.61	11.31	12.25	7.25	9.89
2016-12-23	11.61	11.35	12.25	7.2	9.89
2016-12-26	11.83	11.27	12.54	7.27	9.93
2016-12-27	11.8	11.28	12.49	7.25	9.99
2016-12-28	11.79	11.29	12.77	7.29	10.12
2016-12-29	11.79	11.25	12.99	7.32	10.12
2016-12-30	11.8	11.16	12.87	7.25	10.27
2017-01-02	11.79	11.18	13.03	7.27	10.44
2017-01-03	11.55	11.08	12.89	6.68	10.12

1M (Implied)

	USDKRWV1M	EURKRWV1M	USDJPYV1M	USDCNYV1M	EURGBPV1M	EURUSDV1M
2016-12-07	10.77	10.74	11.96	5.24	9.65	9.35
2016-12-08	10.65	10.73	11.68	5.42	9.02	9.01
2016-12-09	10.84	11.21	12.21	5.91	8.98	9.46
2016-12-12	11.25	11.02	12.31	6.57	9.35	9.56
2016-12-13	11.1	10.49	11.68	6.34	9.29	9.21
2016-12-14	10.99	10.45	11.46	5.87	9.28	9.4
2016-12-15	11.06	10.61	11.68	6	9.14	9.53
2016-12-16	10.84	10.73	12.08	5.73	9.07	9.99
2016-12-19	11.15	10.68	12.36	5.78	9.59	10.61
2016-12-20	10.97	10.58	11.55	5.73	9.51	10.47
2016-12-21	10.92	10.46	11.23	5.74	9.02	10.02
2016-12-22	10.86	10.55	10.82	5.83	9.02	9.67
2016-12-23	10.85	10.65	10.95	5.8	9.06	9.97
2016-12-26	11.26	10.54	11.64	5.91	9.18	10.42
2016-12-27	11.31	10.55	11.6	5.86	9.27	10.61
2016-12-28	11.24	10.67	12.29	5.96	9.58	10.84
2016-12-29	11.19	10.57	13.12	6.09	9.43	10.17
2016-12-30	11.19	10.54	13.12	6.19	9.82	10.31
2017-01-02	11.37	10.66	13.57	6.23	10.21	10.9
2017-01-03	11.42	10.63	13.38	5.82	10.02	10.93

3M (Risky)

	USDCNH 3M RR	EURGBP 3M RR	EURUSD 3M RR	USDJPY 3M RR	GBPUSD 3M RR
2016-12-07	1.48	-0.05	-1.51	-0.74	-1.29
2016-12-08	1.42	-0.08	-1.53	-0.84	-1.27
2016-12-09	1.51	-0.22	-1.66	-0.81	-1.28
2016-12-12	1.92	-0.2	-1.58	-0.94	-1.28
2016-12-13	1.84	-0.22	-1.54	-1.01	-1.27
2016-12-14	1.82	-0.21	-1.54	-1.09	-1.3
2016-12-15	1.86	-0.26	-1.61	-1	-1.34
2016-12-16	1.82	-0.22	-1.62	-0.86	-1.34
2016-12-19	2.21	-0.22	-1.61	-0.88	-1.35
2016-12-20	2.14	-0.19	-1.46	-0.91	-1.41
2016-12-21	2.18	-0.16	-1.36	-0.91	-1.43
2016-12-22	2.23	-0.16	-1.3	-0.92	-1.43
2016-12-23	2.25	-0.15	-1.32	-0.91	-1.41
2016-12-26	2.23	-0.06	-1.33	-0.92	-1.41
2016-12-27	2.25	-0.07	-1.36	-0.91	-1.36
2016-12-28	2.23	-0.01	-1.21	-0.93	-1.49
2016-12-29	2.22	0.02	-1.15	-1.03	-1.47
2016-12-30	2.19	0.08	-1.02	-1.04	-1.47
2017-01-02	2.19	0.05	-1.01	-1.03	-1.47
2017-01-03	2.02	0.06	-1	-0.97	-1.47

Fixed Income

Gov 10Y

	UST 10Y	German 10Y	Spain 10Y	Italy 10Y	Portugal 10Y	KRW 10Y	UK 10Y	China Treasury Yield (10Y)	Japan 10Y
2016-12-07	2.34	0.35	1.42	1.89	3.49	2.19	1.36	3.09	0.03
2016-12-08	2.41	0.38	1.5	2	3.72	2.16	1.38	3.09	0.05
2016-12-09	2.47	0.36	1.51	2.04	3.83	2.2	1.45	3.12	0.06
2016-12-12	2.47	0.4	1.5	2	3.81	2.25	1.47	3.19	0.09
2016-12-13	2.47	0.36	1.43	1.87	3.74	2.2	1.44	3.2	0.09
2016-12-14	2.57	0.3	1.4	1.8	3.76	2.12	1.39	3.23	0.06
2016-12-15	2.63	0.37	1.47	1.86	3.8	2.19	1.53	3.38	0.09
2016-12-16	2.59	0.31	1.42	1.87	3.78	2.16	1.44	3.29	0.08
2016-12-19	2.54	0.25	1.36	1.82	3.74	2.18	1.4	3.38	0.09
2016-12-20	2.56	0.27	1.34	1.84	3.72	2.18	1.41	3.42	0.07
2016-12-21	2.53	0.25	1.37	1.82	3.75	2.1	1.39	3.26	0.06
2016-12-22	2.55	0.26	1.37	1.83	3.76	2.1	1.38	3.23	0.06
2016-12-23	2.54	0.22	1.38	1.82	3.73	2.12	1.34	3.19	0.06
2016-12-26	2.54	0.22	1.38	1.82	3.73	2.12	1.34	3.18	0.06
2016-12-27	2.56	0.21	1.39	1.85	3.78	2.12	1.34	3.2	0.06
2016-12-28	2.51	0.2	1.34	1.81	3.75	2.09	1.3	3.14	0.06
2016-12-29	2.48	0.18	1.33	1.8	3.73	2.09	1.24	3.05	0.04
2016-12-30	2.44	0.21	1.38	1.82	3.75	2.09	1.24	3.06	0.05
2017-01-02	2.44	0.19	1.33	1.74	3.68	2.05	1.24	3.06	0.05
2017-01-03	2.44	0.26	1.42	1.86	3.89	2.07	1.33	3.12	0.05

Gov Spread

##            UST.10Y...1Y German.10Y...1Y Italy.10Y...German.10Y
## 2016-12-07       1.5086           1.070                  0.817
## 2016-12-08       1.5705           1.146                  0.851
## 2016-12-09       1.6207           1.127                  0.913
## 2016-12-12       1.6244           1.142                  0.853
## 2016-12-13       1.6040           1.096                  0.778
## 2016-12-14       1.6623           1.062                  0.733
## 2016-12-15       1.7269           1.139                  0.717
## 2016-12-16       1.7090           1.127                  0.746
## 2016-12-19       1.6607           1.079                  0.740
## 2016-12-20       1.6811           1.112                  0.727
## 2016-12-21       1.6779           1.086                  0.736
## 2016-12-22       1.6891           1.093                  0.736
## 2016-12-23       1.6856           1.023                  0.799
## 2016-12-26       1.6856           1.023                  0.799
## 2016-12-27       1.7028           1.048                  0.798
## 2016-12-28       1.6563           1.033                  0.779
## 2016-12-29       1.6592           1.006                  0.789
## 2016-12-30       1.6337           1.009                  0.806
## 2017-01-02       1.6337           0.963                  0.780
## 2017-01-03       1.6184           1.060                  0.805
##            KRW.10Y...1Y Spain.10Y...German.10Y Portugal.10Y...German.10Y
## 2016-12-07        0.602                  0.354                     2.422
## 2016-12-08        0.582                  0.358                     2.575
## 2016-12-09        0.624                  0.387                     2.699
## 2016-12-12        0.693                  0.357                     2.666
## 2016-12-13        0.647                  0.335                     2.643
## 2016-12-14        0.577                  0.340                     2.694
## 2016-12-15        0.617                  0.329                     2.660
## 2016-12-16        0.592                  0.297                     2.655
## 2016-12-19        0.610                  0.284                     2.658
## 2016-12-20        0.597                  0.225                     2.612
## 2016-12-21        0.532                  0.281                     2.665
## 2016-12-22        0.529                  0.273                     2.669
## 2016-12-23        0.526                  0.354                     2.707
## 2016-12-26        0.523                  0.354                     2.707
## 2016-12-27        0.532                  0.343                     2.733
## 2016-12-28        0.516                  0.309                     2.712
## 2016-12-29        0.530                  0.320                     2.728
## 2016-12-30        0.530                  0.375                     2.737
## 2017-01-02        0.505                  0.369                     2.722
## 2017-01-03        0.559                  0.359                     2.829
##            China.Treasury.Yield..10Y....China.Treasury.Yield..1Y.
## 2016-12-07                                                  2.406
## 2016-12-08                                                  2.483
## 2016-12-09                                                  2.457
## 2016-12-12                                                  2.544
## 2016-12-13                                                  2.639
## 2016-12-14                                                  2.646
## 2016-12-15                                                  2.723
## 2016-12-16                                                  2.737
## 2016-12-19                                                  2.945
## 2016-12-20                                                  3.017
## 2016-12-21                                                  3.008
## 2016-12-22                                                  2.912
## 2016-12-23                                                  2.914
## 2016-12-26                                                  2.845
## 2016-12-27                                                  2.821
## 2016-12-28                                                  2.846
## 2016-12-29                                                  2.839
## 2016-12-30                                                  2.811
## 2017-01-02                                                  2.811
## 2017-01-03                                                  2.710

##            UST.2Y...German.2Y UST.2Y...Japan.2Y EURUSD USDJPY
## 2016-12-07             1.7630            1.2840 1.0753 113.77
## 2016-12-08             1.8412            1.2892 1.0615 114.04
## 2016-12-09             1.8859            1.3119 1.0561 115.32
## 2016-12-12             1.8831            1.3211 1.0635 115.02
## 2016-12-13             1.9076            1.3396 1.0626 115.19
## 2016-12-14             2.0383            1.4563 1.0536 117.04
## 2016-12-15             2.0551            1.4821 1.0476 118.35
## 2016-12-16             2.0484            1.4274 1.0451 117.93
## 2016-12-19             2.0241            1.3901 1.0402 117.09
## 2016-12-20             2.0003            1.4043 1.0388 117.86
## 2016-12-21             1.9789            1.3679 1.0424 117.55
## 2016-12-22             1.9814            1.3724 1.0465 117.54
## 2016-12-23             1.9886            1.3756 1.0435 117.61
## 2016-12-26             1.9896            1.3766 1.0455 117.10
## 2016-12-27             2.0327            1.4037 1.0455 117.20
## 2016-12-28             2.0600            1.4160 1.0413 117.26
## 2016-12-29             1.9872            1.3782 1.0490 116.54
## 2016-12-30             1.9543            1.3683 1.0517 116.96
## 2017-01-02             1.9573            1.3683 1.0455 117.55
## 2017-01-03             1.9921            1.3941 1.0405 117.75

Commodity

Commodity

	Crude	Gold	Coal	Copper	Iron Ore (Dalian)	Rebar (Dalian)	Heating Oil	Gasolin	LME Aluminum Spot	LME Nikkel Spot
2016-12-06	50.93	1170.1	1548.5	268	605	3218	163.79	153.59	1718	11566
2016-12-07	49.77	1177.5	1566	264.4	628	3337	161.84	150.82	1728	11361.5
2016-12-08	50.84	1172.4	1554.5	262.6	634.5	3363	162.59	150.47	1731.5	11058
2016-12-09	51.5	1161.9	1549	264.75	614.5	3325	163.74	150.73	1742.5	11422
2016-12-12	52.83	1165.8	1560.5	261.9	634.5	3436	167.17	154.3	1749.5	11251.25
2016-12-13	52.98	1159	1557	259.85	635.5	3466	167.47	155.07	1755	11337
2016-12-14	51.04	1163.7	1563	260.45	615.5	3412	164.35	153.31	1752	11367.5
2016-12-15	51.31	1133.5	1576	258.9	606	3368	165.49	154.05	1736	11249.5
2016-12-16	51.9	1137.4	1271	256.45	603.5	3363	167.23	155.71	1732.5	11119.5
2016-12-19	53.06	1142.7	1287.5	249.95	579	3252	166.9	156.39	1717	10825.5
2016-12-20	53.3	1133.6	1311.5	250.25	568.5	3157	166.88	159.36	1722.5	10868
2016-12-21	52.49	1133.2	1322	249.7	567.5	3158	164.01	160.55	1730.5	10772
2016-12-22	52.95	1130.7	1292	249.95	558.5	3110	166.08	160.4	1737.5	10674.25
2016-12-23	52.73	1129.9	1265.5	250.6	551.5	3055	165.92	159.93	1740	10353.75
2016-12-26	52.73	1129.9	1201.5	250.6	545.5	2927	165.92	159.93	1740	10353.75
2016-12-27	53.24	1136	1155	246.2	541.5	2886	166.75	162.8	1740	10353.75
2016-12-28	54.06	1140.9	1183.5	250.05	564	3015	169.93	167.46	1726.5	10038.5
2016-12-29	53.77	1158.1	1163	248.8	564.5	2951	170.37	168.2	1713	10066.5
2016-12-30	53.72	1151.7	1182	250.55	554.5	2911	172.82	167.09	1713.5	9964
2017-01-03	52.33	1162	1159	248.9	550.5	2914	167.67	162.18	1713.5	9964

Commodity (21)

	Crude	Gold	Coal	Copper	Iron Ore (Dalian)	Rebar (Dalian)	Heating Oil	Gasolin	LME Aluminum Spot	LME Nikkel Spot
2016-12-06	-0.25	0.06	2.92	1.4	4.22	2.78	-0.61	-0.72	-0.23	4.88
2016-12-07	-2.53	0.69	4.09	0.04	8.18	6.58	-1.79	-2.51	0.35	3.03
2016-12-08	-0.43	0.26	3.32	-0.64	9.3	7.41	-1.34	-2.73	0.55	0.27
2016-12-09	0.86	-0.64	2.96	0.17	5.86	6.2	-0.64	-2.57	1.19	3.58
2016-12-12	3.47	-0.31	3.72	-0.91	9.3	9.74	1.44	-0.26	1.6	2.03
2016-12-13	3.76	-0.89	3.49	-1.68	9.47	10.7	1.63	0.24	1.92	2.8
2016-12-14	-0.04	-0.49	3.89	-1.46	6.03	8.97	-0.27	-0.9	1.74	3.08
2016-12-15	0.49	-3.07	4.75	-2.04	4.39	7.57	0.42	-0.42	0.81	2.01
2016-12-16	1.65	-2.74	-15.52	-2.97	3.96	7.41	1.48	0.65	0.61	0.83
2016-12-19	3.92	-2.28	-14.42	-5.43	-0.26	3.86	1.28	1.09	-0.29	-1.83
2016-12-20	4.39	-3.06	-12.83	-5.32	-2.07	0.83	1.27	3.01	0.03	-1.45
2016-12-21	2.8	-3.1	-12.13	-5.52	-2.24	0.86	-0.47	3.78	0.49	-2.32
2016-12-22	3.7	-3.31	-14.12	-5.43	-3.79	-0.67	0.78	3.68	0.9	-3.21
2016-12-23	3.27	-3.38	-15.89	-5.18	-5	-2.43	0.69	3.38	1.05	-6.11
2016-12-26	3.27	-3.38	-20.14	-5.18	-6.03	-6.52	0.69	3.38	1.05	-6.11
2016-12-27	4.27	-2.86	-23.23	-6.85	-6.72	-7.82	1.19	5.24	1.05	-6.11
2016-12-28	5.88	-2.44	-21.34	-5.39	-2.84	-3.7	3.12	8.25	0.26	-8.97
2016-12-29	5.31	-0.97	-22.7	-5.86	-2.76	-5.75	3.39	8.73	-0.52	-8.72
2016-12-30	5.21	-1.51	-21.44	-5.2	-4.48	-7.03	4.87	8.01	-0.49	-9.65
2017-01-03	2.49	-0.63	-22.96	-5.83	-5.17	-6.93	1.75	4.84	-0.49	-9.65

Commodity (60)

	Crude	Gold	Coal	Copper	Iron Ore (Dalian)	Rebar (Dalian)	Heating Oil	Gasolin	LME Aluminum Spot	LME Nikkel Spot
2016-12-06	-1.24	-6.87	53.24	23.79	59.84	41.39	0.84	3.76	3.34	15.3
2016-12-07	-3.49	-6.28	54.97	22.12	65.92	46.62	-0.36	1.89	3.94	13.26
2016-12-08	-1.42	-6.69	53.83	21.29	67.64	47.76	0.1	1.66	4.15	10.24
2016-12-09	-0.14	-7.52	53.29	22.29	62.35	46.09	0.81	1.83	4.81	13.87
2016-12-12	2.44	-7.21	54.43	20.97	67.64	50.97	2.92	4.24	5.23	12.16
2016-12-13	2.73	-7.75	54.08	20.02	67.9	52.28	3.11	4.76	5.56	13.02
2016-12-14	-1.03	-7.38	54.68	20.3	62.62	49.91	1.19	3.57	5.38	13.32
2016-12-15	-0.5	-9.78	55.96	19.58	60.11	47.98	1.89	4.07	4.42	12.15
2016-12-16	0.64	-9.47	25.78	18.45	59.45	47.76	2.96	5.2	4.21	10.85
2016-12-19	2.89	-9.05	27.41	15.45	52.97	42.88	2.76	5.65	3.28	7.92
2016-12-20	3.35	-9.77	29.79	15.59	50.2	38.71	2.75	7.66	3.61	8.34
2016-12-21	1.78	-9.81	30.83	15.33	49.93	38.75	0.98	8.47	4.09	7.39
2016-12-22	2.68	-10	27.86	15.45	47.56	36.64	2.25	8.36	4.51	6.41
2016-12-23	2.25	-10.07	25.24	15.75	45.71	34.23	2.15	8.05	4.66	3.22
2016-12-26	2.25	-10.07	18.9	15.75	44.12	28.6	2.15	8.05	4.66	3.22
2016-12-27	3.24	-9.58	14.3	13.72	43.06	26.8	2.67	9.99	4.66	3.22
2016-12-28	4.83	-9.19	17.12	15.5	49.01	32.47	4.62	13.13	3.85	0.07
2016-12-29	4.27	-7.82	15.09	14.92	49.14	29.66	4.89	13.63	3.04	0.35
2016-12-30	4.17	-8.33	16.97	15.73	46.5	27.9	6.4	12.88	3.07	-0.67
2017-01-03	1.47	-7.51	14.7	14.97	45.44	28.03	3.23	9.57	3.07	-0.67

Commodity (180)

	Crude	Gold	Coal	Copper	Iron Ore (Dalian)	Rebar (Dalian)	Heating Oil	Gasolin	LME Aluminum Spot	LME Nikkel Spot
2016-12-06	2.81	-14.52	107.99	21.85	65.98	45.48	6.15	14.18	3.93	13.95
2016-12-07	0.46	-13.98	110.34	20.21	72.29	50.86	4.89	12.13	4.54	11.93
2016-12-08	2.62	-14.35	108.8	19.39	74.07	52.03	5.37	11.87	4.75	8.94
2016-12-09	3.96	-15.12	108.06	20.37	68.59	50.32	6.12	12.06	5.41	12.53
2016-12-12	6.64	-14.84	109.6	19.07	74.07	55.33	8.34	14.71	5.84	10.84
2016-12-13	6.94	-15.33	109.13	18.14	74.35	56.69	8.54	15.29	6.17	11.69
2016-12-14	3.03	-14.99	109.94	18.41	68.86	54.25	6.51	13.98	5.99	11.99
2016-12-15	3.57	-17.2	111.69	17.71	66.26	52.26	7.25	14.53	5.02	10.83
2016-12-16	4.76	-16.91	70.72	16.59	65.57	52.03	8.38	15.76	4.81	9.55
2016-12-19	7.11	-16.52	72.93	13.64	58.85	47.02	8.17	16.27	3.87	6.65
2016-12-20	7.59	-17.19	76.16	13.78	55.97	42.72	8.15	18.47	4.2	7.07
2016-12-21	5.95	-17.22	77.57	13.53	55.69	42.77	6.29	19.36	4.69	6.12
2016-12-22	6.88	-17.4	73.54	13.64	53.22	40.6	7.63	19.25	5.11	5.16
2016-12-23	6.44	-17.46	69.98	13.93	51.3	38.11	7.53	18.9	5.26	2
2016-12-26	6.44	-17.46	61.38	13.93	49.66	32.32	7.53	18.9	5.26	2
2016-12-27	7.47	-17.01	55.14	11.93	48.56	30.47	8.07	21.03	5.26	2
2016-12-28	9.12	-16.66	58.97	13.68	54.73	36.3	10.13	24.5	4.45	-1.1
2016-12-29	8.54	-15.4	56.21	13.12	54.87	33.41	10.41	25.05	3.63	-0.83
2016-12-30	8.44	-15.87	58.76	13.91	52.13	31.6	12	24.22	3.66	-1.84
2017-01-03	5.63	-15.11	55.67	13.16	51.03	31.74	8.66	20.57	3.66	-1.84

Commodity (365)

Agriculture

	Sugar	Soy Meal	Soy Bean	Soy Oil	Wheat	Corn
2016-12-07	519.7	2945	1049	37.93	401	358
2016-12-08	515.3	2928	1027	37.26	408.25	353.5
2016-12-09	512	2880	1037.5	36.94	416.25	359.5
2016-12-12	513.4	2919	1031	36.97	417.25	360.5
2016-12-13	499.2	2933	1028	36.78	417.5	361
2016-12-14	485.7	2923	1023.75	36.92	418	362
2016-12-15	489.1	2894	1024.75	37.18	415.5	362
2016-12-16	492.4	2914	1036.75	36.74	409.25	356.25
2016-12-19	490.1	2919	1032	36.85	405	353.25
2016-12-20	492.6	2871	1015.75	36.35	403.25	350.25
2016-12-21	491.8	2833	1017	36.34	399.5	347.25
2016-12-22	490.6	2822	1004	35.09	397	347.25
2016-12-23	491	2818	997.5	34.88	393.5	345.75
2016-12-26	491	2782	997.5	34.88	393.5	345.75
2016-12-27	491	2776	1024.25	35.4	409.5	355
2016-12-28	509.2	2834	1016.5	35.12	401.5	348.25
2016-12-29	520.9	2827	1012.75	34.79	404.75	349.75
2016-12-30	524.2	2812	1004	34.66	408	352
2017-01-02	524.2	2812	1004	34.66	408	352
2017-01-03	542.9	2787	995	34.81	406.5	355.75

Agriculture (21)

	Sugar	Soy Meal	Soy Bean	Soy Oil	Wheat	Corn
2016-12-07	2.02	1.48	1.87	0.21	1.39	4.53
2016-12-08	1.16	0.9	-0.27	-1.56	3.22	3.21
2016-12-09	0.51	-0.76	0.75	-2.4	5.25	4.96
2016-12-12	0.79	0.59	0.12	-2.32	5.5	5.26
2016-12-13	-2	1.07	-0.17	-2.83	5.56	5.4
2016-12-14	-4.65	0.72	-0.58	-2.46	5.69	5.69
2016-12-15	-3.99	-0.28	-0.49	-1.77	5.06	5.69
2016-12-16	-3.34	0.41	0.68	-2.93	3.48	4.01
2016-12-19	-3.79	0.59	0.22	-2.64	2.4	3.14
2016-12-20	-3.3	-1.07	-1.36	-3.96	1.96	2.26
2016-12-21	-3.46	-2.38	-1.24	-3.99	1.01	1.39
2016-12-22	-3.69	-2.76	-2.5	-7.29	0.38	1.39
2016-12-23	-3.61	-2.89	-3.13	-7.85	-0.51	0.95
2016-12-26	-3.61	-4.14	-3.13	-7.85	-0.51	0.95
2016-12-27	-3.61	-4.34	-0.53	-6.47	3.54	3.65
2016-12-28	-0.04	-2.34	-1.29	-7.21	1.52	1.68
2016-12-29	2.26	-2.58	-1.65	-8.08	2.34	2.12
2016-12-30	2.91	-3.1	-2.5	-8.43	3.16	2.77
2017-01-02	2.91	-3.1	-2.5	-8.43	3.16	2.77
2017-01-03	6.58	-3.96	-3.37	-8.03	2.78	3.87

Agriculture (60)

	Sugar	Soy Meal	Soy Bean	Soy Oil	Wheat	Corn
2016-12-07	-12.79	8.95	8.73	13.09	-3.84	2.21
2016-12-08	-13.53	8.32	6.45	11.09	-2.1	0.93
2016-12-09	-14.08	6.55	7.54	10.14	-0.18	2.64
2016-12-12	-13.84	7.99	6.87	10.23	0.06	2.93
2016-12-13	-16.23	8.51	6.56	9.66	0.12	3.07
2016-12-14	-18.49	8.14	6.12	10.08	0.24	3.35
2016-12-15	-17.92	7.07	6.22	10.85	-0.36	3.35
2016-12-16	-17.37	7.81	7.46	9.54	-1.86	1.71
2016-12-19	-17.75	7.99	6.97	9.87	-2.88	0.86
2016-12-20	-17.34	6.22	5.29	8.38	-3.3	0
2016-12-21	-17.47	4.81	5.42	8.35	-4.2	-0.86
2016-12-22	-17.67	4.4	4.07	4.62	-4.8	-0.86
2016-12-23	-17.6	4.25	3.39	4	-5.64	-1.28
2016-12-26	-17.6	2.92	3.39	4	-5.64	-1.28
2016-12-27	-17.6	2.7	6.17	5.55	-1.8	1.36
2016-12-28	-14.55	4.85	5.36	4.71	-3.72	-0.57
2016-12-29	-12.59	4.59	4.98	3.73	-2.94	-0.14
2016-12-30	-12.03	4.03	4.07	3.34	-2.16	0.5
2017-01-02	-12.03	4.03	4.07	3.34	-2.16	0.5
2017-01-03	-8.89	3.11	3.14	3.79	-2.52	1.57

Agriculture (180)

	Sugar	Soy Meal	Soy Bean	Soy Oil	Wheat	Corn
2016-12-07	-3.19	-2.35	-2.37	20.26	-14.86	-2.59
2016-12-08	-4.01	-2.92	-4.42	18.14	-13.32	-3.81
2016-12-09	-4.62	-4.51	-3.44	17.12	-11.62	-2.18
2016-12-12	-4.36	-3.22	-4.05	17.22	-11.41	-1.9
2016-12-13	-7	-2.75	-4.33	16.61	-11.36	-1.77
2016-12-14	-9.52	-3.08	-4.72	17.06	-11.25	-1.5
2016-12-15	-8.89	-4.05	-4.63	17.88	-11.78	-1.5
2016-12-16	-8.27	-3.38	-3.51	16.49	-13.11	-3.06
2016-12-19	-8.7	-3.22	-3.96	16.84	-14.01	-3.88
2016-12-20	-8.23	-4.81	-5.47	15.25	-14.38	-4.69
2016-12-21	-8.38	-6.07	-5.35	15.22	-15.18	-5.51
2016-12-22	-8.61	-6.43	-6.56	11.26	-15.71	-5.51
2016-12-23	-8.53	-6.56	-7.17	10.59	-16.45	-5.92
2016-12-26	-8.53	-7.76	-7.17	10.59	-16.45	-5.92
2016-12-27	-8.53	-7.96	-4.68	12.24	-13.06	-3.4
2016-12-28	-5.14	-6.03	-5.4	11.35	-14.76	-5.24
2016-12-29	-2.96	-6.27	-5.75	10.3	-14.07	-4.83
2016-12-30	-2.35	-6.76	-6.56	9.89	-13.38	-4.22
2017-01-02	-2.35	-6.76	-6.56	9.89	-13.38	-4.22
2017-01-03	1.14	-7.59	-7.4	10.37	-13.69	-3.2

Agriculture (365)

	Sugar	Soy Bean	Soy Oil	Wheat	Corn
2016-12-06	29.52	19.27	22.39	-20.09	-6.85
2016-12-07	29.47	19.41	22.75	-21.22	-7.49
2016-12-08	28.38	16.9	20.58	-19.79	-8.66
2016-12-09	27.55	18.1	19.55	-18.22	-7.11
2016-12-12	27.9	17.36	19.64	-18.03	-6.85
2016-12-13	24.36	17.02	19.03	-17.98	-6.72
2016-12-14	21	16.53	19.48	-17.88	-6.46
2016-12-15	21.85	16.65	20.32	-18.37	-6.46
2016-12-16	22.67	18.01	18.9	-19.6	-7.95
2016-12-19	22.1	17.47	19.26	-20.43	-8.72
2016-12-20	22.72	15.62	17.64	-20.78	-9.5
2016-12-21	22.52	15.77	17.61	-21.51	-10.27
2016-12-22	22.22	14.29	13.56	-22	-10.27
2016-12-23	22.32	13.55	12.88	-22.69	-10.66
2016-12-27	22.32	16.59	14.56	-19.55	-8.27
2016-12-28	26.86	15.71	13.66	-21.12	-10.01
2016-12-29	29.77	15.28	12.59	-20.48	-9.63
2016-12-30	30.59	14.29	12.17	-19.84	-9.04
2017-01-02	30.59	14.29	12.17	-19.84	-9.04
2017-01-03	35.25	13.26	12.65	-20.14	-8.07

Crude

Crude Spread

Crack Spread

Crude Inventory

##            EIA.Crude.재고 Gasolin.Inventory
## 2016-08-12         490461            232659
## 2016-08-19         492962            232695
## 2016-08-26         495238            232004
## 2016-09-02         480725            227793
## 2016-09-09         480166            228360
## 2016-09-16         473966            225156
## 2016-09-23         472084            227183
## 2016-09-30         469108            227405
## 2016-10-07         473958            225498
## 2016-10-14         468711            227967
## 2016-10-21         468158            226011
## 2016-10-28         482578            223804
## 2016-11-04         485010            220963
## 2016-11-11         490284            221709
## 2016-11-18         489029            224026
## 2016-11-25         488145            226123
## 2016-12-02         485756            229548
## 2016-12-09         483193            230045
## 2016-12-16         485449            228736
## 2016-12-23         486063            227143

Crude Production (OPEC)

##            Iran.Crude.Production Saudi.Crude.Production
## 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                  10200
## 2016-05-31                  3500                  10260
## 2016-06-30                  3530                  10470
## 2016-07-31                  3560                  10660
## 2016-08-31                  3620                  10640
## 2016-09-30                  3630                  10600
## 2016-10-31                  3680                  10580
## 2016-11-30                  3670                  10530
##            Iran.Crude.Production.1 Venezuela.Crude.Production
## 2015-04-30                    3673                       2362
## 2015-05-31                    3821                       2362
## 2015-06-30                    4388                       2366
## 2015-07-31                    4295                       2370
## 2015-08-31                    4299                       2370
## 2015-09-30                    4247                       2380
## 2015-10-31                    4217                       2380
## 2015-11-30                    4321                       2360
## 2015-12-31                    4440                       2356
## 2016-01-31                    4510                       2346
## 2016-02-29                    4200                       2331
## 2016-03-31                    4150                       2320
## 2016-04-30                    4420                       2250
## 2016-05-31                    4370                       2210
## 2016-06-30                    4350                       2250
## 2016-07-31                    4410                       2200
## 2016-08-31                    4480                       2190
## 2016-09-30                    4540                       2200
## 2016-10-31                    4590                       2140
## 2016-11-30                    4580                       2080
##            UAE.Crude.Production
## 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                 2930
## 2016-02-29                 2820
## 2016-03-31                 2760
## 2016-04-30                 2800
## 2016-05-31                 2860
## 2016-06-30                 2920
## 2016-07-31                 3000
## 2016-08-31                 3030
## 2016-09-30                 3110
## 2016-10-31                 3130
## 2016-11-30                 3130

Crude Production (Rig Count)

##            Baker Hugh Rig Count
## 2016-08-19                  491
## 2016-08-26                  489
## 2016-09-02                  497
## 2016-09-09                  508
## 2016-09-16                  506
## 2016-09-23                  511
## 2016-09-30                  522
## 2016-10-07                  524
## 2016-10-14                  539
## 2016-10-21                  553
## 2016-10-28                  557
## 2016-11-04                  569
## 2016-11-11                  568
## 2016-11-18                  588
## 2016-11-25                  593
## 2016-12-02                  597
## 2016-12-09                  624
## 2016-12-16                  637
## 2016-12-23                  653
## 2016-12-30                  658

Sentiment

##            Bloomberg.Survey.Crude.Oil.Bullish
## 2016-08-12                              25.00
## 2016-08-19                              29.03
## 2016-08-26                               9.38
## 2016-09-02                              17.14
## 2016-09-09                              20.00
## 2016-09-16                              32.35
## 2016-09-23                              32.26
## 2016-09-30                              32.14
## 2016-10-07                              25.00
## 2016-10-14                              13.16
## 2016-10-21                              25.53
## 2016-10-28                               9.52
## 2016-11-04                              25.00
## 2016-11-11                              36.84
## 2016-11-18                              48.78
## 2016-11-25                              44.44
## 2016-12-02                              56.41
## 2016-12-09                              18.75
## 2016-12-16                              29.41
## 2016-12-23                              12.50
##            Bloomberg.Survey.Crude.Oil.Bearish
## 2016-08-12                              38.89
## 2016-08-19                              41.94
## 2016-08-26                              71.88
## 2016-09-02                              54.29
## 2016-09-09                              50.00
## 2016-09-16                              52.94
## 2016-09-23                              35.48
## 2016-09-30                              50.00
## 2016-10-07                              56.25
## 2016-10-14                              60.53
## 2016-10-21                              40.43
## 2016-10-28                              47.62
## 2016-11-04                              52.50
## 2016-11-11                              39.47
## 2016-11-18                              21.95
## 2016-11-25                              19.44
## 2016-12-02                              23.08
## 2016-12-09                              28.13
## 2016-12-16                              38.24
## 2016-12-23                              37.50
##            Bloomberg.Survey.Crude.Oil.Bullish.1
## 2016-08-12                                36.11
## 2016-08-19                                29.03
## 2016-08-26                                18.75
## 2016-09-02                                28.57
## 2016-09-09                                30.00
## 2016-09-16                                14.71
## 2016-09-23                                32.26
## 2016-09-30                                17.86
## 2016-10-07                                18.75
## 2016-10-14                                26.32
## 2016-10-21                                34.04
## 2016-10-28                                42.86
## 2016-11-04                                22.50
## 2016-11-11                                23.68
## 2016-11-18                                29.27
## 2016-11-25                                36.11
## 2016-12-02                                20.51
## 2016-12-09                                53.13
## 2016-12-16                                32.35
## 2016-12-23                                50.00

Hot Rolled Spread

Stoxx

Financials

##            ALLIANZ.SE.REG BANCO.BILBAO.VIZCAYA.ARGENTA BNP.PARIBAS AXA.SA
## 2016-12-06         153.80                        6.122       58.15 23.440
## 2016-12-07         156.05                        6.201       59.46 24.380
## 2016-12-08         158.45                        6.478       60.61 24.365
## 2016-12-09         157.25                        6.414       60.00 23.945
## 2016-12-12         155.05                        6.369       59.21 23.990
## 2016-12-13         156.45                        6.470       59.73 23.950
## 2016-12-14         155.05                        6.370       58.59 23.670
## 2016-12-15         156.75                        6.534       61.70 23.980
## 2016-12-16         156.65                        6.552       60.96 23.990
## 2016-12-19         156.30                        6.474       60.50 23.750
## 2016-12-20         157.75                        6.515       61.47 24.070
## 2016-12-21         157.70                        6.455       61.21 23.995
## 2016-12-22         157.30                        6.444       61.58 24.065
## 2016-12-23         156.95                        6.460       61.17 24.050
## 2016-12-27         156.85                        6.444       60.68 24.165
## 2016-12-28         156.40                        6.414       60.65 23.995
## 2016-12-29         155.90                        6.375       59.85 23.820
## 2016-12-30         157.00                        6.414       60.55 23.985
## 2017-01-02         157.30                        6.440       60.35 24.140
## 2017-01-03         159.55                        6.565       61.92 24.430
##            DEUTSCHE.BANK.AG.REGISTERED ASSICURAZIONI.GENERALI
## 2016-12-06                      16.490                  12.83
## 2016-12-07                      17.380                  13.77
## 2016-12-08                      17.875                  14.40
## 2016-12-09                      17.340                  14.02
## 2016-12-12                      17.250                  14.06
## 2016-12-13                      17.470                  13.96
## 2016-12-14                      17.245                  13.82
## 2016-12-15                      18.170                  14.17
## 2016-12-16                      18.325                  14.40
## 2016-12-19                      17.505                  14.20
## 2016-12-20                      18.075                  14.33
## 2016-12-21                      17.995                  14.24
## 2016-12-22                      17.750                  14.26
## 2016-12-23                      17.810                  14.37
## 2016-12-27                      17.540                  14.38
## 2016-12-28                      17.520                  14.19
## 2016-12-29                      17.110                  14.11
## 2016-12-30                      17.250                  14.12
## 2017-01-02                      17.545                  14.35
## 2017-01-03                      17.715                  14.45
##            SOCIETE.GENERALE.SA ING.GROEP.NV.CVA INTESA.SANPAOLO
## 2016-12-06              43.255           13.485           2.280
## 2016-12-07              44.865           13.485           2.318
## 2016-12-08              46.860           13.725           2.396
## 2016-12-09              46.360           13.620           2.356
## 2016-12-12              46.055           13.645           2.340
## 2016-12-13              46.550           13.620           2.430
## 2016-12-14              45.930           13.385           2.366
## 2016-12-15              47.500           13.710           2.446
## 2016-12-16              46.955           13.600           2.414
## 2016-12-19              46.430           13.480           2.396
## 2016-12-20              46.985           13.640           2.448
## 2016-12-21              46.840           13.630           2.450
## 2016-12-22              46.885           13.655           2.430
## 2016-12-23              46.810           13.625           2.460
## 2016-12-27              46.810           13.540           2.452
## 2016-12-28              46.740           13.525           2.432
## 2016-12-29              46.355           13.325           2.412
## 2016-12-30              46.745           13.370           2.426
## 2017-01-02              46.905           13.480           2.448
## 2017-01-03              48.665           13.820           2.504
##            MUENCHENER.RUECKVER.AG.REG BANCO.SANTANDER.SA UNICREDIT.SPA
## 2016-12-06                     175.05              4.570         2.272
## 2016-12-07                     177.05              4.683         2.486
## 2016-12-08                     175.85              4.930         2.560
## 2016-12-09                     175.10              4.874         2.500
## 2016-12-12                     173.95              4.892         2.424
## 2016-12-13                     175.50              4.952         2.810
## 2016-12-14                     176.10              4.888         2.630
## 2016-12-15                     176.15              4.998         2.798
## 2016-12-16                     176.80              5.033         2.872
## 2016-12-19                     176.65              4.916         2.742
## 2016-12-20                     178.30              4.995         2.798
## 2016-12-21                     178.55              4.973         2.834
## 2016-12-22                     178.15              4.952         2.852
## 2016-12-23                     178.50              4.973         2.836
## 2016-12-27                     179.45              4.953         2.822
## 2016-12-28                     178.75              4.928         2.788
## 2016-12-29                     178.75              4.902         2.736
## 2016-12-30                     179.65              4.959         2.734
## 2017-01-02                     180.30              4.990         2.804
## 2017-01-03                     180.00              5.111         2.808
##            UNIBAIL.RODAMCO.SE
## 2016-12-06             207.40
## 2016-12-07             209.70
## 2016-12-08             210.15
## 2016-12-09             216.45
## 2016-12-12             211.70
## 2016-12-13             216.40
## 2016-12-14             215.50
## 2016-12-15             213.75
## 2016-12-16             216.80
## 2016-12-19             220.50
## 2016-12-20             221.85
## 2016-12-21             222.00
## 2016-12-22             221.50
## 2016-12-23             221.55
## 2016-12-27             222.90
## 2016-12-28             220.20
## 2016-12-29             223.20
## 2016-12-30             226.75
## 2017-01-02             226.50
## 2017-01-03             222.60

##            ALLIANZ SE-REG
## 2015-01-05         133.35

##            ALLIANZ.SE.REG BANCO.BILBAO.VIZCAYA.ARGENTA BNP.PARIBAS AXA.SA
## 2016-12-06          28.38                        22.32       46.05  37.28
## 2016-12-07          30.26                        23.90       49.34  42.78
## 2016-12-08          32.26                        29.43       52.23  42.69
## 2016-12-09          31.26                        28.15       50.70  40.23
## 2016-12-12          29.42                        27.25       48.71  40.50
## 2016-12-13          30.59                        29.27       50.02  40.26
## 2016-12-14          29.42                        27.27       47.16  38.62
## 2016-12-15          30.84                        30.55       54.97  40.44
## 2016-12-16          30.76                        30.91       53.11  40.50
## 2016-12-19          30.47                        29.35       51.95  39.09
## 2016-12-20          31.68                        30.17       54.39  40.97
## 2016-12-21          31.64                        28.97       53.74  40.53
## 2016-12-22          31.30                        28.75       54.67  40.94
## 2016-12-23          31.01                        29.07       53.64  40.85
## 2016-12-27          30.93                        28.75       52.40  41.52
## 2016-12-28          30.55                        28.15       52.33  40.53
## 2016-12-29          30.13                        27.37       50.32  39.50
## 2016-12-30          31.05                        28.15       52.08  40.47
## 2017-01-02          31.30                        28.67       51.58  41.38
## 2017-01-03          33.18                        31.17       55.52  43.07
##            DEUTSCHE.BANK.AG.REGISTERED ASSICURAZIONI.GENERALI
## 2016-12-06                       44.21                  30.45
## 2016-12-07                       51.99                  40.01
## 2016-12-08                       56.32                  46.42
## 2016-12-09                       51.64                  42.55
## 2016-12-12                       50.85                  42.96
## 2016-12-13                       52.78                  41.94
## 2016-12-14                       50.81                  40.52
## 2016-12-15                       58.90                  44.08
## 2016-12-16                       60.25                  46.42
## 2016-12-19                       53.08                  44.38
## 2016-12-20                       58.07                  45.70
## 2016-12-21                       57.37                  44.79
## 2016-12-22                       55.23                  44.99
## 2016-12-23                       55.75                  46.11
## 2016-12-27                       53.39                  46.21
## 2016-12-28                       53.21                  44.28
## 2016-12-29                       49.63                  43.47
## 2016-12-30                       50.85                  43.57
## 2017-01-02                       53.43                  45.91
## 2017-01-03                       54.92                  46.92
##            SOCIETE.GENERALE.SA ING.GROEP.NV.CVA INTESA.SANPAOLO
## 2016-12-06               54.48            47.85           42.50
## 2016-12-07               60.23            47.85           44.88
## 2016-12-08               67.36            50.48           49.75
## 2016-12-09               65.57            49.33           47.25
## 2016-12-12               64.48            49.60           46.25
## 2016-12-13               66.25            49.33           51.88
## 2016-12-14               64.04            46.75           47.88
## 2016-12-15               69.64            50.31           52.88
## 2016-12-16               67.70            49.11           50.88
## 2016-12-19               65.82            47.79           49.75
## 2016-12-20               67.80            49.55           53.00
## 2016-12-21               67.29            49.44           53.12
## 2016-12-22               67.45            49.71           51.88
## 2016-12-23               67.18            49.38           53.75
## 2016-12-27               67.18            48.45           53.25
## 2016-12-28               66.93            48.28           52.00
## 2016-12-29               65.55            46.09           50.75
## 2016-12-30               66.95            46.58           51.62
## 2017-01-02               67.52            47.79           53.00
## 2017-01-03               73.80            51.52           56.50
##            MUENCHENER.RUECKVER.AG.REG BANCO.SANTANDER.SA UNICREDIT.SPA
## 2016-12-06                      23.01              29.72         29.61
## 2016-12-07                      24.42              32.93         41.81
## 2016-12-08                      23.58              39.94         46.04
## 2016-12-09                      23.05              38.35         42.61
## 2016-12-12                      22.24              38.86         38.28
## 2016-12-13                      23.33              40.56         60.30
## 2016-12-14                      23.75              38.75         50.03
## 2016-12-15                      23.79              41.87         59.61
## 2016-12-16                      24.24              42.86         63.83
## 2016-12-19                      24.14              39.54         56.42
## 2016-12-20                      25.30              41.78         59.61
## 2016-12-21                      25.47              41.16         61.67
## 2016-12-22                      25.19              40.56         62.69
## 2016-12-23                      25.44              41.16         61.78
## 2016-12-27                      26.11              40.59         60.98
## 2016-12-28                      25.61              39.88         59.04
## 2016-12-29                      25.61              39.14         56.08
## 2016-12-30                      26.25              40.76         55.96
## 2017-01-02                      26.70              41.64         59.95
## 2017-01-03                      26.49              45.08         60.18
##            UNIBAIL.RODAMCO.SE
## 2016-12-06              -8.53
## 2016-12-07              -7.52
## 2016-12-08              -7.32
## 2016-12-09              -4.54
## 2016-12-12              -6.64
## 2016-12-13              -4.56
## 2016-12-14              -4.96
## 2016-12-15              -5.73
## 2016-12-16              -4.39
## 2016-12-19              -2.76
## 2016-12-20              -2.16
## 2016-12-21              -2.09
## 2016-12-22              -2.32
## 2016-12-23              -2.29
## 2016-12-27              -1.70
## 2016-12-28              -2.89
## 2016-12-29              -1.57
## 2016-12-30               0.00
## 2017-01-02              -0.11
## 2017-01-03              -1.83

##            ALLIANZ SE-REG
## 2016-07-07              0

##            ALLIANZ.SE.REG BANCO.BILBAO.VIZCAYA.ARGENTA BNP.PARIBAS AXA.SA
## 2016-12-06           1.32                        -1.37       18.81  -1.06
## 2016-12-07           2.80                        -0.10       21.48   2.91
## 2016-12-08           4.38                         4.37       23.83   2.85
## 2016-12-09           3.59                         3.33       22.59   1.08
## 2016-12-12           2.14                         2.61       20.97   1.27
## 2016-12-13           3.06                         4.24       22.03   1.10
## 2016-12-14           2.14                         2.63       19.71  -0.08
## 2016-12-15           3.26                         5.27       26.06   1.22
## 2016-12-16           3.19                         5.56       24.55   1.27
## 2016-12-19           2.96                         4.30       23.61   0.25
## 2016-12-20           3.92                         4.96       25.59   1.60
## 2016-12-21           3.89                         4.00       25.06   1.29
## 2016-12-22           3.62                         3.82       25.81   1.58
## 2016-12-23           3.39                         4.08       24.98   1.52
## 2016-12-27           3.33                         3.82       23.98   2.01
## 2016-12-28           3.03                         3.33       23.91   1.29
## 2016-12-29           2.70                         2.71       22.28   0.55
## 2016-12-30           3.43                         3.33       23.71   1.25
## 2017-01-02           3.62                         3.75       23.30   1.90
## 2017-01-03           5.11                         5.77       26.51   3.12
##            DEUTSCHE.BANK.AG.REGISTERED ASSICURAZIONI.GENERALI
## 2016-12-06                      -19.42                 -16.74
## 2016-12-07                      -15.07                 -10.64
## 2016-12-08                      -12.66                  -6.55
## 2016-12-09                      -15.27                  -9.02
## 2016-12-12                      -15.71                  -8.76
## 2016-12-13                      -14.63                  -9.41
## 2016-12-14                      -15.73                 -10.32
## 2016-12-15                      -11.21                  -8.05
## 2016-12-16                      -10.46                  -6.55
## 2016-12-19                      -14.46                  -7.85
## 2016-12-20                      -11.68                  -7.01
## 2016-12-21                      -12.07                  -7.59
## 2016-12-22                      -13.27                  -7.46
## 2016-12-23                      -12.97                  -6.75
## 2016-12-27                      -14.29                  -6.68
## 2016-12-28                      -14.39                  -7.92
## 2016-12-29                      -16.39                  -8.44
## 2016-12-30                      -15.71                  -8.37
## 2017-01-02                      -14.27                  -6.88
## 2017-01-03                      -13.44                  -6.23
##            SOCIETE.GENERALE.SA ING.GROEP.NV.CVA INTESA.SANPAOLO
## 2016-12-06               10.22            16.45          -20.22
## 2016-12-07               14.32            16.45          -18.89
## 2016-12-08               19.40            18.52          -16.17
## 2016-12-09               18.13            17.62          -17.56
## 2016-12-12               17.35            17.83          -18.12
## 2016-12-13               18.61            17.62          -14.98
## 2016-12-14               17.03            15.59          -17.21
## 2016-12-15               21.03            18.39          -14.42
## 2016-12-16               19.65            17.44          -15.54
## 2016-12-19               18.31            16.41          -16.17
## 2016-12-20               19.72            17.79          -14.35
## 2016-12-21               19.35            17.70          -14.28
## 2016-12-22               19.47            17.92          -14.98
## 2016-12-23               19.28            17.66          -13.93
## 2016-12-27               19.28            16.93          -14.21
## 2016-12-28               19.10            16.80          -14.91
## 2016-12-29               18.12            15.07          -15.61
## 2016-12-30               19.11            15.46          -15.12
## 2017-01-02               19.52            16.41          -14.35
## 2017-01-03               24.00            19.34          -12.39
##            MUENCHENER.RUECKVER.AG.REG BANCO.SANTANDER.SA UNICREDIT.SPA
## 2016-12-06                       1.27              10.63        -51.45
## 2016-12-07                       2.43              13.36        -46.88
## 2016-12-08                       1.74              19.34        -45.30
## 2016-12-09                       1.30              17.99        -46.58
## 2016-12-12                       0.64              18.42        -48.21
## 2016-12-13                       1.53              19.87        -39.96
## 2016-12-14                       1.88              18.32        -43.80
## 2016-12-15                       1.91              20.99        -40.21
## 2016-12-16                       2.29              21.83        -38.63
## 2016-12-19                       2.20              19.00        -41.41
## 2016-12-20                       3.15              20.92        -40.21
## 2016-12-21                       3.30              20.38        -39.44
## 2016-12-22                       3.07              19.87        -39.06
## 2016-12-23                       3.27              20.38        -39.40
## 2016-12-27                       3.82              19.90        -39.70
## 2016-12-28                       3.41              19.29        -40.43
## 2016-12-29                       3.41              18.66        -41.54
## 2016-12-30                       3.93              20.04        -41.58
## 2017-01-02                       4.31              20.79        -40.09
## 2017-01-03                       4.14              23.72        -40.00
##            UNIBAIL.RODAMCO.SE
## 2016-12-06              -8.39
## 2016-12-07              -7.38
## 2016-12-08              -7.18
## 2016-12-09              -4.39
## 2016-12-12              -6.49
## 2016-12-13              -4.42
## 2016-12-14              -4.81
## 2016-12-15              -5.59
## 2016-12-16              -4.24
## 2016-12-19              -2.61
## 2016-12-20              -2.01
## 2016-12-21              -1.94
## 2016-12-22              -2.16
## 2016-12-23              -2.14
## 2016-12-27              -1.55
## 2016-12-28              -2.74
## 2016-12-29              -1.41
## 2016-12-30               0.15
## 2017-01-02               0.04
## 2017-01-03              -1.68

##            ALLIANZ SE-REG
## 2016-01-08              0

Consumer, Cyclical

##            BAYERISCHE.MOTOREN.WERKE.AG DAIMLER.AG.REGISTERED.SHARES
## 2016-12-06                       83.37                        64.49
## 2016-12-07                       86.32                        66.60
## 2016-12-08                       88.99                        68.24
## 2016-12-09                       88.77                        68.30
## 2016-12-12                       88.09                        68.18
## 2016-12-13                       88.90                        68.96
## 2016-12-14                       89.05                        69.05
## 2016-12-15                       89.75                        70.11
## 2016-12-16                       90.00                        70.62
## 2016-12-19                       90.11                        70.98
## 2016-12-20                       90.25                        71.11
## 2016-12-21                       90.07                        71.25
## 2016-12-22                       89.67                        70.91
## 2016-12-23                       89.96                        71.03
## 2016-12-27                       89.70                        70.96
## 2016-12-28                       89.85                        70.87
## 2016-12-29                       88.52                        70.40
## 2016-12-30                       88.75                        70.72
## 2017-01-02                       89.98                        71.18
## 2017-01-03                       90.83                        72.10
##            INDITEX LVMH.MOET.HENNESSY.LOUIS.VUI VOLKSWAGEN.AG.PREF
## 2016-12-06  32.295                       173.10             121.40
## 2016-12-07  32.225                       175.70             127.00
## 2016-12-08  31.900                       176.55             128.90
## 2016-12-09  32.305                       176.10             128.10
## 2016-12-12  32.235                       176.15             127.05
## 2016-12-13  32.990                       177.90             129.15
## 2016-12-14  32.000                       176.50             128.95
## 2016-12-15  32.015                       177.75             129.95
## 2016-12-16  32.450                       179.20             131.20
## 2016-12-19  32.070                       179.20             133.65
## 2016-12-20  32.115                       179.00             136.25
## 2016-12-21  32.020                       179.60             138.80
## 2016-12-22  32.130                       179.75             138.80
## 2016-12-23  32.190                       179.30             137.50
## 2016-12-27  32.245                       179.95             137.25
## 2016-12-28  32.395                       180.85             136.60
## 2016-12-29  32.350                       179.40             133.50
## 2016-12-30  32.430                       181.40             133.35
## 2017-01-02  32.600                       181.80             137.75
## 2017-01-03  32.275                       179.70             140.45

##            BAYERISCHE MOTOREN WERKE AG
## 2015-01-05                       85.08

##            BAYERISCHE.MOTOREN.WERKE.AG DAIMLER.AG.REGISTERED.SHARES
## 2016-12-06                       27.09                        23.36
## 2016-12-07                       31.59                        27.39
## 2016-12-08                       35.66                        30.53
## 2016-12-09                       35.32                        30.64
## 2016-12-12                       34.28                        30.41
## 2016-12-13                       35.52                        31.91
## 2016-12-14                       35.75                        32.08
## 2016-12-15                       36.81                        34.10
## 2016-12-16                       37.20                        35.08
## 2016-12-19                       37.36                        35.77
## 2016-12-20                       37.58                        36.02
## 2016-12-21                       37.30                        36.29
## 2016-12-22                       36.69                        35.64
## 2016-12-23                       37.13                        35.86
## 2016-12-27                       36.74                        35.73
## 2016-12-28                       36.97                        35.56
## 2016-12-29                       34.94                        34.66
## 2016-12-30                       35.29                        35.27
## 2017-01-02                       37.16                        36.15
## 2017-01-03                       38.46                        37.91
##            INDITEX LVMH.MOET.HENNESSY.LOUIS.VUI VOLKSWAGEN.AG.PREF
## 2016-12-06    8.39                        28.79              14.53
## 2016-12-07    8.16                        30.73              19.81
## 2016-12-08    7.06                        31.36              21.60
## 2016-12-09    8.42                        31.03              20.85
## 2016-12-12    8.19                        31.06              19.86
## 2016-12-13   10.72                        32.37              21.84
## 2016-12-14    7.40                        31.32              21.65
## 2016-12-15    7.45                        32.25              22.59
## 2016-12-16    8.91                        33.33              23.77
## 2016-12-19    7.64                        33.33              26.08
## 2016-12-20    7.79                        33.18              28.54
## 2016-12-21    7.47                        33.63              30.94
## 2016-12-22    7.84                        33.74              30.94
## 2016-12-23    8.04                        33.41              29.72
## 2016-12-27    8.22                        33.89              29.48
## 2016-12-28    8.73                        34.56              28.87
## 2016-12-29    8.58                        33.48              25.94
## 2016-12-30    8.84                        34.97              25.80
## 2017-01-02    9.41                        35.27              29.95
## 2017-01-03    8.32                        33.71              32.50

##            BAYERISCHE MOTOREN WERKE AG
## 2016-07-07                           0

##            BAYERISCHE.MOTOREN.WERKE.AG DAIMLER.AG.REGISTERED.SHARES
## 2016-12-06                       -0.08                        -5.43
## 2016-12-07                        3.45                        -2.33
## 2016-12-08                        6.65                         0.07
## 2016-12-09                        6.39                         0.16
## 2016-12-12                        5.57                        -0.01
## 2016-12-13                        6.54                         1.13
## 2016-12-14                        6.72                         1.26
## 2016-12-15                        7.56                         2.82
## 2016-12-16                        7.86                         3.56
## 2016-12-19                        7.99                         4.09
## 2016-12-20                        8.16                         4.28
## 2016-12-21                        7.95                         4.49
## 2016-12-22                        7.47                         3.99
## 2016-12-23                        7.81                         4.16
## 2016-12-27                        7.50                         4.06
## 2016-12-28                        7.68                         3.93
## 2016-12-29                        6.09                         3.24
## 2016-12-30                        6.36                         3.71
## 2017-01-02                        7.84                         4.38
## 2017-01-03                        8.86                         5.73
##            INDITEX LVMH.MOET.HENNESSY.LOUIS.VUI VOLKSWAGEN.AG.PREF
## 2016-12-06    7.27                        24.13               5.47
## 2016-12-07    7.04                        25.99              10.34
## 2016-12-08    5.96                        26.60              11.99
## 2016-12-09    7.31                        26.28              11.29
## 2016-12-12    7.08                        26.32              10.38
## 2016-12-13    9.58                        27.57              12.21
## 2016-12-14    6.29                        26.57              12.03
## 2016-12-15    6.34                        27.47              12.90
## 2016-12-16    7.79                        28.50              13.99
## 2016-12-19    6.53                        28.50              16.12
## 2016-12-20    6.68                        28.36              18.38
## 2016-12-21    6.36                        28.79              20.59
## 2016-12-22    6.73                        28.90              20.59
## 2016-12-23    6.93                        28.58              19.46
## 2016-12-27    7.11                        29.04              19.24
## 2016-12-28    7.61                        29.69              18.68
## 2016-12-29    7.46                        28.65              15.99
## 2016-12-30    7.72                        30.08              15.86
## 2017-01-02    8.29                        30.37              19.68
## 2017-01-03    7.21                        28.86              22.02

##            BAYERISCHE MOTOREN WERKE AG
## 2016-01-08                           0

Consumer, Non-cyclical

##            ANHEUSER.BUSCH.INBEV.NV BAYER.AG.REG DANONE CARREFOUR.SA
## 2016-12-06                   96.87        88.16  58.75       22.035
## 2016-12-07                   97.12        90.10  58.90       22.350
## 2016-12-08                   96.95        93.17  59.99       22.890
## 2016-12-09                   97.83        94.54  61.32       23.280
## 2016-12-12                   97.40        95.00  61.02       23.225
## 2016-12-13                   99.08        96.21  61.83       23.435
## 2016-12-14                   97.99        95.92  61.58       23.090
## 2016-12-15                   97.30        97.70  61.31       22.820
## 2016-12-16                   98.88        97.57  61.24       22.770
## 2016-12-19                   98.80        98.35  60.40       22.860
## 2016-12-20                   99.73        98.70  59.71       22.880
## 2016-12-21                   99.24        98.70  59.00       22.780
## 2016-12-22                   98.80        98.80  59.08       22.735
## 2016-12-23                   99.08        98.50  58.87       22.600
## 2016-12-27                   99.49        98.72  59.31       22.580
## 2016-12-28                   99.91        98.69  59.25       22.595
## 2016-12-29                  100.05        98.73  59.53       22.730
## 2016-12-30                  100.55        99.13  60.20       22.890
## 2017-01-02                  101.10       100.20  60.24       23.320
## 2017-01-03                  100.20       100.75  60.04       23.485
##            ESSILOR.INTERNATIONAL FRESENIUS.SE...CO.KGAA L_OREAL SANOFI
## 2016-12-06                100.15                  68.37  160.80  75.55
## 2016-12-07                100.35                  67.90  162.15  75.10
## 2016-12-08                100.45                  68.56  162.60  75.08
## 2016-12-09                103.70                  70.38  167.20  76.33
## 2016-12-12                103.15                  70.40  166.25  76.40
## 2016-12-13                104.60                  71.44  168.05  77.47
## 2016-12-14                103.50                  70.17  168.25  75.45
## 2016-12-15                103.55                  71.29  167.85  76.00
## 2016-12-16                105.25                  72.07  169.10  74.39
## 2016-12-19                105.05                  72.39  170.00  74.86
## 2016-12-20                105.65                  72.82  170.90  75.67
## 2016-12-21                105.35                  73.00  170.55  75.20
## 2016-12-22                105.10                  73.52  171.50  76.08
## 2016-12-23                105.45                  73.54  172.55  75.86
## 2016-12-27                105.85                  73.70  172.70  76.22
## 2016-12-28                105.85                  73.90  172.40  76.15
## 2016-12-29                106.15                  73.88  172.60  76.21
## 2016-12-30                107.35                  74.26  173.40  76.90
## 2017-01-02                107.30                  74.77  173.45  77.84
## 2017-01-03                106.30                  73.88  170.15  78.30
##            UNILEVER.NV.CVA
## 2016-12-06          37.675
## 2016-12-07          37.180
## 2016-12-08          37.140
## 2016-12-09          37.790
## 2016-12-12          37.780
## 2016-12-13          38.515
## 2016-12-14          38.175
## 2016-12-15          38.145
## 2016-12-16          38.265
## 2016-12-19          38.935
## 2016-12-20          39.275
## 2016-12-21          39.070
## 2016-12-22          39.075
## 2016-12-23          39.135
## 2016-12-27          39.075
## 2016-12-28          39.165
## 2016-12-29          39.045
## 2016-12-30          39.115
## 2017-01-02          39.250
## 2017-01-03          38.985

##            ANHEUSER-BUSCH INBEV NV
## 2015-01-05                   90.58

##            ANHEUSER.BUSCH.INBEV.NV BAYER.AG.REG DANONE CARREFOUR.SA
## 2016-12-06                  -16.49        -0.52  -8.26         0.16
## 2016-12-07                  -16.28         1.67  -8.03         1.59
## 2016-12-08                  -16.42         5.13  -6.32         4.05
## 2016-12-09                  -15.66         6.68  -4.25         5.82
## 2016-12-12                  -16.03         7.20  -4.72         5.57
## 2016-12-13                  -14.59         8.56  -3.45         6.52
## 2016-12-14                  -15.53         8.24  -3.84         4.95
## 2016-12-15                  -16.12        10.25  -4.26         3.73
## 2016-12-16                  -14.76        10.10  -4.37         3.50
## 2016-12-19                  -14.83        10.98  -5.68         3.91
## 2016-12-20                  -14.03        11.37  -6.76         4.00
## 2016-12-21                  -14.45        11.37  -7.87         3.55
## 2016-12-22                  -14.83        11.49  -7.75         3.34
## 2016-12-23                  -14.59        11.15  -8.07         2.73
## 2016-12-27                  -14.23        11.40  -7.39         2.64
## 2016-12-28                  -13.87        11.36  -7.48         2.70
## 2016-12-29                  -13.75        11.41  -7.04         3.32
## 2016-12-30                  -13.32        11.86  -6.00         4.05
## 2017-01-02                  -12.84        13.07  -5.93         6.00
## 2017-01-03                  -13.62        13.69  -6.25         6.75
##            ESSILOR.INTERNATIONAL FRESENIUS.SE...CO.KGAA L_OREAL SANOFI
## 2016-12-06                -15.56                   4.53   -6.94   1.83
## 2016-12-07                -15.39                   3.81   -6.16   1.23
## 2016-12-08                -15.30                   4.82   -5.90   1.20
## 2016-12-09                -12.56                   7.60   -3.24   2.88
## 2016-12-12                -13.03                   7.63   -3.79   2.98
## 2016-12-13                -11.80                   9.22   -2.75   4.42
## 2016-12-14                -12.73                   7.28   -2.63   1.70
## 2016-12-15                -12.69                   8.99   -2.86   2.44
## 2016-12-16                -11.26                  10.18   -2.14   0.27
## 2016-12-19                -11.42                  10.67   -1.62   0.90
## 2016-12-20                -10.92                  11.33   -1.10   1.99
## 2016-12-21                -11.17                  11.60   -1.30   1.36
## 2016-12-22                -11.38                  12.40   -0.75   2.55
## 2016-12-23                -11.09                  12.43   -0.14   2.25
## 2016-12-27                -10.75                  12.67   -0.06   2.74
## 2016-12-28                -10.75                  12.98   -0.23   2.64
## 2016-12-29                -10.50                  12.95   -0.12   2.72
## 2016-12-30                 -9.49                  13.53    0.35   3.65
## 2017-01-02                 -9.53                  14.31    0.38   4.92
## 2017-01-03                -10.37                  12.95   -1.53   5.54
##            UNILEVER.NV.CVA
## 2016-12-06          -10.00
## 2016-12-07          -11.18
## 2016-12-08          -11.28
## 2016-12-09           -9.72
## 2016-12-12           -9.75
## 2016-12-13           -7.99
## 2016-12-14           -8.80
## 2016-12-15           -8.87
## 2016-12-16           -8.59
## 2016-12-19           -6.99
## 2016-12-20           -6.18
## 2016-12-21           -6.67
## 2016-12-22           -6.65
## 2016-12-23           -6.51
## 2016-12-27           -6.65
## 2016-12-28           -6.44
## 2016-12-29           -6.72
## 2016-12-30           -6.56
## 2017-01-02           -6.24
## 2017-01-03           -6.87

##            ANHEUSER-BUSCH INBEV NV
## 2016-07-08                       0

##            ANHEUSER.BUSCH.INBEV.NV BAYER.AG.REG DANONE CARREFOUR.SA
## 2016-12-06                  -11.05       -15.15  -2.52       -12.19
## 2016-12-07                  -10.82       -13.28  -2.27       -10.94
## 2016-12-08                  -10.97       -10.33  -0.46        -8.79
## 2016-12-09                  -10.17        -9.01   1.74        -7.23
## 2016-12-12                  -10.56        -8.57   1.24        -7.45
## 2016-12-13                   -9.02        -7.40   2.59        -6.61
## 2016-12-14                  -10.02        -7.68   2.17        -7.99
## 2016-12-15                  -10.65        -5.97   1.73        -9.07
## 2016-12-16                   -9.20        -6.09   1.61        -9.26
## 2016-12-19                   -9.27        -5.34   0.22        -8.91
## 2016-12-20                   -8.42        -5.00  -0.93        -8.83
## 2016-12-21                   -8.87        -5.00  -2.11        -9.22
## 2016-12-22                   -9.27        -4.91  -1.97        -9.40
## 2016-12-23                   -9.02        -5.20  -2.32        -9.94
## 2016-12-27                   -8.64        -4.99  -1.59       -10.02
## 2016-12-28                   -8.26        -5.01  -1.69        -9.96
## 2016-12-29                   -8.13        -4.98  -1.23        -9.42
## 2016-12-30                   -7.67        -4.59  -0.12        -8.79
## 2017-01-02                   -7.16        -3.56  -0.05        -7.07
## 2017-01-03                   -7.99        -3.03  -0.38        -6.42
##            ESSILOR.INTERNATIONAL FRESENIUS.SE...CO.KGAA L_OREAL SANOFI
## 2016-12-06                -10.42                  12.32    7.06   1.61
## 2016-12-07                -10.24                  11.55    7.96   1.01
## 2016-12-08                -10.15                  12.63    8.26   0.98
## 2016-12-09                 -7.25                  15.62   11.32   2.66
## 2016-12-12                 -7.74                  15.66   10.69   2.76
## 2016-12-13                 -6.44                  17.36   11.88   4.20
## 2016-12-14                 -7.42                  15.28   12.02   1.48
## 2016-12-15                 -7.38                  17.12   11.75   2.22
## 2016-12-16                 -5.86                  18.40   12.58   0.05
## 2016-12-19                 -6.04                  18.93   13.18   0.69
## 2016-12-20                 -5.50                  19.63   13.78   1.78
## 2016-12-21                 -5.77                  19.93   13.55   1.14
## 2016-12-22                 -5.99                  20.78   14.18   2.33
## 2016-12-23                 -5.68                  20.81   14.88   2.03
## 2016-12-27                 -5.32                  21.08   14.98   2.52
## 2016-12-28                 -5.32                  21.41   14.78   2.42
## 2016-12-29                 -5.05                  21.37   14.91   2.50
## 2016-12-30                 -3.98                  22.00   15.45   3.43
## 2017-01-02                 -4.03                  22.84   15.48   4.69
## 2017-01-03                 -4.92                  21.37   13.28   5.31
##            UNILEVER.NV.CVA
## 2016-12-06           -0.82
## 2016-12-07           -2.12
## 2016-12-08           -2.22
## 2016-12-09           -0.51
## 2016-12-12           -0.54
## 2016-12-13            1.40
## 2016-12-14            0.50
## 2016-12-15            0.42
## 2016-12-16            0.74
## 2016-12-19            2.50
## 2016-12-20            3.40
## 2016-12-21            2.86
## 2016-12-22            2.87
## 2016-12-23            3.03
## 2016-12-27            2.87
## 2016-12-28            3.11
## 2016-12-29            2.79
## 2016-12-30            2.97
## 2017-01-02            3.33
## 2017-01-03            2.63

##            ANHEUSER-BUSCH INBEV NV
## 2016-01-12                       0

HSCEI

Financials

	AGRICULTURAL BANK OF CHINA-H	NEW CHINA LIFE INSURANCE C-H	PEOPLE_S INSURANCE CO GROU-H	IND & COMM BK OF CHINA-H	CHINA MINSHENG BANKING-H	PING AN INSURANCE GROUP CO-H	PICC PROPERTY & CASUALTY -H	CHINA PACIFIC INSURANCE GR-H	CHINA LIFE INSURANCE CO-H	BANK OF COMMUNICATIONS CO-H	CHINA MERCHANTS BANK-H	BANK OF CHINA LTD-H	CITIC SECURITIES CO LTD-H	HAITONG SECURITIES CO LTD-H	CHINA CONSTRUCTION BANK-H	CHINA CITIC BANK CORP LTD-H
2016-12-02	3.24	38.75	3.21	4.75	8.72	41.9	12.82	29.65	21.7	5.84	19.22	3.54	17.58	14.84	5.8	5.05
2016-12-05	3.23	39	3.21	4.77	8.62	41.4	12.76	29.4	21.55	5.85	19.24	3.52	17.18	14.5	5.79	5.03
2016-12-06	3.24	39.4	3.22	4.82	8.62	41.4	12.92	29.7	22.3	5.85	19.3	3.54	17.1	14.46	5.83	5.06
2016-12-07	3.27	39.4	3.24	4.83	8.76	41.9	12.96	29.85	22.5	5.91	19.42	3.56	17.18	14.48	5.84	5.07
2016-12-08	3.3	39.15	3.26	4.85	8.98	42.05	13.08	30	22.25	6.03	19.8	3.6	17.24	14.62	5.89	5.14
2016-12-09	3.29	39.35	3.26	4.85	9	42.3	13.06	30.15	22.2	6.06	19.64	3.6	17.14	14.4	5.88	5.16
2016-12-12	3.26	37.5	3.2	4.79	8.81	41.75	12.82	29.4	21.4	5.93	19.48	3.54	16.78	14.08	5.8	5.08
2016-12-13	3.24	37.95	3.23	4.76	8.77	42.2	12.86	29.25	21.5	5.88	19.6	3.52	16.78	14.14	5.76	5.1
2016-12-14	3.23	37.25	3.23	4.71	8.62	41.8	12.82	29	21.55	5.86	19.36	3.52	16.68	14	5.72	5.14
2016-12-15	3.17	36.2	3.16	4.57	8.38	40.95	12.5	28.4	20.7	5.66	18.6	3.45	16.4	13.8	5.55	5
2016-12-16	3.18	36.2	3.13	4.57	8.3	40.45	12.32	28.5	20.5	5.64	18.62	3.46	16.64	13.96	5.55	5
2016-12-19	3.17	35.65	3.08	4.56	8.25	39.75	12.18	28.15	20.15	5.54	18.4	3.42	16.34	13.68	5.52	4.92
2016-12-20	3.16	35.3	3.07	4.55	8.23	39.15	12.06	27.8	19.9	5.48	18.24	3.38	15.8	13.42	5.47	4.86
2016-12-21	3.19	35.95	3.07	4.56	8.22	39.2	12.18	27.8	20.4	5.51	18.12	3.38	15.86	13.42	5.52	4.91
2016-12-22	3.15	35.15	3.02	4.49	8.14	38.6	11.98	26.95	20.05	5.47	17.92	3.36	15.68	13.16	5.45	4.85
2016-12-23	3.13	34.95	3.01	4.49	8.03	38.4	11.9	26.6	20.05	5.46	17.74	3.35	15.5	13.1	5.62	4.81
2016-12-28	3.16	35.45	3.03	4.54	8.25	38.5	11.98	26.75	20.2	5.52	18	3.39	15.62	13.24	5.89	4.88
2016-12-29	3.15	35	3.03	4.58	8.3	38.7	11.92	26.8	20.05	5.52	17.94	3.4	15.52	13.14	5.89	4.9
2016-12-30	3.18	35.6	3.06	4.65	8.29	38.8	12.08	27.05	20.2	5.61	18.18	3.44	15.76	13.3	5.97	4.93
2017-01-03	3.21	36.3	3.08	4.68	8.41	39.35	12.22	27.3	20.8	5.67	18.32	3.48	15.8	13.48	5.86	5.04

##            AGRICULTURAL.BANK.OF.CHINA.H NEW.CHINA.LIFE.INSURANCE.C.H
## 2016-12-02                         3.24                        38.75
## 2016-12-05                         3.23                        39.00
## 2016-12-06                         3.24                        39.40
## 2016-12-07                         3.27                        39.40
## 2016-12-08                         3.30                        39.15
## 2016-12-09                         3.29                        39.35
## 2016-12-12                         3.26                        37.50
## 2016-12-13                         3.24                        37.95
## 2016-12-14                         3.23                        37.25
## 2016-12-15                         3.17                        36.20
## 2016-12-16                         3.18                        36.20
## 2016-12-19                         3.17                        35.65
## 2016-12-20                         3.16                        35.30
## 2016-12-21                         3.19                        35.95
## 2016-12-22                         3.15                        35.15
## 2016-12-23                         3.13                        34.95
## 2016-12-28                         3.16                        35.45
## 2016-12-29                         3.15                        35.00
## 2016-12-30                         3.18                        35.60
## 2017-01-03                         3.21                        36.30
##            PEOPLE_S.INSURANCE.CO.GROU.H IND...COMM.BK.OF.CHINA.H
## 2016-12-02                         3.21                     4.75
## 2016-12-05                         3.21                     4.77
## 2016-12-06                         3.22                     4.82
## 2016-12-07                         3.24                     4.83
## 2016-12-08                         3.26                     4.85
## 2016-12-09                         3.26                     4.85
## 2016-12-12                         3.20                     4.79
## 2016-12-13                         3.23                     4.76
## 2016-12-14                         3.23                     4.71
## 2016-12-15                         3.16                     4.57
## 2016-12-16                         3.13                     4.57
## 2016-12-19                         3.08                     4.56
## 2016-12-20                         3.07                     4.55
## 2016-12-21                         3.07                     4.56
## 2016-12-22                         3.02                     4.49
## 2016-12-23                         3.01                     4.49
## 2016-12-28                         3.03                     4.54
## 2016-12-29                         3.03                     4.58
## 2016-12-30                         3.06                     4.65
## 2017-01-03                         3.08                     4.68
##            CHINA.MINSHENG.BANKING.H PING.AN.INSURANCE.GROUP.CO.H
## 2016-12-02                     8.72                        41.90
## 2016-12-05                     8.62                        41.40
## 2016-12-06                     8.62                        41.40
## 2016-12-07                     8.76                        41.90
## 2016-12-08                     8.98                        42.05
## 2016-12-09                     9.00                        42.30
## 2016-12-12                     8.81                        41.75
## 2016-12-13                     8.77                        42.20
## 2016-12-14                     8.62                        41.80
## 2016-12-15                     8.38                        40.95
## 2016-12-16                     8.30                        40.45
## 2016-12-19                     8.25                        39.75
## 2016-12-20                     8.23                        39.15
## 2016-12-21                     8.22                        39.20
## 2016-12-22                     8.14                        38.60
## 2016-12-23                     8.03                        38.40
## 2016-12-28                     8.25                        38.50
## 2016-12-29                     8.30                        38.70
## 2016-12-30                     8.29                        38.80
## 2017-01-03                     8.41                        39.35
##            PICC.PROPERTY...CASUALTY..H CHINA.PACIFIC.INSURANCE.GR.H
## 2016-12-02                       12.82                        29.65
## 2016-12-05                       12.76                        29.40
## 2016-12-06                       12.92                        29.70
## 2016-12-07                       12.96                        29.85
## 2016-12-08                       13.08                        30.00
## 2016-12-09                       13.06                        30.15
## 2016-12-12                       12.82                        29.40
## 2016-12-13                       12.86                        29.25
## 2016-12-14                       12.82                        29.00
## 2016-12-15                       12.50                        28.40
## 2016-12-16                       12.32                        28.50
## 2016-12-19                       12.18                        28.15
## 2016-12-20                       12.06                        27.80
## 2016-12-21                       12.18                        27.80
## 2016-12-22                       11.98                        26.95
## 2016-12-23                       11.90                        26.60
## 2016-12-28                       11.98                        26.75
## 2016-12-29                       11.92                        26.80
## 2016-12-30                       12.08                        27.05
## 2017-01-03                       12.22                        27.30
##            CHINA.LIFE.INSURANCE.CO.H BANK.OF.COMMUNICATIONS.CO.H
## 2016-12-02                     21.70                        5.84
## 2016-12-05                     21.55                        5.85
## 2016-12-06                     22.30                        5.85
## 2016-12-07                     22.50                        5.91
## 2016-12-08                     22.25                        6.03
## 2016-12-09                     22.20                        6.06
## 2016-12-12                     21.40                        5.93
## 2016-12-13                     21.50                        5.88
## 2016-12-14                     21.55                        5.86
## 2016-12-15                     20.70                        5.66
## 2016-12-16                     20.50                        5.64
## 2016-12-19                     20.15                        5.54
## 2016-12-20                     19.90                        5.48
## 2016-12-21                     20.40                        5.51
## 2016-12-22                     20.05                        5.47
## 2016-12-23                     20.05                        5.46
## 2016-12-28                     20.20                        5.52
## 2016-12-29                     20.05                        5.52
## 2016-12-30                     20.20                        5.61
## 2017-01-03                     20.80                        5.67
##            CHINA.MERCHANTS.BANK.H BANK.OF.CHINA.LTD.H
## 2016-12-02                  19.22                3.54
## 2016-12-05                  19.24                3.52
## 2016-12-06                  19.30                3.54
## 2016-12-07                  19.42                3.56
## 2016-12-08                  19.80                3.60
## 2016-12-09                  19.64                3.60
## 2016-12-12                  19.48                3.54
## 2016-12-13                  19.60                3.52
## 2016-12-14                  19.36                3.52
## 2016-12-15                  18.60                3.45
## 2016-12-16                  18.62                3.46
## 2016-12-19                  18.40                3.42
## 2016-12-20                  18.24                3.38
## 2016-12-21                  18.12                3.38
## 2016-12-22                  17.92                3.36
## 2016-12-23                  17.74                3.35
## 2016-12-28                  18.00                3.39
## 2016-12-29                  17.94                3.40
## 2016-12-30                  18.18                3.44
## 2017-01-03                  18.32                3.48
##            CITIC.SECURITIES.CO.LTD.H HAITONG.SECURITIES.CO.LTD.H
## 2016-12-02                     17.58                       14.84
## 2016-12-05                     17.18                       14.50
## 2016-12-06                     17.10                       14.46
## 2016-12-07                     17.18                       14.48
## 2016-12-08                     17.24                       14.62
## 2016-12-09                     17.14                       14.40
## 2016-12-12                     16.78                       14.08
## 2016-12-13                     16.78                       14.14
## 2016-12-14                     16.68                       14.00
## 2016-12-15                     16.40                       13.80
## 2016-12-16                     16.64                       13.96
## 2016-12-19                     16.34                       13.68
## 2016-12-20                     15.80                       13.42
## 2016-12-21                     15.86                       13.42
## 2016-12-22                     15.68                       13.16
## 2016-12-23                     15.50                       13.10
## 2016-12-28                     15.62                       13.24
## 2016-12-29                     15.52                       13.14
## 2016-12-30                     15.76                       13.30
## 2017-01-03                     15.80                       13.48
##            CHINA.CONSTRUCTION.BANK.H CHINA.CITIC.BANK.CORP.LTD.H
## 2016-12-02                      5.80                        5.05
## 2016-12-05                      5.79                        5.03
## 2016-12-06                      5.83                        5.06
## 2016-12-07                      5.84                        5.07
## 2016-12-08                      5.89                        5.14
## 2016-12-09                      5.88                        5.16
## 2016-12-12                      5.80                        5.08
## 2016-12-13                      5.76                        5.10
## 2016-12-14                      5.72                        5.14
## 2016-12-15                      5.55                        5.00
## 2016-12-16                      5.55                        5.00
## 2016-12-19                      5.52                        4.92
## 2016-12-20                      5.47                        4.86
## 2016-12-21                      5.52                        4.91
## 2016-12-22                      5.45                        4.85
## 2016-12-23                      5.62                        4.81
## 2016-12-28                      5.89                        4.88
## 2016-12-29                      5.89                        4.90
## 2016-12-30                      5.97                        4.93
## 2017-01-03                      5.86                        5.04

##            AGRICULTURAL BANK OF CHINA-H
## 2015-01-05                         4.03

Technicals

SPX

##              price      rsi stochastic
## 2016-12-19 2262.53 68.62173  0.8091661
## 2016-12-20 2270.76 70.62712  0.8145065
## 2016-12-21 2265.18 67.47826  0.8452920
## 2016-12-22 2260.96 65.11387  0.8594312
## 2016-12-23 2263.79 65.97489  0.8508841
## 2016-12-27 2268.88 67.52726  0.8351070
## 2016-12-28 2249.92 57.08035  0.7715345
## 2016-12-29 2249.26 56.75122  0.6448786
## 2016-12-30 2238.83 51.67976  0.4329254
## 2017-01-03 2257.83 58.88731  0.3009272

Stoxx

##              price      rsi stochastic
## 2016-12-20 3279.41 74.67966  0.9465878
## 2016-12-21 3270.75 72.48002  0.9555748
## 2016-12-22 3269.51 72.15231  0.9653553
## 2016-12-23 3273.97 72.63162  0.9704280
## 2016-12-27 3278.53 73.14065  0.9738367
## 2016-12-28 3278.72 73.16304  0.9746678
## 2016-12-29 3271.76 70.83294  0.9704771
## 2016-12-30 3290.52 73.30116  0.9665535
## 2017-01-02 3308.67 75.46446  0.9578450
## 2017-01-03 3315.02 76.19130  0.9499185

HSCEI

##              price      rsi stochastic
## 2016-12-16 9470.33 39.74449 0.21993158
## 2016-12-19 9377.43 36.34625 0.14248748
## 2016-12-20 9283.41 33.24790 0.08271221
## 2016-12-21 9331.63 36.24946 0.05687694
## 2016-12-22 9200.24 32.02398 0.04898130
## 2016-12-23 9181.75 31.46807 0.05362996
## 2016-12-28 9300.63 38.82141 0.06925092
## 2016-12-29 9312.76 39.53432 0.11253564
## 2016-12-30 9394.87 44.26864 0.18024564
## 2017-01-03 9459.55 47.73983 0.25861117

KOSPI200

##             price      rsi stochastic
## 2016-12-20 262.59 65.62862  0.9248121
## 2016-12-21 262.10 63.67411  0.9106879
## 2016-12-22 261.97 63.13689  0.8919929
## 2016-12-23 261.61 61.58725  0.8433753
## 2016-12-26 261.90 62.38810  0.7982119
## 2016-12-27 262.49 64.03112  0.7459658
## 2016-12-28 259.70 52.37885  0.6394261
## 2016-12-29 260.01 53.39371  0.4946148
## 2017-01-02 260.36 54.57086  0.3249973
## 2017-01-03 262.97 62.23163  0.3121224

NIKKEI

##               price      SMA    SMA.1      rsi stochastic
## 2016-12-16 19401.15 17562.33 16819.85 78.72832  0.9392000
## 2016-12-19 19391.60 17610.65 16836.11 78.28576  0.9340563
## 2016-12-20 19494.53 17655.43 16852.64 79.61578  0.9459556
## 2016-12-21 19444.49 17700.27 16869.73 77.14199  0.9496998
## 2016-12-22 19427.67 17748.33 16886.44 76.28398  0.9456532
## 2016-12-26 19396.64 17793.54 16899.69 74.63475  0.9124467
## 2016-12-27 19403.06 17842.50 16911.90 74.75635  0.8819900
## 2016-12-28 19401.72 17887.63 16923.84 74.67588  0.8522902
## 2016-12-29 19145.14 17932.55 16935.01 61.11122  0.7908963
## 2016-12-30 19114.37 17974.48 16946.66 59.71045  0.6646931

Crude

##            price      SMA    SMA.1      rsi stochastic
## 2016-12-19 53.06 49.12833 47.91250 62.08460  0.7156010
## 2016-12-20 53.30 49.23200 47.96425 62.79035  0.7380449
## 2016-12-21 52.49 49.34317 48.00590 58.81150  0.7569955
## 2016-12-22 52.95 49.42200 48.05350 60.34819  0.7354678
## 2016-12-23 52.73 49.48467 48.09720 59.21041  0.6855078
## 2016-12-27 53.24 49.54867 48.14940 61.04399  0.6684319
## 2016-12-28 54.06 49.61617 48.20890 63.85718  0.6945578
## 2016-12-29 53.77 49.68000 48.25980 62.14787  0.7565932
## 2016-12-30 53.72 49.72567 48.30520 61.84052  0.8085303
## 2017-01-03 52.33 49.73833 48.34505 53.86514  0.7772875

Breadth

## [1] "Stoxx Breadth"

## [1] "KOSPI200 Breadth"

## [1] "HSCEI Breadth"

Fundamentals

PER

	SPX	Stoxx	KOSPI200	HSCEI	HSI	중국상해	Nikkei
2016-12-15	19.01	15.32	11.19	8.34	12.15	14.84	19.58
2016-12-16	18.98	15.35	11.24	8.34	12.13	14.86	19.71
2016-12-17	18.98	15.35	11.24	8.34	12.13	14.86	19.71
2016-12-18	18.98	15.35	11.24	8.34	12.13	14.86	19.71
2016-12-19	19.04	15.33	11.23	8.27	12.04	14.86	19.67
2016-12-20	19.1	15.43	11.27	8.18	11.99	14.77	19.77
2016-12-21	19.06	15.39	11.24	8.23	12.03	14.95	19.71
2016-12-22	19.03	15.38	11.22	8.1	11.93	14.96	19.63
2016-12-23	19.04	15.44	11.2	8.09	11.9	14.84	19.62
2016-12-24	19.04	15.44	11.2	8.09	11.9	14.84	19.62
2016-12-25	19.04	15.44	11.2	8.09	11.9	14.84	19.62
2016-12-26	19.04	15.44	11.2	8.09	11.9	14.88	19.59
2016-12-27	19.08	15.46	11.23	8.09	11.9	14.85	19.59
2016-12-28	18.92	15.47	11.11	8.19	12	14.8	19.57
2016-12-29	18.91	15.44	11.12	8.22	12.03	14.78	19.31
2016-12-30	18.83	15.55	11.14	8.29	12.16	14.83	19.28
2016-12-31	18.83	15.55	11.14	8.29	12.16	14.83	19.28
2017-01-01	18.83	15.55	9.83	8.29	12.16	14.83	19.28
2017-01-02	17.22	15.63	9.84	7.75	11.18	13.08	19.28
2017-01-03	17.37	14.25	9.92	7.81	11.25	13.22	19.28

PER (z)

	SPX	Stoxx	KOSPI200	HSCEI	HSI	중국상해	Nikkei
2016-12-15	1.85	1.03	0.34	0.36	0.43	0.42	1.19
2016-12-16	1.81	1.06	0.43	0.37	0.42	0.42	1.28
2016-12-17	1.81	1.06	0.43	0.37	0.42	0.42	1.28
2016-12-18	1.81	1.06	0.43	0.37	0.42	0.42	1.28
2016-12-19	1.89	1.04	0.42	0.29	0.33	0.42	1.26
2016-12-20	1.98	1.14	0.48	0.2	0.28	0.38	1.33
2016-12-21	1.91	1.1	0.43	0.25	0.32	0.47	1.29
2016-12-22	1.88	1.09	0.4	0.12	0.22	0.48	1.23
2016-12-23	1.89	1.15	0.36	0.1	0.19	0.42	1.23
2016-12-24	1.89	1.15	0.36	0.1	0.19	0.42	1.23
2016-12-25	1.89	1.15	0.36	0.1	0.19	0.42	1.23
2016-12-26	1.89	1.15	0.37	0.1	0.19	0.44	1.2
2016-12-27	1.95	1.17	0.42	0.1	0.19	0.42	1.2
2016-12-28	1.74	1.18	0.19	0.21	0.29	0.39	1.19
2016-12-29	1.74	1.15	0.22	0.25	0.32	0.38	1.01
2016-12-30	1.63	1.26	0.25	0.32	0.45	0.41	0.99
2016-12-31	1.63	1.26	0.25	0.32	0.45	0.41	0.99
2017-01-01	1.63	1.26	-2.18	0.32	0.45	0.41	0.99
2017-01-02	-0.4	1.35	-2.15	-0.24	-0.53	-0.56	0.99
2017-01-03	-0.22	-0.11	-2.01	-0.19	-0.46	-0.48	0.99

EPS Growth

##              SPX Stoxx KOSPI200 HSCEI  HSI 중국상해  Nikkei
## 2016-12-15 10.86 11.78    -0.70  1.65 3.69     1.44 -192.03
## 2016-12-16 10.21 11.51    -0.68  1.64 3.68     1.44 -208.10
## 2016-12-17 10.21 11.51    -0.68  1.64 3.68     1.44 -208.10
## 2016-12-18 10.21 11.51    -0.68  1.64 3.68     1.44 -208.10
## 2016-12-19  9.19 11.46    -0.68  1.65 3.68     1.44 -209.51
## 2016-12-20  8.52 14.15    -0.69  1.67 3.70     1.44 -347.35
## 2016-12-21  8.53 14.16    -0.67  1.67 3.70     1.44 -228.06
## 2016-12-22  8.56 14.05    -0.68  1.68 3.70     1.44   20.60
## 2016-12-23  8.54 14.08    -0.69  1.68 3.68     1.44   20.60
## 2016-12-24  8.54 14.08    -0.69  1.68 3.68     1.44   20.60
## 2016-12-25  8.54 14.08    -0.69  1.68 3.68     1.44   20.60
## 2016-12-26  8.54 14.08    -0.68  1.68 3.68     1.44   20.84
## 2016-12-27  8.44 14.05    -0.68  1.68 3.68     1.44   21.11
## 2016-12-28  8.38  9.06    -0.70  1.67 3.67     1.44   21.32
## 2016-12-29  8.39  6.41    -0.71  1.68 3.66     1.44   21.56
## 2016-12-30  8.38  6.42    -0.71  1.67 3.65     1.44   21.40
## 2016-12-31  8.38  6.42    -0.71  1.67 3.65     1.44   21.40
## 2017-01-01  8.38  6.42    -0.71  1.67 3.65     1.44   21.40
## 2017-01-02  8.38  6.42    -0.72  1.67 3.65     1.44   21.40
## 2017-01-03  8.38  6.42    -0.69  1.67 3.65     1.44   21.40

PBR

	SPX	Stoxx	KOSPI200	HSCEI	HSI	중국상해	Nikkei
2016-12-15	2.84	1.53	1	0.94	1.13	1.52	1.72
2016-12-16	2.83	1.53	1	0.94	1.13	1.52	1.73
2016-12-17	2.83	1.53	1	0.94	1.13	1.52	1.73
2016-12-18	2.83	1.53	1	0.94	1.13	1.52	1.73
2016-12-19	2.84	1.53	1	0.94	1.12	1.52	1.73
2016-12-20	2.85	1.54	1.01	0.93	1.11	1.51	1.74
2016-12-21	2.84	1.53	1	0.93	1.12	1.53	1.74
2016-12-22	2.83	1.53	1	0.92	1.11	1.53	1.73
2016-12-23	2.84	1.53	1	0.92	1.11	1.51	1.73
2016-12-24	2.84	1.53	1	0.92	1.11	1.51	1.73
2016-12-25	2.84	1.53	1	0.92	1.11	1.51	1.73
2016-12-26	2.84	1.53	1	0.92	1.11	1.52	1.73
2016-12-27	2.84	1.54	1	0.92	1.11	1.51	1.73
2016-12-28	2.82	1.54	0.99	0.93	1.11	1.51	1.73
2016-12-29	2.82	1.53	0.99	0.93	1.12	1.51	1.71
2016-12-30	2.81	1.54	0.99	0.94	1.13	1.51	1.71
2016-12-31	2.81	1.54	0.99	0.94	1.13	1.51	1.71
2017-01-01	2.81	1.54	0.92	0.94	1.13	1.51	1.71
2017-01-02	2.67	1.55	0.92	0.86	1.07	1.39	1.71
2017-01-03	2.69	1.49	0.93	0.87	1.08	1.41	1.71

PBR (z)

	SPX	Stoxx	KOSPI200	HSCEI	HSI	중국상해	Nikkei
2016-12-15	1.72	0.81	0.83	-0.22	-0.38	-0.3	0.94
2016-12-16	1.65	0.83	0.93	-0.22	-0.39	-0.3	1.01
2016-12-17	1.65	0.83	0.93	-0.22	-0.39	-0.3	1.01
2016-12-18	1.65	0.83	0.93	-0.22	-0.39	-0.3	1.01
2016-12-19	1.71	0.81	0.9	-0.26	-0.45	-0.31	1
2016-12-20	1.81	0.9	0.96	-0.32	-0.49	-0.34	1.06
2016-12-21	1.74	0.87	0.9	-0.29	-0.46	-0.28	1.03
2016-12-22	1.69	0.85	0.89	-0.37	-0.53	-0.27	1.03
2016-12-23	1.72	0.88	0.86	-0.38	-0.55	-0.32	1.03
2016-12-24	1.72	0.88	0.86	-0.38	-0.55	-0.32	1.03
2016-12-25	1.72	0.88	0.86	-0.38	-0.55	-0.32	1.03
2016-12-26	1.72	0.88	0.88	-0.38	-0.55	-0.3	1.01
2016-12-27	1.78	0.9	0.94	-0.38	-0.55	-0.32	1.01
2016-12-28	1.56	0.9	0.68	-0.3	-0.48	-0.35	1.01
2016-12-29	1.56	0.87	0.71	-0.3	-0.47	-0.35	0.86
2016-12-30	1.44	0.96	0.7	-0.25	-0.39	-0.33	0.84
2016-12-31	1.44	0.96	0.7	-0.25	-0.39	-0.33	0.84
2017-01-01	1.44	0.96	-0.97	-0.25	-0.39	-0.33	0.84
2017-01-02	0.19	1.03	-0.93	-0.71	-0.81	-0.77	0.84
2017-01-03	0.4	0.46	-0.72	-0.68	-0.76	-0.72	0.84

PBR Bands

10 Y

3 Y

RIM

ROE

##              SPX Stoxx KOSPI200 HSCEI   HSI Nikkei
## 2016-12-15 15.08  7.80     9.26 12.72 12.79   9.66
## 2016-12-16 15.06  7.80     9.26 12.72 12.79   9.66
## 2016-12-17 15.06  7.80     9.26 12.72 12.79   9.66
## 2016-12-18 15.06  7.80     9.26 12.72 12.79   9.66
## 2016-12-19 15.06  7.84     9.26 12.72 12.78   9.67
## 2016-12-20 15.06  7.85     9.26 12.72 12.78   9.68
## 2016-12-21 15.06  7.85     9.25 12.72 12.78   9.68
## 2016-12-22 15.06  7.85     9.25 12.72 12.79   9.74
## 2016-12-23 15.06  7.85     9.26 12.72 12.79   9.74
## 2016-12-24 15.06  7.85     9.26 12.72 12.79   9.74
## 2016-12-25 15.06  7.85     9.26 12.72 12.79   9.74
## 2016-12-26 15.06  7.85     9.26 12.72 12.79   9.74
## 2016-12-27 15.06  7.85     9.26 12.72 12.79   9.76
## 2016-12-28 15.02  7.84     9.26 12.72 12.79   9.76
## 2016-12-29 15.02  7.82     9.26 12.72 12.79   9.76
## 2016-12-30 15.02  7.82     9.26 12.72 12.79   9.76
## 2016-12-31 15.02  7.82     9.26 12.72 12.79   9.76
## 2017-01-01 15.02  7.82     9.41 12.72 12.79   9.76
## 2017-01-02 16.34  8.65     9.41 12.06 12.18   9.79
## 2017-01-03 16.34  8.66     9.42 12.06 12.18   9.79

Capex

##              SPX  Stoxx KOSPI200     HSI  Nikkei
## 2016-12-15 74.88 215.75    33.05 1519.19 1247.62
## 2016-12-16 74.83 216.10    33.10 1523.79 1247.23
## 2016-12-17 74.83 216.10    33.10 1523.79 1247.23
## 2016-12-18 74.83 216.10    33.10 1523.79 1247.23
## 2016-12-19 74.76 215.34    33.08 1523.39 1247.01
## 2016-12-20 74.84 215.78    33.05 1517.98 1246.49
## 2016-12-21 74.86 215.96    33.04 1521.78 1246.28
## 2016-12-22 74.85 215.71    33.05 1520.98 1245.83
## 2016-12-23 74.88 215.58    32.92 1527.35 1247.70
## 2016-12-24 74.88 215.58    32.92 1527.35 1247.70
## 2016-12-25 74.88 215.58    32.92 1527.35 1247.70
## 2016-12-26 74.88 215.58    32.93 1527.35 1247.59
## 2016-12-27 74.84 215.29    32.93 1527.35 1247.09
## 2016-12-28 74.82 215.06    32.90 1526.54 1247.14
## 2016-12-29 74.73 214.83    32.86 1519.06 1246.93
## 2016-12-30 74.81 214.43    32.88 1524.57 1247.00
## 2016-12-31 74.81 214.43    32.88 1524.57 1247.00
## 2017-01-01 74.81 214.43    33.09 1524.57 1247.00
## 2017-01-02 74.79 212.43    33.06 1438.16 1243.18
## 2017-01-03 74.79 213.44    33.14 1435.67 1243.18

Debt-to-EBITDA

##                 SPX    Stoxx KOSPI200      HSI 중국상해   Nikkei    Russia
## 2016-12-15 1.893138 4.714764 1.996307 3.010252 8.568151 1.228503 0.9728468
## 2016-12-16 1.895964 4.720842 1.998793 3.009983 8.601226 1.230538 1.0404282
## 2016-12-17 1.895964 4.720842 1.999021 3.009983 8.601226 1.230538 1.0404282
## 2016-12-18 1.895964 4.720842 1.999021 3.009983 8.601226 1.230538 1.0404282
## 2016-12-19 1.893397 4.746408 1.999679 3.010818 8.615024 1.218737 1.0240952
## 2016-12-20 1.893843 4.735515 2.000059 3.020975 8.631151 1.217115 1.0219896
## 2016-12-21 1.892530 4.734011 2.008468 3.015101 8.655420 1.228251 1.0284265
## 2016-12-22 1.888990 4.736296 2.012938 3.014014 8.652068 1.228108 1.0301535
## 2016-12-23 1.888839 4.738048 2.009514 3.001692 8.636099 1.225090 1.0285067
## 2016-12-24 1.888839 4.738048 2.009514 3.001692 8.636099 1.225090 1.0285067
## 2016-12-25 1.888839 4.738048 2.009514 3.001692 8.636099 1.225090 1.0285067
## 2016-12-26 1.888833 4.737742 2.008713 3.001692 8.620545 1.225444 1.0283571
## 2016-12-27 1.888929 4.743031 2.012422 3.001692 8.641060 1.223153 1.0277127
## 2016-12-28 1.895343 4.747876 2.011902 3.000416 8.631613 1.222677 1.0316560
## 2016-12-29 1.896353 4.735550 2.013968 3.011234 8.611057 1.222372 1.0320626
## 2016-12-30 1.895111 4.737005 2.013899 3.013797 8.605328 1.220773 1.0349794
## 2016-12-31 1.895111 4.737005 2.013899 3.013797 8.605328 1.220773 1.0349794
## 2017-01-01 1.895111 4.737005 1.716969 3.013797 8.605328 1.220773 1.0349794
## 2017-01-02 1.711825 4.322877 1.718583 2.630928 8.873353 1.197335 0.8914717
## 2017-01-03 1.711825 4.295763 1.716066 2.634217 8.860166 1.197351 0.8904131
##             Bovespa   Sensex  Jakarta Nikkei.1 Argentina
## 2016-12-15 2.416080 2.430383 1.422548 1.228503  3.510553
## 2016-12-16 2.421190 2.429590 1.418237 1.230538  3.530265
## 2016-12-17 2.421190 2.429590 1.418237 1.230538  3.530265
## 2016-12-18 2.421190 2.429590 1.418237 1.230538  3.530265
## 2016-12-19 2.435437 2.434453 1.406996 1.218737  3.518697
## 2016-12-20 2.420151 2.441538 1.407716 1.217115  3.503049
## 2016-12-21 2.424660 2.438874 1.412271 1.228251  3.503049
## 2016-12-22 2.405933 2.440182 1.409687 1.228108  3.503049
## 2016-12-23 2.399655 2.442154 1.414275 1.225090  3.503049
## 2016-12-24 2.399655 2.442154 1.414275 1.225090  3.503049
## 2016-12-25 2.399655 2.442154 1.414275 1.225090  3.503049
## 2016-12-26 2.399382 2.443298 1.414249 1.225444  3.503049
## 2016-12-27 2.403305 2.446351 1.416789 1.223153  3.503049
## 2016-12-28 2.395827 2.445210 1.418377 1.222677  3.503049
## 2016-12-29 2.391001 2.443068 1.412886 1.222372  3.503049
## 2016-12-30 2.392225 2.445416 1.409559 1.220773  3.503049
## 2016-12-31 2.392225 2.445416 1.409559 1.220773  3.503049
## 2017-01-01 2.392225 2.445416 1.409559 1.220773  3.503049
## 2017-01-02 2.132228 2.463322 1.269716 1.197335  3.503049
## 2017-01-03 2.132228 2.466647 1.263459 1.197351  3.503049

Current Ratio

##              SPX Stoxx KOSPI200  HSI 중국상해 Nikkei
## 2016-12-15 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2016-12-16 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2016-12-17 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2016-12-18 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2016-12-19 -1.39 -1.15    -1.45 -1.1    -1.16  -1.57
## 2016-12-20 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2016-12-21 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2016-12-22 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2016-12-23 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2016-12-24 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2016-12-25 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2016-12-26 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2016-12-27 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2016-12-28 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2016-12-29 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2016-12-30 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2016-12-31 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2017-01-01 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2017-01-02 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57
## 2017-01-03 -1.38 -1.15    -1.45 -1.1    -1.16  -1.57

Volatility

Index

##                   SPX     Stoxx  KOSPI200     HSCEI       HSI  중국상해
## 2016-12-07 0.11808254 0.2063581 0.1263737 0.1827428 0.1564191 0.1159059
## 2016-12-08 0.11786521 0.2053428 0.1296524 0.1793550 0.1530699 0.1159559
## 2016-12-09 0.11807710 0.1571207 0.1298398 0.1791107 0.1530687 0.1141409
## 2016-12-12 0.11805815 0.1509216 0.1282529 0.1794256 0.1529693 0.1198950
## 2016-12-13 0.11692963 0.1485339 0.1283250 0.1791812 0.1526330 0.1197864
## 2016-12-14 0.10436802 0.1445569 0.1281072 0.1790112 0.1524274 0.1200344
## 2016-12-15 0.10065238 0.1446096 0.1281200 0.1824827 0.1547008 0.1204378
## 2016-12-16 0.09776366 0.1444268 0.1206266 0.1771268 0.1483633 0.1197805
## 2016-12-19 0.09493407 0.1439692 0.1207127 0.1777319 0.1489361 0.1195739
## 2016-12-20 0.09319339 0.1417319 0.1206813 0.1783131 0.1490628 0.1181583
## 2016-12-21 0.09328291 0.1388855 0.1200909 0.1783626 0.1480357 0.1174361
## 2016-12-22 0.09271200 0.1386884 0.1196860 0.1781765 0.1464826 0.1171961
## 2016-12-23 0.09246416 0.1358013 0.1189741 0.1776381 0.1454394 0.1177721
## 2016-12-26 0.09246416 0.1358013 0.1188372 0.1776381 0.1454394 0.1178677
## 2016-12-27 0.09246752 0.1339388 0.1187642 0.1776381 0.1454394 0.1179494
## 2016-12-28 0.09093609 0.1320220 0.1158410 0.1764607 0.1442517 0.1149968
## 2016-12-29 0.09084022 0.1320030 0.1147908 0.1747132 0.1430476 0.1147489
## 2016-12-30 0.09062548 0.1310991 0.1147908 0.1744106 0.1429503 0.1146879
## 2017-01-02 0.09062548 0.1312235 0.1145345 0.1744106 0.1429503 0.1146879
## 2017-01-03 0.09138578 0.1310911 0.1135469 0.1741928 0.1428229 0.1156185

Commodity

##                Crude      Coal    Copper Iron.Ore..Dalian. Rebar..Dalian.
## 2016-12-06 0.3870780 0.3087233 0.1889817         0.3551736      0.2868853
## 2016-12-07 0.3849276 0.3069886 0.1903421         0.3580892      0.2900478
## 2016-12-08 0.3840855 0.3031771 0.1892533         0.3573997      0.2897940
## 2016-12-09 0.3845476 0.3029658 0.1891327         0.3593925      0.2888252
## 2016-12-12 0.3859639 0.3029654 0.1897644         0.3612535      0.2918233
## 2016-12-13 0.3850021 0.3032329 0.1893818         0.3612525      0.2913104
## 2016-12-14 0.3827832 0.3032286 0.1861108         0.3652398      0.2926746
## 2016-12-15 0.3812641 0.3031530 0.1863486         0.3664740      0.2937310
## 2016-12-16 0.3783719 0.4419057 0.1844171         0.3664220      0.2937065
## 2016-12-19 0.3755353 0.4417754 0.1884497         0.3724192      0.2986769
## 2016-12-20 0.3729508 0.4421982 0.1883815         0.3735798      0.3024658
## 2016-12-21 0.3730526 0.4409625 0.1880349         0.3717012      0.2997100
## 2016-12-22 0.3676265 0.4426564 0.1866474         0.3713176      0.3000185
## 2016-12-23 0.3669552 0.4439920 0.1855167         0.3714726      0.3015141
## 2016-12-26 0.3669552 0.4505510 0.1855167         0.3706152      0.3075906
## 2016-12-27 0.3610059 0.4548746 0.1862118         0.3709192      0.3078343
## 2016-12-28 0.3615173 0.4550319 0.1873284         0.3740097      0.3118429
## 2016-12-29 0.3615094 0.4549687 0.1866999         0.3738777      0.3133899
## 2016-12-30 0.3570498 0.4549601 0.1822403         0.3734887      0.3140178
## 2017-01-03 0.3534102 0.4560005 0.1819295         0.3737382      0.3140159

FX

##            인도네시아.루피아 터키.리라       링깃  인도.루피      Real
## 2016-12-07        0.05830519 0.1374744 0.08248521 0.04402417 0.1691793
## 2016-12-08        0.05839643 0.1372126 0.08222311 0.04369396 0.1680321
## 2016-12-09        0.05637324 0.1331727 0.07789428 0.04362859 0.1678052
## 2016-12-12        0.05622438 0.1332424 0.07789428 0.04362859 0.1685997
## 2016-12-13        0.05329372 0.1320611 0.07793606 0.04363183 0.1679318
## 2016-12-14        0.05329139 0.1324910 0.07745795 0.04360141 0.1678077
## 2016-12-15        0.05386114 0.1322980 0.07630157 0.04430643 0.1670586
## 2016-12-16        0.05279475 0.1324188 0.07615527 0.04408013 0.1671685
## 2016-12-19        0.05279542 0.1327413 0.07515013 0.04398355 0.1627400
## 2016-12-20        0.05237150 0.1325483 0.07513103 0.04411969 0.1586659
## 2016-12-21        0.05240982 0.1328428 0.07465641 0.04392158 0.1588680
## 2016-12-22        0.05191687 0.1328445 0.07426751 0.04118269 0.1585708
## 2016-12-23        0.05184249 0.1305234 0.07295288 0.04135676 0.1607666
## 2016-12-26        0.05120828 0.1304742 0.07295288 0.04139877 0.1601279
## 2016-12-27        0.05120328 0.1300149 0.07269029 0.04156864 0.1597122
## 2016-12-28        0.05105319 0.1302715 0.07088719 0.04159148 0.1588665
## 2016-12-29        0.05102833 0.1299169 0.07061478 0.04145867 0.1565058
## 2016-12-30        0.05098089 0.1120812 0.07027871 0.04162073 0.1564482
## 2017-01-02        0.05098089 0.1103532 0.07027871 0.04191624 0.1569405
## 2017-01-03        0.05096302 0.1079553 0.06976595 0.04194234 0.1566009
##                 란드
## 2016-12-07 0.2213230
## 2016-12-08 0.2214629
## 2016-12-09 0.2117934
## 2016-12-12 0.2091150
## 2016-12-13 0.2074982
## 2016-12-14 0.2071873
## 2016-12-15 0.2081576
## 2016-12-16 0.2077517
## 2016-12-19 0.2080621
## 2016-12-20 0.2077567
## 2016-12-21 0.2077583
## 2016-12-22 0.2077490
## 2016-12-23 0.2067893
## 2016-12-26 0.2066220
## 2016-12-27 0.2063482
## 2016-12-28 0.2063783
## 2016-12-29 0.2063219
## 2016-12-30 0.2036565
## 2017-01-02 0.2010289
## 2017-01-03 0.2010823

##            Dollar.Index     EURUSD    USDJPY     USDKRW     USDCNY
## 2016-12-07   0.07115932 0.07643242 0.1314181 0.10372718 0.02754639
## 2016-12-08   0.07201488 0.07759563 0.1293721 0.10416791 0.02758757
## 2016-12-09   0.06633559 0.07010414 0.1174983 0.09816394 0.02747580
## 2016-12-12   0.06497153 0.06996544 0.1175257 0.09812879 0.02744302
## 2016-12-13   0.06477217 0.06973432 0.1171642 0.09717834 0.02744165
## 2016-12-14   0.06495121 0.07022008 0.1191577 0.09624807 0.02739025
## 2016-12-15   0.06577564 0.07061003 0.1199923 0.09622205 0.02789847
## 2016-12-16   0.06535742 0.07050896 0.1196555 0.09603134 0.02816130
## 2016-12-19   0.06537541 0.07069588 0.1202563 0.09607907 0.02817490
## 2016-12-20   0.06501604 0.07007756 0.1197671 0.09581531 0.02698139
## 2016-12-21   0.06513268 0.07020819 0.1196443 0.09498738 0.02661055
## 2016-12-22   0.06517413 0.07038034 0.1192620 0.09409654 0.02660862
## 2016-12-23   0.06520408 0.07046129 0.1191525 0.09378383 0.02644939
## 2016-12-26   0.06514313 0.07052853 0.1154361 0.09184244 0.02638041
## 2016-12-27   0.06508687 0.07052361 0.1126884 0.09207814 0.02630247
## 2016-12-28   0.06501106 0.07056474 0.1126132 0.09207053 0.02633157
## 2016-12-29   0.06575649 0.07133624 0.1125814 0.09140379 0.02607577
## 2016-12-30   0.06574163 0.07069231 0.1123821 0.09125743 0.02622021
## 2017-01-02   0.06619453 0.07089382 0.1113471 0.09123141 0.02622021
## 2017-01-03   0.06602852 0.07088159 0.1113393 0.09142850 0.02638294
##                 USDHKD
## 2016-12-07 0.002181901
## 2016-12-08 0.002176214
## 2016-12-09 0.002182520
## 2016-12-12 0.002202233
## 2016-12-13 0.002195949
## 2016-12-14 0.002245370
## 2016-12-15 0.002260003
## 2016-12-16 0.002421811
## 2016-12-19 0.002451856
## 2016-12-20 0.002452778
## 2016-12-21 0.002538539
## 2016-12-22 0.002538830
## 2016-12-23 0.002546444
## 2016-12-26 0.002556810
## 2016-12-27 0.002562616
## 2016-12-28 0.002569044
## 2016-12-29 0.002573212
## 2016-12-30 0.002576416
## 2017-01-02 0.002583399
## 2017-01-03 0.002574676

Order Flow

ETF S.O.

##             SPX.S.O. Stoxx.S.O. EM.S.O. Russell.S.O. HY.S.O. Junk.S.O.
## 2016-12-02  949282.1     156950  741600       278200  193700  311523.8
## 2016-12-05  961932.1     156850  741600       277650  193700  313023.8
## 2016-12-06  956482.1     155450  741600       274350  197400  313523.8
## 2016-12-07  965232.1     155450  741600       275050  200600  323023.8
## 2016-12-08  969182.1     155450  743850       275250  204100  331523.8
## 2016-12-09  978032.1     155650  743850       273500  207000  332523.8
## 2016-12-12  984332.1     155850  743850       273100  207700  335023.8
## 2016-12-13 1002832.1     155850  743850       276400  208400  332023.8
## 2016-12-14 1002082.1     155850  743850       277450  205900  331523.8
## 2016-12-15 1002032.1     155850  743850       284700  203400  331023.8
## 2016-12-16  980532.1     155850  743850       278800  204800  326023.8
## 2016-12-19  989532.1     155850  743850       277900  208200  323523.8
## 2016-12-20  986132.1     155850  743850       278150  211000  323523.8
## 2016-12-21  999532.1     156150  743850       277250  211700  323523.8
## 2016-12-22 1008082.1     156750  739800       264750  214500  323023.8
## 2016-12-23  994132.1     160700  739800       273750  215700  324523.8
## 2016-12-27  997182.1     160700  739800       280850  218300  325523.8
## 2016-12-28 1002182.1     160700  739800       284150  219000  329523.8
## 2016-12-29 1004882.1     160700  739800       284700  219000  329523.8
## 2016-12-30 1006882.1     160700  739800       287400  219000  329523.8

##            Short.Treaury.S.O. Div..S.O. DM.S.O. TIPS.S.O. Japan.S.O.
## 2016-12-02              34000  262252.0 1004400    186600     300000
## 2016-12-05              34200  262302.0 1004400    186400     300000
## 2016-12-06              34300  262377.0 1004400    186500     300000
## 2016-12-07              34700  262627.0 1004400    186500     298800
## 2016-12-08              34900  262677.0 1004400    186500     300150
## 2016-12-09              34200  262752.0 1006800    186800     300900
## 2016-12-12              34200  262802.0 1006800    186800     300900
## 2016-12-13              34200  262752.0 1006800    187000     300900
## 2016-12-14              34200  262777.0 1011000    187000     300900
## 2016-12-15              34200  262727.0 1012200    186600     306600
## 2016-12-16              34200  262777.0 1015800    186900     307350
## 2016-12-19              34200  262827.1 1015800    187000     309900
## 2016-12-20              34200  262902.3 1015800    187800     309900
## 2016-12-21              34200  262502.3 1023600    188100     309900
## 2016-12-22              34700  264352.3 1023600    188500     309900
## 2016-12-23              34700  264327.3 1028400    188500     309900
## 2016-12-27              34800  262452.3 1028400    188700     309900
## 2016-12-28              35200  262502.3 1029600    188700     309900
## 2016-12-29              36100  262627.3 1029600    188700     309900
## 2016-12-30              36100  262802.3 1029600    188700     311550

CFTC

##            euro.fx    yen ust.10y aussie dollar.index  crude
## 2016-08-16  -92508  56006   26619  41113        16471 307500
## 2016-08-23  -76658  60316   48395  42757        15968 353744
## 2016-08-30  -81925  63661  101516  42566        14966 341288
## 2016-09-06  -92630  54489  104792  38959        16961 285795
## 2016-09-13  -81475  56846   68591  36467        17074 313302
## 2016-09-20  -85025  58785  116880   6848        14400 278873
## 2016-09-27  -76030  68892  140413  15008        12205 291646
## 2016-10-04  -82059  68695  127169  23938        12100 362976
## 2016-10-11  -93472  45909   43827  26104        33549 413650
## 2016-10-18 -109268  36991   99922  29980        45422 407995
## 2016-10-25 -123856  44595   74506  31923        53990 403586
## 2016-11-01 -137385  43160  -35057  40867        54330 354399
## 2016-11-08 -129314  31956  -71660  41108        52296 277539
## 2016-11-15 -119182  20676  137396  41518        48428 276326
## 2016-11-22 -119348  10900  172648  30705        53189 276320
## 2016-11-29 -119240   -269  -96267  20957        53403 287881
## 2016-12-06 -114556 -33937 -228604  20871        54602 377626
## 2016-12-13  -87513 -63429 -268395  13473        56712 422767
## 2016-12-20  -78045 -75449 -221058   3941        52367 436661
## 2016-12-27  -69408 -87009 -341075  -1510        52644 444932

##            copper canada.dollar   gold
## 2016-08-16  -5074         12473 312438
## 2016-08-23  -6666         16734 322699
## 2016-08-30 -21873         22400 291708
## 2016-09-06 -30225         20905 330123
## 2016-09-13 -25293         17058 302326
## 2016-09-20 -13151         16303 272655
## 2016-09-27  -2090        -11615 311122
## 2016-10-04    899        -14077 261646
## 2016-10-11   4326        -11704 210597
## 2016-10-18 -11142        -14298 194895
## 2016-10-25 -13754        -13324 212413
## 2016-11-01  11298        -15960 224907
## 2016-11-08  39636        -21312 223148
## 2016-11-15  44995        -18599 174738
## 2016-11-22  46312        -17462 158715
## 2016-11-29  53361        -18576 142706
## 2016-12-06  56391        -18158 127655
## 2016-12-13  61115        -21869 120176
## 2016-12-20  52026        -11754 103618
## 2016-12-27  45763         -1598  91185

##            NYMEX.Crude.Short NYMEX.Crude.Long
## 2016-08-16            163232           323059
## 2016-08-23             96985           341087
## 2016-08-30             95320           315723
## 2016-09-06            130274           309767
## 2016-09-13            101079           305023
## 2016-09-20            151637           299104
## 2016-09-27            141783           323235
## 2016-10-04             98659           353162
## 2016-10-11             71407           359349
## 2016-10-18             56355           347808
## 2016-10-25             56563           324752
## 2016-11-01             62528           296654
## 2016-11-08            145319           304734
## 2016-11-15            165931           329252
## 2016-11-22            163232           351556
## 2016-11-29            146133           335219
## 2016-12-06             80285           350770
## 2016-12-13             56312           359458
## 2016-12-20             50613           356769
## 2016-12-27             50664           358573

Total Returns

##            MSCI.AC.World.TR..USD. JP.Global.Bond.TR..USD.
## 2016-12-07                816.083                 536.933
## 2016-12-08                818.821                 533.430
## 2016-12-09                821.676                 530.650
## 2016-12-12                821.201                 530.742
## 2016-12-13                827.521                 532.002
## 2016-12-14                822.818                 532.582
## 2016-12-15                817.602                 525.231
## 2016-12-16                817.491                 525.354
## 2016-12-19                818.705                 527.901
## 2016-12-20                819.881                 526.225
## 2016-12-21                819.359                 528.054
## 2016-12-22                817.658                 528.013
## 2016-12-23                818.177                 528.580
## 2016-12-26                817.985                 528.528
## 2016-12-27                819.092                 528.065
## 2016-12-28                815.925                 528.186
## 2016-12-29                817.783                 531.169
## 2016-12-30                817.457                 532.418
## 2017-01-02                818.203                 532.612
## 2017-01-03                820.915                 532.612
##            FTSE.REITS.TR..USD. CoCo.Bond.TR..EUR.
## 2016-12-07            4089.492           113.9396
## 2016-12-08            4102.249           114.3118
## 2016-12-09            4102.489           114.1103
## 2016-12-12            4109.136           114.0916
## 2016-12-13            4120.380           114.6523
## 2016-12-14            4063.943           114.8858
## 2016-12-15            3991.546           114.7435
## 2016-12-16            4034.301           114.8238
## 2016-12-19            4069.217           114.8819
## 2016-12-20            4072.705           115.0367
## 2016-12-21            4045.938           115.1083
## 2016-12-22            4040.348           115.1222
## 2016-12-23            4048.097           115.4636
## 2016-12-26            4050.648           115.4636
## 2016-12-27            4054.336           115.4636
## 2016-12-28            4031.283           115.6984
## 2016-12-29            4076.053           115.7175
## 2016-12-30            4123.530           115.7429
## 2017-01-02            4126.998           115.7429
## 2017-01-03            4117.620           116.1010

Trade

##            EUR.TWER USD.TWER KRW.TWER CNY.TWER JPY.TWER AUD.TWER
## 2016-12-05   91.660  125.285  119.036  124.087   92.885   95.996
## 2016-12-06   91.272  125.235  119.398  124.128   92.760   95.929
## 2016-12-07   91.374  124.945  119.585  123.938   92.806   96.025
## 2016-12-08   90.564  125.266  120.848  124.027   92.803   96.075
## 2016-12-09   90.363  125.686  120.561  124.215   92.002   96.260
## 2016-12-12   90.648  125.191  119.994  123.827   92.039   96.595
## 2016-12-13   90.554  125.247  120.184  123.925   91.881   96.657
## 2016-12-14   90.364  126.131  120.549  124.729   90.739   95.958
## 2016-12-15   89.879  126.836  120.417  124.749   90.356   95.984
## 2016-12-16   90.110  126.886  119.858  124.438   90.612   95.302
## 2016-12-19   89.870  127.042  119.512  124.552   91.396   94.593
## 2016-12-20   89.758  127.130  118.987  124.898   90.815   94.910
## 2016-12-21   89.849  127.064  118.765  124.905   90.874   94.721
## 2016-12-22   90.050  127.312  118.293  124.897   90.941   94.492
## 2016-12-23   90.106  127.002  117.836  124.883   91.028   94.038
## 2016-12-26   90.025  126.782  117.953  124.794   91.100   94.229
## 2016-12-27   90.016  126.554  117.478  124.896   90.757   94.281
## 2016-12-28   89.608  126.825  117.429  124.990   90.860   94.277
## 2016-12-29   90.073  126.299  117.216  124.555   91.444   94.349
## 2017-01-02   89.887  126.407  117.427  125.077   90.687   94.027

Trade (1M Avg, YoY)

##                 EUR.TWER   USD.TWER   KRW.TWER    CNY.TWER   JPY.TWER
## 2016-12-05  0.0164182447 0.02529844 0.01706871 -0.05034454 0.13578329
## 2016-12-06  0.0153634500 0.02616681 0.01841451 -0.05063085 0.13091661
## 2016-12-07  0.0139911529 0.02706321 0.01907442 -0.05064905 0.12665993
## 2016-12-08  0.0124243919 0.02737003 0.02039535 -0.05078595 0.12226761
## 2016-12-09  0.0106353842 0.02759098 0.02094095 -0.05088797 0.11738597
## 2016-12-12  0.0092039189 0.02742748 0.02254667 -0.05116051 0.11243227
## 2016-12-13  0.0073334272 0.02700371 0.02319416 -0.05142392 0.10808356
## 2016-12-14  0.0055653398 0.02685063 0.02419907 -0.05160748 0.10345948
## 2016-12-15  0.0034313808 0.02725266 0.02511282 -0.05148893 0.09873340
## 2016-12-16  0.0016157855 0.02743399 0.02575807 -0.05143789 0.09450585
## 2016-12-19 -0.0003713428 0.02724921 0.02639686 -0.05173600 0.09089391
## 2016-12-20 -0.0023960093 0.02735203 0.02740140 -0.05136444 0.08687548
## 2016-12-21 -0.0042120470 0.02701868 0.02837492 -0.05081444 0.08307891
## 2016-12-22 -0.0056672467 0.02657575 0.02872422 -0.05041367 0.07948236
## 2016-12-23 -0.0060907098 0.02636274 0.02910563 -0.04975480 0.07639235
## 2016-12-26 -0.0067624736 0.02598559 0.03003784 -0.04880287 0.07261673
## 2016-12-27 -0.0068668931 0.02553297 0.03020113 -0.04763311 0.06823321
## 2016-12-28 -0.0078845659 0.02531960 0.03035583 -0.04648580 0.06360713
## 2016-12-29 -0.0082796688 0.02495108 0.03024433 -0.04571140 0.06028673
## 2017-01-02 -0.0089106873 0.02454698 0.03022125 -0.04479110 0.05700489

Trade (1M Avg, MoM)

##                EUR.TWER   USD.TWER      KRW.TWER    CNY.TWER    JPY.TWER
## 2016-12-05 -0.008089127 0.03097353 -0.0055154265 0.010136905 -0.04031667
## 2016-12-06 -0.008485825 0.03222341 -0.0041950674 0.011376381 -0.04396121
## 2016-12-07 -0.008614599 0.03353138 -0.0034320432 0.012286183 -0.04667171
## 2016-12-08 -0.008681709 0.03374094 -0.0018035835 0.012693496 -0.04908052
## 2016-12-09 -0.009220254 0.03339530 -0.0008019304 0.013013422 -0.05114274
## 2016-12-12 -0.009394163 0.03236146  0.0003793436 0.012838448 -0.05373395
## 2016-12-13 -0.009528646 0.03084169  0.0017794057 0.012803414 -0.05580173
## 2016-12-14 -0.009505677 0.02988078  0.0029516794 0.012954075 -0.05755908
## 2016-12-15 -0.009799189 0.02893595  0.0041141425 0.013149638 -0.05943772
## 2016-12-16 -0.009816700 0.02748274  0.0054936604 0.012699737 -0.06033911
## 2016-12-19 -0.009984894 0.02592772  0.0069568083 0.012151843 -0.06057821
## 2016-12-20 -0.010339005 0.02494708  0.0084232717 0.012012398 -0.06083607
## 2016-12-21 -0.010723925 0.02386763  0.0091173817 0.011794413 -0.06094990
## 2016-12-22 -0.010690912 0.02234643  0.0090075799 0.011450754 -0.06027030
## 2016-12-23 -0.010633939 0.02061198  0.0088734827 0.011070004 -0.05912348
## 2016-12-26 -0.010891071 0.01902673  0.0084258141 0.010819904 -0.05817607
## 2016-12-27 -0.010754686 0.01770300  0.0072930350 0.010810926 -0.05809189
## 2016-12-28 -0.011146012 0.01649780  0.0060306067 0.010712365 -0.05759287
## 2016-12-29 -0.010923122 0.01502949  0.0045727462 0.009906119 -0.05543702
## 2017-01-02 -0.010898083 0.01355118  0.0025601994 0.009229405 -0.05294741

Risk Measures

##            CITI.US.Surprise CITI.EU.Surprise CITI.중국.Surprise
## 2016-11-28             11.6             66.0                7.1
## 2016-11-29             16.8             61.6                5.7
## 2016-11-30             17.8             56.9                5.5
## 2016-12-01             18.2             61.3               14.0
## 2016-12-02             24.7             61.4               13.7
## 2016-12-05             28.7             58.9               12.3
## 2016-12-06             30.1             66.1               11.6
## 2016-12-07             30.1             64.6               11.2
## 2016-12-08             29.5             64.6               22.4
## 2016-12-09             30.2             62.6               21.7
## 2016-12-12             29.7             60.1               19.1
## 2016-12-13             32.6             59.0               27.5
## 2016-12-14             27.5             57.5               27.5
## 2016-12-15             37.0             64.4               27.5
## 2016-12-16             22.9             63.3               27.5
## 2016-12-19             23.2             60.6               27.6
## 2016-12-20             23.3             58.8               27.6
## 2016-12-21             22.8             56.7               27.6
## 2016-12-22             21.0             56.3               27.7
## 2016-12-23             25.6             54.5               27.7
##            CITI.JP.Surprise CITI.EM.Surprise CITI.UK.Surprise
## 2016-11-28             18.4             -4.4             50.1
## 2016-11-29             25.4             -4.7             49.1
## 2016-11-30             27.3             -4.4             46.3
## 2016-12-01             26.9             -1.5             42.4
## 2016-12-02             26.4              1.5             42.8
## 2016-12-05             24.2              3.6             45.6
## 2016-12-06             23.0              3.9             44.4
## 2016-12-07             21.9              4.2             31.2
## 2016-12-08             19.0              7.3             31.0
## 2016-12-09             17.4              2.9             40.1
## 2016-12-12             23.2              0.9             38.0
## 2016-12-13             23.7              3.2             41.6
## 2016-12-14             20.1              3.1             47.6
## 2016-12-15             20.8              3.5             51.9
## 2016-12-16             21.8              5.6             52.3
## 2016-12-19             38.0              6.6             50.0
## 2016-12-20             37.6              6.9             49.6
## 2016-12-21             38.2              7.7             47.6
## 2016-12-22             38.0              7.9             46.9
## 2016-12-23             37.7              9.9             59.1

##            CITI.Macro CITI.Short.Term
## 2016-12-06      0.287           0.229
## 2016-12-07      0.285           0.238
## 2016-12-08      0.280           0.209
## 2016-12-09      0.239           0.102
## 2016-12-12      0.270           0.224
## 2016-12-13      0.237           0.172
## 2016-12-14      0.259           0.233
## 2016-12-15      0.332           0.492
## 2016-12-16      0.310           0.382
## 2016-12-19      0.304           0.387
## 2016-12-20      0.287           0.305
## 2016-12-21      0.273           0.301
## 2016-12-22      0.275           0.334
## 2016-12-23      0.278           0.317
## 2016-12-26      0.283           0.317
## 2016-12-27      0.284           0.346
## 2016-12-28      0.334           0.586
## 2016-12-29      0.383           0.669
## 2016-12-30      0.377           0.682
## 2017-01-02      0.383           0.692

Fin. Condition

##            Fin..Condition..US. Fin..Condition..EU.
## 2016-12-07              -0.119              -0.304
## 2016-12-08              -0.081              -0.269
## 2016-12-09              -0.005              -0.347
## 2016-12-12              -0.094              -0.341
## 2016-12-13              -0.088              -0.321
## 2016-12-14              -0.066              -0.342
## 2016-12-15               0.023              -0.294
## 2016-12-16              -0.120              -0.385
## 2016-12-19              -0.112              -0.364
## 2016-12-20              -0.050              -0.380
## 2016-12-21              -0.073              -0.386
## 2016-12-22              -0.071              -0.419
## 2016-12-23              -0.061              -0.436
## 2016-12-26              -0.073              -0.435
## 2016-12-27               0.028              -0.442
## 2016-12-28              -0.048              -0.508
## 2016-12-29              -0.135              -0.459
## 2016-12-30              -0.126              -0.458
## 2017-01-02              -0.128              -0.468
## 2017-01-03              -0.062              -0.432
##            Fin..Condition..Asia.Ex.JP.
## 2016-12-07                       0.074
## 2016-12-08                       0.104
## 2016-12-09                       0.144
## 2016-12-12                       0.271
## 2016-12-13                       0.265
## 2016-12-14                       0.257
## 2016-12-15                       0.225
## 2016-12-16                       0.141
## 2016-12-19                       0.048
## 2016-12-20                       0.025
## 2016-12-21                      -0.021
## 2016-12-22                      -0.050
## 2016-12-23                      -0.050
## 2016-12-26                      -0.078
## 2016-12-27                      -0.078
## 2016-12-28                      -0.099
## 2016-12-29                      -0.110
## 2016-12-30                      -0.125
## 2017-01-02                      -0.089
## 2017-01-03                      -0.102

Fin. Stress

##            SL.Financial.Stress.Index CL.Financial.Stress.Index
## 2016-08-12                    -1.129                  1.472577
## 2016-08-19                    -1.176                  1.472577
## 2016-08-26                    -1.146                  1.472577
## 2016-09-02                    -1.148                  1.472577
## 2016-09-09                    -1.156                  1.472577
## 2016-09-16                    -1.026                  1.472577
## 2016-09-23                    -1.062                  1.472577
## 2016-09-30                    -1.169                  1.472577
## 2016-10-07                    -1.187                  1.472577
## 2016-10-14                    -1.143                  1.472577
## 2016-10-21                    -1.194                  1.472577
## 2016-10-28                    -1.197                  1.472577
## 2016-11-04                    -1.045                  1.472577
## 2016-11-11                    -1.113                  1.472577
## 2016-11-18                    -1.065                  1.472577
## 2016-11-25                    -1.126                  1.472577
## 2016-12-02                    -1.100                  1.472577
## 2016-12-09                    -1.180                  1.472577
## 2016-12-16                    -1.105                  1.472577
## 2016-12-23                    -1.134                  1.472577

Credit

National CDS

##            Italy.CDS Spain.CDS Portugal.CDS
## 2016-12-07   161.215    80.324      272.785
## 2016-12-08   162.628    78.482      275.089
## 2016-12-09   166.039    83.161      278.495
## 2016-12-12   163.314    82.157      277.905
## 2016-12-13   155.670    80.215      277.392
## 2016-12-14   151.733    77.496      274.167
## 2016-12-15   151.135    76.235      273.730
## 2016-12-16   153.792    78.295      274.718
## 2016-12-19   155.253    80.098      274.340
## 2016-12-20   152.591    80.786      272.871
## 2016-12-21   158.610    80.856      273.463
## 2016-12-22   159.933    80.974      274.142
## 2016-12-23   159.935    80.973      272.533
## 2016-12-26   159.414    79.041      272.533
## 2016-12-27   159.418    79.041      272.808
## 2016-12-28   161.428    79.194      272.528
## 2016-12-29   162.806    77.821      271.170
## 2016-12-30   157.217    75.616      274.013
## 2017-01-02   154.358    74.714      274.013
## 2017-01-03   159.413    76.658      272.291

## 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
## 2016-12-07           138.530 213.827  134.756         89.016 88.949
## 2016-12-08           133.277 204.207  129.171         86.893 86.967
## 2016-12-09           132.263 203.783  131.591         87.706 88.647
## 2016-12-12           131.095 201.974  128.605         87.085 87.956
## 2016-12-13           127.921 196.810  126.788         85.721 86.592
## 2016-12-14           129.696 197.498  126.468         86.268 86.523
## 2016-12-15           129.573 198.197  125.689         85.462 85.197
## 2016-12-16           129.199 197.301  126.782         85.280 85.544
## 2016-12-19           128.372 188.613  125.481         85.157 85.008
## 2016-12-20           129.078 187.657  125.331         85.189 81.990
## 2016-12-21           128.982 185.462  124.806         85.091 84.407
## 2016-12-22           126.823 185.654  125.638         85.248 85.031
## 2016-12-23           119.992 175.464  124.492         83.991 84.070
## 2016-12-26           119.571 174.398  124.119         83.621 83.911
## 2016-12-27           121.256 173.025  124.175         83.744 84.024
## 2016-12-28           119.994 172.313  124.130         83.196 83.535
## 2016-12-29           119.252 170.355  124.332         83.957 83.974
## 2016-12-30           118.830 166.415  124.089         84.768 84.441
## 2017-01-02           118.531 166.128  123.737         84.752 84.127
## 2017-01-03           116.163 162.047  119.234         81.411 81.117
##             VW.CDS HSBC.CDS  SC.CDS BARX.CDS UniCredit.CDS
## 2016-12-07 107.573   73.839 123.293   87.729       199.353
## 2016-12-08 107.549   69.928 119.134   84.738       190.579
## 2016-12-09 107.373   70.060 119.285   83.947       196.943
## 2016-12-12 107.430   69.727 116.637   82.215       185.431
## 2016-12-13 106.931   68.558 116.628   81.956       180.342
## 2016-12-14 106.034   69.554 116.866   82.284       179.370
## 2016-12-15 106.823   69.369 116.622   82.355       179.367
## 2016-12-16 105.241   69.555 116.816   82.293       180.160
## 2016-12-19 106.336   69.878 117.398   82.123       179.918
## 2016-12-20 105.380   69.859 116.859   82.780       179.148
## 2016-12-21 104.349   70.171 116.902   82.778       181.037
## 2016-12-22 105.176   69.494 116.953   82.775       179.755
## 2016-12-23 105.037   69.805 116.986   82.607       178.044
## 2016-12-26 105.169   69.577 116.980   82.277       177.928
## 2016-12-27 105.417   69.340 116.978   81.859       178.060
## 2016-12-28 105.661   69.557 115.949   82.326       177.302
## 2016-12-29 105.827   69.391 116.778   82.451       175.735
## 2016-12-30 105.992   68.900 116.587   81.634       175.770
## 2017-01-02 105.427   68.487 116.264   81.126       175.507
## 2017-01-03 104.128   66.391 113.484   78.278       167.474
##            Banco.Popolare.CDS Intesa.Sanpaolo.CDS
## 2016-12-07            273.491             149.409
## 2016-12-08            268.649             141.642
## 2016-12-09            263.947             149.591
## 2016-12-12            262.574             144.610
## 2016-12-13            258.862             140.008
## 2016-12-14            255.185             140.065
## 2016-12-15            251.142             141.627
## 2016-12-16            250.548             141.022
## 2016-12-19            249.633             141.851
## 2016-12-20            250.382             142.493
## 2016-12-21            216.189             143.779
## 2016-12-22            220.231             142.093
## 2016-12-23            247.907             141.568
## 2016-12-26            247.907             141.049
## 2016-12-27            245.526             141.160
## 2016-12-28            247.993             140.702
## 2016-12-29            248.027             140.444
## 2016-12-30            246.894             140.010
## 2017-01-02            247.237             139.759
## 2017-01-03            244.719             134.997

## 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
## 2016-12-06      45.85
## 2016-12-07      45.85
## 2016-12-08      45.06
## 2016-12-09      42.35
## 2016-12-12      43.59
## 2016-12-13      42.53
## 2016-12-14      43.74
## 2016-12-15      49.07
## 2016-12-16      50.50
## 2016-12-19      48.67
## 2016-12-20      47.34
## 2016-12-21      49.00
## 2016-12-22      49.46
## 2016-12-23      48.95
## 2016-12-26      48.95
## 2016-12-27      45.90
## 2016-12-28      49.06
## 2016-12-29      55.64
## 2016-12-30      50.05
## 2017-01-02      50.05

## 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
## 2016-12-07      376.57                                       168.384
## 2016-12-08      374.11                                       168.580
## 2016-12-09      369.84                                       168.856
## 2016-12-12      371.71                                       169.087
## 2016-12-13      369.11                                       169.341
## 2016-12-14      363.50                                       169.353
## 2016-12-15      368.79                                       168.762
## 2016-12-16      365.84                                       168.724
## 2016-12-19      368.36                                       168.903
## 2016-12-20      364.64                                       168.991
## 2016-12-21      362.78                                       169.130
## 2016-12-22      363.52                                       169.241
## 2016-12-23      363.29                                       169.354
## 2016-12-26      363.29                                       169.447
## 2016-12-27      359.27                                       169.558
## 2016-12-28      363.14                                       169.671
## 2016-12-29      364.62                                       169.747
## 2016-12-30      365.38                                       169.785
## 2017-01-02      365.38                                       169.832
## 2017-01-03      363.07                                       170.260
##            High.Yield.Corp.Bond.Index.Spread
## 2016-12-07                            523.51
## 2016-12-08                            529.38
## 2016-12-09                            533.30
## 2016-12-12                            544.02
## 2016-12-13                            539.20
## 2016-12-14                            533.45
## 2016-12-15                            540.56
## 2016-12-16                            542.00
## 2016-12-19                            544.79
## 2016-12-20                            541.12
## 2016-12-21                            540.80
## 2016-12-22                            539.13
## 2016-12-23                            538.22
## 2016-12-26                            538.22
## 2016-12-27                            534.39
## 2016-12-28                            537.80
## 2016-12-29                            540.60
## 2016-12-30                            542.08
## 2017-01-02                            542.08
## 2017-01-03                            405.59

## 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
## 2016-12-07             -51.4210             -44.7500             -44.0000
## 2016-12-08             -49.9925             -44.3750             -43.8750
## 2016-12-09             -53.8318             -45.7500             -44.5625
## 2016-12-12             -54.5655             -47.3750             -45.5000
## 2016-12-13             -54.9203             -47.1250             -45.2500
## 2016-12-14             -51.2989             -45.8750             -45.0000
## 2016-12-15             -54.8973             -47.5000             -45.7500
## 2016-12-16             -54.2525             -47.1875             -46.0000
## 2016-12-19             -59.1647             -47.5000             -45.2500
## 2016-12-20             -58.9524             -47.8750             -45.5000
## 2016-12-21             -56.9900             -47.6250             -45.5000
## 2016-12-22             -56.2269             -47.6250             -45.1250
## 2016-12-23             -58.8918             -48.1875             -44.3750
## 2016-12-26             -62.2865             -47.6250             -45.1250
## 2016-12-27             -60.8750             -47.7500             -45.3750
## 2016-12-28             -77.7755             -52.0000             -45.7500
## 2016-12-29             -54.1071             -48.6875             -44.3750
## 2016-12-30             -55.2010             -47.6250             -44.3750
## 2017-01-02             -49.2001             -48.5000             -44.3750
## 2017-01-03             -50.2630             -47.8750             -43.7500
##            EURUSD.5Y.Basis.Swap EURUSD.10Y.Basis.Swap
## 2016-12-07             -44.7500              -43.0000
## 2016-12-08             -44.5000              -43.1250
## 2016-12-09             -45.5000              -44.5000
## 2016-12-12             -45.8750              -44.3750
## 2016-12-13             -45.3750              -44.2500
## 2016-12-14             -45.3750              -43.8750
## 2016-12-15             -45.5625              -44.5000
## 2016-12-16             -46.3750              -45.1250
## 2016-12-19             -45.6875              -44.3750
## 2016-12-20             -45.2500              -43.8750
## 2016-12-21             -45.3750              -43.6250
## 2016-12-22             -45.4375              -43.7500
## 2016-12-23             -44.5000              -42.3125
## 2016-12-26             -44.5000              -43.0625
## 2016-12-27             -46.1250              -43.8750
## 2016-12-28             -44.5000              -42.2500
## 2016-12-29             -44.0000              -41.7500
## 2016-12-30             -44.1250              -41.7500
## 2017-01-02             -44.0000              -41.5000
## 2017-01-03             -43.3750              -41.0000

## 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
## 2016-12-07               -74.25             -74.0000             -81.0000
## 2016-12-08               -71.25             -73.5000             -80.9375
## 2016-12-09               -74.00             -73.1250             -79.8750
## 2016-12-12               -79.25             -76.5000             -82.3750
## 2016-12-13               -77.00             -75.7500             -82.8750
## 2016-12-14               -70.50             -73.2500             -81.2500
## 2016-12-15               -67.25             -73.5000             -80.6875
## 2016-12-16               -61.75             -71.2500             -80.2500
## 2016-12-19               -63.50             -71.0000             -79.5000
## 2016-12-20               -64.25             -70.5000             -80.2500
## 2016-12-21               -57.00             -68.2500             -79.2500
## 2016-12-22               -59.50             -69.0000             -78.7500
## 2016-12-23               -61.00             -69.0000             -78.5000
## 2016-12-26               -63.00             -69.0000             -74.1000
## 2016-12-27               -60.50             -68.8125             -78.4375
## 2016-12-28               -81.00             -73.5000             -80.5000
## 2016-12-29               -79.75             -78.0000             -81.5000
## 2016-12-30               -80.25             -79.6250             -83.5000
## 2017-01-02               -79.50             -81.0000             -80.0500
## 2017-01-03               -71.50             -79.6250             -83.4375
##            JPYUSD.5Y.Basis.Swap JPYUSD.10Y.Basis.Swap
## 2016-12-07              -83.000              -77.7500
## 2016-12-08              -82.063              -76.5000
## 2016-12-09              -82.500              -76.3750
## 2016-12-12              -84.750              -78.7500
## 2016-12-13              -86.938              -80.2500
## 2016-12-14              -84.938              -79.7500
## 2016-12-15              -84.875              -79.8750
## 2016-12-16              -84.250              -78.7500
## 2016-12-19              -83.250              -78.7500
## 2016-12-20              -83.625              -78.7500
## 2016-12-21              -83.000              -78.0000
## 2016-12-22              -81.750              -77.6875
## 2016-12-23              -81.500              -77.6250
## 2016-12-26              -81.500              -77.6250
## 2016-12-27              -81.500              -77.5625
## 2016-12-28              -83.250              -79.2500
## 2016-12-29              -84.250              -79.7500
## 2016-12-30              -84.625              -79.8750
## 2017-01-02              -85.000              -80.0000
## 2017-01-03              -85.000              -79.8750

## 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.
## 2016-12-07      2.4950      1.6675        0.480
## 2016-12-08      2.4600      1.7123        0.470
## 2016-12-09      2.4757      1.7250        0.470
## 2016-12-12      2.5010      1.7250        0.470
## 2016-12-13      2.4400      1.7140        0.480
## 2016-12-14      2.4590      1.6850        0.470
## 2016-12-15      2.4313      1.6725        0.525
## 2016-12-16      2.3688      1.6660        0.525
## 2016-12-19      2.3810      1.6800        0.470
## 2016-12-20      2.3790      1.7050        0.470
## 2016-12-21      2.4020      1.7200        0.480
## 2016-12-22      2.4450      1.7040        0.440
## 2016-12-23      2.4360      1.7080        0.440
## 2016-12-26      2.4590      1.7100        0.440
## 2016-12-27      2.4584      1.7186        0.520
## 2016-12-28      2.4800      1.7110        0.520
## 2016-12-29      2.4030      1.7230        0.500
## 2016-12-30      2.4211      1.7435        0.470
## 2017-01-02      2.4130      1.7325        0.470
## 2017-01-03      2.5540      1.7635        0.470

## 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
## 2016-10-24      -0.0143      -0.0075      -0.0010       -0.0375
## 2016-10-27      -0.0146      -0.0075      -0.0001       -0.0353
## 2016-10-31      -0.0146      -0.0077      -0.0001       -0.0353
## 2016-11-03      -0.0143      -0.0077      -0.0023       -0.0353
## 2016-11-07      -0.0143      -0.0083      -0.0023       -0.0353
## 2016-11-10      -0.0144      -0.0083      -0.0015       -0.0410
## 2016-11-14      -0.0144      -0.0107      -0.0015       -0.0410
## 2016-11-17      -0.0150      -0.0107       0.0001       -0.0409
## 2016-11-21      -0.0150      -0.0107       0.0001       -0.0409
## 2016-11-24      -0.0143      -0.0107       0.0001       -0.0402
## 2016-11-28      -0.0143      -0.0111       0.0001       -0.0402
## 2016-12-01      -0.0146      -0.0111       0.0066       -0.0389
## 2016-12-05      -0.0146      -0.0114       0.0066       -0.0389
## 2016-12-08      -0.0132      -0.0114       0.0014       -0.0371
## 2016-12-12      -0.0132      -0.0132       0.0014       -0.0371
## 2016-12-15      -0.0128      -0.0132       0.0022       -0.0302
## 2016-12-19      -0.0128      -0.0112       0.0022       -0.0302
## 2016-12-22      -0.0125      -0.0112       0.0039       -0.0239
## 2016-12-29      -0.0115      -0.0112       0.0052       -0.0201
## 2017-01-02      -0.0115      -0.0091       0.0052       -0.0201

Quanto (Weekly)

	HSCEI.USDKRW	Stoxx.EURKRW	SPX.USDKRW	Nikkei.JPYKRW
2016-06-09	-1.31	-1.57	-0.48	-3.18
2016-06-16	-1.4	-1.56	-0.51	-3.49
2016-06-23	-1.23	-1.52	-0.37	-3.45
2016-06-30	-1.25	-1.35	-0.39	-4.38
2016-07-07	-1.28	-1.32	-0.4	-4.58
2016-07-14	-1.29	-1.34	-0.43	-4.86
2016-07-21	-1.22	-1.24	-0.4	-4.53
2016-07-28	-1.15	-1.01	-0.4	-4.18
2016-08-04	-1.43	-1.19	-0.76	-3.98
2016-08-11	-1.39	-1.17	-0.82	-4.01
2016-08-18	-1.24	-1.09	-0.78	-3.85
2016-08-25	-1.25	-1.08	-0.8	-3.84
2016-09-01	-1.12	-1.05	-0.72	-3.91
2016-09-08	-1.19	-1.12	-0.7	-3.92
2016-09-15	-1.29	-1.19	-0.82	-4.08
2016-09-22	-1.3	-1.13	-0.82	-3.9
2016-09-29	-1.42	-1.13	-0.86	-4.04
2016-10-06	-1.4	-1.04	-0.84	-3.78
2016-10-13	-1.47	-1.05	-0.88	-3.67
2016-10-20	-1.39	-0.88	-0.83	-3.56
2016-10-27	-1.44	-0.88	-0.83	-3.49
2016-11-03	-1.4	-0.97	-0.72	-3.52
2016-11-10	-1.41	-1.16	-0.52	-4.07
2016-11-17	-1.5	-1.16	-0.47	-4.02
2016-11-24	-1.41	-1.17	-0.46	-3.95
2016-12-01	-1.38	-1.13	-0.38	-3.71
2016-12-08	-1.31	-0.91	-0.35	-3.58
2016-12-15	-1.23	-1.04	-0.24	-2.53
2016-12-22	-1.22	-0.99	-0.24	-2.34
2016-12-29	-1.11	-0.89	-0.17	-1.86

Correlations

Index/Index (Daily)

	HSCEI.KOSPI200	HSCEI.Stoxx	HSCEI.SPX	Stoxx.KOSPI200	Stoxx.SPX	KOSPI200.SPX	KOSPI200.Nikkei	SPX.Nikkei	HSCEI.Nikkei	Stoxx.HSI	KOSPI200.HSI	Nikkei.HSI
2016-11-23	0.77	0.47	0.21	0.5	0.71	0.27	0.63	0.21	0.58	0.51	0.79	0.59
2016-11-24	0.76	0.47	0.21	0.5	0.71	0.27	0.63	0.21	0.58	0.51	0.79	0.58
2016-11-25	0.76	0.46	0.2	0.5	0.71	0.27	0.63	0.21	0.58	0.5	0.79	0.59
2016-11-28	0.75	0.43	0.18	0.48	0.7	0.25	0.61	0.19	0.56	0.48	0.78	0.56
2016-11-29	0.75	0.43	0.18	0.48	0.71	0.25	0.61	0.19	0.56	0.47	0.78	0.56
2016-11-30	0.75	0.43	0.18	0.48	0.71	0.25	0.61	0.19	0.56	0.47	0.78	0.56
2016-12-01	0.75	0.43	0.19	0.48	0.71	0.25	0.6	0.19	0.54	0.47	0.78	0.54
2016-12-02	0.75	0.43	0.19	0.48	0.72	0.25	0.6	0.2	0.54	0.47	0.78	0.54
2016-12-05	0.75	0.4	0.18	0.46	0.72	0.24	0.6	0.19	0.53	0.45	0.77	0.53
2016-12-06	0.75	0.4	0.18	0.47	0.72	0.24	0.59	0.19	0.53	0.45	0.77	0.53
2016-12-07	0.75	0.4	0.18	0.47	0.73	0.24	0.6	0.19	0.54	0.45	0.77	0.53
2016-12-08	0.73	0.41	0.18	0.48	0.72	0.25	0.6	0.18	0.54	0.45	0.76	0.53
2016-12-09	0.71	0.33	0.08	0.37	0.62	0.11	0.52	-0.06	0.49	0.36	0.73	0.46
2016-12-12	0.71	0.35	0.09	0.38	0.59	0.11	0.53	-0.02	0.48	0.36	0.72	0.46
2016-12-13	0.71	0.37	0.1	0.38	0.57	0.11	0.53	-0.01	0.48	0.38	0.73	0.46
2016-12-14	0.71	0.37	0.1	0.37	0.55	0.08	0.52	-0.04	0.48	0.36	0.72	0.45
2016-12-15	0.7	0.33	0.07	0.36	0.55	0.07	0.53	-0.04	0.48	0.32	0.71	0.45
2016-12-16	0.7	0.33	0.07	0.36	0.54	0.06	0.53	-0.04	0.48	0.32	0.72	0.45
2016-12-19	0.7	0.34	0.07	0.36	0.55	0.06	0.53	-0.04	0.47	0.33	0.72	0.45
2016-12-20	0.7	0.32	0.05	0.36	0.54	0.06	0.53	-0.05	0.47	0.31	0.72	0.45
2016-12-21	0.69	0.29	0.06	0.33	0.57	0.08	0.51	-0.03	0.45	0.29	0.71	0.43
2016-12-22	0.69	0.29	0.06	0.32	0.57	0.09	0.53	-0.04	0.46	0.29	0.71	0.44
2016-12-23	0.68	0.31	0.08	0.35	0.55	0.11	0.52	-0.01	0.46	0.31	0.71	0.44
2016-12-26	0.68	0.29	0.07	0.33	0.55	0.1	0.5	-0.03	0.44	0.29	0.7	0.42
2016-12-27	0.68	0.27	0.06	0.33	0.54	0.1	0.51	-0.05	0.42	0.27	0.71	0.4
2016-12-28	0.66	0.27	0.04	0.33	0.54	0.12	0.5	-0.04	0.42	0.27	0.69	0.4
2016-12-29	0.66	0.27	0.04	0.33	0.53	0.12	0.5	-0.05	0.41	0.26	0.69	0.39
2016-12-30	0.65	0.27	0.03	0.33	0.53	0.12	0.49	-0.05	0.4	0.26	0.68	0.38
2017-01-02	0.65	0.27	0.03	0.34	0.53	0.12	0.49	-0.05	0.41	0.27	0.68	0.38
2017-01-03	0.65	0.27	0.03	0.33	0.52	0.13	0.5	-0.04	0.42	0.26	0.68	0.39

Index/Index (Weekly)

	HSCEI.KOSPI200	HSCEI.Stoxx	HSCEI.SPX	Stoxx.KOSPI200	Stoxx.SPX	KOSPI200.SPX	KOSPI200.Nikkei	SPX.Nikkei	HSCEI.Nikkei	Stoxx.HSI	KOSPI200.HSI	Nikkei.HSI
2016-06-14	0.86	0.4	0.49	0.41	0.81	0.46	0.62	0.54	0.53	0.5	0.9	0.67
2016-06-21	0.85	0.39	0.45	0.4	0.77	0.42	0.62	0.53	0.53	0.49	0.89	0.67
2016-06-28	0.82	0.38	0.3	0.44	0.82	0.38	0.61	0.51	0.48	0.5	0.88	0.65
2016-07-05	0.79	0.38	0.31	0.45	0.84	0.45	0.61	0.55	0.48	0.51	0.88	0.66
2016-07-12	0.77	0.49	0.41	0.46	0.85	0.45	0.6	0.58	0.51	0.6	0.87	0.68
2016-07-19	0.77	0.51	0.43	0.49	0.85	0.46	0.59	0.62	0.5	0.65	0.86	0.67
2016-07-26	0.78	0.54	0.45	0.58	0.81	0.55	0.71	0.53	0.54	0.66	0.88	0.67
2016-08-02	0.77	0.55	0.47	0.63	0.81	0.61	0.71	0.54	0.54	0.7	0.88	0.67
2016-08-09	0.77	0.55	0.47	0.63	0.8	0.61	0.73	0.55	0.55	0.69	0.88	0.68
2016-08-16	0.73	0.57	0.51	0.66	0.79	0.68	0.73	0.59	0.51	0.71	0.87	0.67
2016-08-23	0.7	0.6	0.56	0.67	0.79	0.7	0.72	0.63	0.47	0.73	0.86	0.65
2016-08-30	0.71	0.6	0.57	0.65	0.77	0.7	0.7	0.6	0.46	0.72	0.86	0.64
2016-09-06	0.7	0.62	0.53	0.67	0.8	0.68	0.72	0.62	0.49	0.73	0.86	0.65
2016-09-13	0.75	0.64	0.6	0.67	0.79	0.74	0.69	0.61	0.52	0.73	0.86	0.67
2016-09-20	0.76	0.63	0.6	0.63	0.79	0.75	0.63	0.63	0.53	0.73	0.87	0.69
2016-09-27	0.73	0.62	0.59	0.62	0.79	0.75	0.63	0.63	0.52	0.72	0.84	0.68
2016-10-04	0.72	0.57	0.56	0.59	0.75	0.74	0.61	0.6	0.45	0.68	0.84	0.63
2016-10-11	0.74	0.59	0.55	0.58	0.75	0.75	0.58	0.6	0.52	0.68	0.84	0.64
2016-10-18	0.7	0.54	0.52	0.55	0.74	0.73	0.53	0.59	0.46	0.63	0.81	0.57
2016-10-25	0.71	0.57	0.59	0.55	0.74	0.75	0.54	0.57	0.56	0.65	0.83	0.65
2016-11-01	0.72	0.58	0.6	0.55	0.76	0.75	0.55	0.58	0.55	0.66	0.83	0.63
2016-11-08	0.71	0.62	0.63	0.61	0.73	0.8	0.55	0.57	0.55	0.7	0.82	0.64
2016-11-15	0.7	0.58	0.5	0.55	0.72	0.64	0.36	0.59	0.38	0.68	0.82	0.45
2016-11-22	0.69	0.61	0.51	0.56	0.72	0.64	0.48	0.65	0.53	0.7	0.82	0.57
2016-11-29	0.66	0.45	0.43	0.52	0.7	0.61	0.42	0.61	0.39	0.59	0.82	0.44
2016-12-06	0.63	0.43	0.43	0.55	0.75	0.61	0.4	0.61	0.38	0.58	0.8	0.43
2016-12-13	0.53	0.27	0.28	0.52	0.73	0.59	0.36	0.56	0.21	0.36	0.66	0.17
2016-12-20	0.47	0.19	0.27	0.5	0.72	0.53	0.33	0.55	0.15	0.27	0.55	0.1
2016-12-27	0.48	0.13	0.21	0.56	0.66	0.61	0.35	0.52	0.13	0.19	0.58	0.07
2017-01-03	0.45	0.15	0.16	0.59	0.65	0.61	0.29	0.55	0.02	0.23	0.52	-0.11

Index/FX (Daily)

	HSCEI.KOSPI200	HSCEI.Stoxx	HSCEI.SPX	Stoxx.KOSPI200	Stoxx.SPX	KOSPI200.SPX	KOSPI200.Nikkei	SPX.Nikkei	HSCEI.Nikkei	Stoxx.HSI	KOSPI200.HSI	Nikkei.HSI	HSCEI.USDKRW	Stoxx.EURKRW	Stoxx.EURUSD	SPX.USDKRW	Nikkei.JPYKRW	Nikkei.USDJPY	Stoxx.USDCNY	SPX.EURUSD	KOSPI200.USDKRW	KOSPI200.JPYKRW	중국상해.USDCNY
2016-11-23	0.69	0.61	0.51	0.56	0.72	0.64	0.48	0.65	0.53	0.7	0.82	0.57	-0.58	-0.19	0.3	-0.33	-0.53	0.46	-0.28	0.22	-0.63	-0.59	-0.05
2016-11-24	0.69	0.61	0.51	0.56	0.72	0.64	0.48	0.65	0.53	0.7	0.82	0.57	-0.58	-0.18	0.29	-0.33	-0.53	0.46	-0.28	0.22	-0.63	-0.58	-0.05
2016-11-25	0.69	0.61	0.51	0.56	0.72	0.64	0.48	0.65	0.53	0.7	0.82	0.57	-0.57	-0.19	0.28	-0.32	-0.53	0.46	-0.29	0.21	-0.63	-0.58	-0.05
2016-11-28	0.69	0.61	0.51	0.56	0.72	0.64	0.48	0.65	0.53	0.7	0.82	0.57	-0.57	-0.19	0.29	-0.31	-0.52	0.46	-0.27	0.22	-0.63	-0.57	0.01
2016-11-29	0.66	0.45	0.43	0.52	0.7	0.61	0.42	0.61	0.39	0.59	0.82	0.44	-0.57	-0.19	0.28	-0.31	-0.52	0.45	-0.26	0.22	-0.63	-0.57	0.01
2016-11-30	0.66	0.45	0.43	0.52	0.7	0.61	0.42	0.61	0.39	0.59	0.82	0.44	-0.57	-0.18	0.27	-0.31	-0.51	0.44	-0.26	0.22	-0.63	-0.57	0.06
2016-12-01	0.66	0.45	0.43	0.52	0.7	0.61	0.42	0.61	0.39	0.59	0.82	0.44	-0.58	-0.18	0.26	-0.31	-0.5	0.42	-0.25	0.22	-0.63	-0.57	0.06
2016-12-02	0.66	0.45	0.43	0.52	0.7	0.61	0.42	0.61	0.39	0.59	0.82	0.44	-0.59	-0.18	0.25	-0.31	-0.5	0.42	-0.25	0.22	-0.63	-0.57	0.07
2016-12-05	0.66	0.45	0.43	0.52	0.7	0.61	0.42	0.61	0.39	0.59	0.82	0.44	-0.58	-0.19	0.25	-0.3	-0.5	0.43	-0.24	0.23	-0.62	-0.57	0.07
2016-12-06	0.63	0.43	0.43	0.55	0.75	0.61	0.4	0.61	0.38	0.58	0.8	0.43	-0.58	-0.16	0.25	-0.3	-0.5	0.43	-0.24	0.23	-0.62	-0.57	0.08
2016-12-07	0.63	0.43	0.43	0.55	0.75	0.61	0.4	0.61	0.38	0.58	0.8	0.43	-0.58	-0.17	0.25	-0.3	-0.49	0.42	-0.25	0.24	-0.62	-0.57	0.09
2016-12-08	0.63	0.43	0.43	0.55	0.75	0.61	0.4	0.61	0.38	0.58	0.8	0.43	-0.58	-0.18	0.21	-0.3	-0.5	0.42	-0.24	0.21	-0.63	-0.58	0.08
2016-12-09	0.63	0.43	0.43	0.55	0.75	0.61	0.4	0.61	0.38	0.58	0.8	0.43	-0.54	-0.27	-0.1	-0.16	-0.32	0.27	-0.05	0	-0.58	-0.5	0.15
2016-12-12	0.63	0.43	0.43	0.55	0.75	0.61	0.4	0.61	0.38	0.58	0.8	0.43	-0.54	-0.26	-0.15	-0.15	-0.33	0.28	0.01	-0.05	-0.58	-0.5	0.13
2016-12-13	0.53	0.27	0.28	0.52	0.73	0.59	0.36	0.56	0.21	0.36	0.66	0.17	-0.56	-0.24	-0.17	-0.12	-0.33	0.28	0	-0.07	-0.58	-0.5	0.13
2016-12-14	0.53	0.27	0.28	0.52	0.73	0.59	0.36	0.56	0.21	0.36	0.66	0.17	-0.56	-0.23	-0.19	-0.1	-0.32	0.27	0.03	-0.08	-0.58	-0.5	0.14
2016-12-15	0.53	0.27	0.28	0.52	0.73	0.59	0.36	0.56	0.21	0.36	0.66	0.17	-0.56	-0.23	-0.2	-0.07	-0.32	0.27	0.05	-0.08	-0.57	-0.49	0.11
2016-12-16	0.53	0.27	0.28	0.52	0.73	0.59	0.36	0.56	0.21	0.36	0.66	0.17	-0.56	-0.23	-0.2	-0.07	-0.32	0.27	0.05	-0.08	-0.56	-0.49	0.11
2016-12-19	0.53	0.27	0.28	0.52	0.73	0.59	0.36	0.56	0.21	0.36	0.66	0.17	-0.57	-0.22	-0.2	-0.07	-0.32	0.27	0.05	-0.08	-0.57	-0.49	0.11
2016-12-20	0.47	0.19	0.27	0.5	0.72	0.53	0.33	0.55	0.15	0.27	0.55	0.1	-0.56	-0.21	-0.23	-0.06	-0.31	0.27	0.07	-0.1	-0.56	-0.49	0.11
2016-12-21	0.47	0.19	0.27	0.5	0.72	0.53	0.33	0.55	0.15	0.27	0.55	0.1	-0.55	-0.21	-0.22	-0.07	-0.3	0.26	0.08	-0.1	-0.55	-0.48	0.09
2016-12-22	0.47	0.19	0.27	0.5	0.72	0.53	0.33	0.55	0.15	0.27	0.55	0.1	-0.55	-0.21	-0.22	-0.07	-0.3	0.26	0.08	-0.11	-0.54	-0.48	0.09
2016-12-23	0.47	0.19	0.27	0.5	0.72	0.53	0.33	0.55	0.15	0.27	0.55	0.1	-0.55	-0.23	-0.22	-0.1	-0.3	0.26	0.07	-0.11	-0.54	-0.48	0.1
2016-12-26	0.47	0.19	0.27	0.5	0.72	0.53	0.33	0.55	0.15	0.27	0.55	0.1	-0.53	-0.2	-0.23	-0.09	-0.23	0.2	0.07	-0.11	-0.52	-0.45	0.1
2016-12-27	0.48	0.13	0.21	0.56	0.66	0.61	0.35	0.52	0.13	0.19	0.58	0.07	-0.54	-0.21	-0.24	-0.09	-0.2	0.17	0.09	-0.11	-0.52	-0.45	0.12
2016-12-28	0.48	0.13	0.21	0.56	0.66	0.61	0.35	0.52	0.13	0.19	0.58	0.07	-0.53	-0.21	-0.23	-0.09	-0.21	0.17	0.08	-0.1	-0.52	-0.46	0.12
2016-12-29	0.48	0.13	0.21	0.56	0.66	0.61	0.35	0.52	0.13	0.19	0.58	0.07	-0.53	-0.21	-0.25	-0.08	-0.2	0.17	0.09	-0.11	-0.52	-0.46	0.12
2016-12-30	0.48	0.13	0.21	0.56	0.66	0.61	0.35	0.52	0.13	0.19	0.58	0.07	-0.53	-0.2	-0.25	-0.08	-0.2	0.18	0.09	-0.12	-0.52	-0.46	0.12
2017-01-02	0.48	0.13	0.21	0.56	0.66	0.61	0.35	0.52	0.13	0.19	0.58	0.07	-0.53	-0.21	-0.25	-0.08	-0.2	0.18	0.09	-0.12	-0.52	-0.46	0.12
2017-01-03	0.45	0.15	0.16	0.59	0.65	0.61	0.29	0.55	0.02	0.23	0.52	-0.11	-0.54	-0.21	-0.26	-0.09	-0.2	0.18	0.09	-0.13	-0.52	-0.47	0.14

Index/FX (Weekly)

	HSCEI.KOSPI200	HSCEI.Stoxx	HSCEI.SPX	Stoxx.KOSPI200	Stoxx.SPX	KOSPI200.SPX	KOSPI200.Nikkei	SPX.Nikkei	HSCEI.Nikkei	Stoxx.HSI	KOSPI200.HSI	Nikkei.HSI	HSCEI.USDKRW	Stoxx.EURKRW	Stoxx.EURUSD	SPX.USDKRW	Nikkei.JPYKRW	Nikkei.USDJPY	Stoxx.USDCNY	SPX.EURUSD	KOSPI200.USDKRW	KOSPI200.JPYKRW	중국상해.USDCNY	HSCEI.USDKRW.1	Stoxx.EURKRW.1	Stoxx.EURUSD.1	SPX.USDKRW.1	Nikkei.JPYKRW.1	Nikkei.USDJPY.1	Stoxx.USDCNY.1	SPX.EURUSD.1	KOSPI200.USDKRW.1	KOSPI200.JPYKRW.1	중국상해.USDCNY.1
2016-11-23	0.69	0.61	0.51	0.56	0.72	0.64	0.48	0.65	0.53	0.7	0.82	0.57	-0.58	-0.19	0.3	-0.33	-0.53	0.46	-0.28	0.22	-0.63	-0.59	-0.05	-0.63	-0.43	0.25	-0.53	-0.83	0.7	-0.22	0.25	-0.72	-0.59	0.21
2016-11-24	0.69	0.61	0.51	0.56	0.72	0.64	0.48	0.65	0.53	0.7	0.82	0.57	-0.58	-0.18	0.29	-0.33	-0.53	0.46	-0.28	0.22	-0.63	-0.58	-0.05	-0.63	-0.43	0.25	-0.53	-0.83	0.7	-0.22	0.25	-0.72	-0.59	0.21
2016-11-25	0.69	0.61	0.51	0.56	0.72	0.64	0.48	0.65	0.53	0.7	0.82	0.57	-0.57	-0.19	0.28	-0.32	-0.53	0.46	-0.29	0.21	-0.63	-0.58	-0.05	-0.63	-0.43	0.25	-0.53	-0.83	0.7	-0.22	0.25	-0.72	-0.59	0.21
2016-11-28	0.69	0.61	0.51	0.56	0.72	0.64	0.48	0.65	0.53	0.7	0.82	0.57	-0.57	-0.19	0.29	-0.31	-0.52	0.46	-0.27	0.22	-0.63	-0.57	0.01	-0.65	-0.46	0.24	-0.52	-0.83	0.7	-0.22	0.25	-0.73	-0.61	0.27
2016-11-29	0.66	0.45	0.43	0.52	0.7	0.61	0.42	0.61	0.39	0.59	0.82	0.44	-0.57	-0.19	0.28	-0.31	-0.52	0.45	-0.26	0.22	-0.63	-0.57	0.01	-0.65	-0.46	0.24	-0.52	-0.83	0.7	-0.22	0.25	-0.73	-0.61	0.27
2016-11-30	0.66	0.45	0.43	0.52	0.7	0.61	0.42	0.61	0.39	0.59	0.82	0.44	-0.57	-0.18	0.27	-0.31	-0.51	0.44	-0.26	0.22	-0.63	-0.57	0.06	-0.65	-0.46	0.24	-0.52	-0.83	0.7	-0.22	0.25	-0.73	-0.61	0.27
2016-12-01	0.66	0.45	0.43	0.52	0.7	0.61	0.42	0.61	0.39	0.59	0.82	0.44	-0.58	-0.18	0.26	-0.31	-0.5	0.42	-0.25	0.22	-0.63	-0.57	0.06	-0.65	-0.46	0.24	-0.52	-0.83	0.7	-0.22	0.25	-0.73	-0.61	0.27
2016-12-02	0.66	0.45	0.43	0.52	0.7	0.61	0.42	0.61	0.39	0.59	0.82	0.44	-0.59	-0.18	0.25	-0.31	-0.5	0.42	-0.25	0.22	-0.63	-0.57	0.07	-0.65	-0.46	0.24	-0.52	-0.83	0.7	-0.22	0.25	-0.73	-0.61	0.27
2016-12-05	0.66	0.45	0.43	0.52	0.7	0.61	0.42	0.61	0.39	0.59	0.82	0.44	-0.58	-0.19	0.25	-0.3	-0.5	0.43	-0.24	0.23	-0.62	-0.57	0.07	-0.66	-0.48	0.25	-0.53	-0.8	0.67	-0.21	0.23	-0.73	-0.61	0.38
2016-12-06	0.63	0.43	0.43	0.55	0.75	0.61	0.4	0.61	0.38	0.58	0.8	0.43	-0.58	-0.16	0.25	-0.3	-0.5	0.43	-0.24	0.23	-0.62	-0.57	0.08	-0.66	-0.48	0.25	-0.53	-0.8	0.67	-0.21	0.23	-0.73	-0.61	0.38
2016-12-07	0.63	0.43	0.43	0.55	0.75	0.61	0.4	0.61	0.38	0.58	0.8	0.43	-0.58	-0.17	0.25	-0.3	-0.49	0.42	-0.25	0.24	-0.62	-0.57	0.09	-0.66	-0.48	0.25	-0.53	-0.8	0.67	-0.21	0.23	-0.73	-0.61	0.38
2016-12-08	0.63	0.43	0.43	0.55	0.75	0.61	0.4	0.61	0.38	0.58	0.8	0.43	-0.58	-0.18	0.21	-0.3	-0.5	0.42	-0.24	0.21	-0.63	-0.58	0.08	-0.66	-0.48	0.25	-0.53	-0.8	0.67	-0.21	0.23	-0.73	-0.61	0.38
2016-12-09	0.63	0.43	0.43	0.55	0.75	0.61	0.4	0.61	0.38	0.58	0.8	0.43	-0.54	-0.27	-0.1	-0.16	-0.32	0.27	-0.05	0	-0.58	-0.5	0.15	-0.66	-0.48	0.25	-0.53	-0.8	0.67	-0.21	0.23	-0.73	-0.61	0.38
2016-12-12	0.63	0.43	0.43	0.55	0.75	0.61	0.4	0.61	0.38	0.58	0.8	0.43	-0.54	-0.26	-0.15	-0.15	-0.33	0.28	0.01	-0.05	-0.58	-0.5	0.13	-0.65	-0.74	-0.16	-0.48	-0.72	0.6	0.14	-0.07	-0.68	-0.54	0.38
2016-12-13	0.53	0.27	0.28	0.52	0.73	0.59	0.36	0.56	0.21	0.36	0.66	0.17	-0.56	-0.24	-0.17	-0.12	-0.33	0.28	0	-0.07	-0.58	-0.5	0.13	-0.65	-0.74	-0.16	-0.48	-0.72	0.6	0.14	-0.07	-0.68	-0.54	0.38
2016-12-14	0.53	0.27	0.28	0.52	0.73	0.59	0.36	0.56	0.21	0.36	0.66	0.17	-0.56	-0.23	-0.19	-0.1	-0.32	0.27	0.03	-0.08	-0.58	-0.5	0.14	-0.65	-0.74	-0.16	-0.48	-0.72	0.6	0.14	-0.07	-0.68	-0.54	0.38
2016-12-15	0.53	0.27	0.28	0.52	0.73	0.59	0.36	0.56	0.21	0.36	0.66	0.17	-0.56	-0.23	-0.2	-0.07	-0.32	0.27	0.05	-0.08	-0.57	-0.49	0.11	-0.65	-0.74	-0.16	-0.48	-0.72	0.6	0.14	-0.07	-0.68	-0.54	0.38
2016-12-16	0.53	0.27	0.28	0.52	0.73	0.59	0.36	0.56	0.21	0.36	0.66	0.17	-0.56	-0.23	-0.2	-0.07	-0.32	0.27	0.05	-0.08	-0.56	-0.49	0.11	-0.65	-0.74	-0.16	-0.48	-0.72	0.6	0.14	-0.07	-0.68	-0.54	0.38
2016-12-19	0.53	0.27	0.28	0.52	0.73	0.59	0.36	0.56	0.21	0.36	0.66	0.17	-0.57	-0.22	-0.2	-0.07	-0.32	0.27	0.05	-0.08	-0.57	-0.49	0.11	-0.67	-0.67	-0.4	-0.25	-0.7	0.62	0.17	-0.35	-0.58	-0.46	0.32
2016-12-20	0.47	0.19	0.27	0.5	0.72	0.53	0.33	0.55	0.15	0.27	0.55	0.1	-0.56	-0.21	-0.23	-0.06	-0.31	0.27	0.07	-0.1	-0.56	-0.49	0.11	-0.67	-0.67	-0.4	-0.25	-0.7	0.62	0.17	-0.35	-0.58	-0.46	0.32
2016-12-21	0.47	0.19	0.27	0.5	0.72	0.53	0.33	0.55	0.15	0.27	0.55	0.1	-0.55	-0.21	-0.22	-0.07	-0.3	0.26	0.08	-0.1	-0.55	-0.48	0.09	-0.67	-0.67	-0.4	-0.25	-0.7	0.62	0.17	-0.35	-0.58	-0.46	0.32
2016-12-22	0.47	0.19	0.27	0.5	0.72	0.53	0.33	0.55	0.15	0.27	0.55	0.1	-0.55	-0.21	-0.22	-0.07	-0.3	0.26	0.08	-0.11	-0.54	-0.48	0.09	-0.67	-0.67	-0.4	-0.25	-0.7	0.62	0.17	-0.35	-0.58	-0.46	0.32
2016-12-23	0.47	0.19	0.27	0.5	0.72	0.53	0.33	0.55	0.15	0.27	0.55	0.1	-0.55	-0.23	-0.22	-0.1	-0.3	0.26	0.07	-0.11	-0.54	-0.48	0.1	-0.67	-0.67	-0.4	-0.25	-0.7	0.62	0.17	-0.35	-0.58	-0.46	0.32
2016-12-26	0.47	0.19	0.27	0.5	0.72	0.53	0.33	0.55	0.15	0.27	0.55	0.1	-0.53	-0.2	-0.23	-0.09	-0.23	0.2	0.07	-0.11	-0.52	-0.45	0.1	-0.69	-0.65	-0.39	-0.25	-0.7	0.62	0.16	-0.33	-0.58	-0.46	0.31
2016-12-27	0.48	0.13	0.21	0.56	0.66	0.61	0.35	0.52	0.13	0.19	0.58	0.07	-0.54	-0.21	-0.24	-0.09	-0.2	0.17	0.09	-0.11	-0.52	-0.45	0.12	-0.69	-0.65	-0.39	-0.25	-0.7	0.62	0.16	-0.33	-0.58	-0.46	0.31
2016-12-28	0.48	0.13	0.21	0.56	0.66	0.61	0.35	0.52	0.13	0.19	0.58	0.07	-0.53	-0.21	-0.23	-0.09	-0.21	0.17	0.08	-0.1	-0.52	-0.46	0.12	-0.69	-0.65	-0.39	-0.25	-0.7	0.62	0.16	-0.33	-0.58	-0.46	0.31
2016-12-29	0.48	0.13	0.21	0.56	0.66	0.61	0.35	0.52	0.13	0.19	0.58	0.07	-0.53	-0.21	-0.25	-0.08	-0.2	0.17	0.09	-0.11	-0.52	-0.46	0.12	-0.69	-0.65	-0.39	-0.25	-0.7	0.62	0.16	-0.33	-0.58	-0.46	0.31
2016-12-30	0.48	0.13	0.21	0.56	0.66	0.61	0.35	0.52	0.13	0.19	0.58	0.07	-0.53	-0.2	-0.25	-0.08	-0.2	0.18	0.09	-0.12	-0.52	-0.46	0.12	-0.69	-0.65	-0.39	-0.25	-0.7	0.62	0.16	-0.33	-0.58	-0.46	0.31
2017-01-02	0.48	0.13	0.21	0.56	0.66	0.61	0.35	0.52	0.13	0.19	0.58	0.07	-0.53	-0.21	-0.25	-0.08	-0.2	0.18	0.09	-0.12	-0.52	-0.46	0.12	-0.66	-0.61	-0.41	-0.22	-0.6	0.52	0.16	-0.36	-0.56	-0.41	0.33
2017-01-03	0.45	0.15	0.16	0.59	0.65	0.61	0.29	0.55	0.02	0.23	0.52	-0.11	-0.54	-0.21	-0.26	-0.09	-0.2	0.18	0.09	-0.13	-0.52	-0.47	0.14	-0.66	-0.61	-0.41	-0.22	-0.6	0.52	0.16	-0.36	-0.56	-0.41	0.33

Index/Cmdty (Daily)

	HSCEI.Crude	Stoxx.Crude	SPX.Crude	KOSPI200.Crude
2016-11-23	0.19	0.44	0.47	0.12
2016-11-24	0.19	0.44	0.47	0.12
2016-11-25	0.16	0.43	0.45	0.11
2016-11-28	0.16	0.42	0.45	0.11
2016-11-29	0.16	0.41	0.44	0.11
2016-11-30	0.15	0.39	0.4	0.12
2016-12-01	0.13	0.38	0.39	0.11
2016-12-02	0.12	0.38	0.4	0.11
2016-12-05	0.11	0.36	0.4	0.1
2016-12-06	0.1	0.35	0.4	0.08
2016-12-07	0.1	0.34	0.37	0.08
2016-12-08	0.1	0.34	0.37	0.1
2016-12-09	0.06	0.31	0.33	0.05
2016-12-12	0.05	0.29	0.32	0.04
2016-12-13	0.05	0.27	0.3	0.04
2016-12-14	0.05	0.25	0.28	0.02
2016-12-15	0.06	0.27	0.32	0.03
2016-12-16	0.06	0.27	0.31	0.03
2016-12-19	0.06	0.26	0.31	0.02
2016-12-20	0.03	0.24	0.3	0.02
2016-12-21	0.04	0.26	0.3	0.04
2016-12-22	0.05	0.28	0.3	0.06
2016-12-23	0.05	0.28	0.3	0.07
2016-12-26	0.06	0.29	0.3	0.07
2016-12-27	0.03	0.27	0.29	0.07
2016-12-28	0.05	0.26	0.28	0.08
2016-12-29	0.04	0.25	0.28	0.08
2016-12-30	0.04	0.25	0.28	0.08
2017-01-02	0.04	0.25	0.28	0.08
2017-01-03	0.03	0.25	0.26	0.07

Index/Cmdty (Weekly)

	HSCEI.Crude	Stoxx.Crude	SPX.Crude	KOSPI200.Crude
2016-06-13	0.46	0.32	0.43	0.26
2016-06-20	0.49	0.32	0.45	0.31
2016-06-27	0.34	0.35	0.39	0.31
2016-07-04	0.28	0.36	0.39	0.33
2016-07-11	0.3	0.31	0.33	0.33
2016-07-18	0.31	0.3	0.29	0.29
2016-07-25	0.31	0.27	0.27	0.3
2016-08-01	0.29	0.27	0.28	0.25
2016-08-08	0.3	0.27	0.28	0.25
2016-08-15	0.36	0.28	0.28	0.26
2016-08-22	0.22	0.24	0.19	0.18
2016-08-29	0.23	0.27	0.2	0.2
2016-09-05	0.13	0.23	0.19	0.14
2016-09-12	0.07	0.19	0.15	0.03
2016-09-19	0.09	0.2	0.23	-0.03
2016-09-26	0.1	0.26	0.33	0.03
2016-10-03	0.12	0.29	0.37	0.04
2016-10-10	0.17	0.29	0.38	0.07
2016-10-17	0.22	0.32	0.41	0.14
2016-10-24	0.17	0.3	0.39	0.13
2016-10-31	0.35	0.35	0.44	0.26
2016-11-07	0.35	0.36	0.43	0.27
2016-11-14	0.35	0.33	0.38	0.29
2016-11-21	0.34	0.31	0.41	0.24
2016-11-28	0.3	0.33	0.42	0.22
2016-12-05	0.2	0.33	0.38	0.18
2016-12-12	0.18	0.25	0.32	0.12
2016-12-19	0.13	0.16	0.24	0.03
2016-12-26	0.11	0.17	0.36	0.01
2017-01-02	0.13	0.18	0.34	0.01

Cmdty/FX

US

Consumption

##            Personal.Consumption.Expenditure Household.Saving.Rate
## 2015-04-30                          109.252                   5.7
## 2015-05-31                          109.494                   5.7
## 2015-06-30                          109.670                   5.8
## 2015-07-31                          109.789                   5.8
## 2015-08-31                          109.799                   5.9
## 2015-09-30                          109.764                   5.9
## 2015-10-31                          109.845                   6.1
## 2015-11-30                          109.961                   6.0
## 2015-12-31                          109.871                   6.1
## 2016-01-31                          109.999                   6.2
## 2016-02-29                          109.917                   6.0
## 2016-03-31                          109.991                   6.2
## 2016-04-30                          110.351                   5.9
## 2016-05-31                          110.540                   6.0
## 2016-06-30                          110.666                   5.8
## 2016-07-31                          110.722                   5.8
## 2016-08-31                          110.897                   6.0
## 2016-09-30                          111.124                   5.7
## 2016-10-31                          111.394                   6.0
## 2016-11-30                          111.470                   5.5
##            Personal.Consumption.Expenditure..YoY.
## 2015-04-30                                   0.23
## 2015-05-31                                   0.31
## 2015-06-30                                   0.39
## 2015-07-31                                   0.36
## 2015-08-31                                   0.38
## 2015-09-30                                   0.24
## 2015-10-31                                   0.28
## 2015-11-30                                   0.45
## 2015-12-31                                   0.56
## 2016-01-31                                   1.10
## 2016-02-29                                   0.87
## 2016-03-31                                   0.76
## 2016-04-30                                   1.01
## 2016-05-31                                   0.96
## 2016-06-30                                   0.91
## 2016-07-31                                   0.85
## 2016-08-31                                   1.00
## 2016-09-30                                   1.24
## 2016-10-31                                   1.41
## 2016-11-30                                   1.37

##     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
## 2015-04-01 0.007966523 0.007591165
## 2015-05-01 0.010927525 0.016097667
## 2015-06-01 0.011811605 0.013320031
## 2015-07-01 0.014721208 0.019688352
## 2015-08-01 0.011647350 0.013109454
## 2015-09-01 0.010037305 0.015902182
## 2015-10-01 0.010230718 0.008933535
## 2015-11-01 0.009008645 0.009750370
## 2015-12-01 0.010561876 0.022972353
## 2016-01-01 0.009511088 0.024555413
## 2016-02-01 0.006804905 0.030737486
## 2016-03-01 0.007894336 0.010627923
## 2016-04-01 0.006709696 0.026302053
## 2016-05-01 0.008066445 0.016952258
## 2016-06-01 0.010369508 0.024241946
## 2016-07-01 0.011291528 0.020211735
## 2016-08-01 0.008582841 0.018331201
## 2016-09-01 0.007567012 0.029247414
## 2016-10-01 0.007233858 0.040798448
## 2016-11-01 0.003451855 0.035927705

Durable Goods

## [1] "DAUTOSA"

##            DAUTOSA    DAUTOSA.1
## 2015-04-01   453.7  0.009568313
## 2015-05-01   483.2  0.037577840
## 2015-06-01   461.5 -0.041536864
## 2015-07-01   475.3  0.012353568
## 2015-08-01   467.7 -0.072575848
## 2015-09-01   476.8  0.029805616
## 2015-10-01   480.2  0.002086811
## 2015-11-01   468.5 -0.049502942
## 2015-12-01   456.2 -0.060156572
## 2016-01-01   455.7 -0.014489619
## 2016-02-01   451.1  0.022902494
## 2016-03-01   423.9 -0.094230769
## 2016-04-01   421.6 -0.070751598
## 2016-05-01   420.0 -0.130794702
## 2016-06-01   408.7 -0.114409534
## 2016-07-01   428.6 -0.098253734
## 2016-08-01   407.4 -0.128928801
## 2016-09-01   441.1 -0.074874161
## 2016-10-01   421.8 -0.121615993
## 2016-11-01   430.7 -0.080683031

## [1] "Domestic Auto Sales Average (K): 462.342"

## [1] "Domestic Auto Sales (YoY) Average: -0.64 %"

## [1] "ALTSALES"

##            ALTSALES   ALTSALES.1
## 2015-04-01   16.781  0.037272840
## 2015-05-01   17.615  0.057894421
## 2015-06-01   17.118  0.017959087
## 2015-07-01   17.521  0.058862634
## 2015-08-01   17.572  0.028745390
## 2015-09-01   17.982  0.106993351
## 2015-10-01   18.050  0.103975535
## 2015-11-01   18.129  0.070631312
## 2015-12-01   17.411  0.030236686
## 2016-01-01   17.765  0.058448522
## 2016-02-01   17.598  0.068228724
## 2016-03-01   16.580 -0.043884436
## 2016-04-01   17.342  0.033430666
## 2016-05-01   17.115 -0.028384899
## 2016-06-01   16.766 -0.020563150
## 2016-07-01   17.800  0.015923749
## 2016-08-01   16.914 -0.037445937
## 2016-09-01   17.676 -0.017017017
## 2016-10-01   17.912 -0.007645429
## 2016-11-01   17.746 -0.021126372

## [1] "Autos & Light Trucks (M) Average: 15.522"

## [1] "Autos & Light Trucks (YoY) Average: 1.49 %"

## [1] "TOTALNSA"

##            TOTALNSA   TOTALNSA.1
## 2015-04-01   1479.3  0.050489987
## 2015-05-01   1668.5  0.014655802
## 2015-06-01   1518.7  0.046080727
## 2015-07-01   1546.8  0.049389417
## 2015-08-01   1598.3 -0.005599452
## 2015-09-01   1474.9  0.159512579
## 2015-10-01   1486.4  0.132667835
## 2015-11-01   1358.8  0.026206480
## 2015-12-01   1671.3  0.086317842
## 2016-01-01   1188.8  0.009253757
## 2016-02-01   1374.3  0.069410941
## 2016-03-01   1614.1  0.021840972
## 2016-04-01   1524.1  0.030284594
## 2016-05-01   1552.7 -0.069403656
## 2016-06-01   1548.9  0.019885428
## 2016-07-01   1546.8  0.000000000
## 2016-08-01   1539.8 -0.036601389
## 2016-09-01   1462.1 -0.008678554
## 2016-10-01   1394.8 -0.061625404
## 2016-11-01   1401.8  0.031645570

## [1] "Total Vehicle Sales (Thousand) Average: 1323.86"

## [1] "Total Vehicle Sales (YoY) Average: 1.51 %"

Manufacturing

## [1] "TCU"

##             TCU
## 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 74.9
## 2016-04-01 75.2
## 2016-05-01 75.1
## 2016-06-01 75.4
## 2016-07-01 75.7
## 2016-08-01 75.6
## 2016-09-01 75.4
## 2016-10-01 75.4
## 2016-11-01 75.0

Private Investment

##            Private.Investment..Residential.
## 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                            495.7
## 2013-06-30                            516.5
## 2013-09-30                            531.1
## 2013-12-31                            534.8
## 2014-03-31                            544.1
## 2014-06-30                            561.2
## 2014-09-30                            576.0
## 2014-12-31                            598.8
## 2015-03-31                            618.1
## 2015-06-30                            639.8
## 2015-09-30                            663.8
## 2015-12-31                            685.9
## 2016-03-31                            702.4
## 2016-06-30                            697.8
## 2016-09-30                            698.9
##            Private.Investment..Non.Residential. Non.Residental.Structure.
## 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                               2058.3                    94.002
## 2013-06-30                               2077.1                    96.327
## 2013-09-30                               2094.2                   100.151
## 2013-12-31                               2147.9                   100.648
## 2014-03-31                               2194.5                   106.425
## 2014-06-30                               2235.5                   108.342
## 2014-09-30                               2287.5                   107.612
## 2014-12-31                               2286.3                   108.706
## 2015-03-31                               2297.6                   105.188
## 2015-06-30                               2304.9                   104.428
## 2015-09-30                               2331.5                   103.272
## 2015-12-31                               2311.3                    99.122
## 2016-03-31                               2292.4                    99.144
## 2016-06-30                               2304.7                    98.598
## 2016-09-30                               2306.9                   100.970
##            Non.Residential.Mining..Exploration..Shafts..Wells.
## 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                                             165.672
## 2013-06-30                                             172.154
## 2013-09-30                                             173.363
## 2013-12-31                                             161.314
## 2014-03-31                                             170.827
## 2014-06-30                                             179.649
## 2014-09-30                                             178.972
## 2014-12-31                                             180.050
## 2015-03-31                                             163.835
## 2015-06-30                                             128.243
## 2015-09-30                                             107.271
## 2015-12-31                                              88.526
## 2016-03-31                                              80.173
## 2016-06-30                                              64.754
## 2016-09-30                                              59.215

Durable Goods

## [1] "DGORDER"

## [1] "AMDMTI"

## [1] "ADXTVS"

## [1] "AMDMUO"

##            New Orders Inventory Shipment Unfilled Orders
## 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     228827    382258   151372         1137551
## 2016-06-01     219055    381715   151392         1127237
## 2016-07-01     226948    383221   151780         1124837
## 2016-08-01     227470    383467   152289         1123085
## 2016-09-01     228204    383629   152510         1120287
## 2016-10-01     239170    383443   153423         1128989
## 2016-11-01     228171    384015   154017         1126738

## [1] "Durable Goods"

ISM Manufacturing

## [1] "ISM Manufacturing"

##            New Order - Inventory
## 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
## 2016-07-31                   7.4
## 2016-08-31                   0.1
## 2016-09-30                   5.6
## 2016-10-31                   4.6
## 2016-11-30                   4.0
## 2016-12-31                  13.2

##            ship2inv dollar_idx
## 2015-03-31     1.35     98.357
## 2015-04-30     1.35     94.600
## 2015-05-31     1.36     96.907
## 2015-06-30     1.35     95.485
## 2015-07-31     1.35     97.336
## 2015-08-31     1.36     95.824
## 2015-09-30     1.36     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
## 2016-06-30     1.35     96.143
## 2016-07-31     1.36     95.530
## 2016-08-31     1.35     96.022
## 2016-09-30     1.34     95.463
## 2016-10-31     1.34     98.445

New York

## [1] "GACDISA066MSFRBNY"

## [1] "NOCDISA066MSFRBNY"

## [1] "IVCDINA066MNFRBNY"

## [1] "NECDISA066MSFRBNY"

##            Composite New Orders Inventory Employment
## 2015-05-01       2.2        1.5       7.3        5.2
## 2015-06-01      -2.1       -3.0       1.9        8.7
## 2015-07-01       0.9       -5.2      -8.5        3.2
## 2015-08-01     -12.8      -14.6     -17.3        1.8
## 2015-09-01     -12.9      -12.5     -18.6       -6.2
## 2015-10-01     -11.4      -17.0      -7.5       -8.5
## 2015-11-01     -10.1      -11.7     -17.3       -7.3
## 2015-12-01      -6.2       -6.2     -12.1      -16.2
## 2016-01-01     -19.4      -23.5      -6.0      -13.0
## 2016-02-01     -16.6      -11.6       0.0       -1.0
## 2016-03-01       0.6        9.6      -6.9       -2.0
## 2016-04-01       9.6       11.1      -4.8        1.9
## 2016-05-01      -9.0       -5.5      -7.3        2.1
## 2016-06-01       6.0       10.9     -15.3        0.0
## 2016-07-01       0.5       -1.8      -8.8       -4.4
## 2016-08-01      -4.2        1.0      -4.1       -1.0
## 2016-09-01      -2.0       -7.5     -12.5      -14.3
## 2016-10-01      -6.8       -5.6     -12.3       -4.7
## 2016-11-01       1.5        3.1     -23.6      -10.9
## 2016-12-01       9.0       11.4     -13.9      -12.2

## [1] "New York Manufacturing"

Philadelphia

## [1] "GACDFSA066MSFRBPHI"

## [1] "NOBNDIF066MNFRBPHI"

## [1] "IVCDFSA066MSFRBPHI"

## [1] "NECDFSA066MSFRBPHI"

##            Composite New Orders Inventory Employment
## 2015-05-01       8.1   19.28586       0.5        7.8
## 2015-06-01       8.1   21.95574       2.4        5.4
## 2015-07-01       0.7    5.46518      -4.0       -2.6
## 2015-08-01       3.4   22.45830      -1.9        5.3
## 2015-09-01      -3.6   22.14767      -2.8        6.1
## 2015-10-01      -5.9   24.20379     -16.4       -2.8
## 2015-11-01      -5.7   17.19198      -9.9        1.1
## 2015-12-01     -10.2   20.45332      -5.7        2.2
## 2016-01-01      -3.5   14.48109     -15.7       -1.9
## 2016-02-01      -2.8   14.55327     -17.1       -5.0
## 2016-03-01      12.4   16.99291     -12.7       -1.1
## 2016-04-01      -1.6   13.92767     -20.5      -18.5
## 2016-05-01      -1.8   23.09580      -2.5       -3.3
## 2016-06-01       4.7    9.38155      -9.9      -10.9
## 2016-07-01      -2.9   29.57740      -4.3       -1.6
## 2016-08-01       2.0   14.70862      -9.2      -20.0
## 2016-09-01      12.8   10.55299     -26.2       -5.3
## 2016-10-01       9.7    5.69946     -12.8       -4.0
## 2016-11-01       7.6   12.59911      13.4       -2.6
## 2016-12-01      21.5   21.60259       1.1        6.4

## [1] "Philadelphia Manufacturing"

Regional Fed

##              x1    x2  x3
## 2016-09-07 -6.2 11.11 -11
## 2016-09-30 -3.7 11.11  -8
## 2016-10-19 -3.7  2.97  -8
## 2016-10-31 -1.5  2.97  -4
## 2016-11-30 10.2  2.94   4
## 2016-12-31 10.2  2.94   8

## [1] "Regional Fed Maufacturing"

Non-Mfg

## [1] "ISM Non-Manufacturing"

Housing

## [1] "TTLCONS"

##            TTLCONS  TTLCONS.1
## 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 1142525 0.04411698
## 2016-05-01 1143750 0.02839771
## 2016-06-01 1154134 0.02091482
## 2016-07-01 1160407 0.02161993
## 2016-08-01 1166513 0.01859649
## 2016-09-01 1164432 0.01068463
## 2016-10-01 1171436 0.03266539
## 2016-11-01 1182097 0.04106405

## [1] "Total Construction Spending"

##            미국.신규.주택판매 미국.신규.주택공급 미국.신규.주택가격
## 2015-04-30                500                5.0              334.7
## 2015-05-31                507                5.0              340.8
## 2015-06-30                472                5.5              329.3
## 2015-07-31                498                5.2              341.9
## 2015-08-31                505                5.2              348.8
## 2015-09-30                457                5.8              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                525                5.5              349.4
## 2016-03-31                537                5.5              367.7
## 2016-04-30                570                5.1              380.0
## 2016-05-31                566                5.1              350.0
## 2016-06-30                558                5.2              364.3
## 2016-07-31                622                4.6              355.0
## 2016-08-31                567                5.1              359.0
## 2016-09-30                574                5.0              364.1
## 2016-10-31                563                5.2              354.9
## 2016-11-30                592                5.1              359.9

##            Existing.Home.Sales.M. Existing.Home.Price Existing.Home.Supply
## 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                   5.51               238.9                  4.7
## 2016-06-30                   5.57               247.6                  4.5
## 2016-07-31                   5.38               243.3                  4.7
## 2016-08-31                   5.30               239.9                  4.6
## 2016-09-30                   5.49               235.3                  4.4
## 2016-10-31                   5.60               232.2                  4.3
## 2016-11-30                   5.61               234.9                  4.0

## [1] "PERMIT"

##            Building Permit
## 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
## 2016-07-01            1144
## 2016-08-01            1152
## 2016-09-01            1225
## 2016-10-01            1260
## 2016-11-01            1212

## [1] "HOUST"

##            HOUST
## 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  1128
## 2016-06-01  1195
## 2016-07-01  1218
## 2016-08-01  1164
## 2016-09-01  1052
## 2016-10-01  1340
## 2016-11-01  1090

## [1] "Housing Start Average: 987.174"

## [1] "Housing Start (YoY) Average: NA %"

Housing Affordability

## [1] "COMPHAI"

##            Housing Affordability Index
## 2015-03-01                       174.4
## 2015-04-01                       169.1
## 2015-05-01                       163.0
## 2015-06-01                       156.7
## 2015-07-01                       156.4
## 2015-08-01                       160.0
## 2015-09-01                       165.9
## 2015-10-01                       169.4
## 2015-11-01                       169.9
## 2015-12-01                       165.1
## 2016-01-01                       173.5
## 2016-02-01                       175.9
## 2016-03-01                       172.3
## 2016-04-01                       166.1
## 2016-05-01                       161.8
## 2016-06-01                       155.8
## 2016-07-01                       160.6
## 2016-08-01                       163.7
## 2016-09-01                       166.6
## 2016-10-01                       170.2

MBA

##            MBA.Refinance MBA.purchase
## 2016-08-05        2538.3        222.6
## 2016-08-12        2432.8        214.0
## 2016-08-19        2355.2        213.4
## 2016-08-26        2441.7        216.1
## 2016-09-02        2457.8        218.6
## 2016-09-09        2500.5        237.3
## 2016-09-16        2309.6        221.1
## 2016-09-23        2273.2        222.8
## 2016-09-30        2380.1        222.5
## 2016-10-07        2189.8        216.7
## 2016-10-14        2172.5        223.1
## 2016-10-21        2122.5        207.8
## 2016-10-28        2088.0        207.0
## 2016-11-04        2031.9        210.0
## 2016-11-11        1810.1        197.0
## 2016-11-18        1754.2        234.1
## 2016-11-25        1469.9        233.6
## 2016-12-02        1459.3        234.5
## 2016-12-09        1407.0        226.7
## 2016-12-16        1449.4        232.9

Employment

## [1] "UNRATE"

## [1] "CES0500000003"

##            UNRATE CES0500000003
## 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    0.02644231
## 2016-07-01    4.9    0.02716740
## 2016-08-01    4.9    0.02468153
## 2016-09-01    5.0    0.02665076
## 2016-10-01    4.9    0.02816343
## 2016-11-01    4.6    0.02453502

## [1] "Civilian Unemployment Rate Average: 7.06239"

## [1] "Average Hourly Earnings (YoY) Average: 2.38 %"

## [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
## 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         143901000
## 2016-06-01                69.09497         144172000
## 2016-07-01                69.09497         144424000
## 2016-08-01                69.09497         144600000
## 2016-09-01                69.09497         144808000
## 2016-10-01                69.09497         144950000
## 2016-11-01                69.09497         145128000

## [1] "ECIALLCIV"

##            ECIALLCIV ECIALLCIV.1
## 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
## 2016-04-01     126.7  0.06470588
## 2016-07-01     127.4  0.06610879

## [1] "ICSA"

## [1] "IC4WSA"

##              ICSA IC4WSA  x1        y
## 2016-09-03 259000 261250 0.0 1.035118
## 2016-09-10 260000 260750 0.0 1.035118
## 2016-09-17 251000 258250 0.0 1.035118
## 2016-09-24 254000 256000 0.0 1.035118
## 2016-09-30 254000 256000 0.1 1.099590
## 2016-10-01 246000 252750 0.1 1.099590
## 2016-10-08 247000 249500 0.1 1.099590
## 2016-10-15 261000 252000 0.1 1.099590
## 2016-10-22 259000 253250 0.1 1.099590
## 2016-10-29 266000 258250 0.1 1.099590
## 2016-10-31 266000 258250 1.4 1.085311
## 2016-11-05 254000 260000 1.4 1.085311
## 2016-11-12 233000 253000 1.4 1.085311
## 2016-11-19 251000 251000 1.4 1.085311
## 2016-11-26 268000 251500 1.4 1.085311
## 2016-11-30 268000 251500 1.5 1.085311
## 2016-12-03 258000 252500 1.5 1.085311
## 2016-12-10 254000 257750 1.5 1.085311
## 2016-12-17 275000 263750 1.5 1.085311
## 2016-12-24 265000 263000 1.5 1.085311

Inflation

## [1] "MICH"

##            MICH
## 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
## 2016-07-01  2.7
## 2016-08-01  2.5
## 2016-09-01  2.4
## 2016-10-01  2.4
## 2016-11-01  2.4

## [1] "UoM Inflation Expectation Average: 2.95119"

##            US.Inflation.10Y US.Inflation.5Y
## 2016-12-01             1.97            1.81
## 2016-12-02             1.91            1.76
## 2016-12-05             1.94            1.79
## 2016-12-06             1.95            1.80
## 2016-12-07             1.92            1.78
## 2016-12-08             1.95            1.83
## 2016-12-09             1.96            1.83
## 2016-12-12             1.98            1.86
## 2016-12-13             1.95            1.86
## 2016-12-14             1.94            1.82
## 2016-12-15             1.90            1.78
## 2016-12-16             1.86            1.75
## 2016-12-19             1.86            1.74
## 2016-12-20             1.90            1.80
## 2016-12-21             1.91            1.74
## 2016-12-22             1.95            1.86
## 2016-12-23             1.97            1.84
## 2016-12-27             1.99            1.88
## 2016-12-28             1.95            1.85
## 2016-12-29             1.94            1.81

Export/Import Price

## [1] "IREXPET"

## [1] "IQ"

##                 IREXPET           IQ
## 2015-04-01 -0.026701120 -0.062921348
## 2015-05-01 -0.026724138 -0.059835453
## 2015-06-01 -0.025906736 -0.057894737
## 2015-07-01 -0.028497409 -0.062359128
## 2015-08-01 -0.031114952 -0.070996979
## 2015-09-01 -0.032006920 -0.072782411
## 2015-10-01 -0.033795494 -0.066564652
## 2015-11-01 -0.033883579 -0.064864865
## 2015-12-01 -0.037358818 -0.066250974
## 2016-01-01 -0.031496063 -0.058683584
## 2016-02-01 -0.030701754 -0.061159651
## 2016-03-01 -0.027312775 -0.061953932
## 2016-04-01 -0.023008850 -0.051159073
## 2016-05-01 -0.018600531 -0.045346062
## 2016-06-01 -0.020390071 -0.035115722
## 2016-07-01 -0.013333333 -0.029647436
## 2016-08-01 -0.008920607 -0.023577236
## 2016-09-01 -0.007149240 -0.014717907
## 2016-10-01 -0.004484305 -0.009836066
## 2016-11-01 -0.001798561 -0.003303055

M2 Money Stock

## [1] "M2"

##                    M2
## 2016-08-08 0.07409650
## 2016-08-15 0.07193436
## 2016-08-22 0.07213255
## 2016-08-29 0.07292199
## 2016-09-05 0.07265954
## 2016-09-12 0.07383180
## 2016-09-19 0.07198581
## 2016-09-26 0.07568087
## 2016-10-03 0.07610359
## 2016-10-10 0.08068341
## 2016-10-17 0.07966940
## 2016-10-24 0.07680598
## 2016-10-31 0.07641877
## 2016-11-07 0.07513884
## 2016-11-14 0.07725542
## 2016-11-21 0.07978797
## 2016-11-28 0.07987717
## 2016-12-05 0.07792007
## 2016-12-12 0.07644882
## 2016-12-19 0.07243735

Sentiment

##            AAII.Bullish AAII.Bearish AAII.Neutral Bull...Neutral
## 2016-08-18        35.56        26.36        38.08          -2.52
## 2016-08-25        29.42        29.64        40.94         -11.52
## 2016-09-01        28.60        31.52        39.87         -11.27
## 2016-09-08        29.75        28.48        41.77         -12.02
## 2016-09-15        27.94        35.92        36.14          -8.20
## 2016-09-22        24.83        38.28        36.89         -12.06
## 2016-09-29        24.00        37.11        38.89         -14.89
## 2016-10-06        28.79        27.90        43.30         -14.51
## 2016-10-13        25.47        33.73        40.80         -15.33
## 2016-10-20        23.74        37.82        38.45         -14.71
## 2016-10-27        24.75        34.07        41.18         -16.43
## 2016-11-03        23.64        34.32        42.05         -18.41
## 2016-11-10        38.89        29.33        31.78           7.11
## 2016-11-17        46.65        26.57        26.77          19.88
## 2016-11-24        49.89        22.08        28.03          21.86
## 2016-12-01        43.78        25.10        31.12          12.66
## 2016-12-08        43.12        26.49        30.39          12.73
## 2016-12-15        44.66        32.33        23.01          21.65
## 2016-12-22        44.61        29.15        26.24          18.37
## 2016-12-29        45.57        25.74        28.69          16.88

Small Business

##            SB.낙관지수 SB.자본지출.계획 SB.채용계획 SB.Credit.Conditions
## 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
## 2016-07-31        94.6               25          12                   -4
## 2016-08-31        94.4               28           9                   -4
## 2016-09-30        94.1               27          10                   -5
## 2016-10-31        94.9               27          10                   -4
## 2016-11-30        98.4               24          15                   -4

Financial Market

## [1] "COMPOUT"

##            COMPOUT   COMPOUT.1
## 2016-08-17  1012.3 -0.04238010
## 2016-08-24  1003.9 -0.04363151
## 2016-08-31   981.3 -0.04922004
## 2016-09-07   982.7 -0.05862631
## 2016-09-14   963.7 -0.07247353
## 2016-09-21   942.6 -0.08547589
## 2016-09-28   946.5 -0.01179787
## 2016-10-05   916.3 -0.12382865
## 2016-10-12   902.9 -0.13935754
## 2016-10-19   905.3 -0.14907416
## 2016-10-26   903.1 -0.14568158
## 2016-11-02   907.4 -0.14266818
## 2016-11-09   907.7 -0.13502954
## 2016-11-16   912.4 -0.14433086
## 2016-11-23   922.0 -0.12821483
## 2016-11-30   923.8 -0.11496455
## 2016-12-07   935.7 -0.09725036
## 2016-12-14   950.3 -0.06337473
## 2016-12-21   966.0 -0.05507190
## 2016-12-28   986.5 -0.06652157

## [1] "Commercial Paper Outstanding Average: NA"

## [1] "Commercial Paper Outstanding (YoY) Average: NA %"

## [1] "DAAA"

## [1] "DBAA"

##            DAAA DBAA
## 2016-09-12 3.43 0.93
## 2016-09-13 3.51 0.92
## 2016-09-14 3.50 0.90
## 2016-09-15 3.52 0.91
## 2016-09-16 3.51 0.90
## 2016-09-19 3.50 0.90
## 2016-09-20 3.50 0.89
## 2016-09-21 3.47 0.89
## 2016-09-22 3.44 0.88
## 2016-09-23 3.44 0.86
## 2016-09-26 3.43 0.86
## 2016-09-27 3.39 0.86
## 2016-09-28 3.39 0.87
## 2016-09-29 3.37 0.86
## 2016-09-30 3.44 0.85
## 2016-10-03 3.43 0.86
## 2016-10-04 3.49 0.86
## 2016-10-05 3.51 0.85
## 2016-10-06 3.53 0.83
## 2016-10-07 3.50 0.86

## [1] "Aaa Corporate Bond yield Average: 4.68454"

## [1] "Baa - Aaa Yield Average: 1.16237"

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)
## 2011-12-31                            2455648
## 2012-03-31                            2457849
## 2012-06-30                            2457530
## 2012-09-30                            2461593
## 2012-12-31                            2459380
## 2013-03-31                            2461992
## 2013-06-30                            2480569
## 2013-09-30                            2492061
## 2013-12-31                            2502022
## 2014-03-31                            2517388
## 2014-06-30                            2524128
## 2014-09-30                            2539690
## 2014-12-31                            2558827
## 2015-03-31                            2586944
## 2015-06-30                            2603350
## 2015-09-30                            2618378
## 2015-12-31                            2642925
## 2016-03-31                            2659260
## 2016-06-30                            2671627
## 2016-09-30                            2682955

##            독일 경제성장 예상 유로 경제성장 예상
## 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
## 2016-07-31               -6.8              -14.7
## 2016-08-31                0.5                4.6
## 2016-09-30                0.5                5.4
## 2016-10-31                6.2               12.3
## 2016-11-30               13.8               15.8
## 2016-12-31               13.8               18.1

Inflation

##            EU inflation rate (MoM)
## 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
## 2016-07-31                     0.2
## 2016-08-31                     0.2
## 2016-09-30                     0.4
## 2016-10-31                     0.5
## 2016-11-30                     0.6

##            EU core inflation rate (MoM)
## 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
## 2016-07-31                          0.8
## 2016-08-31                          0.8
## 2016-09-30                          0.8
## 2016-10-31                          0.7
## 2016-11-30                          0.8

##                  EU PPI
## 2015-03-31 -0.022367195
## 2015-04-30 -0.021475257
## 2015-05-31 -0.019626168
## 2015-06-30 -0.021455224
## 2015-07-31 -0.020579981
## 2015-08-31 -0.027179007
## 2015-09-30 -0.031805426
## 2015-10-31 -0.031924883
## 2015-11-30 -0.031984948
## 2015-12-31 -0.029467681
## 2016-01-31 -0.028846154
## 2016-02-29 -0.041108987
## 2016-03-31 -0.040991420
## 2016-04-30 -0.043893130
## 2016-05-31 -0.038131554
## 2016-06-30 -0.031458532
## 2016-07-31 -0.025787966
## 2016-08-31 -0.019267823
## 2016-09-30 -0.015458937
## 2016-10-31 -0.003879728

##            German.Import.Price.Index German.Import.Price.Index..YoY.
## 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
## 2016-06-30                      97.8                    -0.045853659
## 2016-07-31                      97.9                    -0.038310413
## 2016-08-31                      97.7                    -0.025922233
## 2016-09-30                      97.8                    -0.018072289
## 2016-10-31                      98.7                    -0.006042296
## 2016-11-30                      99.4                     0.003027245
##            German.Export.Price.Index German.Export.Price.Index..YOY.
## 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
## 2016-06-30                     103.9                   -0.0132953466
## 2016-07-31                     104.1                   -0.0123339658
## 2016-08-31                     104.0                   -0.0085795996
## 2016-09-30                     104.0                   -0.0057361377
## 2016-10-31                     104.3                   -0.0009578544
## 2016-11-30                     104.8                    0.0028708134

Monetary Base

##            EU aggregate M3(YoY)
## 2015-04-30                  5.2
## 2015-05-31                  4.8
## 2015-06-30                  4.7
## 2015-07-31                  4.9
## 2015-08-31                  4.8
## 2015-09-30                  4.7
## 2015-10-31                  5.2
## 2015-11-30                  4.9
## 2015-12-31                  4.7
## 2016-01-31                  5.1
## 2016-02-29                  5.0
## 2016-03-31                  5.2
## 2016-04-30                  4.8
## 2016-05-31                  4.9
## 2016-06-30                  5.1
## 2016-07-31                  5.1
## 2016-08-31                  5.1
## 2016-09-30                  5.1
## 2016-10-31                  4.4
## 2016-11-30                  4.8

##             ECB.M1 ECB.M1..YoY.   ECB.M2 ECB.M2..YoY.
## 2015-04-30 6203574         10.4  9871097          4.8
## 2015-05-31 6302472         11.0  9941369          4.8
## 2015-06-30 6361489         11.2  9975211          5.0
## 2015-07-31 6407327         11.7 10028161          5.3
## 2015-08-31 6415130         11.3 10032905          4.9
## 2015-09-30 6437086         11.0 10040644          4.8
## 2015-10-31 6524083         11.7 10113985          5.5
## 2015-11-30 6591211         10.7 10180908          5.0
## 2015-12-31 6630483         10.5 10228406          5.2
## 2016-01-31 6664978         10.5 10264333          5.5
## 2016-02-29 6686746         10.3 10277997          5.4
## 2016-03-31 6720508         10.1 10322776          5.4
## 2016-04-30 6813962          9.9 10398872          5.4
## 2016-05-31 6866069          9.0 10440540          5.0
## 2016-06-30 6899679          8.5 10471399          4.9
## 2016-07-31 6967479          8.8 10544777          5.2
## 2016-08-31 6961776          8.5 10535235          5.0
## 2016-09-30 6984477          8.5 10552716          5.1
## 2016-10-31 7042289          7.9 10550039          4.5
## 2016-11-30 7149881          7.9 10550039          4.5

Loan Growth

##            Loan Growth (YoY)
## 2015-04-30              -0.2
## 2015-05-31               0.4
## 2015-06-30               0.5
## 2015-07-31               0.7
## 2015-08-31               0.9
## 2015-09-30               0.5
## 2015-10-31               0.7
## 2015-11-30               1.0
## 2015-12-31               0.5
## 2016-01-31               0.9
## 2016-02-29               1.3
## 2016-03-31               1.2
## 2016-04-30               1.2
## 2016-05-31               1.2
## 2016-06-30               1.2
## 2016-07-31               1.4
## 2016-08-31               1.4
## 2016-09-30               1.9
## 2016-10-31               2.0
## 2016-11-30               2.1

##            EU.Loans.to.Non.Financial.Corps.
## 2015-04-30                            -0.61
## 2015-05-31                            -0.36
## 2015-06-30                            -0.25
## 2015-07-31                             0.27
## 2015-08-31                             0.28
## 2015-09-30                            -0.13
## 2015-10-31                             0.25
## 2015-11-30                             0.75
## 2015-12-31                            -0.58
## 2016-01-31                            -0.31
## 2016-02-29                            -0.24
## 2016-03-31                            -0.44
## 2016-04-30                            -0.24
## 2016-05-31                             0.11
## 2016-06-30                             0.03
## 2016-07-31                            -0.15
## 2016-08-31                            -0.19
## 2016-09-30                             0.12
## 2016-10-31                             0.31
## 2016-11-30                             0.40
##            EU.Loans.to.Household.Consumer.Credit
## 2015-04-30                                  -0.1
## 2015-05-31                                   0.6
## 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                                   4.5
## 2016-06-30                                   3.5
## 2016-07-31                                   3.3
## 2016-08-31                                   3.5
## 2016-09-30                                   3.4
## 2016-10-31                                   3.5
## 2016-11-30                                   3.7
##            EU.Loans.to.Household.Purchase
## 2015-04-30                            0.2
## 2015-05-31                            1.4
## 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
## 2016-06-30                            2.1
## 2016-07-31                            2.2
## 2016-08-31                            2.3
## 2016-09-30                            2.4
## 2016-10-31                            2.3
## 2016-11-30                            2.6

Employment

##            EU unemployment rate
## 2015-03-31                11.16
## 2015-04-30                11.06
## 2015-05-31                11.04
## 2015-06-30                10.96
## 2015-07-31                10.79
## 2015-08-31                10.69
## 2015-09-30                10.62
## 2015-10-31                10.59
## 2015-11-30                10.50
## 2015-12-31                10.45
## 2016-01-31                10.38
## 2016-02-29                10.34
## 2016-03-31                10.21
## 2016-04-30                10.16
## 2016-05-31                10.10
## 2016-06-30                10.08
## 2016-07-31                10.01
## 2016-08-31                 9.98
## 2016-09-30                 9.90
## 2016-10-31                 9.80

##            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
## 2015-05-31               108.6               103.0
## 2015-06-30               107.6               102.0
## 2015-07-31               108.1               102.5
## 2015-08-31               108.4               102.4
## 2015-09-30               108.5               103.2
## 2015-10-31               108.0               103.6
## 2015-11-30               108.9               104.6
## 2015-12-31               108.6               104.3
## 2016-01-31               107.4               102.3
## 2016-02-29               105.9                99.2
## 2016-03-31               107.0               100.5
## 2016-04-30               106.8               100.6
## 2016-05-31               107.9               101.8
## 2016-06-30               108.7               103.0
## 2016-07-31               108.3               102.1
## 2016-08-31               106.3               100.1
## 2016-09-30               109.5               104.5
## 2016-10-31               110.4               105.9
## 2016-11-30               110.4               105.5
## 2016-12-31               111.0               105.6

UK

Manufacturing

##            Markit.UK.S.PMI Markit.UK.M.PMI
## 2015-05-31            56.5            52.1
## 2015-06-30            58.5            51.4
## 2015-07-31            57.4            52.3
## 2015-08-31            55.6            51.6
## 2015-09-30            53.3            51.5
## 2015-10-31            54.9            54.5
## 2015-11-30            55.9            52.4
## 2015-12-31            55.5            51.7
## 2016-01-31            55.6            52.7
## 2016-02-29            52.7            50.8
## 2016-03-31            53.7            51.1
## 2016-04-30            52.3            49.8
## 2016-05-31            53.5            50.6
## 2016-06-30            52.3            52.4
## 2016-07-31            47.4            48.2
## 2016-08-31            52.9            53.3
## 2016-09-30            52.6            55.4
## 2016-10-31            54.5            54.2
## 2016-11-30            55.2            53.4
## 2016-12-31            55.2            56.1

Japan

Manufacturing

##            Japan.M..PMI Japan.S..PMI
## 2015-05-31         50.9         51.5
## 2015-06-30         50.1         51.8
## 2015-07-31         51.2         51.2
## 2015-08-31         51.7         53.7
## 2015-09-30         51.0         51.4
## 2015-10-31         52.4         52.2
## 2015-11-30         52.6         51.6
## 2015-12-31         52.6         51.5
## 2016-01-31         52.3         52.4
## 2016-02-29         50.1         51.2
## 2016-03-31         49.1         50.0
## 2016-04-30         48.2         49.3
## 2016-05-31         47.7         50.4
## 2016-06-30         48.1         49.4
## 2016-07-31         49.3         50.4
## 2016-08-31         49.5         49.6
## 2016-09-30         50.4         48.2
## 2016-10-31         51.4         50.5
## 2016-11-30         51.3         51.8
## 2016-12-31         51.9         51.8

Export/Import

##            Japan.Import..YoY. Japan.Export..YoY. Japan.Trade.Balance
## 2015-04-30               -4.1                7.9            -285.901
## 2015-05-31               -8.7                2.4            -308.606
## 2015-06-30               -3.1                9.5            -262.695
## 2015-07-31               -3.3                7.6            -306.760
## 2015-08-31               -3.2                3.1            -281.343
## 2015-09-30              -11.0                0.5            -303.555
## 2015-10-31              -13.4               -2.2            -116.044
## 2015-11-30              -10.2               -3.4             125.414
## 2015-12-31              -18.0               -8.0              68.760
## 2016-01-31              -17.8              -12.9             138.555
## 2016-02-29              -14.2               -4.0             154.939
## 2016-03-31              -14.9               -6.8             270.687
## 2016-04-30              -23.3              -10.1             378.561
## 2016-05-31              -13.7              -11.3             241.168
## 2016-06-30              -18.7               -7.4             336.462
## 2016-07-31              -24.6              -14.0             306.198
## 2016-08-31              -17.2               -9.6             370.931
## 2016-09-30              -16.2               -6.9             358.479
## 2016-10-31              -16.5              -10.3             474.276
## 2016-11-30               -8.8               -0.4             536.084

Monetary Policy

##            Japan.M1 Japan.M1..Y. Japan.M2 Japan.M2..Y.
## 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    660.7          6.9    935.6          3.4
## 2016-05-31    663.8          7.0    938.7          3.4
## 2016-06-30    664.1          7.2    941.4          3.5
## 2016-07-31    666.7          7.7    942.2          3.4
## 2016-08-31    666.5          7.7    941.7          3.3
## 2016-09-30    667.4          8.1    942.6          3.5
## 2016-10-31    673.2          8.4    944.8          3.7
## 2016-11-30    678.3          8.9    951.8          4.0

Inflation

##            Japan CPI Index
## 2015-03-31            99.7
## 2015-04-30           100.2
## 2015-05-31           100.4
## 2015-06-30           100.2
## 2015-07-31           100.1
## 2015-08-31           100.2
## 2015-09-30           100.3
## 2015-10-31           100.2
## 2015-11-30            99.9
## 2015-12-31            99.8
## 2016-01-31            99.5
## 2016-02-29            99.6
## 2016-03-31            99.7
## 2016-04-30            99.9
## 2016-05-31           100.0
## 2016-06-30            99.9
## 2016-07-31            99.6
## 2016-08-31            99.7
## 2016-09-30            99.8
## 2016-10-31           100.4

China

Consumption

##            X.MNI.Chian.Consumer.Sentiment
## 2015-04-30                          111.1
## 2015-05-31                          111.1
## 2015-06-30                          112.3
## 2015-07-31                          114.5
## 2015-08-31                          116.5
## 2015-09-30                          118.2
## 2015-10-31                          109.7
## 2015-11-30                          113.1
## 2015-12-31                          113.7
## 2016-01-31                          114.9
## 2016-02-29                          111.3
## 2016-03-31                          118.1
## 2016-04-30                          117.8
## 2016-05-31                          114.2
## 2016-06-30                          115.9
## 2016-07-31                          114.0
## 2016-08-31                          111.5
## 2016-09-30                          115.2
## 2016-10-31                          117.1
## 2016-11-30                          114.9
##            X.MNI.Chian.Consumer.Sentiment..YoY.
## 2015-04-30                         -0.052855925
## 2015-05-31                         -0.083333333
## 2015-06-30                         -0.002664298
## 2015-07-31                         -0.002613240
## 2015-08-31                          0.028243601
## 2015-09-30                          0.044169611
## 2015-10-31                         -0.010820559
## 2015-11-30                          0.018918919
## 2015-12-31                          0.010666667
## 2016-01-31                          0.024977698
## 2016-02-29                         -0.006250000
## 2016-03-31                          0.029642546
## 2016-04-30                          0.060306031
## 2016-05-31                          0.027902790
## 2016-06-30                          0.032056990
## 2016-07-31                         -0.004366812
## 2016-08-31                         -0.042918455
## 2016-09-30                         -0.025380711
## 2016-10-31                          0.067456700
## 2016-11-30                          0.015915119

Manufacturing

##            China.Freight.Traffic.Volume..YoY.
## 2016-09-02                                3.4
## 2016-09-09                                3.4
## 2016-09-14                                3.4
## 2016-09-23                                3.4
## 2016-09-30                                9.7
## 2016-10-14                                9.7
## 2016-10-21                                9.7
## 2016-10-28                                9.7
## 2016-10-31                               10.7
## 2016-11-04                               10.7
## 2016-11-11                               10.7
## 2016-11-18                               10.7
## 2016-11-25                               10.7
## 2016-11-30                               14.5
## 2016-12-02                               14.5
## 2016-12-09                               14.5
## 2016-12-16                               14.5
## 2016-12-23                               14.5
## 2016-12-30                               14.5
## 2016-12-31                              -10.1
##            China.Export..Containerized.Freight.Index
## 2016-09-02                                    694.59
## 2016-09-09                                    702.65
## 2016-09-14                                    711.55
## 2016-09-23                                    736.07
## 2016-09-30                                    741.81
## 2016-10-14                                    728.22
## 2016-10-21                                    729.64
## 2016-10-28                                    738.03
## 2016-10-31                                    738.03
## 2016-11-04                                    752.92
## 2016-11-11                                    763.78
## 2016-11-18                                    774.58
## 2016-11-25                                    777.13
## 2016-11-30                                    777.13
## 2016-12-02                                    774.05
## 2016-12-09                                    766.15
## 2016-12-16                                    770.56
## 2016-12-23                                    781.43
## 2016-12-30                                    811.14
## 2016-12-31                                    811.14

Industrial Production

##            China.Power.Generation China.Crude.Steel China.Iron.Ore
## 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               463590.0             70.50         107.54
## 2016-06-30               490790.0             69.47         121.06
## 2016-07-31               550610.0             66.81         115.74
## 2016-08-31               561720.0             68.57         115.07
## 2016-09-30               491280.0             68.17         118.93
## 2016-10-31               487580.0             68.51         119.29
## 2016-11-30               503410.0             66.29         116.68
##            China.Power.Generation..YoY. China.Crude.Steel..YoY.
## 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                   0.02777673             0.014680484
## 2016-06-30                   0.10283452             0.008126542
## 2016-07-31                   0.20690101            -0.044889207
## 2016-08-31                   0.18374718            -0.005511240
## 2016-09-30                  -0.03474136             0.035388821
## 2016-10-31                  -0.05421794             0.023453839
## 2016-11-30                   0.10694063             0.002571083
##            China.Iron.Ore..YoY.
## 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
## 2016-07-31          -0.01631820
## 2016-08-31          -0.10437422
## 2016-09-30          -0.05753229
## 2016-10-31          -0.03650755
## 2016-11-30          -0.11310429

PMI

##            CFL.China.M.PMI CFL.China.M.PMI.New.Order
## 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
## 2016-07-31            49.9                      50.4
## 2016-08-31            50.4                      51.3
## 2016-09-30            50.4                      50.9
## 2016-10-31            51.2                      52.8
## 2016-11-30            51.7                      53.2
## 2016-12-31            51.4                      53.2
##            CFL.China.M.PMI.Employment CFL.China.M.PMI.Production
## 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
## 2016-07-31                       48.2                       52.1
## 2016-08-31                       48.4                       52.6
## 2016-09-30                       48.6                       52.8
## 2016-10-31                       48.8                       53.3
## 2016-11-30                       49.2                       53.9
## 2016-12-31                       48.9                       53.3
##            CFL.China.M.PMI.Inventory CFL.China.M.PMI.Export.Order
## 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
## 2016-07-31                      46.8                         49.0
## 2016-08-31                      46.6                         49.7
## 2016-09-30                      46.4                         50.1
## 2016-10-31                      46.9                         49.2
## 2016-11-30                      45.9                         50.3
## 2016-12-31                      44.4                         50.1

Inventory

##            중국.구리재고 중국.철강석재고 중국.Coal.재고 중국.Rebar.재고
## 2016-08-26        165468          9861.4          19706          410.15
## 2016-08-31        165803          9861.4          16828          410.15
## 2016-09-02        165803          9709.8          16828          414.43
## 2016-09-09        165803          9551.1          16828          425.49
## 2016-09-16        165803          9562.0          16828          425.49
## 2016-09-23        165803          9190.0          16828          426.16
## 2016-09-30        107058          9604.0          16093          406.89
## 2016-10-07        107058          9594.0          16093          431.79
## 2016-10-14        107058          9641.0          16093          415.95
## 2016-10-21        107058          9877.8          16093          394.13
## 2016-10-28        107058          9931.0          16093          381.95
## 2016-10-31        102548          9931.0          15430          381.95
## 2016-11-04        102548          9791.0          15430          370.67
## 2016-11-11        102548          9789.0          15430          368.05
## 2016-11-25        102548          9937.0          15430          371.14
## 2016-12-02        102548         10027.3          15430          389.26
## 2016-12-09        102548         10040.0          15430          395.48
## 2016-12-16        102548         10081.0          15430          413.03
## 2016-12-23        102548         10205.0          15430          432.65
## 2016-12-30        102548         10303.0          15430          445.59

Housing

##            China.70.Cities.Newly.Built.Residential
## 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
## 2016-07-31                                    6.13
## 2016-08-31                                    7.28
## 2016-09-30                                    9.04
## 2016-10-31                                   10.11
## 2016-11-30                                   10.51
##            China.1st.Tier.Newly.Build.Residential
## 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
## 2016-07-31                                  27.08
## 2016-08-31                                  28.15
## 2016-09-30                                  29.40
## 2016-10-31                                  28.48
## 2016-11-30                                  26.83
##            China.2nd.Tier.Newly.Build.Residential
## 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
## 2016-07-31                                   8.49
## 2016-08-31                                  10.26
## 2016-09-30                                  12.96
## 2016-10-31                                  14.45
## 2016-11-30                                  14.64
##            China.3rd.Tier.Newly.Build.Residential
## 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
## 2016-07-31                                   1.45
## 2016-08-31                                   2.02
## 2016-09-30                                   2.96
## 2016-10-31                                   3.86
## 2016-11-30                                   4.70

Export/Import

##            중국총수출액 중국총수출액.Y. 중국총수입액 중국총수입액.Y.
## 2015-04-30       175.90            -6.6       142.70           -16.0
## 2015-05-31       188.80            -3.4       131.65           -17.3
## 2015-06-30       189.54             1.5       144.35            -6.7
## 2015-07-31       193.16            -9.2       151.29            -8.4
## 2015-08-31       196.16            -5.8       136.47           -13.7
## 2015-09-30       204.92            -3.9       145.32           -20.2
## 2015-10-31       192.19            -7.0       130.90           -18.6
## 2015-11-30       196.59            -7.0       142.62            -8.8
## 2015-12-31       223.14            -1.6       163.51            -7.4
## 2016-01-31       171.02           -14.4       113.09           -19.5
## 2016-02-29       122.31           -27.6        93.67           -13.7
## 2016-03-31       156.12             8.2       130.61            -7.8
## 2016-04-30       166.81            -5.2       127.13           -10.9
## 2016-05-31       176.44            -6.5       131.27            -0.3
## 2016-06-30       177.62            -6.3       131.61            -8.8
## 2016-07-31       181.13            -6.2       132.16           -12.6
## 2016-08-31       189.11            -3.6       138.50             1.5
## 2016-09-30       184.12           -10.2       142.65            -1.8
## 2016-10-31       177.87            -7.5       129.10            -1.4
## 2016-11-30       196.81             0.1       152.20             6.7
##            중국.무역수지 중국.무역수지..YoY.
## 2015-04-30         33.20          0.77920686
## 2015-05-31         57.16          0.57508956
## 2015-06-30         45.20          0.41692790
## 2015-07-31         41.87         -0.11554711
## 2015-08-31         59.69          0.19691197
## 2015-09-30         59.61          0.91672026
## 2015-10-31         61.29          0.34348970
## 2015-11-30         53.98         -0.01244054
## 2015-12-31         59.63          0.20197541
## 2016-01-31         57.93         -0.02343223
## 2016-02-29         28.64         -0.52629838
## 2016-03-31         25.51          9.12301587
## 2016-04-30         39.68          0.19518072
## 2016-05-31         45.17         -0.20976207
## 2016-06-30         46.01          0.01792035
## 2016-07-31         48.97          0.16957249
## 2016-08-31         50.61         -0.15211928
## 2016-09-30         41.47         -0.30431136
## 2016-10-31         48.76         -0.20443792
## 2016-11-30         44.61         -0.17358281

Inflation

##            중국.CPI..YoY. 중국.PPI
## 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
## 2016-07-31            1.8     -1.7
## 2016-08-31            1.3     -0.8
## 2016-09-30            1.9      0.1
## 2016-10-31            2.1      1.2
## 2016-11-30            2.3      3.3

Monetary Policy

##            PBOC.OMO PBOC.OMO.Cumulative  중국.M2 중국.M2.Y.
## 2016-09-02   -173.5              4605.6 151098.3       11.4
## 2016-09-09   -150.0              4455.6 151098.3       11.4
## 2016-09-18    525.1              4980.7 151098.3       11.4
## 2016-09-23    670.0              5650.7 151098.3       11.4
## 2016-09-30   -420.1              5230.6 151636.0       11.5
## 2016-10-09     60.0              5290.6 151636.0       11.5
## 2016-10-14   -415.0              4875.6 151636.0       11.5
## 2016-10-21     95.5              4971.1 151636.0       11.5
## 2016-10-28    595.0              5566.1 151636.0       11.5
## 2016-10-31    595.0              5566.1 151948.5       11.6
## 2016-11-04   -104.1              5462.0 151948.5       11.6
## 2016-11-11   -300.0              5162.0 151948.5       11.6
## 2016-11-18    425.0              5587.0 151948.5       11.6
## 2016-11-25     40.0              5627.0 151948.5       11.6
## 2016-11-30     40.0              5627.0 153043.2       11.4
## 2016-12-02     70.0              5697.0 153043.2       11.4
## 2016-12-09   -535.0              5162.0 153043.2       11.4
## 2016-12-16    250.0              5412.0 153043.2       11.4
## 2016-12-23    375.0              5787.0 153043.2       11.4
## 2016-12-30   -245.0              5542.0 153043.2       11.4

##            중국.M1.Y. 중국.M2.Y. 중국.New.Loan 중국.New.Loan..YoY.
## 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
## 2016-07-31       25.4       10.2        463.60         -0.68675676
## 2016-08-31       25.3       11.4        948.70          0.17181324
## 2016-09-30       24.7       11.5       1220.00          0.16190476
## 2016-10-31       23.9       11.6        651.30          0.26810748
## 2016-11-30       22.7       11.4        794.60          0.12089152

Capital

##            CNH...CNY China..10Y....US..10Y. China.Foreign.Reserve USDCNY
## 2016-12-06    0.0060                 0.7193               3051600 6.8818
## 2016-12-07    0.0194                 0.7519               3051600 6.8767
## 2016-12-08    0.0214                 0.6849               3051600 6.8910
## 2016-12-09    0.0202                 0.6475               3051600 6.9080
## 2016-12-12    0.0200                 0.7188               3051600 6.9069
## 2016-12-13    0.0185                 0.7317               3051600 6.9023
## 2016-12-14    0.0221                 0.6643               3051600 6.9049
## 2016-12-15    0.0002                 0.7529               3051600 6.9338
## 2016-12-16    0.0057                 0.7014               3051600 6.9615
## 2016-12-19   -0.0280                 0.8398               3051600 6.9605
## 2016-12-20   -0.0137                 0.8614               3051600 6.9527
## 2016-12-21   -0.0134                 0.7222               3051600 6.9440
## 2016-12-22   -0.0066                 0.6840               3051600 6.9475
## 2016-12-23    0.0051                 0.6547               3051600 6.9462
## 2016-12-26    0.0076                 0.6447               3051600 6.9489
## 2016-12-27    0.0011                 0.6384               3051600 6.9520
## 2016-12-28    0.0099                 0.6310               3051600 6.9613
## 2016-12-29    0.0081                 0.5720               3051600 6.9559
## 2016-12-30    0.0311                 0.6157               3051600 6.9450
## 2017-01-03   -0.0050                 0.6726               3051600 6.9640

##            CNH.CCS.1Y CNH.CCS.2Y CNH.CCS.5Y CNH.CCS.10Y
## 2016-12-07       4.17       4.14       4.08       3.835
## 2016-12-08       4.24       4.16       4.08       3.840
## 2016-12-09       4.57       4.43       4.25       4.000
## 2016-12-12       4.88       4.73       4.57       4.250
## 2016-12-13       5.14       4.79       4.55       4.255
## 2016-12-14       5.44       5.06       4.72       4.355
## 2016-12-15       5.46       5.22       4.85       4.530
## 2016-12-16       5.48       5.19       4.81       4.510
## 2016-12-19       5.88       5.49       5.07       4.770
## 2016-12-20       5.30       5.22       4.93       4.630
## 2016-12-21       5.17       4.93       4.55       4.525
## 2016-12-22       5.44       5.20       4.89       4.430
## 2016-12-23       5.44       5.33       4.90       4.400
## 2016-12-26       5.55       5.33       5.04       4.570
## 2016-12-27       5.55       5.33       4.98       4.475
## 2016-12-28       5.68       5.40       5.06       4.600
## 2016-12-29       5.88       5.55       5.07       4.540
## 2016-12-30       6.15       5.74       5.04       4.370
## 2017-01-02       6.15       5.75       5.04       4.370
## 2017-01-03       5.93       5.55       5.05       4.470

##            HKD.1M.IRS HKD.3M.IRS HKD.1Y.IRS HKD.2Y.IRS HKD.3Y.IRS
## 2016-12-07       0.40     0.7204       1.01      1.250       1.47
## 2016-12-08       0.38     0.7232       0.99      1.220       1.43
## 2016-12-09       0.46     0.7239       1.03      1.270       1.49
## 2016-12-12       0.52     0.8211       1.20      1.415       1.63
## 2016-12-13       0.60     0.8657       1.22      1.455       1.69
## 2016-12-14       0.63     0.9192       1.17      1.420       1.62
## 2016-12-15       0.64     0.9343       1.30      1.585       1.82
## 2016-12-16       0.35     0.9529       1.37      1.690       1.90
## 2016-12-19       0.40     0.9632       1.42      1.710       1.97
## 2016-12-20       0.65     0.9932       1.49      1.835       2.07
## 2016-12-21       0.66     1.0096       1.41      1.765       2.01
## 2016-12-22       0.67     1.0125       1.46      1.780       2.04
## 2016-12-23       0.67     1.0125       1.48      1.850       2.04
## 2016-12-26       0.68     0.9800       1.52      1.850       2.09
## 2016-12-27       0.68     0.9800       1.52      1.850       2.09
## 2016-12-28       0.70     1.0189       1.50      1.795       2.07
## 2016-12-29       0.57     1.0211       1.45      1.745       2.00
## 2016-12-30       0.50     1.0239       1.45      1.740       2.00
## 2017-01-02       0.70     0.8950       1.45      1.740       2.00
## 2017-01-03       0.73     1.0275       1.45      1.750       2.00
##            HKD.10Y.IRS
## 2016-12-07      2.1500
## 2016-12-08      2.1100
## 2016-12-09      2.1800
## 2016-12-12      2.2600
## 2016-12-13      2.3600
## 2016-12-14      2.3100
## 2016-12-15      2.5000
## 2016-12-16      2.5800
## 2016-12-19      2.6500
## 2016-12-20      2.7700
## 2016-12-21      2.6900
## 2016-12-22      2.7100
## 2016-12-23      2.7500
## 2016-12-26      2.7385
## 2016-12-27      2.7378
## 2016-12-28      2.7100
## 2016-12-29      2.6500
## 2016-12-30      2.6300
## 2017-01-02      2.6137
## 2017-01-03      2.5900

##            중국.RP.7일. CNY.IRS.3M CNY.IRS.1Y CNY.IRS.2Y CNY.IRS.5Y
## 2016-12-06         2.30     3.2401     3.2200     3.2800     3.5526
## 2016-12-07         2.38     3.2100     3.1898     3.2499     3.4950
## 2016-12-08         2.40     3.1801     3.1600     3.2200     3.4900
## 2016-12-09         2.55     3.2250     3.2050     3.2650     3.5475
## 2016-12-12         2.50     3.2900     3.2901     3.3600     3.6450
## 2016-12-13         2.40     3.3001     3.2800     3.3500     3.6376
## 2016-12-14         3.20     3.3899     3.3700     3.4400     3.7100
## 2016-12-15         3.24     3.4699     3.4500     3.5500     3.9300
## 2016-12-16         3.24     3.4800     3.4599     3.5400     3.9000
## 2016-12-19         2.60     3.5600     3.5700     3.6699     4.0600
## 2016-12-20         2.55     3.4000     3.5000     3.6001     4.0100
## 2016-12-21         2.48     3.3901     3.3600     3.4599     3.8150
## 2016-12-22         2.54     3.3500     3.3101     3.4001     3.7600
## 2016-12-23         2.45     3.3600     3.3600     3.4500     3.8050
## 2016-12-26         2.47     3.3600     3.3600     3.4575     3.8075
## 2016-12-27         2.25     3.3600     3.4100     3.5250     3.9225
## 2016-12-28         2.40     3.3600     3.3800     3.4925     3.8675
## 2016-12-29         2.70     3.3600     3.3500     3.4575     3.8125
## 2016-12-30         2.60     3.3600     3.3500     3.4500     3.8000
## 2017-01-03         2.66     3.3600     3.3800     3.4975     3.8650
##            CNY.IRS.10Y
## 2016-12-06      3.7750
## 2016-12-07      3.7475
## 2016-12-08      3.7200
## 2016-12-09      3.7750
## 2016-12-12      3.8301
## 2016-12-13      3.8675
## 2016-12-14      3.9100
## 2016-12-15      4.1200
## 2016-12-16      4.0900
## 2016-12-19      4.4700
## 2016-12-20      4.4450
## 2016-12-21      4.2501
## 2016-12-22      4.1950
## 2016-12-23      4.2400
## 2016-12-26      4.3175
## 2016-12-27      4.4325
## 2016-12-28      4.3775
## 2016-12-29      4.3225
## 2016-12-30      4.3375
## 2017-01-03      4.3750

	X3M.Bond.Swap	X1Y.Bond.Swap	X2Y.Bond.Swap	X4Y.Bond.Swap	X5Y.Bond.Swap	X10Y.Bond.Swap
2016-11-22	0.52	0.72	0.31	0.63	0.77	1.02
2016-11-23	0.52	0.7	0.31	0.64	0.78	1.01
2016-11-24	0.52	0.76	0.31	0.69	0.83	1.06
2016-11-25	0.52	0.76	0.31	0.69	0.82	1.07
2016-11-28	0.52	0.78	0.31	0.65	0.77	1
2016-11-29	0.52	0.92	0.31	0.76	0.91	1.16
2016-11-30	0.52	0.89	0.31	0.72	0.85	1.08
2016-12-01	0.52	0.95	0.31	0.8	0.94	1.13
2016-12-02	0.52	0.85	0.31	0.74	0.89	1.14
2016-12-05	0.52	0.86	0.31	0.78	0.93	1.12
2016-12-06	0.52	0.79	0.31	0.71	0.85	1.07
2016-12-07	0.52	0.78	0.31	0.64	0.79	1.04
2016-12-08	0.52	0.68	0.31	0.63	0.8	1.03
2016-12-09	0.52	0.75	0.31	0.66	0.84	1.06
2016-12-12	0.88	0.75	0.31	0.73	0.9	1.09
2016-12-13	0.86	0.64	0.31	0.69	0.85	1.08
2016-12-14	0.86	0.72	0.31	0.75	0.92	1.12
2016-12-15	0.86	0.73	0.31	0.92	1.15	1.34
2016-12-16	0.86	0.72	0.31	0.92	1.15	1.34
2016-12-19	0.86	0.62	0.31	0.92	1.15	1.34
2016-12-20	0.86	0.48	0.31	0.61	0.84	1.28
2016-12-21	0.86	0.35	0.31	0.45	0.66	1.1
2016-12-22	0.86	0.4	0.31	0.47	0.69	1.13
2016-12-23	0.86	0.45	0.31	0.53	0.76	1.19
2016-12-26	0.86	0.51	0.31	0.59	0.81	1.32
2016-12-27	0.86	0.59	0.31	0.68	0.93	1.44
2016-12-28	0.86	0.53	0.31	0.69	0.92	1.43
2016-12-29	0.86	0.51	0.31	0.61	0.84	1.35
2016-12-30	0.86	0.54	0.31	0.68	0.9	1.43
2017-01-03	0.86	0.67	0.31	0.77	0.99	1.5

	외국인.자본실질투자집행.누계	외국인.자본실질투자집행.누계.Y.
2015-02-28	8.56	29.4
2015-03-31	12.4	29.4
2015-04-30	9.61	29.4
2015-05-31	9.33	29.4
2015-06-30	14.58	29.4
2015-07-31	8.22	29.4
2015-08-31	8.71	29.4
2015-09-30	9.56	29.4
2015-10-31	8.77	29.4
2015-11-30	10.36	29.4
2015-12-31	12.23	29.4
2016-01-31	14.07	29.4
2016-02-29	8.44	29.4
2016-03-31	12.9	29.4
2016-04-30	9.89	29.4
2016-05-31	8.89	29.4
2016-06-30	15.23	29.4
2016-07-31	7.71	29.4
2016-08-31	8.76	29.4
2016-09-30	9.21	29.4

Indicators

## [1] "USSLIND"

##            USSLIND   USSLIND.1
## 2015-04-01    1.44 -0.27638191
## 2015-05-01    1.54 -0.11494253
## 2015-06-01    1.64 -0.04093567
## 2015-07-01    1.67 -0.18536585
## 2015-08-01    1.43 -0.29556650
## 2015-09-01    1.57 -0.17801047
## 2015-10-01    1.59 -0.19696970
## 2015-11-01    1.58 -0.09195402
## 2015-12-01    1.46 -0.12574850
## 2016-01-01    1.50  0.07913669
## 2016-02-01    1.54  0.04761905
## 2016-03-01    1.47  0.00000000
## 2016-04-01    1.37 -0.04861111
## 2016-05-01    1.42 -0.07792208
## 2016-06-01    1.53 -0.06707317
## 2016-07-01    1.28 -0.23353293
## 2016-08-01    1.37 -0.04195804
## 2016-09-01    1.41 -0.10191083
## 2016-10-01    1.22 -0.23270440
## 2016-11-01    1.37 -0.13291139

## [1] "Leading Index for the United States Average: 1.13294"

## [1] "Leading Index for the United States (YoY) Average: Inf %"

M.PMI (EM)

##            중국.HSBC.Manufacturing Markit.China.S.PMI Markit.Brazil.M.PMI
## 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
## 2016-07-31                    50.6               51.7                46.0
## 2016-08-31                    50.0               52.1                45.7
## 2016-09-30                    50.1               52.0                46.0
## 2016-10-31                    51.2               52.4                46.3
## 2016-11-30                    50.9               53.1                46.2
## 2016-12-31                    51.9               53.1                45.2
##            Nikkei.India.M.PMI Markit.Indonesia.M.PMI Markit.Turkey.M.PMI
## 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
## 2016-07-31               51.8                   48.4                47.6
## 2016-08-31               52.6                   50.4                47.0
## 2016-09-30               52.1                   50.9                48.3
## 2016-10-31               54.4                   48.7                49.8
## 2016-11-30               52.3                   49.7                48.8
## 2016-12-31               49.6                   49.0                47.7
##            Nikkei.Malaysia.M.PMI Nikkei.Korea.M.PMI Nikkei.Vietnam.M.PMI
## 2015-05-31                  49.5               47.8                 54.8
## 2015-06-30                  47.6               46.1                 52.2
## 2015-07-31                  47.7               47.6                 52.6
## 2015-08-31                  47.2               47.9                 51.3
## 2015-09-30                  48.3               49.2                 49.5
## 2015-10-31                  48.1               49.1                 50.1
## 2015-11-30                  47.0               49.1                 49.4
## 2015-12-31                  48.0               50.7                 51.3
## 2016-01-31                  48.6               49.5                 51.5
## 2016-02-29                  47.8               48.7                 50.3
## 2016-03-31                  48.4               49.5                 50.7
## 2016-04-30                  47.1               50.0                 52.3
## 2016-05-31                  47.2               50.1                 52.7
## 2016-06-30                  47.1               50.5                 52.6
## 2016-07-31                  48.1               50.1                 51.9
## 2016-08-31                  47.4               48.6                 52.2
## 2016-09-30                  48.6               47.6                 52.9
## 2016-10-31                  47.2               48.0                 51.7
## 2016-11-30                  47.1               48.0                 54.0
## 2016-12-31                  47.1               49.4                 52.4

M.PMI (Global)

##            JP.Global.M.PMI JP.Global.S.PMI
## 2015-05-31            51.1            54.0
## 2015-06-30            50.9            53.6
## 2015-07-31            50.8            54.2
## 2015-08-31            50.4            54.6
## 2015-09-30            50.4            53.3
## 2015-10-31            51.1            53.5
## 2015-11-30            51.0            53.9
## 2015-12-31            50.7            52.9
## 2016-01-31            50.9            52.8
## 2016-02-29            50.0            50.9
## 2016-03-31            50.6            51.5
## 2016-04-30            50.2            51.9
## 2016-05-31            50.1            51.4
## 2016-06-30            50.4            51.3
## 2016-07-31            51.0            51.4
## 2016-08-31            50.8            51.3
## 2016-09-30            51.0            51.6
## 2016-10-31            52.0            53.2
## 2016-11-30            52.1            53.3
## 2016-12-31            52.7            53.3

Sys.setlocale("LC_TIME", locale)

## [1] "Korean_Korea.949"