Prices

Index

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Russia Bovespa Sensex Jakarta Nikkei Argentina
2017-01-27 2294.69 3303.33 270.48 9804.05 23360.78 3159.17 1195.61 66033.98 27882.46 5312.84 19467.4 19215.78
2017-01-30 2280.9 3262.72 270.48 9804.05 23360.78 3159.17 1175.64 64301.73 27849.56 5302.66 19368.85 18777.5
2017-01-31 2278.87 3230.68 268.09 9804.05 23360.78 3159.17 1164.15 64670.78 27655.96 5294.1 19041.34 19062.59
2017-02-01 2279.55 3258.92 269.56 9756.61 23318.39 3159.17 1167.53 64836.13 28141.64 5327.16 19148.08 19200.76
2017-02-02 2280.85 3253.61 268.49 9696.32 23184.52 3159.17 1171.42 64578.21 28226.61 5353.71 18914.58 19374.99
2017-02-03 2297.42 3273.11 268.85 9683.23 23129.21 3140.17 1190.4 64953.93 28240.52 5360.77 18918.2 19200.5
2017-02-06 2292.56 3238.31 269.49 9840.26 23348.24 3156.98 1178.52 63992.93 28439.28 5395.99 18976.71 19248.66
2017-02-07 2293.08 3235.71 268.97 9846.06 23331.57 3153.09 1179.21 64198.9 28335.16 5381.48 18910.78 19194.32
2017-02-08 2294.67 3238.04 267.72 9955.34 23485.13 3166.98 1164.65 64835.4 28289.92 5361.09 19007.6 19147.92
2017-02-09 2307.87 3277.79 267.69 10075.17 23525.14 3183.18 1163.19 64964.89 28329.7 5372.08 18907.67 19302.25
2017-02-10 2316.1 3270.83 268.66 10125.21 23574.98 3196.7 1164.21 66124.52 28334.25 5371.67 19378.93 19502.93
2017-02-13 2328.25 3305.23 268.81 10257.84 23710.98 3216.84 1173.17 66967.64 28351.62 5409.56 19459.15 19507.54
2017-02-14 2337.58 3308.89 267.9 10254.44 23703.01 3217.93 1173.97 66712.88 28339.31 5380.67 19238.98 19606.38
2017-02-15 2349.25 3323.71 268.81 10436.04 23994.87 3212.99 1172.59 67975.58 28155.56 5380.67 19437.98 19657.07
2017-02-16 2347.22 3311.04 268.93 10455.02 24107.7 3229.62 1176.11 67814.24 28301.27 5378 19347.53 19563.21
2017-02-17 2351.16 3308.81 268.84 10360.13 24033.74 3202.07 1152.21 67748.42 28468.75 5350.93 19234.62 19681.34
2017-02-20 2351.16 3312.39 269.73 10445.48 24146.08 3239.96 1150.39 68532.86 28661.58 5359.29 19251.08 20038.39
2017-02-21 2365.38 3339.33 272.11 10408.56 23963.63 3253.33 1161.65 69052.02 28761.59 5340.99 19381.44 20072.92
2017-02-22 2362.82 3339.27 272.85 10537.58 24201.96 3261.22 1146.01 68589.55 28864.71 5358.68 19379.87 19915.25
2017-02-23 2363.81 3333.96 272.89 10521.53 24114.86 3251.38 1146.01 67461.39 28892.97 5372.75 19371.46 19538.09

Index (Yield)

(21)

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Russia Bovespa Sensex Jakarta Nikkei UK
2017-01-27 0.64 -0.69 1.26 0.79 2.02 1.48 3.48 0.29 1.85 0.39 2.15 0.28
2017-01-30 0.04 -1.91 1.26 0.79 2.02 1.48 1.75 -2.34 1.73 0.2 1.63 -0.64
2017-01-31 -0.05 -2.87 0.36 0.79 2.02 1.48 0.76 -1.78 1.02 0.04 -0.08 -0.91
2017-02-01 -0.02 -2.02 0.91 0.31 1.83 1.48 1.05 -1.52 2.8 0.66 0.48 -0.79
2017-02-02 0.03 -2.18 0.51 -0.31 1.25 1.48 1.39 -1.92 3.11 1.16 -0.75 -0.33
2017-02-03 0.76 -1.59 0.65 -0.45 1.01 0.87 3.03 -1.35 3.16 1.3 -0.73 0.33
2017-02-06 0.55 -2.64 0.89 1.17 1.96 1.41 2 -2.81 3.89 1.96 -0.42 0.11
2017-02-07 0.57 -2.72 0.69 1.23 1.89 1.29 2.06 -2.49 3.51 1.69 -0.77 0.3
2017-02-08 0.64 -2.65 0.22 2.35 2.56 1.73 0.8 -1.53 3.34 1.3 -0.26 0.34
2017-02-09 1.22 -1.45 0.21 3.58 2.74 2.25 0.68 -1.33 3.49 1.51 -0.79 0.91
2017-02-10 1.58 -1.66 0.58 4.1 2.95 2.69 0.76 0.43 3.5 1.5 1.69 1.32
2017-02-13 2.11 -0.63 0.63 5.46 3.55 3.34 1.54 1.71 3.57 2.22 2.11 1.6
2017-02-14 2.52 -0.52 0.29 5.42 3.51 3.37 1.61 1.33 3.52 1.67 0.95 1.45
2017-02-15 3.03 -0.07 0.63 7.29 4.79 3.21 1.49 3.24 2.85 1.67 2 1.93
2017-02-16 2.95 -0.45 0.68 7.49 5.28 3.75 1.79 3 3.38 1.62 1.52 1.58
2017-02-17 3.12 -0.52 0.64 6.51 4.96 2.86 -0.27 2.9 3.99 1.11 0.93 1.89
2017-02-20 3.12 -0.41 0.98 7.39 5.45 4.08 -0.43 4.09 4.7 1.27 1.02 1.89
2017-02-21 3.74 0.4 1.87 7.01 4.65 4.51 0.54 4.88 5.06 0.92 1.7 1.54
2017-02-22 3.63 0.39 2.15 8.34 5.69 4.76 -0.81 4.18 5.44 1.26 1.69 1.92
2017-02-23 3.67 0.23 2.16 8.17 5.31 4.44 -0.81 2.46 5.54 1.52 1.65 1.49

(60)

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Russia Bovespa Sensex Jakarta Nikkei UK
2017-01-27 3.67 8.25 6.93 1.29 3.33 -2.53 18.87 8.28 4.61 3.72 5.91 5.66
2017-01-30 3.05 6.92 6.93 1.29 3.33 -2.53 16.88 5.44 4.49 3.53 5.37 4.69
2017-01-31 2.96 5.87 5.98 1.29 3.33 -2.53 15.74 6.04 3.76 3.36 3.59 4.41
2017-02-01 2.99 6.79 6.56 0.8 3.14 -2.53 16.08 6.31 5.59 4 4.17 4.53
2017-02-02 3.05 6.62 6.14 0.18 2.55 -2.53 16.46 5.89 5.9 4.52 2.9 5.02
2017-02-03 3.8 7.26 6.28 0.05 2.3 -3.12 18.35 6.51 5.96 4.66 2.92 5.72
2017-02-06 3.58 6.12 6.53 1.67 3.27 -2.6 17.17 4.93 6.7 5.35 3.24 5.48
2017-02-07 3.6 6.03 6.33 1.73 3.2 -2.72 17.24 5.27 6.31 5.06 2.88 5.69
2017-02-08 3.67 6.11 5.83 2.86 3.88 -2.29 15.79 6.31 6.14 4.67 3.41 5.73
2017-02-09 4.27 7.41 5.82 4.1 4.05 -1.79 15.65 6.52 6.29 4.88 2.86 6.32
2017-02-10 4.64 7.18 6.21 4.61 4.27 -1.37 15.75 8.42 6.31 4.87 5.43 6.75
2017-02-13 5.19 8.31 6.27 5.98 4.88 -0.75 16.64 9.81 6.37 5.61 5.86 7.05
2017-02-14 5.61 8.43 5.91 5.95 4.84 -0.72 16.72 9.39 6.33 5.05 4.67 6.9
2017-02-15 6.14 8.92 6.27 7.82 6.13 -0.87 16.58 11.46 5.64 5.05 5.75 7.4
2017-02-16 6.05 8.5 6.31 8.02 6.63 -0.36 16.93 11.2 6.18 5 5.26 7.04
2017-02-17 6.23 8.43 6.28 7.04 6.3 -1.21 14.55 11.09 6.81 4.47 4.64 7.36
2017-02-20 6.23 8.55 6.63 7.92 6.8 -0.04 14.37 12.37 7.54 4.63 4.73 7.36
2017-02-21 6.87 9.43 7.57 7.54 5.99 0.38 15.49 13.23 7.91 4.27 5.44 6.99
2017-02-22 6.75 9.43 7.86 8.87 7.05 0.62 13.94 12.47 8.3 4.62 5.43 7.39
2017-02-23 6.8 9.25 7.88 8.71 6.66 0.32 13.94 10.62 8.4 4.89 5.39 6.94

(180)

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Russia Bovespa Sensex Jakarta Nikkei UK
2017-01-27 4.93 8.99 5.13 2.06 1.85 3.56 22.82 13.81 -0.38 -1.69 18.08 5.39
2017-01-30 4.3 7.65 5.13 2.06 1.85 3.56 20.77 10.83 -0.5 -1.88 17.49 4.42
2017-01-31 4.21 6.6 4.21 2.06 1.85 3.56 19.59 11.46 -1.19 -2.03 15.5 4.14
2017-02-01 4.24 7.53 4.78 1.57 1.66 3.56 19.94 11.75 0.54 -1.42 16.15 4.27
2017-02-02 4.3 7.35 4.36 0.94 1.08 3.56 20.34 11.3 0.84 -0.93 14.73 4.75
2017-02-03 5.05 8 4.5 0.8 0.84 2.93 22.29 11.95 0.89 -0.8 14.75 5.45
2017-02-06 4.83 6.85 4.75 2.44 1.79 3.49 21.07 10.29 1.6 -0.15 15.11 5.21
2017-02-07 4.86 6.76 4.55 2.5 1.72 3.36 21.14 10.65 1.23 -0.42 14.71 5.42
2017-02-08 4.93 6.84 4.06 3.63 2.39 3.81 19.64 11.75 1.07 -0.79 15.3 5.46
2017-02-09 5.53 8.15 4.05 4.88 2.56 4.34 19.49 11.97 1.21 -0.59 14.69 6.05
2017-02-10 5.91 7.92 4.43 5.4 2.78 4.79 19.6 13.97 1.23 -0.6 17.55 6.48
2017-02-13 6.46 9.06 4.49 6.78 3.37 5.45 20.52 15.42 1.29 0.1 18.03 6.78
2017-02-14 6.89 9.18 4.13 6.75 3.34 5.48 20.6 14.98 1.25 -0.43 16.7 6.63
2017-02-15 7.42 9.67 4.49 8.64 4.61 5.32 20.46 17.16 0.59 -0.43 17.91 7.12
2017-02-16 7.33 9.25 4.53 8.84 5.1 5.87 20.82 16.88 1.11 -0.48 17.36 6.76
2017-02-17 7.51 9.17 4.5 7.85 4.78 4.96 18.37 16.77 1.71 -0.98 16.67 7.09
2017-02-20 7.51 9.29 4.84 8.74 5.27 6.2 18.18 18.12 2.4 -0.83 16.77 7.08
2017-02-21 8.16 10.18 5.77 8.35 4.47 6.64 19.34 19.01 2.76 -1.17 17.56 6.72
2017-02-22 8.04 10.18 6.06 9.7 5.51 6.9 17.73 18.22 3.12 -0.84 17.55 7.12
2017-02-23 8.09 10 6.07 9.53 5.13 6.58 17.73 16.27 3.23 -0.58 17.5 6.67

(365)

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Russia Bovespa Sensex Jakarta Nikkei UK
2017-01-27 18.91 9.64 15.23 22.12 22.17 14.32 60.37 56.91 19.25 11.97 21.5 19.49
2017-01-30 18.19 8.29 15.23 22.12 22.17 14.32 57.69 52.79 19.11 11.75 20.88 18.39
2017-01-31 18.09 7.23 14.21 22.12 22.17 14.32 56.15 53.67 18.28 11.57 18.84 18.07
2017-02-01 18.12 8.17 14.83 21.53 21.94 14.32 56.6 54.06 20.36 12.27 19.51 18.21
2017-02-02 18.19 7.99 14.38 20.78 21.24 14.32 57.13 53.45 20.72 12.83 18.05 18.76
2017-02-03 19.05 8.64 14.53 20.61 20.96 13.63 59.67 54.34 20.78 12.98 18.07 19.55
2017-02-06 18.8 7.48 14.8 22.57 22.1 14.24 58.08 52.06 21.63 13.72 18.44 19.28
2017-02-07 18.82 7.4 14.58 22.64 22.01 14.1 58.17 52.55 21.18 13.41 18.03 19.52
2017-02-08 18.91 7.47 14.05 24 22.82 14.6 56.22 54.06 20.99 12.98 18.63 19.56
2017-02-09 19.59 8.79 14.04 25.5 23.03 15.19 56.02 54.37 21.16 13.22 18.01 20.23
2017-02-10 20.02 8.56 14.45 26.12 23.29 15.68 56.16 57.12 21.18 13.21 20.95 20.72
2017-02-13 20.65 9.7 14.51 27.77 24 16.4 57.36 59.13 21.25 14.01 21.45 21.06
2017-02-14 21.13 9.83 14.13 27.73 23.96 16.44 57.47 58.52 21.2 13.4 20.07 20.88
2017-02-15 21.74 10.32 14.51 29.99 25.48 16.27 57.28 61.52 20.42 13.4 21.32 21.45
2017-02-16 21.63 9.9 14.57 30.23 26.07 16.87 57.75 61.14 21.04 13.34 20.75 21.04
2017-02-17 21.83 9.82 14.53 29.04 25.69 15.87 54.55 60.98 21.76 12.77 20.05 21.41
2017-02-20 21.83 9.94 14.91 30.11 26.27 17.24 54.3 62.85 22.58 12.95 20.15 21.41
2017-02-21 22.57 10.84 15.92 29.65 25.32 17.73 55.82 64.08 23.01 12.56 20.96 20.99
2017-02-22 22.44 10.83 16.23 31.25 26.57 18.01 53.72 62.98 23.45 12.93 20.95 21.44
2017-02-23 22.49 10.66 16.25 31.05 26.11 17.65 53.72 60.3 23.57 13.23 20.9 20.93

China ADR

Sectors (Stoxx)

(21)

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
2017-01-27 -0.1 0.12 -0.27 2.08 0.44 -0.91 0.81 0.09 0.48 1.46 1.04 1.12 1.18 0.96
2017-01-30 -0.89 -0.33 -0.21 3.23 -0.44 -1.08 0.55 0.13 1.37 2.01 1.45 1.52 1.62 1.27
2017-01-31 -0.62 -0.45 0.13 3.63 -0.09 -1.18 0.58 1.2 1.82 2.51 1.03 1.76 2.57 2.31
2017-02-01 -0.87 0.03 0.36 3.89 0.63 -0.8 0.88 -0.05 0.92 2.12 0.61 1.06 2.22 2.36
2017-02-02 -1.14 -0.39 0.73 2.85 0.39 -1.4 0.25 0.35 0.71 4.23 0.76 1.02 2.01 1.85
2017-02-03 -0.38 0.28 0.71 3.04 -2.81 -1.58 1.09 0.16 0.65 3.79 0.14 1.5 1.72 1.57
2017-02-06 0.08 0.07 0.82 4.3 -1.9 -1.91 1.12 0.68 0.97 3.97 0.09 2.41 1.78 1.98
2017-02-07 -1.28 -0.62 0.49 5.36 -0.55 -2.28 1.34 1.74 0.83 4.91 1.1 3.21 2.36 2.77
2017-02-08 -1.56 -1.44 1.69 5.57 -1.39 -2.34 1.09 3.73 1.89 5.2 0.8 4.61 3.05 2.82
2017-02-09 -1.58 -1.44 1.14 5.94 -2.47 -3.13 0.92 3.32 1.91 4.54 0.43 3.24 2.51 2.13
2017-02-10 -0.71 -1.99 1.92 6.59 1.23 -2.53 1.27 3.32 1.52 4.77 1.06 3.27 3.09 2.57
2017-02-13 -1.12 -2.16 1.93 5.83 2.6 -1.66 1 2.86 0.54 4.71 0.94 2.69 2.26 2.36
2017-02-14 -1.35 -1.28 1.15 5.38 2.06 -0.74 1.2 2.43 0.54 4.73 0.51 2.15 2.29 2.67
2017-02-15 -2.01 -0.41 1.25 5.69 2.15 -1.37 0.53 1.78 0.62 4.51 0.43 1.98 1.21 2.28
2017-02-16 -2.42 -0.85 1.01 6.44 1.6 -1.75 0.26 2.35 1.35 5.37 0.4 2.02 1.28 2.43
2017-02-17 -3.35 -1.69 0.52 7.09 0.54 -2.26 0.11 2.11 1.08 4.9 0.62 3.54 0.89 2.42
2017-02-20 -3.18 -1.44 0.91 6.83 1.75 -2.18 0.59 2.42 2.11 5.13 0.88 3.2 0.92 2.87
2017-02-21 -2.41 -3.17 0.88 6.92 1.78 -1.73 0.36 2.39 1.85 5.76 0.68 3.19 0.45 2.36
2017-02-22 -3.09 -3.35 0.56 7.04 0.42 -1.55 0.49 2.14 2.32 6.12 0.18 3.85 0.34 2.11
2017-02-23 -2.62 -4.19 0.23 7.06 -0.91 -1.76 0.43 2.42 3.22 6.58 -0.36 4.18 0.28 2.68

(60)

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
2017-01-27 -1.34 4.38 -2.08 -4.14 5.97 5.25 -1.76 -5.39 -4.63 0.63 1.62 -3.54 -7.41 -2.01
2017-01-30 -2.18 3.82 -1.99 -2.89 4.9 4.98 -2 -5.29 -3.65 1.23 2.06 -3.07 -6.87 -1.64
2017-01-31 -1.88 3.64 -1.6 -2.41 5.25 4.81 -1.95 -4.11 -3.12 1.79 1.6 -2.77 -5.82 -0.5
2017-02-01 -2.15 4.22 -1.37 -2.2 6.13 5.31 -1.64 -5.45 -4.09 1.36 1.15 -3.53 -6.25 -0.47
2017-02-02 -2.44 3.74 -0.97 -3.25 5.84 4.6 -2.31 -5.03 -4.31 3.64 1.31 -3.56 -6.44 -1.01
2017-02-03 -1.63 4.53 -1 -3.09 2.21 4.43 -1.43 -5.26 -4.4 3.16 0.64 -3.09 -6.79 -1.32
2017-02-06 -1.13 4.24 -0.87 -1.74 3.2 3.98 -1.37 -4.67 -4.01 3.37 0.58 -2.1 -6.64 -0.86
2017-02-07 -2.59 3.45 -1.21 -0.64 4.74 3.56 -1.14 -3.56 -4.16 4.39 1.68 -1.25 -6.05 -0.02
2017-02-08 -2.89 2.53 0.07 -0.44 3.77 3.49 -1.41 -1.52 -3.07 4.69 1.35 0.2 -5.36 0.03
2017-02-09 -2.92 2.59 -0.53 -0.12 2.61 2.66 -1.61 -1.99 -3.09 3.98 0.95 -1.28 -6 -0.73
2017-02-10 -1.98 1.96 0.31 0.56 6.84 3.34 -1.24 -1.98 -3.49 4.23 1.65 -1.23 -5.4 -0.26
2017-02-13 -2.44 1.81 0.29 -0.29 8.46 4.41 -1.55 -2.53 -4.57 4.15 1.51 -1.9 -6.33 -0.52
2017-02-14 -2.7 2.81 -0.55 -0.76 7.84 5.47 -1.35 -2.97 -4.57 4.16 1.04 -2.47 -6.31 -0.19
2017-02-15 -3.41 3.81 -0.45 -0.47 7.97 4.78 -2.07 -3.67 -4.51 3.92 0.96 -2.67 -7.43 -0.62
2017-02-16 -3.84 3.3 -0.7 0.33 7.34 4.31 -2.34 -3.05 -3.72 4.86 0.94 -2.6 -7.32 -0.44
2017-02-17 -4.85 2.34 -1.22 0.99 6.1 3.71 -2.51 -3.3 -4.01 4.35 1.16 -1.01 -7.71 -0.46
2017-02-20 -4.67 2.63 -0.8 0.72 7.5 3.81 -2 -2.99 -2.94 4.59 1.45 -1.37 -7.69 0.02
2017-02-21 -3.84 0.7 -0.86 0.77 7.58 4.39 -2.27 -3.06 -3.26 5.27 1.24 -1.42 -8.24 -0.54
2017-02-22 -4.58 0.49 -1.21 0.87 6.02 4.58 -2.13 -3.33 -2.78 5.65 0.68 -0.75 -8.35 -0.83
2017-02-23 -4.07 -0.46 -1.56 0.91 4.48 4.34 -2.19 -3.03 -1.83 6.16 0.09 -0.38 -8.39 -0.21

(180)

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
2017-01-27 1.63 16.77 -3.31 -12.31 33.43 6.35 9.11 -15.53 -13.85 -5.56 -0.98 -14.72 -8.24 -1
2017-01-30 0.73 15.99 -3.21 -11.05 31.77 6.06 8.7 -15.3 -12.83 -4.91 -0.51 -14.15 -7.69 -0.63
2017-01-31 1 15.67 -2.82 -10.52 31.95 5.87 8.65 -14.14 -12.27 -4.32 -0.95 -13.78 -6.65 0.51
2017-02-01 0.75 16.43 -2.6 -10.4 33.27 6.38 9.08 -15.45 -13.24 -4.79 -1.41 -14.57 -7.08 0.55
2017-02-02 0.45 15.88 -2.2 -11.36 32.87 5.67 8.33 -15.04 -13.42 -2.61 -1.25 -14.57 -7.27 0.01
2017-02-03 1.3 16.82 -2.24 -11.27 28.49 5.5 9.36 -15.32 -13.56 -3.1 -1.93 -14.22 -7.62 -0.31
2017-02-06 1.79 16.38 -2.09 -9.92 29.45 5.03 9.32 -14.66 -13.1 -2.84 -1.96 -13.2 -7.46 0.15
2017-02-07 0.28 15.49 -2.43 -8.89 31.36 4.6 9.56 -13.65 -13.23 -1.87 -0.87 -12.43 -6.87 1
2017-02-08 -0.03 14.47 -1.16 -8.71 30.17 4.53 9.28 -11.8 -12.23 -1.58 -1.2 -11.13 -6.19 1.06
2017-02-09 -0.03 14.67 -1.78 -8.52 29.04 3.7 9.18 -12.36 -12.38 -2.33 -1.62 -12.6 -6.83 0.3
2017-02-10 0.94 13.94 -0.94 -7.87 34.24 4.39 9.57 -12.33 -12.72 -2.08 -0.93 -12.54 -6.23 0.77
2017-02-13 0.49 13.89 -0.97 -8.75 36.54 5.48 9.34 -12.94 -13.81 -2.23 -1.09 -13.26 -7.17 0.51
2017-02-14 0.23 15.02 -1.81 -9.19 35.8 6.57 9.57 -13.35 -13.83 -2.22 -1.56 -13.79 -7.15 0.85
2017-02-15 -0.49 16.2 -1.71 -8.96 36.08 5.87 8.83 -14.04 -13.81 -2.47 -1.64 -14.01 -8.28 0.42
2017-02-16 -0.95 15.58 -1.95 -8.19 35.18 5.39 8.48 -13.43 -13.05 -1.56 -1.66 -13.91 -8.16 0.59
2017-02-17 -1.98 14.51 -2.47 -7.56 33.64 4.79 8.3 -13.64 -13.3 -2.03 -1.43 -12.47 -8.55 0.58
2017-02-20 -1.79 14.85 -2.05 -7.82 35.41 4.89 8.88 -13.37 -12.33 -1.81 -1.15 -12.8 -8.52 1.07
2017-02-21 -0.91 12.79 -2.12 -7.85 35.72 5.48 8.67 -13.52 -12.7 -1.22 -1.38 -12.94 -9.08 0.5
2017-02-22 -1.68 12.55 -2.47 -7.75 33.77 5.68 8.82 -13.77 -12.26 -0.85 -1.93 -12.34 -9.2 0.22
2017-02-23 -1.16 11.47 -2.81 -7.7 31.81 5.43 8.73 -13.48 -11.37 -0.37 -2.51 -11.99 -9.23 0.84

(365)

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
2017-01-27 8.05 5.67 6.01 -9.1 55.92 2.43 -1.53 -14.8 -23.32 4.71 7.45 -10.37 -13.93 -3.14
2017-01-30 7.01 5.08 6.01 -7.82 53.78 2.2 -1.78 -14.57 -22.26 5.3 7.85 -9.84 -13.33 -2.76
2017-01-31 7.25 4.89 6.35 -7.31 53.83 2.05 -1.73 -13.4 -21.64 5.84 7.3 -9.49 -12.27 -1.61
2017-02-01 7.03 5.49 6.66 -7.16 55.5 2.52 -1.42 -14.72 -22.62 5.42 6.87 -10.28 -12.75 -1.59
2017-02-02 6.7 5 7.09 -8.16 55.01 1.83 -2.1 -14.31 -22.76 7.81 7.03 -10.29 -12.91 -2.12
2017-02-03 7.65 5.82 7.1 -8.04 50.02 1.64 -1.2 -14.59 -22.96 7.33 6.35 -9.88 -13.28 -2.45
2017-02-06 8.1 5.51 7.17 -6.67 50.96 1.24 -1.14 -13.93 -22.42 7.51 6.23 -8.86 -13.06 -1.97
2017-02-07 6.48 4.69 6.78 -5.62 53.15 0.81 -0.92 -12.91 -22.54 8.56 7.39 -8.07 -12.51 -1.13
2017-02-08 6.16 3.76 8.19 -5.42 51.8 0.75 -1.17 -11.02 -21.63 8.9 7.05 -6.68 -11.85 -1.07
2017-02-09 6.24 3.83 7.63 -5.18 50.68 -0.1 -1.38 -11.59 -21.89 8.19 6.7 -8.18 -12.54 -1.85
2017-02-10 7.25 3.18 8.52 -4.51 56.7 0.57 -1 -11.56 -22.18 8.45 7.42 -8.12 -11.96 -1.38
2017-02-13 6.85 3.04 8.6 -5.38 59.55 1.6 -1.32 -12.16 -23.28 8.41 7.34 -8.82 -12.91 -1.65
2017-02-14 6.57 4.06 7.68 -5.85 58.69 2.64 -1.12 -12.59 -23.31 8.42 6.83 -9.38 -12.9 -1.33
2017-02-15 5.84 5.09 7.84 -5.58 59.1 1.95 -1.84 -13.27 -23.34 8.19 6.79 -9.59 -14 -1.76
2017-02-16 5.31 4.56 7.53 -4.79 57.99 1.49 -2.13 -12.67 -22.62 9.16 6.73 -9.51 -13.87 -1.58
2017-02-17 4.21 3.59 6.96 -4.15 56.19 0.91 -2.28 -12.88 -22.84 8.63 6.98 -7.99 -14.23 -1.59
2017-02-20 4.42 3.89 7.42 -4.41 58.26 1.01 -1.77 -12.6 -21.97 8.89 7.29 -8.34 -14.21 -1.11
2017-02-21 5.4 1.91 7.43 -4.42 58.76 1.54 -2.05 -12.75 -22.39 9.62 7.1 -8.44 -14.8 -1.69
2017-02-22 4.6 1.71 7.05 -4.3 56.5 1.75 -1.9 -13 -21.98 10.04 6.52 -7.8 -14.89 -1.97
2017-02-23 5.13 0.72 6.65 -4.27 54.18 1.5 -1.97 -12.71 -21.17 10.54 5.87 -7.45 -14.93 -1.36

Sectors (SPX)

(21)

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
2017-01-26 -0.18 1.22 -0.58 0.09 0.13 0.57 -0.72 -1.13 0.23 -0.94
2017-01-27 -1.04 0.87 0.31 -0.12 0.56 0.47 -0.65 -1.66 0.03 -0.16
2017-01-30 -2.19 0.75 0.5 0.4 0.33 0.3 -0.01 -1 -0.42 -0.03
2017-01-31 -2.19 0.15 2 0.21 -0.2 -0.55 1.7 -0.57 -0.97 0.19
2017-02-01 -2.96 0.16 2.7 0 0.45 -0.72 -0.09 -1.16 -0.43 -0.55
2017-02-02 -2.44 -0.33 2.78 -0.12 0.5 -1.03 0.82 -0.43 -1.01 -1.85
2017-02-03 -2.33 0.92 2.65 -0.96 0.45 -1 0.2 -0.63 -1.56 -2.19
2017-02-06 -2.99 0.78 2.81 -1.05 0.8 -0.74 0.26 -0.85 -1.61 -2.78
2017-02-07 -4.35 0.52 2.89 -1.21 1.2 -0.59 0.44 -0.05 -2.41 -2.76
2017-02-08 -4.49 -0.32 2.67 -0.67 1.3 -0.78 1.29 0.29 -2.26 -2.53
2017-02-09 -4.17 0.48 2.54 -0.56 1.01 -0.62 -0.15 0.09 -2.87 -2.62
2017-02-10 -3.81 0.36 2.31 -0.37 0.88 -0.23 0.12 -0.33 -2.33 -2.73
2017-02-13 -4.31 0.97 2.45 -0.8 1.01 0.25 0 -0.81 -2.22 -4.5
2017-02-14 -4.6 1.84 2.8 -0.62 0.9 -0.1 -1.15 -1.13 -2.54 -5.02
2017-02-15 -5.45 2.1 3.52 -0.61 0.8 -0.13 -2.05 -0.81 -3.21 -5.27
2017-02-16 -6.71 2.03 3.45 -0.99 1.09 -0.03 -1.02 -0.65 -3.18 -4.74
2017-02-17 -7.38 1.83 3.4 -0.86 1.18 -0.02 -1.12 -0.15 -3.62 -4.02
2017-02-21 -7.35 1.7 3.28 -0.87 1.11 -0.14 -0.64 0.27 -3.87 -4.05
2017-02-22 -8.76 1.89 3.24 -0.73 1.39 -0.33 -0.11 0.25 -3.48 -3.88
2017-02-23 -8.32 1.95 3.99 -1.5 1.23 -1.17 0.94 0.46 -4.1 -2.96

(60)

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
2017-01-26 -0.58 2.21 -3.97 -0.6 2.18 -0.87 -0.55 -0.66 3.48 -1.51
2017-01-27 -1.47 1.84 -3.08 -0.82 2.62 -0.98 -0.48 -1.22 3.26 -0.72
2017-01-30 -2.64 1.71 -2.88 -0.28 2.37 -1.14 0.18 -0.54 2.77 -0.58
2017-01-31 -2.65 1.09 -1.38 -0.48 1.82 -2 1.94 -0.09 2.19 -0.35
2017-02-01 -3.43 1.1 -0.68 -0.68 2.5 -2.17 0.1 -0.71 2.76 -1.11
2017-02-02 -2.91 0.58 -0.61 -0.82 2.54 -2.5 1.02 0.04 2.14 -2.45
2017-02-03 -2.8 1.89 -0.76 -1.68 2.51 -2.47 0.39 -0.16 1.58 -2.81
2017-02-06 -3.47 1.75 -0.59 -1.77 2.88 -2.2 0.46 -0.38 1.52 -3.4
2017-02-07 -4.87 1.47 -0.52 -1.93 3.3 -2.05 0.64 0.45 0.67 -3.38
2017-02-08 -5 0.61 -0.73 -1.37 3.41 -2.24 1.52 0.8 0.84 -3.14
2017-02-09 -4.69 1.44 -0.88 -1.27 3.11 -2.09 0.04 0.6 0.2 -3.24
2017-02-10 -4.32 1.32 -1.13 -1.08 2.98 -1.7 0.31 0.16 0.79 -3.35
2017-02-13 -4.84 1.95 -1.01 -1.53 3.13 -1.23 0.19 -0.34 0.92 -5.18
2017-02-14 -5.13 2.86 -0.67 -1.34 3.02 -1.59 -1 -0.67 0.6 -5.71
2017-02-15 -6.01 3.14 0.03 -1.34 2.92 -1.63 -1.93 -0.33 -0.1 -5.97
2017-02-16 -7.29 3.07 -0.03 -1.72 3.24 -1.51 -0.86 -0.17 -0.07 -5.42
2017-02-17 -7.99 2.86 -0.09 -1.59 3.33 -1.51 -0.97 0.35 -0.54 -4.69
2017-02-21 -7.96 2.73 -0.24 -1.61 3.26 -1.65 -0.47 0.79 -0.78 -4.73
2017-02-22 -9.4 2.93 -0.27 -1.46 3.56 -1.84 0.09 0.77 -0.37 -4.55
2017-02-23 -8.96 2.98 0.47 -2.25 3.38 -2.69 1.16 0.98 -1.03 -3.62

(180)

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
2017-01-26 1.52 16.82 -12.07 -0.32 3.46 3.93 -8.11 -8.67 2.76 -6.74
2017-01-27 0.61 16.38 -11.24 -0.54 3.91 3.82 -8.03 -9.19 2.55 -5.97
2017-01-30 -0.61 16.15 -10.99 0 3.65 3.62 -7.36 -8.5 2.06 -5.8
2017-01-31 -0.63 15.42 -9.59 -0.2 3.08 2.7 -5.71 -8.08 1.47 -5.58
2017-02-01 -1.43 15.44 -8.95 -0.41 3.78 2.52 -7.44 -8.65 2.04 -6.31
2017-02-02 -0.89 14.86 -8.89 -0.54 3.82 2.18 -6.58 -7.96 1.42 -7.6
2017-02-03 -0.75 16.47 -9.08 -1.41 3.81 2.25 -7.21 -8.2 0.86 -7.97
2017-02-06 -1.45 16.27 -8.9 -1.5 4.18 2.52 -7.14 -8.39 0.81 -8.53
2017-02-07 -2.9 15.95 -8.84 -1.67 4.6 2.67 -6.98 -7.62 -0.06 -8.52
2017-02-08 -3.04 14.97 -9.05 -1.11 4.71 2.48 -6.16 -7.3 0.11 -8.3
2017-02-09 -2.7 16.01 -9.23 -1 4.42 2.67 -7.58 -7.53 -0.53 -8.42
2017-02-10 -2.31 15.92 -9.5 -0.81 4.29 3.1 -7.36 -7.97 0.05 -8.55
2017-02-13 -2.83 16.73 -9.42 -1.25 4.45 3.63 -7.51 -8.47 0.19 -10.33
2017-02-14 -3.13 17.83 -9.14 -1.06 4.34 3.27 -8.66 -8.81 -0.14 -10.86
2017-02-15 -4.03 18.22 -8.53 -1.06 4.25 3.25 -9.57 -8.54 -0.85 -11.14
2017-02-16 -5.35 18.14 -8.58 -1.44 4.57 3.37 -8.55 -8.38 -0.81 -10.61
2017-02-17 -6.07 17.92 -8.65 -1.31 4.67 3.38 -8.67 -7.9 -1.28 -9.91
2017-02-21 -6.02 17.85 -8.84 -1.33 4.61 3.26 -8.25 -7.55 -1.53 -9.98
2017-02-22 -7.52 18.07 -8.86 -1.18 4.91 3.06 -7.72 -7.56 -1.12 -9.8
2017-02-23 -7.06 18.13 -8.17 -1.98 4.73 2.15 -6.72 -7.36 -1.78 -8.91

(365)

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
2017-01-26 9.98 21.3 -14.89 -3.5 7.57 4.65 -15.6 -15.92 10.39 -14.61
2017-01-27 8.86 20.8 -13.95 -3.74 8.09 4.52 -15.51 -16.47 10.12 -13.8
2017-01-30 7.34 20.53 -13.66 -3.11 7.77 4.3 -14.75 -15.69 9.5 -13.57
2017-01-31 7.32 19.69 -12.09 -3.33 7.1 3.26 -12.98 -15.23 8.79 -13.33
2017-02-01 6.35 19.7 -11.37 -3.56 7.93 3.06 -14.83 -15.85 9.48 -14.1
2017-02-02 7.01 19.04 -11.3 -3.72 7.97 2.66 -13.91 -15.11 8.74 -15.47
2017-02-03 7.23 20.9 -11.53 -4.71 7.97 2.74 -14.65 -15.42 8.1 -15.93
2017-02-06 6.36 20.67 -11.33 -4.8 8.4 3.05 -14.56 -15.61 8.02 -16.51
2017-02-07 4.62 20.31 -11.26 -4.98 8.91 3.23 -14.37 -14.78 7 -16.49
2017-02-08 4.44 19.17 -11.5 -4.36 9.03 3 -13.51 -14.45 7.2 -16.27
2017-02-09 4.91 20.39 -11.71 -4.26 8.71 3.22 -15.08 -14.73 6.47 -16.44
2017-02-10 5.41 20.29 -12.01 -4.06 8.57 3.71 -14.86 -15.23 7.19 -16.6
2017-02-13 4.81 21.22 -11.94 -4.57 8.77 4.3 -15.06 -15.81 7.39 -18.54
2017-02-14 4.49 22.5 -11.63 -4.37 8.66 3.9 -16.31 -16.19 7.02 -19.13
2017-02-15 3.44 22.96 -10.96 -4.39 8.56 3.88 -17.33 -15.94 6.21 -19.47
2017-02-16 1.84 22.87 -11.01 -4.81 8.95 4.02 -16.23 -15.76 6.25 -18.89
2017-02-17 0.99 22.62 -11.08 -4.67 9.07 4.03 -16.36 -15.25 5.7 -18.16
2017-02-21 1.09 22.55 -11.3 -4.7 9.02 3.9 -15.96 -14.92 5.44 -18.28
2017-02-22 -0.74 22.79 -11.33 -4.55 9.36 3.66 -15.39 -14.93 5.92 -18.09
2017-02-23 -0.17 22.87 -10.56 -5.42 9.16 2.64 -14.32 -14.72 5.14 -17.14

Sectors (China)

(21)

Sectors (Factors)

(21)

Value Factor Momentum Factor Quality Factor Low vol Factor Size Factor
2017-01-26 0.9 0.68 0.6 0.12 0.64
2017-01-27 0.46 0.83 0.46 0.1 0.3
2017-01-30 -0.17 0.22 0.01 -0.12 -0.1
2017-01-31 -0.14 0.22 -0.19 0.26 -0.22
2017-02-01 0.55 0.45 -0.33 -0.65 -0.68
2017-02-02 0.37 0.63 -0.3 -0.05 -0.33
2017-02-03 1.4 1.04 0.43 0.46 0.66
2017-02-06 1.32 0.99 0.31 0.05 0.43
2017-02-07 1.1 1.29 0.47 0.34 0.42
2017-02-08 0.93 1.55 0.43 0.86 0.62
2017-02-09 1.62 1.74 0.93 1.03 1.26
2017-02-10 1.94 2.06 1.41 1.56 1.81
2017-02-13 2.7 2.37 1.97 1.99 2.29
2017-02-14 3.48 2.36 2.41 1.89 2.22
2017-02-15 4.17 2.84 3.06 2.06 2.86
2017-02-16 4.13 3.03 3.17 2.57 2.68
2017-02-17 4.2 3.15 3.6 2.83 3.08
2017-02-21 5 3.88 4.06 3.4 3.86
2017-02-22 4.75 3.98 4.04 3.5 3.72
2017-02-23 4.54 3.73 4.34 3.93 3.67

(60)

Value Factor Momentum Factor Quality Factor Low vol Factor Size Factor
2017-01-26 3.85 2.99 2.53 1.98 3.05
2017-01-27 3.4 3.14 2.39 1.95 2.7
2017-01-30 2.75 2.52 1.94 1.73 2.29
2017-01-31 2.78 2.52 1.73 2.12 2.16
2017-02-01 3.48 2.75 1.59 1.2 1.69
2017-02-02 3.3 2.93 1.62 1.81 2.05
2017-02-03 4.37 3.35 2.36 2.32 3.06
2017-02-06 4.28 3.3 2.24 1.9 2.83
2017-02-07 4.05 3.62 2.4 2.2 2.82
2017-02-08 3.88 3.88 2.36 2.74 3.02
2017-02-09 4.58 4.07 2.87 2.91 3.68
2017-02-10 4.92 4.4 3.36 3.44 4.24
2017-02-13 5.7 4.72 3.93 3.88 4.73
2017-02-14 6.51 4.7 4.38 3.79 4.66
2017-02-15 7.22 5.2 5.04 3.96 5.31
2017-02-16 7.17 5.39 5.15 4.47 5.13
2017-02-17 7.24 5.52 5.59 4.74 5.54
2017-02-21 8.07 6.26 6.05 5.32 6.34
2017-02-22 7.81 6.37 6.04 5.42 6.2
2017-02-23 7.59 6.11 6.35 5.86 6.14

(180)

Value Factor Momentum Factor Quality Factor Low vol Factor Size Factor
2017-01-26 9.85 0.94 2.82 -1.04 4.09
2017-01-27 9.38 1.09 2.67 -1.07 3.73
2017-01-30 8.69 0.48 2.22 -1.28 3.32
2017-01-31 8.72 0.48 2.01 -0.9 3.2
2017-02-01 9.47 0.71 1.87 -1.8 2.72
2017-02-02 9.27 0.89 1.9 -1.21 3.08
2017-02-03 10.4 1.3 2.64 -0.71 4.1
2017-02-06 10.31 1.25 2.52 -1.11 3.87
2017-02-07 10.06 1.55 2.69 -0.83 3.86
2017-02-08 9.88 1.81 2.64 -0.31 4.06
2017-02-09 10.63 2 3.15 -0.14 4.73
2017-02-10 10.98 2.32 3.65 0.38 5.29
2017-02-13 11.81 2.63 4.22 0.81 5.79
2017-02-14 12.66 2.62 4.67 0.71 5.72
2017-02-15 13.41 3.11 5.33 0.88 6.38
2017-02-16 13.37 3.29 5.44 1.37 6.2
2017-02-17 13.44 3.42 5.88 1.64 6.61
2017-02-21 14.32 4.15 6.35 2.2 7.41
2017-02-22 14.04 4.25 6.33 2.3 7.27
2017-02-23 13.81 3.99 6.64 2.73 7.21

(365)

Value Factor Momentum Factor Quality Factor Low vol Factor Size Factor
2017-01-26 25.3 13.19 13.59 9.18 26.32
2017-01-27 24.76 13.36 13.43 9.15 25.89
2017-01-30 23.97 12.67 12.93 8.92 25.39
2017-01-31 24.01 12.67 12.71 9.33 25.24
2017-02-01 24.86 12.93 12.54 8.34 24.65
2017-02-02 24.63 13.13 12.58 8.99 25.1
2017-02-03 25.92 13.59 13.4 9.54 26.33
2017-02-06 25.82 13.53 13.27 9.1 26.05
2017-02-07 25.54 13.88 13.45 9.41 26.04
2017-02-08 25.33 14.17 13.4 9.99 26.28
2017-02-09 26.19 14.38 13.96 10.17 27.1
2017-02-10 26.59 14.74 14.51 10.75 27.78
2017-02-13 27.53 15.09 15.14 11.22 28.39
2017-02-14 28.51 15.08 15.64 11.11 28.29
2017-02-15 29.36 15.62 16.37 11.29 29.1
2017-02-16 29.31 15.83 16.49 11.84 28.88
2017-02-17 29.4 15.97 16.98 12.13 29.37
2017-02-21 30.39 16.79 17.49 12.76 30.35
2017-02-22 30.08 16.9 17.48 12.86 30.18
2017-02-23 29.82 16.62 17.82 13.33 30.11

Price Ratio

DM - EM
2017-01-27 6.7
2017-01-30 6.37
2017-01-31 6.79
2017-02-01 6.45
2017-02-02 6.32
2017-02-03 6.52
2017-02-06 5.68
2017-02-07 5.96
2017-02-08 6.05
2017-02-09 5.94
2017-02-10 5.87
2017-02-13 5.81
2017-02-14 5.96
2017-02-15 5.72
2017-02-16 5.5
2017-02-17 6.18
2017-02-20 5.73
2017-02-21 5.86
2017-02-22 5.27
2017-02-23 5.44

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
2017-01-27 13360 3.87 4.43 68.04 3.14 13.47 20.89 59.88 1536.18
2017-01-30 13349 3.78 4.43 67.95 3.13 13.51 20.78 59.91 1538.55
2017-01-31 13369 3.77 4.43 67.86 3.15 13.48 20.83 60.19 1537.9
2017-02-01 13368 3.77 4.43 67.47 3.13 13.47 20.71 60.14 1539.24
2017-02-02 13351 3.74 4.42 67.38 3.12 13.4 20.56 59.41 1547.42
2017-02-03 13343 3.7 4.43 67.32 3.12 13.27 20.36 59 1551.2
2017-02-06 13320 3.68 4.43 67.22 3.12 13.32 20.56 58.93 1552.85
2017-02-07 13329 3.75 4.44 67.41 3.12 13.45 20.62 59.49 1547.9
2017-02-08 13327 3.72 4.44 67.19 3.12 13.41 20.48 59.18 1548.25
2017-02-09 13295 3.68 4.44 66.85 3.13 13.4 20.35 58.92 1550.87
2017-02-10 13312 3.7 4.44 66.88 3.12 13.34 20.35 58.31 1550.55
2017-02-13 13324 3.67 4.45 67.02 3.11 13.33 20.28 57.95 1551.93
2017-02-14 13330 3.65 4.45 66.92 3.09 13.11 20.26 57.06 1557.74
2017-02-15 13317 3.66 4.45 66.91 3.06 12.92 20.27 57.21 1562.2
2017-02-16 13322 3.67 4.45 67.07 3.09 13.03 20.38 57.62 1563.49
2017-02-17 13333 3.63 4.45 67.02 3.1 13.04 20.43 58.29 1557.59
2017-02-20 13354 3.62 4.46 66.92 3.09 13.04 20.37 57.98 1559.1
2017-02-21 13372 3.62 4.46 66.92 3.1 13.14 20.01 57.42 1557.92
2017-02-22 13368 3.58 4.45 66.97 3.06 12.97 19.91 58.04 1562.01
2017-02-23 13351 3.57 4.45 66.83 3.06 12.87 19.67 57.77 1568.15

FX Yield (EM)

(21)

인도네시아 루피아 터키 리라 링깃 인도 루피 Real 란드 Peso Ruble MSCI EM Currency
2017-01-27 -0.01 1.04 -0.38 -0.26 -0.92 1.75 -0.88 0.57 0.04
2017-01-30 -0.09 -1.28 -0.38 -0.39 -1.38 2 -1.37 0.63 0.19
2017-01-31 0.06 -1.49 -0.42 -0.51 -0.68 1.77 -1.14 1.1 0.15
2017-02-01 0.05 -1.59 -0.42 -1.08 -1.32 1.74 -1.73 1.01 0.24
2017-02-02 -0.07 -2.43 -0.54 -1.23 -1.53 1.19 -2.43 -0.21 0.77
2017-02-03 -0.13 -3.48 -0.43 -1.32 -1.49 0.19 -3.36 -0.9 1.02
2017-02-06 -0.31 -3.82 -0.46 -1.46 -1.6 0.57 -2.41 -1.02 1.12
2017-02-07 -0.24 -2.21 -0.26 -1.18 -1.55 1.58 -2.14 -0.09 0.8
2017-02-08 -0.25 -2.91 -0.17 -1.5 -1.72 1.3 -2.81 -0.61 0.82
2017-02-09 -0.49 -3.87 -0.17 -2 -1.35 1.22 -3.42 -1.03 1
2017-02-10 -0.37 -3.46 -0.07 -1.95 -1.73 0.72 -3.44 -2.06 0.97
2017-02-13 -0.28 -4.13 0.03 -1.76 -1.89 0.71 -3.75 -2.66 1.06
2017-02-14 -0.23 -4.67 0.05 -1.9 -2.68 -1.03 -3.85 -4.16 1.44
2017-02-15 -0.33 -4.45 0.04 -1.92 -3.56 -2.46 -3.78 -3.91 1.73
2017-02-16 -0.29 -4.25 0.16 -1.67 -2.53 -1.58 -3.28 -3.23 1.82
2017-02-17 -0.21 -5.21 0.13 -1.75 -2.28 -1.54 -3.05 -2.09 1.43
2017-02-20 -0.05 -5.37 0.26 -1.89 -2.6 -1.48 -3.32 -2.62 1.53
2017-02-21 0.08 -5.48 0.23 -1.89 -2.32 -0.78 -5.02 -3.55 1.45
2017-02-22 0.05 -6.54 0.15 -1.83 -3.33 -2.02 -5.53 -2.51 1.72
2017-02-23 -0.07 -6.82 0.07 -2.04 -3.38 -2.79 -6.67 -2.96 2.12

(60)

인도네시아 루피아 터키 리라 링깃 인도 루피 Real 란드 Peso Ruble MSCI EM Currency
2017-01-27 -1.44 10.45 -0.32 -1.07 -9.34 -4.49 0.52 -6.4 2.39
2017-01-30 -1.52 7.91 -0.32 -1.2 -9.76 -4.26 0.03 -6.35 2.55
2017-01-31 -1.37 7.69 -0.36 -1.32 -9.12 -4.48 0.26 -5.91 2.5
2017-02-01 -1.38 7.58 -0.36 -1.89 -9.71 -4.5 -0.34 -5.99 2.59
2017-02-02 -1.5 6.66 -0.48 -2.04 -9.89 -5.01 -1.05 -7.13 3.14
2017-02-03 -1.56 5.51 -0.37 -2.12 -9.86 -5.95 -2 -7.77 3.39
2017-02-06 -1.73 5.13 -0.4 -2.26 -9.96 -5.6 -1.04 -7.88 3.5
2017-02-07 -1.67 6.9 -0.21 -1.98 -9.91 -4.65 -0.76 -7.01 3.17
2017-02-08 -1.68 6.14 -0.11 -2.3 -10.07 -4.91 -1.44 -7.49 3.19
2017-02-09 -1.92 5.09 -0.11 -2.8 -9.73 -4.98 -2.06 -7.89 3.37
2017-02-10 -1.79 5.53 -0.01 -2.75 -10.09 -5.46 -2.08 -8.85 3.35
2017-02-13 -1.7 4.81 0.08 -2.56 -10.22 -5.47 -2.39 -9.41 3.44
2017-02-14 -1.66 4.21 0.11 -2.7 -10.95 -7.1 -2.49 -10.8 3.83
2017-02-15 -1.76 4.45 0.1 -2.72 -11.75 -8.44 -2.42 -10.57 4.12
2017-02-16 -1.72 4.67 0.21 -2.48 -10.82 -7.61 -1.92 -9.94 4.21
2017-02-17 -1.64 3.62 0.19 -2.55 -10.58 -7.57 -1.68 -8.88 3.82
2017-02-20 -1.48 3.44 0.32 -2.69 -10.87 -7.53 -1.96 -9.37 3.92
2017-02-21 -1.35 3.32 0.29 -2.69 -10.62 -6.86 -3.68 -10.24 3.84
2017-02-22 -1.38 2.17 0.2 -2.62 -11.54 -8.03 -4.2 -9.27 4.11
2017-02-23 -1.5 1.86 0.12 -2.84 -11.59 -8.75 -5.35 -9.69 4.52

(180)

인도네시아 루피아 터키 리라 링깃 인도 루피 Real 란드 Peso Ruble MSCI EM Currency
2017-01-27 0.69 30.84 9.86 1.84 -2.89 -8.54 11.19 -8.44 0.24
2017-01-30 0.61 27.83 9.86 1.7 -3.34 -8.32 10.65 -8.39 0.4
2017-01-31 0.76 27.57 9.82 1.58 -2.66 -8.53 10.91 -7.96 0.35
2017-02-01 0.75 27.44 9.82 1 -3.29 -8.55 10.24 -8.03 0.44
2017-02-02 0.63 26.35 9.68 0.85 -3.49 -9.04 9.46 -9.15 0.98
2017-02-03 0.57 24.98 9.81 0.76 -3.45 -9.94 8.41 -9.78 1.22
2017-02-06 0.39 24.54 9.77 0.61 -3.56 -9.6 9.48 -9.88 1.33
2017-02-07 0.46 26.63 9.99 0.9 -3.51 -8.7 9.78 -9.04 1.01
2017-02-08 0.44 25.73 10.09 0.57 -3.68 -8.94 9.03 -9.51 1.03
2017-02-09 0.2 24.49 10.09 0.06 -3.31 -9.01 8.34 -9.9 1.2
2017-02-10 0.33 25.01 10.2 0.11 -3.69 -9.47 8.32 -10.83 1.18
2017-02-13 0.42 24.15 10.31 0.31 -3.84 -9.48 7.98 -11.38 1.27
2017-02-14 0.47 23.45 10.34 0.16 -4.62 -11.04 7.86 -12.75 1.65
2017-02-15 0.37 23.73 10.33 0.14 -5.48 -12.32 7.94 -12.52 1.94
2017-02-16 0.41 23.99 10.45 0.39 -4.47 -11.53 8.5 -11.9 2.02
2017-02-17 0.49 22.75 10.43 0.31 -4.23 -11.49 8.76 -10.86 1.64
2017-02-20 0.65 22.54 10.57 0.17 -4.54 -11.45 8.46 -11.34 1.74
2017-02-21 0.78 22.4 10.53 0.17 -4.27 -10.81 6.55 -12.19 1.66
2017-02-22 0.75 21.03 10.44 0.24 -5.25 -11.93 5.98 -11.24 1.93
2017-02-23 0.63 20.66 10.35 0.02 -5.3 -12.62 4.7 -11.65 2.33

(365)

인도네시아 루피아 터키 리라 링깃 인도 루피 Real 란드 Peso Ruble MSCI EM Currency
2017-01-27 2.1 32.78 5.41 0.2 -21.48 -12.73 16.5 -17.82 4.86
2017-01-30 2.02 29.73 5.41 0.07 -21.84 -12.52 15.93 -17.77 5.02
2017-01-31 2.17 29.46 5.37 -0.05 -21.28 -12.72 16.2 -17.39 4.97
2017-02-01 2.16 29.33 5.37 -0.62 -21.8 -12.74 15.5 -17.46 5.06
2017-02-02 2.03 28.22 5.23 -0.77 -21.96 -13.21 14.68 -18.46 5.62
2017-02-03 1.97 26.84 5.35 -0.86 -21.92 -14.07 13.58 -19.02 5.88
2017-02-06 1.8 26.39 5.32 -1 -22.02 -13.74 14.7 -19.12 5.99
2017-02-07 1.86 28.51 5.53 -0.72 -21.98 -12.88 15.02 -18.35 5.66
2017-02-08 1.85 27.6 5.63 -1.04 -22.11 -13.11 14.23 -18.78 5.68
2017-02-09 1.6 26.34 5.63 -1.54 -21.82 -13.18 13.51 -19.13 5.86
2017-02-10 1.73 26.86 5.73 -1.49 -22.12 -13.61 13.49 -19.97 5.84
2017-02-13 1.83 26 5.83 -1.3 -22.24 -13.63 13.13 -20.46 5.93
2017-02-14 1.87 25.28 5.86 -1.44 -22.87 -15.11 13.01 -21.69 6.33
2017-02-15 1.77 25.57 5.85 -1.46 -23.57 -16.34 13.09 -21.48 6.63
2017-02-16 1.81 25.83 5.97 -1.22 -22.76 -15.58 13.68 -20.92 6.72
2017-02-17 1.9 24.58 5.95 -1.29 -22.56 -15.55 13.95 -20 6.32
2017-02-20 2.06 24.36 6.08 -1.43 -22.8 -15.5 13.63 -20.43 6.42
2017-02-21 2.19 24.22 6.05 -1.43 -22.59 -14.9 11.64 -21.19 6.34
2017-02-22 2.16 22.83 5.96 -1.37 -23.38 -15.97 11.04 -20.34 6.62
2017-02-23 2.03 22.45 5.88 -1.58 -23.42 -16.62 9.7 -20.71 7.04

FX Carry Trade (EM)

FX Carry Trade (Asia) FX Carry Trade (Emerging) USDKRW
2017-01-27 176.96 239.79 1171.07
2017-01-30 177.31 241.48 1176.01
2017-01-31 177.07 241.82 1161.31
2017-02-01 177.46 241.93 1158.21
2017-02-02 177.44 243.72 1146.95
2017-02-03 178.04 244.85 1147.7
2017-02-06 178.44 243.97 1137.9
2017-02-07 178.07 243.37 1144.13
2017-02-08 178.22 244 1147.16
2017-02-09 178.51 244.06 1146.13
2017-02-10 178.4 244.35 1150.97
2017-02-13 178.27 244.3 1151.9
2017-02-14 178.41 244.9 1137.43
2017-02-15 178.48 245.76 1142.18
2017-02-16 178.41 245.67 1141.64
2017-02-17 178.33 245.04 1146.31
2017-02-20 178.42 245.73 1147.52
2017-02-21 178.34 245.29 1146.28
2017-02-22 178.09 246.45 1142.39
2017-02-23 178.4 248.2 1137.54

FX (DM)

Dollar Index EURUSD USDJPY USDKRW USDCNH USDGBP
2017-01-27 100.53 1.07 115.1 1171.07 6.87 0.8
2017-01-30 100.37 1.07 113.77 1176.01 6.86 0.8
2017-01-31 99.61 1.08 112.8 1161.31 6.83 0.79
2017-02-01 99.76 1.08 113.25 1158.21 6.83 0.79
2017-02-02 99.82 1.08 112.8 1146.95 6.81 0.8
2017-02-03 99.87 1.08 112.61 1147.7 6.8 0.8
2017-02-06 99.89 1.07 111.74 1137.9 6.8 0.8
2017-02-07 100.39 1.07 112.39 1144.13 6.84 0.8
2017-02-08 100.28 1.07 111.93 1147.16 6.84 0.8
2017-02-09 100.66 1.07 113.25 1146.13 6.86 0.8
2017-02-10 100.8 1.06 113.22 1150.97 6.86 0.8
2017-02-13 100.99 1.06 113.74 1151.9 6.87 0.8
2017-02-14 101.21 1.06 114.26 1137.43 6.86 0.8
2017-02-15 101.1 1.06 114.16 1142.18 6.85 0.8
2017-02-16 100.44 1.07 113.24 1141.64 6.85 0.8
2017-02-17 100.95 1.06 112.84 1146.31 6.85 0.81
2017-02-20 100.9 1.06 113.1 1147.52 6.86 0.8
2017-02-21 101.45 1.05 113.68 1146.28 6.86 0.8
2017-02-22 101.34 1.06 113.31 1142.39 6.86 0.8
2017-02-23 100.97 1.06 112.61 1137.54 6.85 0.8

FX Yield (DM)

(21)

Dollar Index EURUSD USDJPY USDKRW USDCNH USDGBP
2017-01-27 0.59 -0.46 1.61 0.43 0.61 0.66
2017-01-30 0.43 -0.49 0.43 0.85 0.52 1.19
2017-01-31 -0.33 0.47 -0.42 -0.41 0 0.43
2017-02-01 -0.18 0.2 -0.03 -0.68 0.05 -0.19
2017-02-02 -0.12 0.1 -0.42 -1.64 -0.26 0.85
2017-02-03 -0.07 0.33 -0.59 -1.58 -0.37 1.21
2017-02-06 -0.04 0.02 -1.36 -2.42 -0.4 1.34
2017-02-07 0.45 -0.6 -0.79 -1.88 0.11 0.99
2017-02-08 0.34 -0.47 -1.19 -1.62 0.21 0.75
2017-02-09 0.72 -0.87 -0.03 -1.71 0.53 1.11
2017-02-10 0.86 -0.98 -0.05 -1.3 0.52 1.15
2017-02-13 1.05 -1.4 0.41 -1.22 0.68 0.86
2017-02-14 1.27 -1.58 0.87 -2.46 0.47 1.33
2017-02-15 1.16 -1.37 0.78 -2.05 0.25 1.38
2017-02-16 0.5 -0.69 -0.04 -2.1 0.32 1.16
2017-02-17 1.01 -1.23 -0.39 -1.7 0.34 1.79
2017-02-20 0.96 -1.25 -0.16 -1.59 0.44 1.38
2017-02-21 1.51 -1.97 0.35 -1.7 0.53 1.29
2017-02-22 1.4 -1.77 0.03 -2.03 0.43 1.5
2017-02-23 1.03 -1.54 -0.59 -2.45 0.32 0.63

(60)

Dollar Index EURUSD USDJPY USDKRW USDCNH USDGBP
2017-01-27 -0.5 0.36 0.88 0.31 -0.16 0.31
2017-01-30 -0.66 0.32 -0.29 0.73 -0.25 0.84
2017-01-31 -1.41 1.29 -1.14 -0.53 -0.77 0.09
2017-02-01 -1.27 1.01 -0.74 -0.8 -0.72 -0.53
2017-02-02 -1.21 0.92 -1.14 -1.76 -1.02 0.5
2017-02-03 -1.16 1.14 -1.31 -1.7 -1.13 0.87
2017-02-06 -1.13 0.83 -2.07 -2.54 -1.17 0.99
2017-02-07 -0.64 0.21 -1.5 -2 -0.66 0.64
2017-02-08 -0.75 0.35 -1.9 -1.74 -0.56 0.4
2017-02-09 -0.38 -0.06 -0.74 -1.83 -0.24 0.77
2017-02-10 -0.24 -0.17 -0.77 -1.42 -0.25 0.81
2017-02-13 -0.05 -0.59 -0.32 -1.34 -0.09 0.52
2017-02-14 0.17 -0.78 0.14 -2.58 -0.3 0.98
2017-02-15 0.06 -0.56 0.05 -2.17 -0.51 1.03
2017-02-16 -0.59 0.12 -0.75 -2.21 -0.45 0.82
2017-02-17 -0.09 -0.42 -1.1 -1.81 -0.43 1.45
2017-02-20 -0.14 -0.44 -0.88 -1.71 -0.33 1.03
2017-02-21 0.41 -1.17 -0.37 -1.82 -0.25 0.94
2017-02-22 0.3 -0.97 -0.69 -2.15 -0.34 1.16
2017-02-23 -0.07 -0.74 -1.31 -2.57 -0.45 0.29

(180)

Dollar Index EURUSD USDJPY USDKRW USDCNH USDGBP
2017-01-27 4.69 -4.11 11.28 5.05 2.66 4.68
2017-01-30 4.53 -4.15 10 5.49 2.57 5.23
2017-01-31 3.74 -3.23 9.06 4.17 2.03 4.44
2017-02-01 3.89 -3.49 9.49 3.89 2.08 3.8
2017-02-02 3.96 -3.58 9.06 2.88 1.77 4.87
2017-02-03 4.01 -3.36 8.88 2.95 1.66 5.26
2017-02-06 4.03 -3.66 8.03 2.07 1.62 5.39
2017-02-07 4.55 -4.26 8.66 2.63 2.15 5.02
2017-02-08 4.43 -4.12 8.22 2.9 2.25 4.77
2017-02-09 4.83 -4.51 9.49 2.81 2.57 5.15
2017-02-10 4.98 -4.62 9.47 3.24 2.57 5.19
2017-02-13 5.17 -5.02 9.97 3.33 2.73 4.89
2017-02-14 5.4 -5.2 10.47 2.03 2.52 5.37
2017-02-15 5.29 -4.99 10.37 2.46 2.3 5.43
2017-02-16 4.6 -4.34 9.48 2.41 2.36 5.2
2017-02-17 5.13 -4.86 9.1 2.83 2.38 5.86
2017-02-20 5.08 -4.88 9.35 2.94 2.48 5.43
2017-02-21 5.65 -5.57 9.91 2.82 2.57 5.33
2017-02-22 5.54 -5.38 9.55 2.47 2.48 5.56
2017-02-23 5.15 -5.16 8.88 2.04 2.36 4.65

(365)

Dollar Index EURUSD USDJPY USDKRW USDCNH USDGBP
2017-01-27 3.42 -2.83 2.2 -2.95 5.55 13.26
2017-01-30 3.25 -2.87 1.02 -2.54 5.45 13.86
2017-01-31 2.47 -1.93 0.16 -3.76 4.9 13.01
2017-02-01 2.62 -2.2 0.56 -4.02 4.96 12.31
2017-02-02 2.69 -2.29 0.16 -4.95 4.64 13.48
2017-02-03 2.74 -2.07 -0.01 -4.89 4.52 13.89
2017-02-06 2.76 -2.37 -0.78 -5.7 4.49 14.03
2017-02-07 3.27 -2.98 -0.2 -5.19 5.02 13.63
2017-02-08 3.16 -2.84 -0.61 -4.93 5.13 13.36
2017-02-09 3.55 -3.23 0.56 -5.02 5.46 13.78
2017-02-10 3.69 -3.34 0.53 -4.62 5.46 13.82
2017-02-13 3.89 -3.75 0.99 -4.54 5.62 13.49
2017-02-14 4.12 -3.93 1.46 -5.74 5.41 14.02
2017-02-15 4 -3.72 1.37 -5.35 5.17 14.07
2017-02-16 3.32 -3.06 0.55 -5.39 5.24 13.83
2017-02-17 3.85 -3.59 0.2 -5 5.26 14.54
2017-02-20 3.8 -3.61 0.43 -4.9 5.37 14.07
2017-02-21 4.36 -4.31 0.94 -5.01 5.46 13.97
2017-02-22 4.25 -4.11 0.61 -5.33 5.36 14.22
2017-02-23 3.87 -3.9 -0.01 -5.73 5.24 13.24

FX Vol.

3M (Implied)

USDKRWV3M EURKRWV3M USDJPYV3M USDCNYV3M EURGBPV3M
2017-01-27 11.24 10.2 12.21 6.03 9.5
2017-01-30 11.31 10.29 12.45 6.1 9.83
2017-01-31 11.34 10.26 12.45 6.2 9.77
2017-02-01 11.33 10.41 12.22 6.19 9.68
2017-02-02 11.29 10.34 12.21 6.19 9.82
2017-02-03 11.43 10.37 11.91 6.19 9.69
2017-02-06 11.32 10.35 11.66 6.21 9.96
2017-02-07 11.33 10.45 11.87 6.11 10.11
2017-02-08 11.54 10.73 12.26 6.2 11.01
2017-02-09 11.35 10.89 12.41 6 10.9
2017-02-10 11.43 10.91 12.33 5.92 10.74
2017-02-13 11.34 10.96 12.28 5.85 10.76
2017-02-14 11.32 10.87 11.98 5.27 10.71
2017-02-15 11.1 10.73 11.36 5.06 10.49
2017-02-16 11.06 10.69 11.26 4.93 10.45
2017-02-17 11.01 10.5 11.36 4.96 10.54
2017-02-20 11.2 10.56 11.68 5.01 10.73
2017-02-21 11.29 10.67 11.66 5.02 11.06
2017-02-22 11.16 10.65 11.82 5 11.1
2017-02-23 11.23 10.64 11.75 4.78 10.97

1M (Implied)

USDKRWV1M EURKRWV1M USDJPYV1M USDCNYV1M EURGBPV1M EURUSDV1M
2017-01-27 10.86 9.01 12.03 5.49 9.02 8.05
2017-01-30 11.09 9.19 12.12 5.63 9.2 8.49
2017-01-31 11.23 9.21 12.35 5.71 9.14 8.22
2017-02-01 11.33 9.62 12.11 5.69 9.13 7.96
2017-02-02 11.28 9.66 12.23 5.58 9.14 7.89
2017-02-03 11.58 9.94 11.8 5.51 8.94 7.69
2017-02-06 11.25 9.69 11.47 5.56 9.06 7.81
2017-02-07 11.07 9.69 11.6 5.43 9.12 7.91
2017-02-08 11.27 9.33 11.46 5.43 9.01 7.88
2017-02-09 10.78 9.22 11.66 5.04 9.03 7.94
2017-02-10 11.12 9.36 11.66 4.99 8.82 8.06
2017-02-13 10.92 9.29 11.23 4.9 8.74 8.06
2017-02-14 10.84 9.22 10.71 4.2 8.53 7.84
2017-02-15 10.57 9.12 10.18 4.1 8.16 7.74
2017-02-16 10.9 9.23 10.98 4.13 8.41 8.35
2017-02-17 10.77 8.82 11.15 4.13 8.34 8.45
2017-02-20 10.73 8.8 11.16 4.09 8.26 8.28
2017-02-21 10.73 8.85 11.06 4.04 8.44 8.91
2017-02-22 10.58 8.79 11.12 4.04 8.48 8.83
2017-02-23 10.54 8.72 10.97 3.64 8.44 8.75

3M (Risky)

USDCNH 3M RR EURGBP 3M RR EURUSD 3M RR USDJPY 3M RR GBPUSD 3M RR
2017-01-27 1.38 0.24 -1.21 -0.34 -1.41
2017-01-30 1.45 0.24 -1.38 -0.48 -1.48
2017-01-31 1.46 0.19 -1.17 -0.68 -1.45
2017-02-01 1.44 0.15 -1.14 -0.66 -1.32
2017-02-02 1.4 0.16 -1.12 -0.75 -1.32
2017-02-03 1.35 0.16 -1.09 -0.74 -1.34
2017-02-06 1.34 0.18 -1.15 -0.74 -1.31
2017-02-07 1.37 0.17 -1.38 -0.74 -1.31
2017-02-08 1.37 -0.53 -2.21 -1.05 -1.39
2017-02-09 1.36 -0.57 -2.27 -0.98 -1.37
2017-02-10 1.34 -0.54 -2.35 -0.97 -1.38
2017-02-13 1.3 -0.7 -2.46 -0.88 -1.38
2017-02-14 1.22 -0.7 -2.46 -0.88 -1.35
2017-02-15 1.23 -0.73 -2.36 -0.86 -1.3
2017-02-16 1.09 -0.72 -2.36 -0.93 -1.27
2017-02-17 1.09 -0.77 -2.38 -1.14 -1.27
2017-02-20 1.11 -1.12 -2.54 -1.32 -1.24
2017-02-21 1.12 -1.25 -2.83 -1.47 -1.24
2017-02-22 1.14 -1.73 -2.97 -1.59 -1.24
2017-02-23 1.17 -1.78 -2.88 -1.59 -1.19

Fixed Income

Gov 10Y

UST 10Y German 10Y Spain 10Y Italy 10Y Portugal 10Y KRW 10Y UK 10Y China Treasury Yield (10Y) Japan 10Y
2017-01-27 2.48 0.46 1.59 2.23 4.11 2.19 1.47 3.37 0.08
2017-01-30 2.49 0.45 1.63 2.33 4.21 2.19 1.44 3.37 0.08
2017-01-31 2.45 0.44 1.6 2.26 4.16 2.15 1.42 3.37 0.09
2017-02-01 2.47 0.47 1.68 2.31 4.18 2.17 1.45 3.37 0.1
2017-02-02 2.47 0.43 1.64 2.23 4.09 2.16 1.38 3.37 0.12
2017-02-03 2.46 0.41 1.68 2.27 4.15 2.18 1.35 3.42 0.1
2017-02-06 2.41 0.37 1.79 2.38 4.22 2.16 1.32 3.5 0.11
2017-02-07 2.39 0.35 1.77 2.37 4.21 2.14 1.29 3.47 0.11
2017-02-08 2.34 0.3 1.7 2.25 4.09 2.12 1.21 3.45 0.1
2017-02-09 2.39 0.31 1.62 2.17 4.02 2.14 1.25 3.42 0.1
2017-02-10 2.41 0.32 1.7 2.27 4.09 2.14 1.26 3.44 0.09
2017-02-13 2.44 0.33 1.66 2.23 3.98 2.15 1.29 3.42 0.09
2017-02-14 2.47 0.37 1.67 2.23 4.02 2.13 1.31 3.42 0.1
2017-02-15 2.49 0.37 1.68 2.24 4.06 2.15 1.3 3.44 0.09
2017-02-16 2.45 0.35 1.6 2.16 3.96 2.14 1.26 3.4 0.1
2017-02-17 2.41 0.3 1.64 2.19 3.99 2.14 1.21 3.36 0.09
2017-02-20 2.41 0.3 1.61 2.18 3.96 2.19 1.23 3.32 0.1
2017-02-21 2.43 0.3 1.68 2.25 4 2.2 1.24 3.37 0.1
2017-02-22 2.41 0.28 1.69 2.19 3.94 2.24 1.2 3.34 0.08
2017-02-23 2.37 0.23 1.69 2.23 3.95 2.19 1.15 3.32 0.08

Gov Spread

UST 10Y - UST 1Y German 10Y - German 1Y Spain 10Y - Spain 1Y Italy 10Y - Italy 1Y Portugal 10Y - Portugal 1Y KRW 10Y - KRW 1Y China Treasury Yield (10Y) - China Treasury Yield (1Y)
2017-01-27 1.7 1.09 1.88 2.48 4.18 0.69 0.7
2017-01-30 1.71 1.07 1.91 2.58 4.28 0.69 0.7
2017-01-31 1.69 1.1 1.89 2.52 4.24 0.66 0.7
2017-02-01 1.65 1.14 1.98 2.58 4.26 0.68 0.7
2017-02-02 1.66 1.12 1.94 2.52 4.16 0.69 0.7
2017-02-03 1.66 1.12 1.98 2.55 4.23 0.71 0.76
2017-02-06 1.63 1.1 2.07 2.64 4.3 0.7 0.86
2017-02-07 1.61 1.11 2.06 2.63 4.3 0.69 0.72
2017-02-08 1.56 1.08 1.99 2.52 4.18 0.67 0.65
2017-02-09 1.61 1.09 1.92 2.44 4.11 0.68 0.68
2017-02-10 1.62 1.1 2 2.55 4.18 0.68 0.69
2017-02-13 1.64 1.1 1.94 2.48 4.08 0.7 0.66
2017-02-14 1.65 1.17 1.97 2.49 4.1 0.68 0.67
2017-02-15 1.67 1.16 1.97 2.5 4.15 0.69 0.71
2017-02-16 1.65 1.12 1.89 2.42 4.05 0.68 0.67
2017-02-17 1.62 1.09 1.91 2.46 4.08 0.68 0.65
2017-02-20 1.62 1.11 1.89 2.45 4.05 0.73 0.61
2017-02-21 1.63 1.13 1.96 2.5 4.09 0.75 0.66
2017-02-22 1.62 1.14 1.97 2.44 4.03 0.79 0.62
2017-02-23 1.59 1.1 1.96 2.48 4.04 0.74 0.61

##            UST.2Y...German.2Y UST.2Y...Japan.2Y EURUSD USDJPY
## 2017-01-27             1.8842            1.4102 1.0699 115.10
## 2017-01-30             1.8862            1.4442 1.0695 113.77
## 2017-01-31             1.9034            1.3984 1.0798 112.80
## 2017-02-01             1.9265            1.4275 1.0769 113.25
## 2017-02-02             1.9376            1.4116 1.0759 112.80
## 2017-02-03             1.9389            1.4219 1.0783 112.61
## 2017-02-06             1.9230            1.3610 1.0750 111.74
## 2017-02-07             1.9410            1.3760 1.0683 112.39
## 2017-02-08             1.9320            1.3560 1.0698 111.93
## 2017-02-09             1.9522            1.3682 1.0655 113.25
## 2017-02-10             1.9785            1.3965 1.0643 113.22
## 2017-02-13             1.9917            1.4037 1.0598 113.74
## 2017-02-14             2.0313            1.4433 1.0578 114.26
## 2017-02-15             2.0386            1.4816 1.0601 114.16
## 2017-02-16             1.9751            1.4371 1.0674 113.24
## 2017-02-17             1.9982            1.4242 1.0616 112.84
## 2017-02-20             2.0322            1.4172 1.0614 113.10
## 2017-02-21             2.0677            1.4367 1.0536 113.68
## 2017-02-22             2.0992            1.4732 1.0558 113.31
## 2017-02-23             2.0885            1.4395 1.0582 112.61

Commodity

Commodity

Crude Gold Coal Copper Iron Ore (Dalian) Rebar (Dalian) Heating Oil Gasolin LME Aluminum Spot LME Nikkel Spot
2017-01-27 53.17 1191.1 1229.5 268.95 646.5 3339 161.89 152.71 1827.5 9420.5
2017-01-30 52.63 1196 1229.5 265.5 646.5 3339 160.67 150.55 1807 9622.5
2017-01-31 52.81 1211.4 1229.5 272.75 646.5 3339 163.08 155.01 1820.5 9899.5
2017-02-01 53.55 1211.7 1229.5 271.1 646.5 3339 167.15 157.85 1818 10193.25
2017-02-02 53.54 1219.4 1229.5 268.55 646.5 3339 165.18 153.29 1813 10341
2017-02-03 53.83 1220.8 1190.5 261.6 626 3174 166.51 155.37 1808.5 10171
2017-02-06 53.01 1232.1 1170 265.15 606 3097 163.52 151.03 1812 10396.5
2017-02-07 52.17 1236.1 1164 263.2 614.5 3129 162.21 148.75 1809 10299.75
2017-02-08 52.34 1239.5 1169.5 266.65 636 3198 163.6 155.27 1821 10443
2017-02-09 53 1236.8 1157.5 265.35 643 3239 164.15 157.02 1839 10232.5
2017-02-10 53.86 1235.9 1158.5 276.8 667.5 3292 166.59 158.96 1849 10614.75
2017-02-13 52.93 1225.8 1189 278.3 700 3399 162.73 154.46 1867.5 10680
2017-02-14 53.2 1225.4 1213 273.7 707 3419 163.82 154.67 1893 10715
2017-02-15 53.11 1233.1 1206.5 276.15 702.5 3412 163.05 154.79 1871 10873.5
2017-02-16 53.36 1241.6 1237 273.55 699.5 3421 162.91 152.47 1878 11011.75
2017-02-17 53.4 1239.1 1234.5 272 699 3451 163.64 151.66 1865.5 10993.75
2017-02-20 53.4 1239.1 1254 272 705 3517 163.64 151.66 1878 11094.25
2017-02-21 54.33 1238.9 1272.5 275.75 727.5 3589 164.25 149.4 1878 10798.5
2017-02-22 53.59 1233.3 1244 274.6 723.5 3546 162.96 151.33 1873 10753.5
2017-02-23 54.45 1251.4 1222 265.9 716 3512 165.67 152.86 1873 10753.5

Commodity (21)

Crude Gold Coal Copper Iron Ore (Dalian) Rebar (Dalian) Heating Oil Gasolin LME Aluminum Spot LME Nikkel Spot
2017-01-27 -0.02 -1.85 0.16 -0.7 0.7 1.58 -1.38 -3.1 -2.27 -3.29
2017-01-30 -1.03 -1.45 0.16 -1.98 0.7 1.58 -2.12 -4.47 -3.37 -1.22
2017-01-31 -0.7 -0.18 0.16 0.7 0.7 1.58 -0.65 -1.64 -2.65 1.63
2017-02-01 0.7 -0.16 0.16 0.09 0.7 1.58 1.83 0.16 -2.78 4.64
2017-02-02 0.68 0.48 0.16 -0.85 0.7 1.58 0.63 -2.73 -3.05 6.16
2017-02-03 1.22 0.59 -3.01 -3.42 -2.49 -3.44 1.44 -1.41 -3.29 4.41
2017-02-06 -0.32 1.52 -4.68 -2.1 -5.61 -5.78 -0.38 -4.16 -3.1 6.73
2017-02-07 -1.9 1.85 -5.17 -2.82 -4.28 -4.81 -1.18 -5.61 -3.26 5.74
2017-02-08 -1.58 2.13 -4.73 -1.55 -0.93 -2.71 -0.34 -1.47 -2.62 7.21
2017-02-09 -0.34 1.91 -5.7 -2.03 0.16 -1.46 0 -0.36 -1.66 5.05
2017-02-10 1.28 1.84 -5.62 2.2 3.97 0.15 1.49 0.87 -1.12 8.97
2017-02-13 -0.47 1.01 -3.14 2.75 9.03 3.41 -0.87 -1.99 -0.13 9.64
2017-02-14 0.04 0.97 -1.18 1.05 10.12 4.02 -0.2 -1.85 1.23 10
2017-02-15 -0.13 1.61 -1.71 1.96 9.42 3.8 -0.67 -1.78 0.05 11.63
2017-02-16 0.34 2.31 0.77 1 8.96 4.08 -0.76 -3.25 0.43 13.05
2017-02-17 0.41 2.1 0.57 0.42 8.88 4.99 -0.31 -3.76 -0.24 12.86
2017-02-20 0.41 2.1 2.16 0.42 9.81 7 -0.31 -3.76 0.43 13.89
2017-02-21 2.16 2.08 3.67 1.81 13.32 9.19 0.06 -5.2 0.43 10.86
2017-02-22 0.77 1.62 1.34 1.38 12.69 7.88 -0.72 -3.97 0.16 10.39
2017-02-23 2.39 3.11 -0.45 -1.83 11.53 6.85 0.93 -3 0.16 10.39

Commodity (60)

Crude Gold Coal Copper Iron Ore (Dalian) Rebar (Dalian) Heating Oil Gasolin LME Aluminum Spot LME Nikkel Spot
2017-01-27 15.44 0.86 -21.39 0.3 18.08 12.88 8.93 10.97 4.37 -18.18
2017-01-30 14.26 1.27 -21.39 -0.99 18.08 12.88 8.11 9.4 3.2 -16.42
2017-01-31 14.65 2.57 -21.39 1.72 18.08 12.88 9.73 12.64 3.97 -14.02
2017-02-01 16.26 2.6 -21.39 1.1 18.08 12.88 12.47 14.71 3.83 -11.47
2017-02-02 16.24 3.25 -21.39 0.15 18.08 12.88 11.14 11.39 3.54 -10.18
2017-02-03 16.87 3.37 -23.88 -2.44 14.34 7.3 12.04 12.91 3.28 -11.66
2017-02-06 15.09 4.33 -25.19 -1.12 10.68 4.7 10.03 9.75 3.48 -9.7
2017-02-07 13.27 4.67 -25.58 -1.85 12.24 5.78 9.14 8.1 3.31 -10.54
2017-02-08 13.63 4.95 -25.22 -0.56 16.16 8.11 10.08 12.83 4 -9.3
2017-02-09 15.07 4.72 -25.99 -1.04 17.44 9.5 10.45 14.11 5.03 -11.13
2017-02-10 16.93 4.65 -25.93 3.23 21.92 11.29 12.09 15.51 5.6 -7.81
2017-02-13 14.92 3.79 -23.98 3.79 27.85 14.91 9.49 12.24 6.65 -7.24
2017-02-14 15.5 3.76 -22.44 2.07 29.13 15.58 10.23 12.4 8.11 -6.94
2017-02-15 15.31 4.41 -22.86 2.98 28.31 15.35 9.71 12.48 6.85 -5.56
2017-02-16 15.85 5.13 -20.91 2.01 27.76 15.65 9.62 10.8 7.25 -4.36
2017-02-17 15.94 4.92 -21.07 1.44 27.67 16.67 10.11 10.21 6.54 -4.51
2017-02-20 15.94 4.92 -19.82 1.44 28.77 18.9 10.11 10.21 7.25 -3.64
2017-02-21 17.95 4.9 -18.64 2.83 32.88 21.33 10.52 8.57 7.25 -6.21
2017-02-22 16.35 4.43 -20.46 2.41 32.15 19.88 9.65 9.97 6.97 -6.6
2017-02-23 18.22 5.96 -21.87 -0.84 30.78 18.73 11.47 11.08 6.97 -6.6

Commodity (180)

Crude Gold Coal Copper Iron Ore (Dalian) Rebar (Dalian) Heating Oil Gasolin LME Aluminum Spot LME Nikkel Spot
2017-01-27 6.32 -11.77 42.47 25.94 59.43 35.62 3.46 9.24 10.32 -5.23
2017-01-30 5.24 -11.41 42.47 24.33 59.43 35.62 2.68 7.7 9.09 -3.2
2017-01-31 5.6 -10.27 42.47 27.72 59.43 35.62 4.22 10.89 9.9 -0.41
2017-02-01 7.08 -10.24 42.47 26.95 59.43 35.62 6.83 12.92 9.75 2.54
2017-02-02 7.06 -9.67 42.47 25.76 59.43 35.62 5.57 9.66 9.45 4.03
2017-02-03 7.64 -9.57 37.95 22.5 54.38 28.92 6.42 11.15 9.18 2.32
2017-02-06 6 -8.73 35.57 24.16 49.45 25.79 4.51 8.04 9.39 4.59
2017-02-07 4.32 -8.44 34.88 23.25 51.54 27.09 3.67 6.41 9.21 3.61
2017-02-08 4.66 -8.19 35.52 24.87 56.84 29.89 4.56 11.07 9.93 5.06
2017-02-09 5.98 -8.39 34.13 24.26 58.57 31.56 4.91 12.33 11.02 2.94
2017-02-10 7.7 -8.45 34.24 29.62 64.61 33.71 6.47 13.71 11.62 6.78
2017-02-13 5.84 -9.2 37.78 30.32 72.63 38.06 4 10.49 12.74 7.44
2017-02-14 6.38 -9.23 40.56 28.17 74.35 38.87 4.7 10.64 14.28 7.79
2017-02-15 6.2 -8.66 39.8 29.31 73.24 38.59 4.21 10.73 12.95 9.39
2017-02-16 6.7 -8.03 43.34 28.1 72.5 38.95 4.12 9.07 13.37 10.78
2017-02-17 6.78 -8.21 43.05 27.37 72.38 40.17 4.58 8.49 12.62 10.6
2017-02-20 6.78 -8.21 45.31 27.37 73.86 42.85 4.58 8.49 13.37 11.61
2017-02-21 8.64 -8.23 47.45 29.13 79.41 45.78 4.97 6.87 13.37 8.63
2017-02-22 7.16 -8.64 44.15 28.59 78.42 44.03 4.15 8.26 13.07 8.18
2017-02-23 8.88 -7.3 41.6 24.51 76.57 42.65 5.88 9.35 13.07 8.18

Commodity (365)

Agriculture

Sugar Soy Meal Soy Bean Soy Oil Wheat Corn
2017-01-27 541.7 2908 1049.25 34.27 420.5 362.5
2017-01-30 542 2908 1022.75 33.61 414 357.75
2017-01-31 544.2 2908 1024.5 33.85 420.75 359.75
2017-02-01 550.3 2908 1036.75 34.31 433.75 368.25
2017-02-02 546.9 2908 1037.25 34.59 434.5 367.5
2017-02-03 555.7 2889 1027 33.86 430.25 365.25
2017-02-06 558.2 2911 1036 34.44 422.5 363.75
2017-02-07 548.3 2921 1042.75 34.3 430.75 368.5
2017-02-08 550.9 2939 1058.75 34.69 432.5 370.75
2017-02-09 548.1 2970 1050.5 34.67 443.5 369.5
2017-02-10 541.1 2975 1059 34.89 449 374.5
2017-02-13 537.3 3002 1065.75 34.44 467 382.75
2017-02-14 548.8 2980 1056 34.41 463.5 381.75
2017-02-15 553.5 2948 1071.75 34.22 468.25 386
2017-02-16 551.7 2963 1054.75 33.81 461.25 381
2017-02-17 550.1 2938 1043.25 33.16 455.5 375.5
2017-02-20 554.3 2912 1043.25 33.16 455.5 375.5
2017-02-21 560.6 2945 1037.25 32.95 449.75 376.5
2017-02-22 560.5 2931 1033.5 33 456 378.25
2017-02-23 548.6 2904 1022.5 32.59 453.5 372.5

Agriculture (21)

Sugar Soy Meal Soy Bean Soy Oil Wheat Corn
2017-01-27 1.1 -0.78 -0.87 -2.86 -1.46 -0.21
2017-01-30 1.16 -0.78 -3.38 -4.73 -2.99 -1.51
2017-01-31 1.57 -0.78 -3.21 -4.05 -1.41 -0.96
2017-02-01 2.71 -0.78 -2.05 -2.75 1.64 1.38
2017-02-02 2.07 -0.78 -2.01 -1.96 1.82 1.17
2017-02-03 3.71 -1.43 -2.98 -4.02 0.82 0.55
2017-02-06 4.18 -0.68 -2.13 -2.38 -1 0.14
2017-02-07 2.33 -0.34 -1.49 -2.78 0.94 1.45
2017-02-08 2.82 0.27 0.02 -1.67 1.35 2.06
2017-02-09 2.3 1.33 -0.76 -1.73 3.93 1.72
2017-02-10 0.99 1.5 0.05 -1.11 5.21 3.1
2017-02-13 0.28 2.42 0.68 -2.38 9.43 5.37
2017-02-14 2.43 1.67 -0.24 -2.47 8.61 5.09
2017-02-15 3.3 0.58 1.25 -3 9.72 6.26
2017-02-16 2.97 1.09 -0.35 -4.17 8.08 4.89
2017-02-17 2.67 0.24 -1.44 -6.01 6.74 3.37
2017-02-20 3.45 -0.65 -1.44 -6.01 6.74 3.37
2017-02-21 4.63 0.48 -2.01 -6.6 5.39 3.65
2017-02-22 4.61 0 -2.36 -6.46 6.85 4.13
2017-02-23 2.39 -0.92 -3.4 -7.62 6.27 2.55

Agriculture (60)

Sugar Soy Meal Soy Bean Soy Oil Wheat Corn
2017-01-27 2.91 -1.29 0.31 -7.23 0.24 1.19
2017-01-30 2.96 -1.29 -2.22 -9.01 -1.31 -0.14
2017-01-31 3.38 -1.29 -2.06 -8.36 0.3 0.42
2017-02-01 4.54 -1.29 -0.88 -7.12 3.4 2.79
2017-02-02 3.89 -1.29 -0.84 -6.36 3.58 2.58
2017-02-03 5.57 -1.93 -1.82 -8.34 2.56 1.95
2017-02-06 6.04 -1.19 -0.96 -6.77 0.72 1.54
2017-02-07 4.16 -0.85 -0.31 -7.15 2.68 2.86
2017-02-08 4.65 -0.24 1.22 -6.09 3.1 3.49
2017-02-09 4.12 0.81 0.43 -6.15 5.72 3.14
2017-02-10 2.79 0.98 1.24 -5.55 7.03 4.54
2017-02-13 2.07 1.9 1.89 -6.77 11.32 6.84
2017-02-14 4.26 1.15 0.96 -6.85 10.49 6.56
2017-02-15 5.15 0.07 2.46 -7.36 11.62 7.75
2017-02-16 4.81 0.58 0.84 -8.47 9.95 6.35
2017-02-17 4.5 -0.27 -0.26 -10.23 8.58 4.82
2017-02-20 5.3 -1.15 -0.26 -10.23 8.58 4.82
2017-02-21 6.5 -0.03 -0.84 -10.8 7.21 5.09
2017-02-22 6.48 -0.51 -1.2 -10.67 8.7 5.58
2017-02-23 4.22 -1.43 -2.25 -11.78 8.1 3.98

Agriculture (180)

Sugar Soy Meal Soy Bean Soy Oil Wheat Corn
2017-01-27 -1.38 4.68 3.45 -0.75 -6.56 4.47
2017-01-30 -1.33 4.68 0.84 -2.66 -8 3.1
2017-01-31 -0.93 4.68 1.01 -1.97 -6.5 3.67
2017-02-01 0.18 4.68 2.22 -0.64 -3.61 6.12
2017-02-02 -0.44 4.68 2.27 0.17 -3.44 5.91
2017-02-03 1.17 4 1.26 -1.94 -4.39 5.26
2017-02-06 1.62 4.79 2.14 -0.26 -6.11 4.83
2017-02-07 -0.18 5.15 2.81 -0.67 -4.28 6.2
2017-02-08 0.29 5.8 4.39 0.46 -3.89 6.84
2017-02-09 -0.22 6.91 3.57 0.41 -1.44 6.48
2017-02-10 -1.49 7.09 4.41 1.04 -0.22 7.93
2017-02-13 -2.18 8.06 5.08 -0.26 3.78 10.3
2017-02-14 -0.09 7.27 4.12 -0.35 3 10.01
2017-02-15 0.76 6.12 5.67 -0.9 4.06 11.24
2017-02-16 0.44 6.66 3.99 -2.09 2.5 9.8
2017-02-17 0.15 5.76 2.86 -3.97 1.22 8.21
2017-02-20 0.91 4.82 2.86 -3.97 1.22 8.21
2017-02-21 2.06 6.01 2.27 -4.58 -0.06 8.5
2017-02-22 2.04 5.51 1.9 -4.43 1.33 9.01
2017-02-23 -0.13 4.54 0.81 -5.62 0.78 7.35

Agriculture (365)

Sugar Soy Bean Soy Oil Wheat Corn
2017-01-27 34.95 18.16 7.19 -15.94 -7.64
2017-01-30 35.03 15.17 5.13 -17.24 -8.85
2017-01-31 35.58 15.37 5.88 -15.89 -8.34
2017-02-01 37.1 16.75 7.32 -13.29 -6.18
2017-02-02 36.25 16.81 8.2 -13.14 -6.37
2017-02-03 38.44 15.65 5.91 -13.99 -6.94
2017-02-06 39.06 16.67 7.73 -15.54 -7.32
2017-02-07 36.6 17.43 7.29 -13.89 -6.11
2017-02-08 37.24 19.23 8.51 -13.54 -5.54
2017-02-09 36.55 18.3 8.45 -11.34 -5.86
2017-02-10 34.8 19.26 9.13 -10.24 -4.59
2017-02-13 33.86 20.02 7.73 -6.65 -2.48
2017-02-14 36.72 18.92 7.63 -7.35 -2.74
2017-02-15 37.89 20.69 7.04 -6.4 -1.66
2017-02-16 37.44 18.78 5.76 -7.8 -2.93
2017-02-17 37.05 17.48 3.72 -8.95 -4.33
2017-02-20 38.09 17.48 3.72 -8.95 -4.33
2017-02-21 39.66 16.81 3.07 -10.09 -4.08
2017-02-22 39.64 16.39 3.22 -8.85 -3.63
2017-02-23 36.67 15.15 1.94 -9.35 -5.1

Crude

Crude Spread

Crack Spread

Crude Inventory

EIA Crude 재고 Gasolin Inventory
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
2016-12-30 479012 235450
2017-01-06 483109 240473
2017-01-13 485456 246424
2017-01-20 488296 253220
2017-01-27 494762 257086
2017-02-03 508592 256217
2017-02-10 518119 259063
2017-02-17 518683 256435

Crude Production (OPEC)

Iran Crude Production Saudi Crude Production Iraq Crude Production Venezuela Crude Production UAE Crude Production
2015-06-30 2850 10500 4388 2366 2900
2015-07-31 2850 10570 4295 2370 2800
2015-08-31 2900 10500 4299 2370 2950
2015-09-30 2800 10300 4247 2380 2950
2015-10-31 2800 10300 4217 2380 2970
2015-11-30 2800 10330 4321 2360 2940
2015-12-31 2800 10250 4440 2356 2940
2016-01-31 2860 10200 4510 2346 2930
2016-02-29 3100 10200 4200 2331 2820
2016-03-31 3200 10190 4150 2320 2760
2016-04-30 3500 10200 4420 2250 2800
2016-05-31 3500 10260 4370 2210 2860
2016-06-30 3530 10470 4350 2250 2920
2016-07-31 3560 10660 4410 2200 3000
2016-08-31 3620 10640 4480 2190 3030
2016-09-30 3630 10600 4540 2200 3110
2016-10-31 3680 10580 4590 2140 3130
2016-11-30 3670 10530 4580 2080 3130
2016-12-31 3730 10480 4610 2080 3070
2017-01-31 3800 9980 4510 2010 2910

Crude Production (Rig Count)

Baker Hugh Rig Count
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
2017-01-06 665
2017-01-13 659
2017-01-20 694
2017-01-27 712
2017-02-03 729
2017-02-10 741
2017-02-17 751

Sentiment

Bloomberg Survey Crude Oil Bullish Bloomberg Survey Crude Oil Bearish Bloomberg Survey Crude Oil Neutral
2016-08-12 25 38.89 36.11
2016-08-19 29.03 41.94 29.03
2016-08-26 9.38 71.88 18.75
2016-09-02 17.14 54.29 28.57
2016-09-09 20 50 30
2016-09-16 32.35 52.94 14.71
2016-09-23 32.26 35.48 32.26
2016-09-30 32.14 50 17.86
2016-10-07 25 56.25 18.75
2016-10-14 13.16 60.53 26.32
2016-10-21 25.53 40.43 34.04
2016-10-28 9.52 47.62 42.86
2016-11-04 25 52.5 22.5
2016-11-11 36.84 39.47 23.68
2016-11-18 48.78 21.95 29.27
2016-11-25 44.44 19.44 36.11
2016-12-02 56.41 23.08 20.51
2016-12-09 18.75 28.13 53.13
2016-12-16 29.41 38.24 32.35
2016-12-23 12.5 37.5 50

Hot Rolled Spread

Stoxx

Financials

ALLIANZ SE-REG BANCO BILBAO VIZCAYA ARGENTA BNP PARIBAS AXA SA DEUTSCHE BANK AG-REGISTERED ASSICURAZIONI GENERALI SOCIETE GENERALE SA ING GROEP NV-CVA INTESA SANPAOLO MUENCHENER RUECKVER AG-REG BANCO SANTANDER SA UNICREDIT SPA UNIBAIL-RODAMCO SE
2017-01-27 162 6.38 61.45 23.25 19.18 15.4 47.37 13.66 2.27 177 5.36 27.71 212.3
2017-01-30 159.25 6.31 60.28 22.91 18.61 14.91 46.67 13.37 2.2 175.55 5.2 26.2 211.1
2017-01-31 156.8 6.28 59.18 22.72 18.39 14.74 45.26 13.25 2.17 173.8 5.15 25.16 212.95
2017-02-01 157.9 6.19 60.63 23.16 19.18 14.68 46.02 13.49 2.2 174.65 5.21 26.6 214
2017-02-02 157.15 6.13 60.26 22.75 18.18 14.94 45.67 13.62 2.18 175.15 5.29 26.16 213.65
2017-02-03 158.3 6.18 61.14 23.16 18.84 14.98 45.87 13.81 2.24 177.9 5.34 13.11 215.05
2017-02-06 156.35 6.12 60.01 22.73 18.48 14.63 44.76 13.63 2.18 175.8 5.22 12.21 212.6
2017-02-07 156.25 6.11 57.15 22.42 18.31 14.55 43.63 13.66 2.14 175 5.12 12.27 215.9
2017-02-08 155.25 6.03 56.06 22.15 17.93 14.39 42.73 13.35 2.14 176.65 5.05 12.4 219.5
2017-02-09 156.6 6.05 56.69 22.66 18 14.5 43.71 13.6 2.15 177.3 5.13 12.57 220.1
2017-02-10 156.85 5.97 55.7 22.61 17.8 14.4 42.38 13.43 2.13 178.5 5.04 12.64 219
2017-02-13 158.5 6.06 56.35 23 18.13 14.77 42.77 13.56 2.14 178.9 5.13 12.66 218.4
2017-02-14 159.15 6.22 56.78 23.09 18.42 15.01 43.19 13.67 2.17 178.55 5.17 12.79 219.65
2017-02-15 158.75 6.42 57.49 23.1 18.89 14.73 43.74 13.74 2.19 177.05 5.26 12.92 222.1
2017-02-16 158.35 6.31 57.02 22.87 18.52 14.78 43.52 13.67 2.2 177.7 5.21 12.63 223.35
2017-02-17 162.8 6.24 55.75 22.46 18.2 14.86 42.4 13.46 2.17 177.45 5.14 12.9 220.65
2017-02-20 164.05 6.25 55.63 22.36 18.5 14.65 41.8 13.46 2.17 177.95 5.16 12.75 220.65
2017-02-21 165.45 6.23 55.79 22.5 18.59 14.62 41.79 13.41 2.16 178.7 5.2 12.56 218.2
2017-02-22 166.45 6.2 55.8 22.82 18.62 14.51 41.84 13.34 2.14 180.15 5.1 12.3 216.65
2017-02-23 165.65 6.14 55.62 22.6 18.54 14.36 41.95 13.21 2.12 180.55 5.12 12.44 218.05

ALLIANZ SE-REG BANCO BILBAO VIZCAYA ARGENTA BNP PARIBAS AXA SA DEUTSCHE BANK AG-REGISTERED ASSICURAZIONI GENERALI SOCIETE GENERALE SA ING GROEP NV-CVA INTESA SANPAOLO MUENCHENER RUECKVER AG-REG BANCO SANTANDER SA UNICREDIT SPA UNIBAIL-RODAMCO SE
2017-01-27 25.39 15.65 35.5 26.83 54.49 36.89 47.18 23.79 10.96 11.32 36.38 1143.72 -13.49
2017-01-30 23.26 14.37 32.92 24.95 49.9 32.53 45.01 21.16 7.53 10.41 32.46 1075.94 -13.98
2017-01-31 21.36 13.68 30.5 23.92 48.13 31.02 40.61 20.07 6.16 9.31 31.08 1029.26 -13.22
2017-02-01 22.21 12.1 33.69 26.32 54.49 30.49 43 22.25 7.63 9.84 32.54 1093.9 -12.8
2017-02-02 21.63 11 32.88 24.05 46.44 32.8 41.91 23.38 6.65 10.16 34.65 1074.15 -12.94
2017-02-03 22.52 11.99 34.82 26.32 51.75 33.16 42.5 25.15 9.49 11.89 35.82 488.4 -12.37
2017-02-06 21.01 10.87 32.33 23.94 48.85 30.04 39.06 23.56 6.85 10.57 32.94 448.03 -13.37
2017-02-07 20.94 10.65 26.02 22.28 47.48 29.33 35.58 23.79 4.79 10.06 30.3 450.72 -12.02
2017-02-08 20.16 9.28 23.62 20.81 44.46 27.91 32.76 20.98 4.6 11.1 28.49 456.55 -10.55
2017-02-09 21.21 9.66 25.01 23.59 44.99 28.89 35.81 23.24 5.09 11.51 30.52 464.18 -10.31
2017-02-10 21.4 8.21 22.82 23.29 43.37 28 31.69 21.66 4.4 12.26 28.34 467.32 -10.76
2017-02-13 22.68 9.78 24.26 25.47 46.03 31.29 32.87 22.88 4.89 12.52 30.63 468.22 -11
2017-02-14 23.18 12.75 25.2 25.96 48.37 33.42 34.18 23.88 6.26 12.3 31.64 474.06 -10.49
2017-02-15 22.87 16.3 26.77 25.99 52.11 30.93 35.92 24.51 7.14 11.35 33.91 479.89 -9.49
2017-02-16 22.56 14.38 25.73 24.73 49.13 31.38 35.22 23.88 7.44 11.76 32.56 466.88 -8.99
2017-02-17 26.01 13.04 22.93 22.53 46.6 32.09 31.74 21.93 6.16 11.6 30.86 478.99 -10.09
2017-02-20 26.97 13.17 22.67 21.93 48.97 30.22 29.89 21.93 5.97 11.92 31.44 472.26 -10.09
2017-02-21 28.06 12.86 23.02 22.69 49.7 29.96 29.84 21.52 5.77 12.39 32.38 463.73 -11.08
2017-02-22 28.83 12.3 23.04 24.49 49.98 28.98 30.01 20.84 4.7 13.3 29.91 452.06 -11.72
2017-02-23 28.21 11.32 22.65 23.26 49.34 27.64 30.32 19.66 3.91 13.55 30.24 458.35 -11.15

ALLIANZ SE-REG BANCO BILBAO VIZCAYA ARGENTA BNP PARIBAS AXA SA DEUTSCHE BANK AG-REGISTERED ASSICURAZIONI GENERALI SOCIETE GENERALE SA ING GROEP NV-CVA INTESA SANPAOLO MUENCHENER RUECKVER AG-REG BANCO SANTANDER SA UNICREDIT SPA UNIBAIL-RODAMCO SE
2017-01-27 15.92 2.59 34.36 7.74 17.38 17.47 37.46 19.88 -8.4 -3.54 32.37 648.92 -9.35
2017-01-30 13.95 1.45 31.8 6.14 13.89 13.73 35.43 17.33 -11.23 -4.33 28.56 608.11 -9.86
2017-01-31 12.2 0.84 29.4 5.26 12.55 12.43 31.33 16.28 -12.36 -5.29 27.23 580 -9.07
2017-02-01 12.99 -0.56 32.57 7.3 17.38 11.98 33.56 18.39 -11.15 -4.82 28.64 618.92 -8.63
2017-02-02 12.45 -1.54 31.76 5.37 11.26 13.96 32.54 19.48 -11.95 -4.55 30.69 607.03 -8.77
2017-02-03 13.27 -0.66 33.68 7.3 15.3 14.26 33.1 21.19 -9.61 -3.05 31.83 254.31 -8.18
2017-02-06 11.88 -1.66 31.21 5.28 13.1 11.59 29.88 19.66 -11.79 -4.2 29.03 230 -9.22
2017-02-07 11.81 -1.85 24.96 3.87 12.06 10.98 26.63 19.88 -13.49 -4.63 26.46 231.62 -7.81
2017-02-08 11.09 -3.07 22.58 2.62 9.76 9.76 24 17.16 -13.65 -3.73 24.71 235.14 -6.28
2017-02-09 12.06 -2.73 23.95 4.98 10.16 10.6 26.84 19.35 -13.25 -3.38 26.69 239.73 -6.02
2017-02-10 12.24 -4.02 21.79 4.73 8.94 9.84 23 17.81 -13.81 -2.72 24.56 241.62 -6.49
2017-02-13 13.42 -2.62 23.21 6.58 10.95 12.66 24.1 19 -13.41 -2.51 26.79 242.16 -6.75
2017-02-14 13.88 0.02 24.15 7 12.73 14.49 25.32 19.96 -12.28 -2.7 27.77 245.68 -6.21
2017-02-15 13.6 3.17 25.7 7.02 15.58 12.36 26.94 20.58 -11.55 -3.51 29.97 249.19 -5.17
2017-02-16 13.31 1.46 24.67 5.95 13.31 12.74 26.29 19.96 -11.31 -3.16 28.66 241.35 -4.63
2017-02-17 16.49 0.27 21.9 4.08 11.38 13.35 23.04 18.08 -12.36 -3.3 27.01 248.65 -5.79
2017-02-20 17.39 0.39 21.64 3.57 13.19 11.75 21.31 18.08 -12.52 -3.02 27.58 244.59 -5.79
2017-02-21 18.39 0.11 21.99 4.22 13.74 11.52 21.27 17.68 -12.68 -2.62 28.49 239.46 -6.83
2017-02-22 19.11 -0.39 22.01 5.74 13.95 10.68 21.43 17.03 -13.57 -1.83 26.09 232.43 -7.49
2017-02-23 18.53 -1.25 21.61 4.7 13.46 9.53 21.72 15.88 -14.22 -1.61 26.41 236.22 -6.9

Consumer, Cyclical

BAYERISCHE MOTOREN WERKE AG DAIMLER AG-REGISTERED SHARES INDITEX LVMH MOET HENNESSY LOUIS VUI VOLKSWAGEN AG-PREF
2017-01-27 87.41 70.72 30.85 186.85 149.9
2017-01-30 86.29 70.45 30.64 184.35 145.5
2017-01-31 84.17 69.35 30.54 186.6 143.9
2017-02-01 84.62 70.02 30.53 188 145.7
2017-02-02 84.2 68.1 30.54 187.5 144.3
2017-02-03 84.03 67.65 30.73 188.95 144.9
2017-02-06 82.94 67.21 30.57 185.15 141.9
2017-02-07 82.78 66.76 30.89 184.45 141.85
2017-02-08 83.49 66.66 30.86 182.35 139.9
2017-02-09 84.79 67.29 31.12 185.5 140
2017-02-10 85.07 67.12 31.14 185.1 142.15
2017-02-13 86.69 67.89 31.34 189.8 145.25
2017-02-14 86.3 68.11 31.27 190.15 146.85
2017-02-15 86.18 68.06 31.34 188.7 145.85
2017-02-16 85.45 67.79 31.18 189.7 143.6
2017-02-17 85.03 67.61 31.02 186.85 140.25
2017-02-20 85.07 67.79 30.95 188.1 142.15
2017-02-21 86.53 68.72 31.02 190 144.15
2017-02-22 86.81 69.39 30.73 192.5 141.35
2017-02-23 85.76 69.28 30.46 192.2 141.65

BAYERISCHE MOTOREN WERKE AG DAIMLER AG-REGISTERED SHARES INDITEX LVMH MOET HENNESSY LOUIS VUI VOLKSWAGEN AG-PREF
2017-01-27 13.7 15.5 -3.22 20.74 22.47
2017-01-30 12.24 15.06 -3.86 19.13 18.87
2017-01-31 9.48 13.26 -4.2 20.58 17.57
2017-02-01 10.07 14.36 -4.22 21.49 19.04
2017-02-02 9.52 11.22 -4.2 21.16 17.89
2017-02-03 9.3 10.49 -3.61 22.1 18.38
2017-02-06 7.88 9.77 -4.11 19.64 15.93
2017-02-07 7.67 9.03 -3.11 19.19 15.89
2017-02-08 8.6 8.87 -3.18 17.84 14.3
2017-02-09 10.29 9.9 -2.37 19.87 14.38
2017-02-10 10.65 9.62 -2.31 19.61 16.14
2017-02-13 12.76 10.88 -1.69 22.65 18.67
2017-02-14 12.25 11.24 -1.88 22.88 19.98
2017-02-15 12.1 11.15 -1.69 21.94 19.16
2017-02-16 11.15 10.71 -2.2 22.58 17.32
2017-02-17 10.6 10.42 -2.68 20.74 14.58
2017-02-20 10.65 10.71 -2.89 21.55 16.14
2017-02-21 12.55 12.23 -2.7 22.78 17.77
2017-02-22 12.92 13.33 -3.61 24.39 15.48
2017-02-23 11.55 13.15 -4.42 24.2 15.73

BAYERISCHE MOTOREN WERKE AG DAIMLER AG-REGISTERED SHARES INDITEX LVMH MOET HENNESSY LOUIS VUI VOLKSWAGEN AG-PREF
2017-01-27 11.62 9.32 5.18 21.57 33.13
2017-01-30 10.19 8.9 4.48 19.94 29.22
2017-01-31 7.48 7.2 4.11 21.41 27.8
2017-02-01 8.06 8.24 4.09 22.32 29.4
2017-02-02 7.52 5.27 4.11 21.99 28.15
2017-02-03 7.3 4.58 4.76 22.93 28.69
2017-02-06 5.91 3.9 4.21 20.46 26.02
2017-02-07 5.71 3.2 5.3 20.01 25.98
2017-02-08 6.61 3.05 5.22 18.64 24.25
2017-02-09 8.27 4.02 6.1 20.69 24.33
2017-02-10 8.63 3.76 6.17 20.43 26.24
2017-02-13 10.7 4.95 6.84 23.49 29
2017-02-14 10.2 5.29 6.63 23.72 30.42
2017-02-15 10.05 5.21 6.84 22.77 29.53
2017-02-16 9.12 4.79 6.29 23.42 27.53
2017-02-17 8.58 4.51 5.76 21.57 24.56
2017-02-20 8.63 4.79 5.54 22.38 26.24
2017-02-21 10.5 6.23 5.74 23.62 28.02
2017-02-22 10.85 7.27 4.76 25.24 25.53
2017-02-23 9.51 7.1 3.87 25.05 25.8

Consumer, Non-cyclical

ANHEUSER-BUSCH INBEV NV BAYER AG-REG DANONE CARREFOUR SA ESSILOR INTERNATIONAL FRESENIUS SE & CO KGAA L_OREAL SANOFI UNILEVER NV-CVA
2017-01-27 98.45 105.95 58.6 23.13 109.25 74.7 171.3 74.49 38
2017-01-30 97.9 104.5 58.29 22.86 109.25 73.96 171 74.79 37.65
2017-01-31 96.15 102.3 57.99 22.66 108.4 72.93 168.35 74.49 37.4
2017-02-01 96.65 102.65 58.46 22.72 106.4 73.59 168.9 75.78 37.48
2017-02-02 97.15 103 58.36 22.73 108.05 74.08 170.6 74.98 37.53
2017-02-03 98.01 103.2 59.1 22.79 108.55 73.81 171.05 75.62 37.94
2017-02-06 97.49 102 58.98 22.45 107.15 72.83 170.2 75.64 37.86
2017-02-07 98.48 103.1 59.24 22.34 107.85 73.11 171.5 75.9 38.23
2017-02-08 99.03 103 60.65 22.54 107.65 73.46 173.35 76.65 38.98
2017-02-09 99.98 105.55 60.45 22.59 109.2 74.55 174 80.19 38.92
2017-02-10 99.95 106 60.05 22.7 108.55 74.64 170.1 80.15 38.71
2017-02-13 100.7 106.45 60.65 22.78 109.45 74.99 173.7 80.38 38.93
2017-02-14 101.3 105.8 60.03 22.97 110.25 74.88 172.55 80.5 38.8
2017-02-15 101.5 106 59.94 22.91 110 74.98 173.8 81.2 39.27
2017-02-16 101.65 105.95 59.15 22.74 108.55 75.27 171.85 81.63 39.57
2017-02-17 102.05 106.5 61 22.6 107.75 75.24 176.1 81.49 44.8
2017-02-20 102.45 107.2 60.95 22.3 107.85 75.64 172.65 80.55 42.49
2017-02-21 103.6 108.9 60.89 22.3 107.5 75.79 173.45 80.53 42.7
2017-02-22 103.35 107.9 62.33 22.37 108.2 76.98 176.5 80.27 44.42
2017-02-23 103.1 105.1 62.79 22.39 107.85 76.62 176.9 80.13 44.37

ANHEUSER-BUSCH INBEV NV BAYER AG-REG DANONE CARREFOUR SA ESSILOR INTERNATIONAL FRESENIUS SE & CO KGAA L_OREAL SANOFI UNILEVER NV-CVA
2017-01-27 -12.64 9.6 -15.05 3.82 -4.79 13.92 0.09 6.89 -8.16
2017-01-30 -13.13 8.1 -15.5 2.58 -4.79 12.8 -0.09 7.32 -9
2017-01-31 -14.69 5.82 -15.93 1.68 -5.53 11.22 -1.64 6.89 -9.62
2017-02-01 -14.24 6.19 -15.25 1.97 -7.28 12.23 -1.31 8.74 -9.4
2017-02-02 -13.8 6.55 -15.4 2.04 -5.84 12.98 -0.32 7.59 -9.28
2017-02-03 -13.03 6.75 -14.32 2.27 -5.4 12.57 -0.06 8.51 -8.31
2017-02-06 -13.5 5.51 -14.5 0.76 -6.62 11.07 -0.56 8.54 -8.5
2017-02-07 -12.62 6.65 -14.12 0.27 -6.01 11.5 0.2 8.91 -7.61
2017-02-08 -12.13 6.55 -12.08 1.14 -6.19 12.03 1.29 9.99 -5.78
2017-02-09 -11.29 9.19 -12.37 1.37 -4.84 13.7 1.67 15.07 -5.92
2017-02-10 -11.31 9.65 -12.95 1.86 -5.4 13.83 -0.61 15.01 -6.44
2017-02-13 -10.65 10.12 -12.08 2.24 -4.62 14.37 1.49 15.34 -5.91
2017-02-14 -10.12 9.44 -12.97 3.1 -3.92 14.2 0.82 15.51 -6.21
2017-02-15 -9.94 9.65 -13.11 2.83 -4.14 14.35 1.55 16.52 -5.1
2017-02-16 -9.8 9.6 -14.25 2.06 -5.4 14.79 0.41 17.13 -4.36
2017-02-17 -9.45 10.17 -11.57 1.44 -6.1 14.75 2.89 16.93 8.28
2017-02-20 -9.09 10.89 -11.64 0.11 -6.01 15.36 0.88 15.58 2.71
2017-02-21 -8.07 12.65 -11.73 0.11 -6.32 15.59 1.34 15.55 3.19
2017-02-22 -8.3 11.62 -9.64 0.4 -5.71 17.4 3.13 15.18 7.37
2017-02-23 -8.52 8.72 -8.97 0.47 -6.01 16.85 3.36 14.98 7.23

ANHEUSER-BUSCH INBEV NV BAYER AG-REG DANONE CARREFOUR SA ESSILOR INTERNATIONAL FRESENIUS SE & CO KGAA L_OREAL SANOFI UNILEVER NV-CVA
2017-01-27 -4.93 8.04 -7.04 -7 0.46 19.44 11.81 3.7 -3.12
2017-01-30 -5.46 6.56 -7.53 -8.1 0.46 18.26 11.62 4.12 -4.02
2017-01-31 -7.15 4.31 -8.01 -8.91 -0.32 16.61 9.89 3.7 -4.67
2017-02-01 -6.66 4.67 -7.27 -8.64 -2.16 17.67 10.25 5.5 -4.44
2017-02-02 -6.18 5.03 -7.42 -8.58 -0.64 18.45 11.36 4.39 -4.31
2017-02-03 -5.35 5.23 -6.25 -8.38 -0.18 18.02 11.65 5.28 -3.29
2017-02-06 -5.85 4.01 -6.44 -9.73 -1.47 16.45 11.1 5.3 -3.48
2017-02-07 -4.9 5.13 -6.03 -10.17 -0.83 16.9 11.95 5.67 -2.55
2017-02-08 -4.37 5.03 -3.79 -9.39 -1.01 17.46 13.15 6.71 -0.61
2017-02-09 -3.45 7.63 -4.11 -9.19 0.41 19.2 13.58 11.64 -0.76
2017-02-10 -3.48 8.09 -4.74 -8.75 -0.18 19.35 11.03 11.58 -1.31
2017-02-13 -2.75 8.54 -3.79 -8.4 0.64 19.91 13.38 11.9 -0.75
2017-02-14 -2.17 7.88 -4.77 -7.64 1.38 19.73 12.63 12.07 -1.07
2017-02-15 -1.98 8.09 -4.92 -7.88 1.15 19.89 13.45 13.04 0.1
2017-02-16 -1.83 8.04 -6.17 -8.56 -0.18 20.35 12.17 13.64 0.88
2017-02-17 -1.45 8.6 -3.24 -9.13 -0.92 20.31 14.95 13.45 14.21
2017-02-20 -1.06 9.31 -3.32 -10.31 -0.83 20.95 12.7 12.14 8.34
2017-02-21 0.05 11.04 -3.41 -10.31 -1.15 21.19 13.22 12.11 8.85
2017-02-22 -0.19 10.02 -1.13 -10.05 -0.51 23.09 15.21 11.75 13.26
2017-02-23 -0.43 7.17 -0.4 -9.99 -0.83 22.51 15.47 11.56 13.1

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
2017-01-25 3.24 37.8 3.03 4.72 8.44 40.05 11.76 27.7 21.35 5.69 19.38 3.51 15.72 13.72 5.72 5.1
2017-01-26 3.28 37.8 3.06 4.8 8.58 40.2 11.86 27.95 21.6 5.77 19.66 3.56 15.88 13.96 5.84 5.14
2017-01-27 3.26 37.7 3.04 4.78 8.58 40.1 11.82 27.8 21.55 5.75 19.6 3.54 15.9 14 5.8 5.13
2017-02-01 3.28 37.05 3.03 4.77 8.42 39.6 11.76 27.45 21.45 5.75 19.6 3.52 15.78 13.9 5.8 5.11
2017-02-02 3.24 36.6 3.03 4.73 8.4 39.45 11.68 27.05 21.2 5.72 19.44 3.51 15.58 13.76 5.77 5.05
2017-02-03 3.24 37 3.03 4.7 8.38 39.25 11.68 27.25 21.4 5.68 19.22 3.5 15.5 13.58 5.76 5.06
2017-02-06 3.23 39.5 3.09 4.74 8.4 41.05 12 28.8 23 5.73 19.34 3.54 15.72 13.9 5.8 5.07
2017-02-07 3.24 39.85 3.11 4.76 8.42 41.1 12.02 28.9 23.5 5.7 19.14 3.55 15.82 13.7 5.8 5.04
2017-02-08 3.27 40 3.16 4.82 8.6 41.1 12.2 28.9 23.5 5.81 19.48 3.63 16.26 14.1 5.85 5.09
2017-02-09 3.3 40.05 3.2 4.87 8.8 41.55 12.28 29.1 23.65 5.87 19.94 3.72 16.8 14.36 5.92 5.19
2017-02-10 3.33 40.25 3.21 4.86 8.79 41.6 12.34 29.4 23.7 5.93 20.25 3.74 16.8 14.26 5.91 5.26
2017-02-13 3.38 40.9 3.25 4.94 8.97 42.2 12.42 29.5 24.45 5.99 20.75 3.8 16.98 14.48 5.95 5.32
2017-02-14 3.42 40.75 3.24 4.96 8.93 42.1 12.38 29.55 24.45 6.01 20.7 3.82 16.9 14.44 5.97 5.3
2017-02-15 3.63 41 3.27 5.1 9.15 42.35 12.34 29.55 24.5 6.18 21.3 3.97 17.08 14.66 6.27 5.4
2017-02-16 3.7 40.25 3.23 5.13 9.2 42.25 12.34 29.45 24.3 6.28 21.1 4.03 16.98 14.64 6.45 5.38
2017-02-17 3.61 40.05 3.21 5.06 8.99 42.1 12.28 29.2 24.3 6.13 20.9 3.95 17.18 14.66 6.35 5.39
2017-02-20 3.65 40.05 3.22 5.11 9.06 42.1 12.18 29.3 24.25 6.27 21.25 4.01 17.3 14.74 6.35 5.42
2017-02-21 3.6 40 3.23 5.07 9.04 42.25 12.06 29.25 24.45 6.27 21.35 3.95 17.04 14.54 6.3 5.37
2017-02-22 3.65 40 3.26 5.18 8.99 42.55 12.1 29.5 24.6 6.39 21.5 4.02 17.08 14.7 6.45 5.42
2017-02-23 3.62 39.75 3.26 5.19 8.9 42.55 12.08 29.4 24.4 6.32 21.4 4.04 17 14.54 6.46 5.41

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
2017-01-25 4.52 16.31 -5.61 -3.87 0.96 -2.44 -9.68 -1.42 13.68 0 2.54 1.74 -10.58 0.44 -0.52 -0.2
2017-01-26 5.81 16.31 -4.67 -2.24 2.63 -2.07 -8.91 -0.53 15.02 1.41 4.02 3.19 -9.67 2.2 1.57 0.59
2017-01-27 5.16 16 -5.3 -2.65 2.63 -2.31 -9.22 -1.07 14.75 1.05 3.7 2.61 -9.56 2.49 0.87 0.39
2017-02-01 5.81 14 -5.61 -2.85 0.72 -3.53 -9.68 -2.31 14.22 1.05 3.7 2.03 -10.24 1.76 0.87 0
2017-02-02 4.52 12.62 -5.61 -3.67 0.48 -3.9 -10.29 -3.74 12.89 0.53 2.86 1.74 -11.38 0.73 0.35 -1.17
2017-02-03 4.52 13.85 -5.61 -4.28 0.24 -4.38 -10.29 -3.02 13.95 -0.18 1.69 1.45 -11.83 -0.59 0.17 -0.98
2017-02-06 4.19 21.54 -3.74 -3.46 0.48 0 -7.83 2.49 22.47 0.7 2.33 2.61 -10.58 1.76 0.87 -0.78
2017-02-07 4.52 22.62 -3.12 -3.05 0.72 0.12 -7.68 2.85 25.13 0.18 1.27 2.9 -10.01 0.29 0.87 -1.37
2017-02-08 5.48 23.08 -1.56 -1.83 2.87 0.12 -6.3 2.85 25.13 2.11 3.07 5.22 -7.51 3.22 1.74 -0.39
2017-02-09 6.45 23.23 -0.31 -0.81 5.26 1.22 -5.68 3.56 25.93 3.16 5.5 7.83 -4.44 5.12 2.96 1.57
2017-02-10 7.42 23.85 0 -1.02 5.14 1.34 -5.22 4.63 26.2 4.22 7.14 8.41 -4.44 4.39 2.78 2.94
2017-02-13 9.03 25.85 1.25 0.61 7.3 2.8 -4.61 4.98 30.19 5.27 9.79 10.14 -3.41 6 3.48 4.11
2017-02-14 10.32 25.38 0.93 1.02 6.82 2.56 -4.92 5.16 30.19 5.62 9.52 10.72 -3.87 5.71 3.83 3.72
2017-02-15 17.1 26.15 1.87 3.87 9.45 3.17 -5.22 5.16 30.46 8.61 12.7 15.07 -2.84 7.32 9.04 5.68
2017-02-16 19.35 23.85 0.62 4.48 10.05 2.92 -5.22 4.8 29.39 10.37 11.64 16.81 -3.41 7.17 12.17 5.28
2017-02-17 16.45 23.23 0 3.05 7.54 2.56 -5.68 3.91 29.39 7.73 10.58 14.49 -2.28 7.32 10.43 5.48
2017-02-20 17.74 23.23 0.31 4.07 8.37 2.56 -6.45 4.27 29.13 10.19 12.43 16.23 -1.59 7.91 10.43 6.07
2017-02-21 16.13 23.08 0.62 3.26 8.13 2.92 -7.37 4.09 30.19 10.19 12.96 14.49 -3.07 6.44 9.57 5.09
2017-02-22 17.74 23.08 1.56 5.5 7.54 3.65 -7.07 4.98 30.99 12.3 13.76 16.52 -2.84 7.61 12.17 6.07
2017-02-23 16.77 22.31 1.56 5.7 6.46 3.65 -7.22 4.63 29.93 11.07 13.23 17.1 -3.3 6.44 12.35 5.87

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
2017-01-25 23.19 57.17 6.69 18.59 29.05 19.02 -4.7 7.16 23.41 25.88 38.03 17.79 6.36 17.47 23.81 18.6
2017-01-26 24.71 57.17 7.75 20.6 31.19 19.47 -3.89 8.12 24.86 27.65 40.03 19.46 7.44 19.52 26.41 19.53
2017-01-27 23.95 56.76 7.04 20.1 31.19 19.17 -4.21 7.54 24.57 27.21 39.6 18.79 7.58 19.86 25.54 19.3
2017-02-01 24.71 54.05 6.69 19.85 28.75 17.68 -4.7 6.19 23.99 27.21 39.6 18.12 6.77 19.01 25.54 18.84
2017-02-02 23.19 52.18 6.69 18.84 28.44 17.24 -5.35 4.64 22.54 26.55 38.46 17.79 5.41 17.81 24.89 17.44
2017-02-03 23.19 53.85 6.69 18.09 28.13 16.64 -5.35 5.42 23.7 25.66 36.89 17.45 4.87 16.27 24.68 17.67
2017-02-06 22.81 64.24 8.8 19.1 28.44 21.99 -2.76 11.41 32.95 26.77 37.75 18.79 6.36 19.01 25.54 17.91
2017-02-07 23.19 65.7 9.51 19.6 28.75 22.14 -2.59 11.8 35.84 26.11 36.32 19.13 7.04 17.29 25.54 17.21
2017-02-08 24.33 66.32 11.27 21.11 31.5 22.14 -1.13 11.8 35.84 28.54 38.75 21.81 10.01 20.72 26.62 18.37
2017-02-09 25.48 66.53 12.68 22.36 34.56 23.48 -0.49 12.57 36.71 29.87 42.02 24.83 13.67 22.95 28.14 20.7
2017-02-10 26.62 67.36 13.03 22.11 34.4 23.63 0 13.73 36.99 31.19 44.23 25.5 13.67 22.09 27.92 22.33
2017-02-13 28.52 70.06 14.44 24.12 37.16 25.41 0.65 14.12 41.33 32.52 47.79 27.52 14.88 23.97 28.79 23.72
2017-02-14 30.04 69.44 14.08 24.62 36.54 25.11 0.32 14.31 41.33 32.96 47.44 28.19 14.34 23.63 29.22 23.26
2017-02-15 38.02 70.48 15.14 28.14 39.91 25.85 0 14.31 41.62 36.73 51.71 33.22 15.56 25.51 35.71 25.58
2017-02-16 40.68 67.36 13.73 28.89 40.67 25.56 0 13.93 40.46 38.94 50.28 35.23 14.88 25.34 39.61 25.12
2017-02-17 37.26 66.53 13.03 27.14 37.46 25.11 -0.49 12.96 40.46 35.62 48.86 32.55 16.24 25.51 37.45 25.35
2017-02-20 38.78 66.53 13.38 28.39 38.53 25.11 -1.3 13.35 40.17 38.72 51.35 34.56 17.05 26.2 37.45 26.05
2017-02-21 36.88 66.32 13.73 27.39 38.23 25.56 -2.27 13.15 41.33 38.72 52.07 32.55 15.29 24.49 36.36 24.88
2017-02-22 38.78 66.32 14.79 30.15 37.46 26.45 -1.94 14.12 42.2 41.37 53.13 34.9 15.56 25.86 39.61 26.05
2017-02-23 37.64 65.28 14.79 30.4 36.09 26.45 -2.11 13.73 41.04 39.82 52.42 35.57 15.02 24.49 39.83 25.81

Technicals

SPX

##              price      rsi stochastic
## 2017-02-09 2307.87 66.49052  0.8498702
## 2017-02-10 2316.10 69.32103  0.8709961
## 2017-02-13 2328.25 72.95325  0.9092937
## 2017-02-14 2337.58 75.36522  0.9394842
## 2017-02-15 2349.25 78.00710  0.9602135
## 2017-02-16 2347.22 76.47082  0.9710648
## 2017-02-17 2351.16 77.40109  0.9751203
## 2017-02-21 2365.38 80.41128  0.9764207
## 2017-02-22 2362.82 78.38698  0.9782335
## 2017-02-23 2363.81 78.61122  0.9744768

Stoxx

##              price      rsi stochastic
## 2017-02-10 3270.83 51.08743  0.2446741
## 2017-02-13 3305.23 57.44091  0.3912295
## 2017-02-14 3308.89 58.06504  0.5172961
## 2017-02-15 3323.71 60.58556  0.6549664
## 2017-02-16 3311.04 57.40865  0.7452667
## 2017-02-17 3308.81 56.84368  0.8142447
## 2017-02-20 3312.39 57.56567  0.8202690
## 2017-02-21 3339.33 62.63194  0.8311960
## 2017-02-22 3339.27 62.61401  0.8472521
## 2017-02-23 3333.96 60.95100  0.8770743

HSCEI

##               price      rsi stochastic
## 2017-02-10 10125.21 70.82303  0.8782598
## 2017-02-13 10257.84 74.78184  0.8992992
## 2017-02-14 10254.44 74.50276  0.9183702
## 2017-02-15 10436.04 79.00868  0.9378562
## 2017-02-16 10455.02 79.41808  0.9404632
## 2017-02-17 10360.13 71.87123  0.9198527
## 2017-02-20 10445.48 74.24218  0.8899037
## 2017-02-21 10408.56 71.43714  0.8625642
## 2017-02-22 10537.58 74.99290  0.8738890
## 2017-02-23 10521.53 73.76271  0.8923099

KOSPI200

##             price      rsi stochastic
## 2017-02-10 268.66 57.37252  0.4918441
## 2017-02-13 268.81 57.84398  0.4680293
## 2017-02-14 267.90 53.94595  0.4814629
## 2017-02-15 268.81 57.06206  0.5030514
## 2017-02-16 268.93 57.47072  0.5057755
## 2017-02-17 268.84 57.03230  0.5261711
## 2017-02-20 269.73 60.26071  0.5642582
## 2017-02-21 272.11 67.32988  0.6334788
## 2017-02-22 272.85 69.16647  0.7279399
## 2017-02-23 272.89 69.26704  0.8302017

NIKKEI

##               price      SMA    SMA.1      rsi stochastic
## 2017-02-10 19378.93 18903.75 17289.07 57.52944  0.3234361
## 2017-02-13 19459.15 18933.53 17304.99 59.11350  0.4399614
## 2017-02-14 19238.98 18959.71 17316.81 53.24384  0.6279918
## 2017-02-15 19437.98 18985.97 17329.47 57.36459  0.7464275
## 2017-02-16 19347.53 19010.72 17339.39 54.99224  0.7812127
## 2017-02-17 19234.62 19031.84 17347.70 52.09591  0.7675103
## 2017-02-20 19251.08 19050.93 17356.76 52.48876  0.7203847
## 2017-02-21 19381.44 19071.23 17366.90 55.59465  0.6959023
## 2017-02-22 19379.87 19088.67 17377.35 55.54756  0.6946981
## 2017-02-23 19371.46 19105.18 17390.87 55.27742  0.7413040

Crude

##            price      SMA    SMA.1      rsi stochastic
## 2017-02-09 53.00 51.36950 49.47095 52.02639  0.4892689
## 2017-02-10 53.86 51.53483 49.49950 56.49341  0.4854576
## 2017-02-13 52.93 51.64383 49.52100 50.96665  0.5573619
## 2017-02-14 53.20 51.76217 49.54510 52.42192  0.6410256
## 2017-02-15 53.11 51.88100 49.57425 51.86930  0.6424501
## 2017-02-16 53.36 51.99767 49.60845 53.34072  0.6381766
## 2017-02-17 53.40 52.08367 49.64355 53.58521  0.6339031
## 2017-02-21 54.33 52.18867 49.68135 58.96864  0.6797283
## 2017-02-22 53.59 52.28250 49.71280 53.63767  0.7031457
## 2017-02-23 54.45 52.42233 49.75490 58.35016  0.7360017

Breadth

## [1] "Stoxx Breadth"

## [1] "KOSPI200 Breadth"

## [1] "HSCEI Breadth"

Fundamentals

PER

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Nikkei
2017-02-04 17.66 14.05 9.53 7.86 11.59 13.33 18.26
2017-02-05 17.66 14.05 9.53 7.86 11.59 13.33 18.26
2017-02-06 17.62 13.9 9.55 8 11.71 13.39 18.3
2017-02-07 17.62 13.88 9.51 8 11.71 13.37 18.16
2017-02-08 17.63 13.87 9.46 8.11 11.79 13.43 18.17
2017-02-09 17.77 14.06 9.46 8.2 11.81 13.5 18.17
2017-02-10 17.84 14.02 9.49 8.25 11.84 13.58 18.59
2017-02-11 17.84 14.02 9.49 8.25 11.84 13.58 18.59
2017-02-12 17.84 14.02 9.49 8.25 11.84 13.58 18.59
2017-02-13 17.93 14.17 9.48 8.36 11.9 13.68 18.7
2017-02-14 18.01 14.19 9.44 8.35 11.87 13.66 18.49
2017-02-15 18.11 14.25 9.5 8.49 12 13.62 18.67
2017-02-16 18.09 14.19 9.51 8.48 12.04 13.71 18.57
2017-02-17 18.13 14.2 9.47 8.4 12 13.59 18.53
2017-02-18 18.13 14.2 9.47 8.4 12 13.59 18.53
2017-02-19 18.13 14.2 9.47 8.4 12 13.59 18.53
2017-02-20 18.12 14.21 9.51 8.49 12.08 13.75 18.52
2017-02-21 18.23 14.32 9.61 8.46 11.99 13.8 18.64
2017-02-22 18.22 14.3 9.63 8.56 12.12 13.81 18.61
2017-02-23 18.23 14.26 9.7 8.55 12.12 13.75 18.58

PER (z)

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Nikkei
2017-02-04 0.09 -0.29 -2.28 -0.12 -0.14 -0.5 0.35
2017-02-05 0.09 -0.29 -2.27 -0.12 -0.14 -0.5 0.35
2017-02-06 0.05 -0.45 -2.24 0.02 -0.03 -0.46 0.38
2017-02-07 0.05 -0.47 -2.3 0.03 -0.02 -0.47 0.28
2017-02-08 0.06 -0.48 -2.39 0.13 0.05 -0.44 0.29
2017-02-09 0.23 -0.28 -2.39 0.23 0.07 -0.4 0.29
2017-02-10 0.33 -0.32 -2.34 0.28 0.1 -0.35 0.58
2017-02-11 0.33 -0.32 -2.34 0.28 0.1 -0.35 0.58
2017-02-12 0.33 -0.32 -2.33 0.28 0.1 -0.35 0.58
2017-02-13 0.45 -0.16 -2.36 0.39 0.16 -0.3 0.67
2017-02-14 0.54 -0.14 -2.41 0.38 0.13 -0.31 0.52
2017-02-15 0.67 -0.08 -2.31 0.52 0.26 -0.33 0.64
2017-02-16 0.65 -0.14 -2.3 0.51 0.29 -0.28 0.57
2017-02-17 0.69 -0.13 -2.36 0.43 0.26 -0.35 0.54
2017-02-18 0.69 -0.13 -2.36 0.43 0.26 -0.35 0.54
2017-02-19 0.69 -0.13 -2.36 0.43 0.26 -0.35 0.54
2017-02-20 0.69 -0.11 -2.31 0.53 0.34 -0.26 0.54
2017-02-21 0.83 0 -2.14 0.5 0.25 -0.23 0.63
2017-02-22 0.81 -0.02 -2.11 0.6 0.38 -0.23 0.6
2017-02-23 0.82 -0.07 -2 0.58 0.37 -0.26 0.58

EPS Growth

##             SPX   Stoxx KOSPI200 HSCEI  HSI 중국상해 Nikkei
## 2017-02-04 8.89  -72.52     1.50  1.72 4.31     1.44 113.80
## 2017-02-05 8.89  -72.52     1.50  1.72 4.31     1.44 113.80
## 2017-02-06 8.83  -72.03     1.47  1.69 4.32     1.44 107.55
## 2017-02-07 8.78  -75.12     1.44  1.69 4.32     1.44 111.88
## 2017-02-08 8.45  -70.23     1.44  1.68 4.32     1.44  33.94
## 2017-02-09 8.47  -73.09     1.44  1.65 4.30     1.44  34.13
## 2017-02-10 8.49  -64.45     1.43  1.66 4.30     1.44  41.13
## 2017-02-11 8.49  -64.45     1.43  1.66 4.30     1.44  41.13
## 2017-02-12 8.49  -64.45     1.43  1.66 4.30     1.44  41.13
## 2017-02-13 8.49  -62.40     1.42  1.66 4.28     1.44  39.53
## 2017-02-14 8.46 -109.48     1.42  1.66 4.29     1.44  36.06
## 2017-02-15 8.46 -149.39     1.44  1.66 4.23     1.44  36.96
## 2017-02-16 8.34 -198.89     1.45  1.66 3.84     1.44  37.72
## 2017-02-17 8.35 -260.07     1.44  1.65 3.89     1.44  34.35
## 2017-02-18 8.35 -260.07     1.44  1.65 3.89     1.44  34.35
## 2017-02-19 8.35 -260.07     1.44  1.65 3.89     1.44  34.35
## 2017-02-20 8.36 -225.90     1.42  1.65 3.88     1.44  33.82
## 2017-02-21 8.35 -167.00     1.43  1.66 3.95     1.44  34.15
## 2017-02-22 8.25 -129.43     1.41  1.66 3.96     1.44  35.29
## 2017-02-23 8.25 -129.43     1.41  1.66 4.43     1.44  35.26

PBR

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Nikkei
2017-02-04 2.76 1.47 0.95 0.88 1.12 1.43 1.68
2017-02-05 2.76 1.47 0.95 0.88 1.12 1.43 1.68
2017-02-06 2.76 1.46 0.95 0.89 1.13 1.43 1.68
2017-02-07 2.76 1.45 0.95 0.89 1.13 1.43 1.68
2017-02-08 2.76 1.46 0.94 0.9 1.14 1.44 1.69
2017-02-09 2.78 1.48 0.94 0.91 1.14 1.45 1.68
2017-02-10 2.8 1.47 0.95 0.92 1.14 1.45 1.72
2017-02-11 2.8 1.47 0.95 0.92 1.14 1.45 1.72
2017-02-12 2.8 1.47 0.95 0.92 1.14 1.45 1.72
2017-02-13 2.81 1.49 0.94 0.93 1.15 1.46 1.72
2017-02-14 2.82 1.49 0.94 0.93 1.15 1.46 1.7
2017-02-15 2.83 1.49 0.95 0.95 1.16 1.46 1.72
2017-02-16 2.83 1.49 0.95 0.95 1.17 1.46 1.71
2017-02-17 2.84 1.49 0.95 0.94 1.17 1.45 1.7
2017-02-18 2.84 1.49 0.95 0.94 1.17 1.45 1.7
2017-02-19 2.84 1.49 0.95 0.94 1.17 1.45 1.7
2017-02-20 2.84 1.49 0.95 0.95 1.17 1.46 1.7
2017-02-21 2.86 1.5 0.96 0.94 1.17 1.47 1.71
2017-02-22 2.86 1.5 0.96 0.96 1.18 1.47 1.72
2017-02-23 2.86 1.5 0.97 0.96 1.18 1.47 1.71

PBR (z)

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Nikkei
2017-02-04 0.9 0.32 -0.33 -0.52 -0.34 -0.58 0.68
2017-02-05 0.9 0.32 -0.33 -0.52 -0.34 -0.58 0.68
2017-02-06 0.85 0.17 -0.29 -0.44 -0.26 -0.55 0.71
2017-02-07 0.86 0.16 -0.33 -0.43 -0.27 -0.56 0.67
2017-02-08 0.89 0.18 -0.42 -0.35 -0.19 -0.54 0.74
2017-02-09 1.08 0.36 -0.42 -0.28 -0.17 -0.51 0.67
2017-02-10 1.21 0.33 -0.34 -0.25 -0.15 -0.49 0.94
2017-02-11 1.21 0.33 -0.34 -0.25 -0.15 -0.49 0.94
2017-02-12 1.21 0.33 -0.34 -0.25 -0.15 -0.49 0.94
2017-02-13 1.35 0.47 -0.35 -0.18 -0.1 -0.46 0.98
2017-02-14 1.43 0.48 -0.43 -0.18 -0.11 -0.46 0.85
2017-02-15 1.52 0.53 -0.35 -0.08 0 -0.48 0.98
2017-02-16 1.52 0.47 -0.33 -0.08 0.02 -0.44 0.93
2017-02-17 1.64 0.45 -0.34 -0.13 0.03 -0.5 0.84
2017-02-18 1.64 0.45 -0.34 -0.13 0.03 -0.5 0.84
2017-02-19 1.64 0.45 -0.34 -0.13 0.03 -0.5 0.84
2017-02-20 1.64 0.47 -0.26 -0.08 0.07 -0.44 0.85
2017-02-21 1.8 0.58 -0.07 -0.09 0.02 -0.42 0.93
2017-02-22 1.82 0.58 -0.01 -0.02 0.14 -0.41 0.94
2017-02-23 1.83 0.56 0.1 -0.02 0.11 -0.43 0.92

PBR Bands

10 Y

3 Y

RIM

ROE

SPX Stoxx KOSPI200 HSCEI HSI Nikkei
2017-01-25 16.67 8.61 9.8 12.19 12.33 9.59
2017-01-26 16.5 8.62 10.03 12.21 12.32 9.6
2017-01-27 16.43 8.62 10.04 12.21 12.32 9.6
2017-01-28 16.43 8.62 10.04 12.21 12.32 9.6
2017-01-29 16.43 8.62 10.03 12.21 12.32 9.6
2017-01-30 16.43 8.62 10.07 12.21 12.32 9.61
2017-01-31 16.15 8.6 10.12 12.21 12.32 9.46
2017-02-01 16.29 8.62 10.19 12.21 12.32 9.52
2017-02-02 16.49 8.59 10.19 12.21 12.32 9.56
2017-02-03 16.49 8.59 10.17 12.2 12.31 9.57
2017-02-04 16.49 8.59 10.17 12.2 12.31 9.57
2017-02-05 16.49 8.59 10.17 12.2 12.31 9.57
2017-02-06 16.49 8.56 10.17 12.2 12.31 9.58
2017-02-07 16.51 8.55 10.14 12.19 12.3 9.58
2017-02-08 16.51 8.55 10.17 12.19 12.3 9.82
2017-02-09 16.51 8.56 10.18 12.19 12.3 9.79
2017-02-10 16.53 8.57 10.19 12.19 12.3 9.81
2017-02-11 16.53 8.57 10.19 12.19 12.3 9.81
2017-02-12 16.53 8.57 10.19 12.19 12.3 9.81
2017-02-13 16.52 8.57 10.22 12.19 12.31 9.8
2017-02-14 16.53 8.6 10.23 12.2 12.3 9.8
2017-02-15 16.53 8.6 10.19 12.22 12.31 9.83
2017-02-16 16.53 8.59 10.19 12.22 12.31 9.84
2017-02-17 16.53 8.59 10.21 12.22 12.31 9.74
2017-02-18 16.53 8.59 10.21 12.22 12.31 9.74
2017-02-19 16.53 8.59 10.21 12.22 12.31 9.74
2017-02-20 16.51 8.61 10.22 12.22 12.31 9.7
2017-02-21 16.47 8.62 10.25 12.22 12.31 9.7
2017-02-22 16.46 8.62 10.23 12.23 12.34 9.77
2017-02-23 16.46 8.62 10.25 12.23 12.33 9.73

Capex

SPX Stoxx KOSPI200 HSI 중국상해 Nikkei
2017-02-04 75.26 213.3 33.68 1414.55 253.34 1223.05
2017-02-05 75.26 213.3 33.68 1414.55 253.34 1223.05
2017-02-06 75.27 213.08 33.73 1420.01 253.34 1223.14
2017-02-07 75.25 212.51 33.89 1420.71 253.34 1222.81
2017-02-08 75.15 211.97 33.92 1422.02 253.34 1225.65
2017-02-09 75.19 211.94 33.98 1422.98 253.34 1225.55
2017-02-10 75.23 211.19 34.05 1424.95 253.34 1223.35
2017-02-11 75.23 211.19 34.05 1424.95 253.34 1223.35
2017-02-12 75.23 211.19 34.05 1424.95 253.34 1223.35
2017-02-13 75.3 211.59 34.09 1428.16 253.34 1221.92
2017-02-14 75.44 212.09 34.09 1429.28 253.34 1222.17
2017-02-15 75.43 212.29 33.97 1438.56 253.34 1225.3
2017-02-16 75.54 211.87 33.91 1445.01 253.34 1235.13
2017-02-17 75.52 211.32 33.88 1447.28 253.34 1234.37
2017-02-18 75.52 211.32 33.88 1447.28 253.34 1234.37
2017-02-19 75.52 211.32 33.88 1447.28 253.34 1234.37
2017-02-20 75.53 211.52 33.82 1448.04 253.34 1234.71
2017-02-21 75.58 211.56 33.76 1436.37 253.34 1233.36
2017-02-22 75.67 211.46 33.75 1434.79 253.34 1234.62
2017-02-23 75.67 211.46 33.35 1432.92 253.34 1231.67

Debt-to-EBITDA

SPX Stoxx KOSPI200 HSI 중국상해 Nikkei Russia Bovespa Sensex Jakarta Nikkei Argentina
2017-02-04 1.72 4.19 1.12 4.28 8.65 1.17 0.6 2.04 2.45 1.25 1.17 2.36
2017-02-05 1.72 4.19 1.12 4.28 8.65 1.17 0.6 2.04 2.45 1.25 1.17 2.36
2017-02-06 1.72 4.2 1.11 4.26 8.6 1.16 0.59 2.03 2.44 1.25 1.16 2.29
2017-02-07 1.73 4.22 1.11 4.27 8.58 1.17 0.59 2.03 2.44 1.25 1.17 2.29
2017-02-08 1.74 4.14 1.11 4.27 8.6 1.19 0.58 2.03 2.43 1.24 1.19 2.28
2017-02-09 1.73 4.14 1.36 4.26 8.61 1.18 0.59 2.02 2.43 1.24 1.18 2.29
2017-02-10 1.74 4.15 1.42 4.26 8.57 1.18 0.59 2.02 2.44 1.25 1.18 2.29
2017-02-11 1.74 4.15 1.42 4.26 8.57 1.18 0.59 2.02 2.44 1.25 1.18 2.29
2017-02-12 1.74 4.15 1.42 4.26 8.57 1.18 0.59 2.02 2.43 1.25 1.18 2.29
2017-02-13 1.74 4.15 1.47 4.25 8.56 1.18 0.59 2.02 2.44 1.24 1.18 2.28
2017-02-14 1.74 4.16 1.47 4.43 8.77 1.18 0.59 1.99 2.43 1.25 1.18 2.29
2017-02-15 1.74 4.17 1.78 4.4 8.69 1.18 0.59 1.99 2.47 1.25 1.18 2.21
2017-02-16 1.74 4.18 1.78 4.38 8.72 1.19 0.59 1.99 2.47 1.25 1.19 2.2
2017-02-17 1.74 4.19 1.78 4.37 8.69 1.19 0.59 1.99 2.46 1.23 1.19 2.21
2017-02-18 1.74 4.19 1.78 4.37 8.69 1.19 0.59 1.99 2.46 1.23 1.19 2.21
2017-02-19 1.74 4.19 1.78 4.37 8.69 1.19 0.59 1.99 2.46 1.23 1.19 2.21
2017-02-20 1.74 4.19 1.77 4.38 8.7 1.2 0.59 1.99 2.47 1.25 1.2 2.21
2017-02-21 1.74 4.19 1.76 4.38 8.72 1.21 0.58 1.99 2.46 1.25 1.21 2.22
2017-02-22 1.74 4.19 1.76 4.31 8.71 1.2 0.58 1.98 2.47 1.25 1.2 2.2
2017-02-23 1.74 4.19 1.65 4.33 8.72 1.21 0.58 1.98 2.47 1.26 1.21 2.2

Current Ratio

SPX Stoxx KOSPI200 HSI 중국상해 Nikkei
2017-02-04 -1.38 -1.15 -1.34 -1.1 -1.16 -1.59
2017-02-05 -1.38 -1.15 -1.34 -1.1 -1.16 -1.59
2017-02-06 -1.38 -1.15 -1.34 -1.1 -1.16 -1.59
2017-02-07 -1.38 -1.15 -1.34 -1.1 -1.16 -1.57
2017-02-08 -1.38 -1.15 -1.34 -1.1 -1.16 -1.57
2017-02-09 -1.38 -1.15 -1.34 -1.1 -1.16 -1.57
2017-02-10 -1.38 -1.15 -1.34 -1.1 -1.16 -1.56
2017-02-11 -1.38 -1.15 -1.34 -1.1 -1.16 -1.56
2017-02-12 -1.38 -1.15 -1.34 -1.1 -1.16 -1.56
2017-02-13 -1.38 -1.15 -1.34 -1.1 -1.16 -1.57
2017-02-14 -1.38 -1.15 -1.34 -1.1 -1.16 -1.56
2017-02-15 -1.38 -1.16 -1.34 -1.1 -1.16 -1.56
2017-02-16 -1.38 -1.16 -1.34 -1.09 -1.16 -1.56
2017-02-17 -1.38 -1.16 -1.34 -1.09 -1.16 -1.56
2017-02-18 -1.38 -1.16 -1.34 -1.09 -1.16 -1.56
2017-02-19 -1.38 -1.16 -1.34 -1.09 -1.16 -1.56
2017-02-20 -1.38 -1.16 -1.34 -1.09 -1.16 -1.56
2017-02-21 -1.38 -1.16 -1.34 -1.09 -1.16 -1.56
2017-02-22 -1.38 -1.16 -1.34 -1.1 -1.16 -1.56
2017-02-23 -1.38 -1.16 -1.44 -1.09 -1.16 -1.56

Volatility

Index

##                   SPX     Stoxx  KOSPI200     HSCEI       HSI   중국상해
## 2017-01-27 0.09132207 0.1236719 0.1141371 0.1681453 0.1381909 0.10742845
## 2017-01-30 0.09177952 0.1250760 0.1141371 0.1681453 0.1381909 0.10742845
## 2017-01-31 0.09179779 0.1259884 0.1149494 0.1681453 0.1381909 0.10742845
## 2017-02-01 0.09167633 0.1255971 0.1138685 0.1672072 0.1367704 0.10742845
## 2017-02-02 0.09145784 0.1243021 0.1136735 0.1660016 0.1352421 0.10742845
## 2017-02-03 0.09198337 0.1243854 0.1133003 0.1659865 0.1352778 0.10754886
## 2017-02-06 0.09199077 0.1246745 0.1132956 0.1675413 0.1359248 0.10774481
## 2017-02-07 0.09158976 0.1245978 0.1132889 0.1667612 0.1358306 0.10776632
## 2017-02-08 0.09156652 0.1236558 0.1135248 0.1663273 0.1356462 0.10785902
## 2017-02-09 0.09185522 0.1246318 0.1135251 0.1656256 0.1352788 0.10731849
## 2017-02-10 0.09192323 0.1241962 0.1136164 0.1657611 0.1352960 0.10702460
## 2017-02-13 0.09216595 0.1246036 0.1130654 0.1664323 0.1353233 0.10727864
## 2017-02-14 0.09228021 0.1244127 0.1131591 0.1664324 0.1346235 0.10693451
## 2017-02-15 0.09210744 0.1236909 0.1129283 0.1680520 0.1356101 0.10461293
## 2017-02-16 0.09208716 0.1237785 0.1127698 0.1680527 0.1357151 0.09896993
## 2017-02-17 0.09204147 0.1237369 0.1125673 0.1686226 0.1358072 0.09952082
## 2017-02-20 0.09204147 0.1203604 0.1126450 0.1684565 0.1354236 0.10090861
## 2017-02-21 0.09213423 0.1208333 0.1131105 0.1685669 0.1359224 0.10100903
## 2017-02-22 0.09209005 0.1207518 0.1131537 0.1693019 0.1365118 0.10104382
## 2017-02-23 0.09198208 0.1204465 0.1130472 0.1690868 0.1364954 0.10050538

Commodity

##                Crude      Coal    Copper Iron.Ore..Dalian. Rebar..Dalian.
## 2017-01-27 0.3558787 0.4694344 0.1946465         0.3808144      0.3126709
## 2017-01-30 0.3547276 0.4694344 0.1957695         0.3808144      0.3126709
## 2017-01-31 0.3545825 0.4694344 0.1987529         0.3808144      0.3126709
## 2017-02-01 0.3537784 0.4694344 0.1988664         0.3808144      0.3126709
## 2017-02-02 0.3499359 0.4694344 0.1992887         0.3808144      0.3126709
## 2017-02-03 0.3491781 0.4719182 0.2004466         0.3831899      0.3218671
## 2017-02-06 0.3482979 0.4728501 0.2011246         0.3866357      0.3240634
## 2017-02-07 0.3483792 0.4723859 0.2012648         0.3856215      0.3231480
## 2017-02-08 0.3481965 0.4721146 0.2014133         0.3875050      0.3235852
## 2017-02-09 0.3469900 0.4703644 0.2014949         0.3869760      0.3222528
## 2017-02-10 0.3477323 0.4703620 0.2098957         0.3900335      0.3228528
## 2017-02-13 0.3452887 0.4715786 0.2090277         0.3947120      0.3256014
## 2017-02-14 0.3446649 0.4721218 0.2097547         0.3923769      0.3253608
## 2017-02-15 0.3427717 0.4715813 0.2075700         0.3925678      0.3254175
## 2017-02-16 0.3424922 0.4726246 0.2082098         0.3907983      0.3240016
## 2017-02-17 0.3424141 0.4722904 0.2085150         0.3904292      0.3223367
## 2017-02-20 0.3424141 0.4726494 0.2085150         0.3898541      0.3224764
## 2017-02-21 0.3425677 0.4708176 0.2090579         0.3909024      0.3230548
## 2017-02-22 0.3425229 0.4719656 0.2092245         0.3908545      0.3237894
## 2017-02-23 0.3388082 0.4727296 0.2150951         0.3910560      0.3236677

FX

##            인도네시아.루피아 터키.리라       링깃  인도.루피      Real
## 2017-01-27        0.05205400 0.1300061 0.06440236 0.04159678 0.1561295
## 2017-01-30        0.05205348 0.1346354 0.06440236 0.04164993 0.1557658
## 2017-01-31        0.05198241 0.1344982 0.06254873 0.04135655 0.1558786
## 2017-02-01        0.05197733 0.1344174 0.06254873 0.04218750 0.1559698
## 2017-02-02        0.05159117 0.1353110 0.06244912 0.04212826 0.1544186
## 2017-02-03        0.05150370 0.1365797 0.06203945 0.04212705 0.1544025
## 2017-02-06        0.05136918 0.1367664 0.06122867 0.04218352 0.1542281
## 2017-02-07        0.05092053 0.1383975 0.06073510 0.04228370 0.1542160
## 2017-02-08        0.05091868 0.1389783 0.05977682 0.04248078 0.1534787
## 2017-02-09        0.05094107 0.1396013 0.05977682 0.04310698 0.1528495
## 2017-02-10        0.05096016 0.1394895 0.05911464 0.04310576 0.1529352
## 2017-02-13        0.05086253 0.1400041 0.05883826 0.04315478 0.1521113
## 2017-02-14        0.05051477 0.1403808 0.05875604 0.04319530 0.1524745
## 2017-02-15        0.05053614 0.1402916 0.05876882 0.04284917 0.1529115
## 2017-02-16        0.05053832 0.1402873 0.05875916 0.04291603 0.1530488
## 2017-02-17        0.05055110 0.1411392 0.05821192 0.04284783 0.1523653
## 2017-02-20        0.05053805 0.1411339 0.05816805 0.04288792 0.1523472
## 2017-02-21        0.04953561 0.1404944 0.05748713 0.04288792 0.1523175
## 2017-02-22        0.04942159 0.1416892 0.05752132 0.04288841 0.1523220
## 2017-02-23        0.04922264 0.1417670 0.05739991 0.04300199 0.1523209
##                 란드
## 2017-01-27 0.2031525
## 2017-01-30 0.2022996
## 2017-01-31 0.2019254
## 2017-02-01 0.2018777
## 2017-02-02 0.2020305
## 2017-02-03 0.2019557
## 2017-02-06 0.2019083
## 2017-02-07 0.1974442
## 2017-02-08 0.1967187
## 2017-02-09 0.1966390
## 2017-02-10 0.1960181
## 2017-02-13 0.1959636
## 2017-02-14 0.1971522
## 2017-02-15 0.1966703
## 2017-02-16 0.1968610
## 2017-02-17 0.1966552
## 2017-02-20 0.1964354
## 2017-02-21 0.1924997
## 2017-02-22 0.1932220
## 2017-02-23 0.1931101

##            Dollar.Index     EURUSD    USDJPY     USDKRW     USDCNY
## 2017-01-27   0.07009631 0.07522570 0.1101368 0.09935815 0.03526651
## 2017-01-30   0.07012796 0.07514912 0.1116433 0.09946925 0.03526651
## 2017-01-31   0.06981263 0.07544651 0.1114799 0.10043855 0.03526651
## 2017-02-01   0.06980783 0.07549902 0.1115486 0.09844313 0.03526651
## 2017-02-02   0.06918420 0.07496826 0.1115565 0.09951317 0.03526651
## 2017-02-03   0.06901940 0.07500394 0.1115741 0.09865240 0.03525428
## 2017-02-06   0.06901779 0.07510267 0.1122883 0.09882646 0.03526105
## 2017-02-07   0.06932149 0.07556488 0.1124808 0.09808751 0.03550016
## 2017-02-08   0.06929075 0.07547104 0.1127059 0.09781176 0.03565787
## 2017-02-09   0.06945046 0.07557481 0.1137915 0.09746022 0.03566562
## 2017-02-10   0.06851272 0.07483340 0.1124552 0.09758719 0.03566438
## 2017-02-13   0.06854294 0.07503545 0.1125828 0.09655142 0.03534906
## 2017-02-14   0.06827583 0.07487403 0.1119008 0.09808785 0.03547400
## 2017-02-15   0.06830256 0.07492519 0.1117985 0.09802812 0.03547542
## 2017-02-16   0.06877113 0.07545614 0.1124740 0.09760175 0.03572821
## 2017-02-17   0.06906451 0.07566331 0.1123140 0.09755062 0.03567137
## 2017-02-20   0.06907481 0.07566181 0.1120582 0.09619567 0.03570025
## 2017-02-21   0.06750642 0.07488993 0.1102169 0.09621628 0.03568899
## 2017-02-22   0.06753716 0.07497591 0.1102553 0.09411275 0.03546043
## 2017-02-23   0.06780996 0.07500542 0.1103248 0.09430455 0.03556410
##                 USDHKD
## 2017-01-27 0.002427607
## 2017-01-30 0.002429705
## 2017-01-31 0.002411897
## 2017-02-01 0.002413230
## 2017-02-02 0.002405223
## 2017-02-03 0.002438463
## 2017-02-06 0.002442211
## 2017-02-07 0.002442210
## 2017-02-08 0.002447848
## 2017-02-09 0.002449266
## 2017-02-10 0.002421603
## 2017-02-13 0.002425651
## 2017-02-14 0.002413502
## 2017-02-15 0.002412279
## 2017-02-16 0.002407854
## 2017-02-17 0.002381185
## 2017-02-20 0.002382646
## 2017-02-21 0.002383546
## 2017-02-22 0.002384207
## 2017-02-23 0.002381746

Order Flow

ETF S.O.

SPX S.O. Stoxx S.O. EM S.O. Russell S.O. HY S.O. Junk S.O. Short Treaury S.O. Div. S.O. DM S.O. TIPS S.O. Japan S.O. Brazil S.O. Russia S.O. EM Bond S.O.
2017-01-25 977332.13 155550 738900 276350 214000 318523.81 39600 261781.58 1043400 192200 325350 127900 13350 71500
2017-01-26 984932.13 155050 738900 276900 215000 323023.81 39600 261781.58 1043400 191600 325650 127900 13350 71900
2017-01-27 996432.13 155050 738900 277700 215000 325523.81 39600 261781.58 1043400 191200 325650 127900 13350 72300
2017-01-30 1002282.13 155050 738900 279000 215700 331523.81 39900 261832.83 1043400 191100 324000 127900 13350 72800
2017-01-31 999482.13 155050 738900 278950 213200 331523.81 39900 261837.63 1043400 192600 324000 128600 13350 73200
2017-02-01 994082.13 155050 738900 279600 210700 333523.81 39900 261912.63 1043400 192600 323100 128600 13350 73100
2017-02-02 985132.13 155050 738900 275800 212400 336523.81 39900 261962.63 1043400 193800 323100 128600 13350 73800
2017-02-03 976782.13 154700 738900 276000 216300 343523.81 39900 262012.63 1043400 193800 323100 128600 13350 74000
2017-02-06 981332.13 154700 738900 272150 216300 348023.81 39900 262087.63 1043400 194200 323100 128600 13350 75000
2017-02-07 976682.13 154700 738900 271550 210800 349023.81 40100 262087.63 1043400 194800 323100 131600 13350 75500
2017-02-08 980682.13 154700 738900 264050 205300 344523.81 40200 262087.88 1047000 195300 323100 131600 13350 77000
2017-02-09 975132.13 154450 738900 270000 205300 342523.81 40200 262087.88 1047000 196100 323100 131600 13350 77400
2017-02-10 974432.13 153350 738900 272050 205300 345023.81 40200 262087.88 1047000 196000 323100 131600 13350 77600
2017-02-13 980332.13 153350 738900 272300 206700 346523.81 40400 262162.88 1050000 196000 322050 131600 13650 78100
2017-02-14 981082.13 153350 738900 273450 206700 349023.81 40500 262163 1050000 196000 322050 131600 13650 77400
2017-02-15 994282.13 152450 738900 265850 206700 350523.81 40300 262163 1050000 196000 322050 132000 13650 77200
2017-02-16 993732.13 152450 738900 263800 206700 356023.81 40300 262188 1050000 196200 322050 136000 13650 78600
2017-02-17 988782.13 152450 738900 266050 207700 353523.81 40300 262288 1050000 196500 322050 137000 13650 78800
2017-02-21 980182.13 152200 738900 269700 211400 339023.81 40300 262263 1050000 196700 322050 137000 13650 79200
2017-02-22 987682.13 152200 738900 270500 212600 342023.81 40300 262263 1054200 196700 317550 141000 13650 80400

CFTC

euro-fx yen ust 10y aussie dollar index crude copper canada dollar gold NYMEX Crude Short NYMEX Crude Long
2016-10-04 -82059 68695 127169 23938 12100 362976 899 -14077 261646 98659 353162
2016-10-11 -93472 45909 43827 26104 33549 413650 4326 -11704 210597 71407 359349
2016-10-18 -109268 36991 99922 29980 45422 407995 -11142 -14298 194895 56355 347808
2016-10-25 -123856 44595 74506 31923 53990 403586 -13754 -13324 212413 56563 324752
2016-11-01 -137385 43160 -35057 40867 54330 354399 11298 -15960 224907 62528 296654
2016-11-08 -129314 31956 -71660 41108 52296 277539 39636 -21312 223148 145319 304734
2016-11-15 -119182 20676 137396 41518 48428 276326 44995 -18599 174738 165931 329252
2016-11-22 -119348 10900 172648 30705 53189 276320 46312 -17462 158715 163232 351556
2016-11-29 -119240 -269 -96267 20957 53403 287881 53361 -18576 142706 146133 335219
2016-12-06 -114556 -33937 -228604 20871 54602 377626 56391 -18158 127655 80285 350770
2016-12-13 -87513 -63429 -268395 13473 56712 422767 61115 -21869 120176 56312 359458
2016-12-20 -78045 -75449 -221058 3941 52367 436661 52026 -11754 103618 50613 356769
2016-12-27 -69408 -87009 -341075 -1510 52644 444932 45763 -1598 91185 50664 358573
2017-01-03 -70056 -86764 -344931 -3256 54271 440074 44484 -3871 90118 56349 360817
2017-01-10 -65823 -79839 -394689 -3848 53128 433562 47703 -7935 106526 51342 357251
2017-01-17 -66500 -77830 -375736 4845 49122 464678 46499 -5456 106881 57213 406723
2017-01-24 -52348 -66840 -297179 10294 48422 482523 50310 2519 107324 50960 421899
2017-01-31 -45713 -58331 -353651 12056 46572 492692 57276 3472 119093 47981 427908
2017-02-07 -44951 -55060 -304577 16748 46733 476990 51559 8550 121369 60691 420078
2017-02-14 -46764 -51284 -341524 24218 45861 508456 45243 19340 110437 42606 432944

Total Returns

##            MSCI.AC.World.TR..USD. JP.Global.Bond.TR..USD.
## 2017-01-27                845.179                 533.416
## 2017-01-30                840.219                 533.735
## 2017-01-31                839.984                 536.723
## 2017-02-01                840.873                 534.846
## 2017-02-02                841.908                 536.683
## 2017-02-03                846.665                 536.193
## 2017-02-06                844.034                 536.330
## 2017-02-07                843.373                 536.269
## 2017-02-08                845.778                 538.367
## 2017-02-09                848.482                 536.779
## 2017-02-10                851.966                 535.320
## 2017-02-13                856.244                 534.533
## 2017-02-14                856.355                 532.919
## 2017-02-15                861.350                 532.279
## 2017-02-16                863.239                 535.734
## 2017-02-17                862.581                 535.864
## 2017-02-20                863.176                 535.635
## 2017-02-21                866.045                 533.932
## 2017-02-22                866.402                 534.763
## 2017-02-23                868.016                 534.763
##            FTSE.REITS.TR..USD. CoCo.Bond.TR..EUR.
## 2017-01-27            4129.128           118.1401
## 2017-01-30            4112.403           117.8114
## 2017-01-31            4145.839           117.6335
## 2017-02-01            4114.618           117.7175
## 2017-02-02            4140.924           117.8644
## 2017-02-03            4161.984           118.4576
## 2017-02-06            4150.033           118.5087
## 2017-02-07            4152.703           118.0981
## 2017-02-08            4189.816           117.7105
## 2017-02-09            4192.108           118.0272
## 2017-02-10            4212.995           118.1455
## 2017-02-13            4206.196           118.3343
## 2017-02-14            4191.568           118.5058
## 2017-02-15            4193.245           118.8722
## 2017-02-16            4217.365           118.9772
## 2017-02-17            4219.797           118.8695
## 2017-02-20            4222.938           119.0662
## 2017-02-21            4250.029           119.1428
## 2017-02-22            4246.697           119.0455
## 2017-02-23            4277.337           119.2540

Trade

EUR TWER USD TWER KRW TWER CNY TWER JPY TWER AUD TWER
2017-01-26 90.57 124.4 120.6 123.94 91.87 96.76
2017-01-27 90.7 124.27 119.48 124.09 91.53 96.98
2017-01-30 90.7 124.27 118.73 124.09 91.53 96.98
2017-01-31 90.99 124 119.9 123.53 92.11 96.61
2017-02-01 90.99 124 120.32 123.6 92.11 96.61
2017-02-02 90.82 123.55 121.18 123.11 92.1 97.72
2017-02-03 90.92 123.26 120.9 123.24 92.12 97.91
2017-02-06 90.63 123.41 121.79 123.19 92.82 97.55
2017-02-07 90.36 123.96 121.79 123.28 92.59 97.48
2017-02-08 90.31 123.64 121.23 123.52 92.85 97.56
2017-02-09 90.13 123.81 121.65 123.74 91.84 97.57
2017-02-10 90.01 123.78 121.2 123.59 91.91 98.29
2017-02-13 89.71 123.89 121.25 123.77 91.57 97.97
2017-02-14 89.5 123.83 122.78 123.92 91 98.24
2017-02-15 89.65 123.76 122.17 123.75 91.05 98.77
2017-02-16 90.06 123.51 121.88 123.75 91.62 98.29
2017-02-17 89.83 123.81 121.51 123.74 92.17 98.11
2017-02-20 89.79 123.83 121.51 123.54 91.99 98.46
2017-02-21 89.37 124.14 121.87 123.69 91.8 98.55
2017-02-22 89.49 123.94 122.08 123.6 92 98.76

Trade (1M Avg, YoY)

EUR TWER USD TWER KRW TWER CNY TWER JPY TWER AUD TWER
2017-01-26 -0.01 0.01 0.03 -0.04 0.04 0.08
2017-01-27 -0.01 0.01 0.03 -0.04 0.04 0.08
2017-01-30 -0.01 0.01 0.03 -0.04 0.04 0.08
2017-01-31 -0.01 0.01 0.04 -0.04 0.04 0.08
2017-02-01 -0.02 0.01 0.04 -0.04 0.04 0.08
2017-02-02 -0.02 0.01 0.04 -0.04 0.03 0.08
2017-02-03 -0.02 0.01 0.04 -0.04 0.03 0.08
2017-02-06 -0.02 0.01 0.04 -0.04 0.04 0.08
2017-02-07 -0.02 0.01 0.05 -0.04 0.03 0.08
2017-02-08 -0.02 0.01 0.05 -0.04 0.03 0.08
2017-02-09 -0.02 0.01 0.05 -0.04 0.03 0.08
2017-02-10 -0.02 0.01 0.06 -0.04 0.03 0.08
2017-02-13 -0.02 0.01 0.06 -0.04 0.03 0.08
2017-02-14 -0.02 0.01 0.06 -0.04 0.02 0.08
2017-02-15 -0.02 0.01 0.07 -0.04 0.02 0.08
2017-02-16 -0.02 0.01 0.07 -0.04 0.02 0.08
2017-02-17 -0.02 0.01 0.07 -0.04 0.02 0.08
2017-02-20 -0.02 0.01 0.08 -0.04 0.01 0.08
2017-02-21 -0.02 0.01 0.08 -0.04 0.01 0.08
2017-02-22 -0.02 0.01 0.08 -0.04 0.01 0.08

Trade (1M Avg, MoM)

EUR TWER USD TWER KRW TWER CNY TWER JPY TWER AUD TWER
2017-01-26 0 0 -0.01 0 0 0.01
2017-01-27 0 -0.01 -0.01 0 0 0.01
2017-01-30 0 -0.01 0 0 0 0.01
2017-01-31 0 -0.01 0 0 0 0.01
2017-02-01 0.01 -0.01 0 0 0.01 0.01
2017-02-02 0.01 -0.01 0 0 0.01 0.02
2017-02-03 0.01 -0.01 0 0 0.01 0.02
2017-02-06 0.01 -0.01 0.01 0 0.01 0.02
2017-02-07 0.01 -0.01 0.01 0 0.01 0.02
2017-02-08 0.01 -0.01 0.01 -0.01 0.01 0.02
2017-02-09 0.01 -0.02 0.01 -0.01 0.01 0.02
2017-02-10 0.01 -0.02 0.02 -0.01 0.01 0.02
2017-02-13 0.01 -0.02 0.02 -0.01 0.01 0.02
2017-02-14 0 -0.02 0.02 -0.01 0.01 0.02
2017-02-15 0 -0.02 0.02 -0.01 0.01 0.02
2017-02-16 0 -0.02 0.02 -0.01 0.01 0.02
2017-02-17 0 -0.02 0.02 -0.01 0.01 0.02
2017-02-20 0 -0.02 0.02 -0.01 0.01 0.02
2017-02-21 0 -0.02 0.02 -0.01 0 0.02
2017-02-22 0 -0.02 0.02 -0.01 0 0.02

Risk Measures

CITI US Surprise CITI EU Surprise CITI 중국 Surprise CITI JP Surprise CITI EM Surprise CITI UK Surprise
2016-11-28 11.6 66 7.1 18.4 -4.4 50.1
2016-11-29 16.8 61.6 5.7 25.4 -4.7 49.1
2016-11-30 17.8 56.9 5.5 27.3 -4.4 46.3
2016-12-01 18.2 61.3 14 26.9 -1.5 42.4
2016-12-02 24.7 61.4 13.7 26.4 1.5 42.8
2016-12-05 28.7 58.9 12.3 24.2 3.6 45.6
2016-12-06 30.1 66.1 11.6 23 3.9 44.4
2016-12-07 30.1 64.6 11.2 21.9 4.2 31.2
2016-12-08 29.5 64.6 22.4 19 7.3 31
2016-12-09 30.2 62.6 21.7 17.4 2.9 40.1
2016-12-12 29.7 60.1 19.1 23.2 0.9 38
2016-12-13 32.6 59 27.5 23.7 3.2 41.6
2016-12-14 27.5 57.5 27.5 20.1 3.1 47.6
2016-12-15 37 64.4 27.5 20.8 3.5 51.9
2016-12-16 22.9 63.3 27.5 21.8 5.6 52.3
2016-12-19 23.2 60.6 27.6 38 6.6 50
2016-12-20 23.3 58.8 27.6 37.6 6.9 49.6
2016-12-21 22.8 56.7 27.6 38.2 7.7 47.6
2016-12-22 21 56.3 27.7 38 7.9 46.9
2016-12-23 25.6 54.5 27.7 37.7 9.9 59.1

##            CITI.Macro CITI.Short.Term
## 2017-01-26      0.238           0.280
## 2017-01-27      0.231           0.260
## 2017-01-30      0.274           0.509
## 2017-01-31      0.285           0.560
## 2017-02-01      0.250           0.403
## 2017-02-02      0.249           0.431
## 2017-02-03      0.202           0.249
## 2017-02-06      0.210           0.332
## 2017-02-07      0.210           0.341
## 2017-02-08      0.263           0.505
## 2017-02-09      0.229           0.370
## 2017-02-10      0.222           0.341
## 2017-02-13      0.216           0.294
## 2017-02-14      0.193           0.173
## 2017-02-15      0.211           0.312
## 2017-02-16      0.234           0.424
## 2017-02-17      0.248           0.504
## 2017-02-20      0.249           0.498
## 2017-02-21      0.240           0.385
## 2017-02-22      0.265           0.498

Fin. Condition

##            Fin..Condition..US. Fin..Condition..EU.
## 2017-01-27               0.172               0.116
## 2017-01-30               0.007               0.000
## 2017-01-31              -0.036              -0.023
## 2017-02-01               0.012              -0.003
## 2017-02-02               0.013               0.009
## 2017-02-03               0.087               0.052
## 2017-02-06               0.016              -0.023
## 2017-02-07              -0.055              -0.070
## 2017-02-08              -0.056              -0.071
## 2017-02-09               0.022              -0.026
## 2017-02-10               0.031              -0.010
## 2017-02-13               0.111              -0.049
## 2017-02-14               0.153              -0.098
## 2017-02-15               0.146              -0.031
## 2017-02-16               0.097              -0.051
## 2017-02-17               0.074               0.006
## 2017-02-20               0.076              -0.010
## 2017-02-21               0.109              -0.058
## 2017-02-22               0.080              -0.034
## 2017-02-23               0.074              -0.141
##            Fin..Condition..Asia.Ex.JP.
## 2017-01-27                       0.417
## 2017-01-30                       0.355
## 2017-01-31                       0.339
## 2017-02-01                       0.370
## 2017-02-02                       0.415
## 2017-02-03                       0.408
## 2017-02-06                       0.468
## 2017-02-07                       0.453
## 2017-02-08                       0.417
## 2017-02-09                       0.469
## 2017-02-10                       0.519
## 2017-02-13                       0.508
## 2017-02-14                       0.522
## 2017-02-15                       0.489
## 2017-02-16                       0.506
## 2017-02-17                       0.476
## 2017-02-20                       0.454
## 2017-02-21                       0.444
## 2017-02-22                       0.433
## 2017-02-23                       0.411

Fin. Stress

##            SL.Financial.Stress.Index CL.Financial.Stress.Index
## 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
## 2016-12-30                    -1.148                  1.472577
## 2017-01-06                    -1.179                  1.472577
## 2017-01-13                    -1.210                  1.472577
## 2017-01-20                    -1.188                  1.472577
## 2017-01-27                    -1.210                  1.472577
## 2017-02-03                    -1.211                  1.472577
## 2017-02-10                    -1.269                  1.472577
## 2017-02-17                    -1.274                  1.472577

Credit

National CDS

##            Italy.CDS Spain.CDS Portugal.CDS
## 2017-01-27   166.644    74.002      276.380
## 2017-01-30   165.534    72.058      275.849
## 2017-01-31   168.402    72.275      274.518
## 2017-02-01   170.867    75.119      275.247
## 2017-02-02   173.706    74.153      287.063
## 2017-02-03   174.493    77.263      288.095
## 2017-02-06   176.687    74.574      280.768
## 2017-02-07   185.297    83.429      278.347
## 2017-02-08   181.294    83.078      278.706
## 2017-02-09   179.181    81.500      284.277
## 2017-02-10   181.088    81.033      288.836
## 2017-02-13   181.527    80.311      285.369
## 2017-02-14   181.329    79.736      281.990
## 2017-02-15   181.130    78.502      282.979
## 2017-02-16   181.320    79.772      279.459
## 2017-02-17   187.491    77.268      287.308
## 2017-02-20   193.060    80.563      289.672
## 2017-02-21   194.772    81.533      290.228
## 2017-02-22   197.283    81.821      290.954
## 2017-02-23   183.082    78.622      289.884
## 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 VW.CDS
## 2017-01-27           110.940 161.222  113.289         82.290 81.042 92.273
## 2017-01-30           113.783 163.938  117.770         84.726 84.518 93.504
## 2017-01-31           113.558 160.567  117.978         85.309 84.745 93.701
## 2017-02-01           114.041 159.793  116.861         87.677 86.309 93.602
## 2017-02-02           113.596 159.565  113.574         88.925 88.372 93.957
## 2017-02-03           110.775 154.516  108.601         88.246 87.250 93.357
## 2017-02-06           112.909 158.478  112.492         93.209 92.741 94.077
## 2017-02-07           113.264 157.983  116.480         94.389 93.426 94.893
## 2017-02-08           115.640 158.651  118.974         94.590 94.553 95.354
## 2017-02-09           115.778 157.291  118.185         89.068 89.590 94.841
## 2017-02-10           117.732 158.208  119.786         90.531 90.960 93.880
## 2017-02-13           116.374 156.188  115.827         88.768 88.283 92.622
## 2017-02-14           115.571 155.053  115.458         88.984 88.359 92.440
## 2017-02-15           114.097 152.410  114.807         87.488 87.052 90.434
## 2017-02-16           114.816 151.190  115.515         89.721 89.624 91.478
## 2017-02-17           116.228 151.094  117.950         96.317 96.100 92.865
## 2017-02-20           116.678 147.473  116.971         98.211 97.763 92.553
## 2017-02-21           116.541 147.309  118.287         97.360 97.120 92.495
## 2017-02-22           116.537 148.243  117.963         98.691 97.938 93.778
## 2017-02-23           116.453 148.410  117.837         97.920 97.057 94.156
##            HSBC.CDS SC.CDS BARX.CDS UniCredit.CDS Banco.Popolare.CDS
## 2017-01-27   65.545 92.685   76.776       167.963            210.603
## 2017-01-30   66.884 94.031   78.099       173.894            214.239
## 2017-01-31   65.232 93.195   77.444       173.270            216.354
## 2017-02-01   65.559 92.033   76.949       173.083            215.398
## 2017-02-02   65.555 91.857   76.771       166.648            213.085
## 2017-02-03   64.230 90.136   75.950       163.621            214.317
## 2017-02-06   65.175 90.744   77.345       170.047            207.192
## 2017-02-07   66.444 92.180   78.499       173.858            209.233
## 2017-02-08   66.171 92.549   79.359       178.492            210.323
## 2017-02-09   66.733 91.786   78.386       177.123            210.245
## 2017-02-10   66.973 93.727   78.977       178.933            213.431
## 2017-02-13   66.554 94.457   77.844       174.487            208.322
## 2017-02-14   66.023 93.002   76.385       169.871            212.163
## 2017-02-15   65.217 91.548   75.600       166.827            212.395
## 2017-02-16   65.331 91.911   75.837       168.651            212.195
## 2017-02-17   66.057 92.950   76.381       174.396            213.318
## 2017-02-20   65.627 91.129   75.513       174.721            211.987
## 2017-02-21   65.946 91.964   76.164       175.169            213.278
## 2017-02-22   66.988 91.953   76.171       176.402            213.256
## 2017-02-23   65.392 90.974   75.350       177.019            213.262
##            Intesa.Sanpaolo.CDS
## 2017-01-27             139.943
## 2017-01-30             144.977
## 2017-01-31             145.066
## 2017-02-01             145.755
## 2017-02-02             141.721
## 2017-02-03             138.842
## 2017-02-06             145.565
## 2017-02-07             147.989
## 2017-02-08             150.078
## 2017-02-09             147.987
## 2017-02-10             150.336
## 2017-02-13             146.510
## 2017-02-14             140.783
## 2017-02-15             139.043
## 2017-02-16             140.858
## 2017-02-17             145.369
## 2017-02-20             146.190
## 2017-02-21             147.209
## 2017-02-22             147.879
## 2017-02-23             148.939
## 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
## 2017-01-26      54.16
## 2017-01-27      53.14
## 2017-01-30      52.13
## 2017-01-31      52.19
## 2017-02-01      52.19
## 2017-02-02      54.14
## 2017-02-03      53.66
## 2017-02-06      52.57
## 2017-02-07      50.01
## 2017-02-08      50.07
## 2017-02-09      50.07
## 2017-02-10      50.32
## 2017-02-13      50.60
## 2017-02-14      49.92
## 2017-02-15      50.88
## 2017-02-16      53.88
## 2017-02-17      53.97
## 2017-02-20      53.75
## 2017-02-21      52.55
## 2017-02-22      54.13
## 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 High Yield Corp Bond Index Spread
2017-01-27 348.41 172.56 419.93
2017-01-30 349.82 172.54 473.15
2017-01-31 351.8 172.52 496.62
2017-02-01 348.18 172.68 384.37
2017-02-02 342.89 172.88 383.32
2017-02-03 337.68 173.24 377.59
2017-02-06 340.74 173.43 382.32
2017-02-07 344.87 173.5 384.22
2017-02-08 346.01 173.37 388.03
2017-02-09 340.09 173.41 383.18
2017-02-10 336.58 173.56 379.49
2017-02-13 332.92 173.81 376.71
2017-02-14 330.48 173.84 373.64
2017-02-15 333.01 173.89 370.63
2017-02-16 337.19 173.9 377.28
2017-02-17 340.18 173.88 379.53
2017-02-20 340.18 173.97 379.53
2017-02-21 336.84 174.26 376.53
2017-02-22 333.6 174.49 374.63
2017-02-23 333.6 174.74 375.03
## 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
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## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
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Basis Swap

EURUSD 3M Basis Swap EURUSD 1Y Basis Swap EURUSD 3Y Basis Swap EURUSD 5Y Basis Swap EURUSD 10Y Basis Swap
2017-01-27 -37.43 -45 -43.56 -43 -40.75
2017-01-30 -32.98 -42.75 -42.62 -42.62 -40.5
2017-01-31 -29.16 -40.69 -42.12 -42 -40.5
2017-02-01 -30.08 -41.88 -42.62 -42.75 -41.25
2017-02-02 -29.23 -40.25 -41.88 -42.38 -41.25
2017-02-03 -28.42 -40.5 -41.62 -42.12 -40.75
2017-02-06 -28.66 -40.75 -41.25 -41.62 -40.5
2017-02-07 -28.81 -40.75 -42.38 -42.5 -41.75
2017-02-08 -26.36 -40.75 -41.75 -42.25 -40.75
2017-02-09 -25.87 -40.75 -42.38 -42.62 -41
2017-02-10 -26.02 -41.25 -42.5 -42.62 -40.88
2017-02-13 -27.83 -41.38 -42.38 -42.62 -41
2017-02-14 -27.65 -41.25 -42.25 -42.25 -40.38
2017-02-15 -26.85 -41 -41.62 -41.5 -39.38
2017-02-16 -25.08 -40.12 -41.75 -41.75 -39.5
2017-02-17 -25.75 -40.12 -41.75 -41.75 -39.5
2017-02-20 -25.93 -40 -42 -42 -39.75
2017-02-21 -27.92 -41 -42 -41.75 -39.12
2017-02-22 -28.58 -42.5 -43.5 -43.12 -39.88
2017-02-23 -27.83 -42.25 -42.12 -41.88 -38.62
## 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 JPYUSD 5Y Basis Swap JPYUSD 10Y Basis Swap
2017-01-27 -55.25 -71.75 -83.5 -90.06 -85.38
2017-01-30 -47.5 -70 -82.25 -88 -85.25
2017-01-31 -42.75 -68.5 -81 -86.5 -83.5
2017-02-01 -44 -68.5 -80.75 -85.75 -83.38
2017-02-02 -37.75 -63.5 -76.69 -82.75 -82.5
2017-02-03 -40.75 -64.12 -77.38 -82.75 -82
2017-02-06 -41 -64 -77 -82.88 -81.5
2017-02-07 -41.25 -61.5 -74.75 -80.06 -78.75
2017-02-08 -40.75 -61.38 -73.06 -78.5 -77.75
2017-02-09 -38.75 -62 -74.5 -78.75 -77.75
2017-02-10 -46.75 -64.5 -76.26 -79.25 -78.25
2017-02-13 -45.5 -64.75 -76.25 -80.88 -79
2017-02-14 -43.5 -63.38 -75.88 -80.5 -78.75
2017-02-15 -44.25 -63 -75.5 -80.5 -79.12
2017-02-16 -44.25 -62.75 -75.5 -81.12 -79.38
2017-02-17 -44 -62.75 -75.5 -80.31 -79.12
2017-02-20 -45 -62 -75.5 -81.62 -80.25
2017-02-21 -49.5 -62.62 -76.75 -82.38 -82
2017-02-22 -51.5 -64 -77.44 -84.38 -82.75
2017-02-23 -50.5 -63 -76.5 -82 -80.75
## 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.
## 2017-01-27      2.4750      1.7975        0.670
## 2017-01-30      2.5170      1.7911        0.670
## 2017-01-31      2.5180      1.8000        0.670
## 2017-02-01      2.4860      1.7794        0.725
## 2017-02-02      2.4230      1.7760        0.640
## 2017-02-03      2.4174      1.7738        0.670
## 2017-02-06      2.3704      1.7550        0.670
## 2017-02-07      2.4380      1.7560        0.620
## 2017-02-08      2.4380      1.7500        0.620
## 2017-02-09      2.4240      1.7550        0.675
## 2017-02-10      2.4094      1.7643        0.675
## 2017-02-13      2.4620      1.7650        0.595
## 2017-02-14      2.4240      1.7600        0.670
## 2017-02-15      2.4450      1.7770        0.675
## 2017-02-16      2.3780      1.7665        0.620
## 2017-02-17      2.4008      1.7675        0.675
## 2017-02-20      2.4335      1.7625        0.675
## 2017-02-21      2.4040      1.7690        0.675
## 2017-02-22      2.3940      1.7350        0.620
## 2017-02-23      2.4470      1.7370        0.560
## 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
## 2017-01-11      -0.0088      -0.0099       0.0027       -0.0203
## 2017-01-12      -0.0088      -0.0099       0.0039       -0.0205
## 2017-01-13      -0.0088      -0.0098       0.0039       -0.0205
## 2017-01-18      -0.0095      -0.0098       0.0039       -0.0205
## 2017-01-19      -0.0095      -0.0098       0.0027       -0.0194
## 2017-01-20      -0.0095      -0.0095       0.0027       -0.0194
## 2017-01-25      -0.0085      -0.0095       0.0027       -0.0194
## 2017-01-26      -0.0085      -0.0095       0.0006       -0.0196
## 2017-01-27      -0.0085      -0.0092       0.0006       -0.0196
## 2017-02-01      -0.0096      -0.0092       0.0006       -0.0196
## 2017-02-02      -0.0096      -0.0092       0.0010       -0.0184
## 2017-02-03      -0.0096      -0.0079       0.0010       -0.0184
## 2017-02-08      -0.0096      -0.0079       0.0010       -0.0184
## 2017-02-09      -0.0096      -0.0079       0.0009       -0.0180
## 2017-02-10      -0.0096      -0.0077       0.0009       -0.0180
## 2017-02-15      -0.0094      -0.0077       0.0009       -0.0180
## 2017-02-16      -0.0094      -0.0077       0.0023       -0.0174
## 2017-02-17      -0.0094      -0.0077       0.0023       -0.0174
## 2017-02-22      -0.0081      -0.0077       0.0023       -0.0174
## 2017-02-23      -0.0081      -0.0077       0.0012       -0.0177

Quanto (Weekly)

HSCEI.USDKRW Stoxx.EURKRW SPX.USDKRW Nikkei.JPYKRW
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
2017-01-05 -1.18 -0.91 -0.2 -1.9
2017-01-12 -1.25 -0.92 -0.21 -1.99
2017-01-19 -1.28 -0.92 -0.21 -1.85
2017-01-26 -1.21 -0.87 -0.23 -1.88
2017-02-02 -1.18 -0.78 -0.2 -1.77
2017-02-09 -1.13 -0.77 -0.19 -1.76
2017-02-16 -1.14 -0.77 -0.2 -1.7
2017-02-23 -1.04 -0.71 -0.2 -1.74

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
2017-01-13 0.63 0.27 0.04 0.31 0.53 0.14 0.48 -0.01 0.4 0.26 0.66 0.39
2017-01-16 0.62 0.3 0.05 0.33 0.53 0.14 0.48 -0.01 0.41 0.29 0.66 0.39
2017-01-17 0.63 0.31 0.04 0.31 0.52 0.13 0.47 -0.01 0.41 0.29 0.66 0.39
2017-01-18 0.61 0.31 0.05 0.32 0.52 0.14 0.45 0 0.39 0.3 0.64 0.37
2017-01-19 0.61 0.31 0.05 0.31 0.53 0.14 0.45 -0.01 0.39 0.3 0.64 0.36
2017-01-20 0.61 0.3 0.03 0.3 0.52 0.12 0.46 -0.01 0.39 0.28 0.63 0.37
2017-01-23 0.6 0.29 0.04 0.29 0.52 0.12 0.44 0 0.37 0.28 0.63 0.34
2017-01-24 0.6 0.29 0.04 0.28 0.53 0.12 0.44 0 0.37 0.28 0.63 0.34
2017-01-25 0.6 0.29 0.04 0.28 0.53 0.12 0.44 0.01 0.37 0.29 0.64 0.34
2017-01-26 0.61 0.28 0.03 0.28 0.53 0.12 0.45 0.01 0.38 0.28 0.64 0.36
2017-01-27 0.61 0.28 0.03 0.28 0.53 0.12 0.45 0.01 0.37 0.28 0.64 0.35
2017-01-30 0.62 0.28 0.03 0.27 0.54 0.12 0.45 0.01 0.38 0.28 0.65 0.36
2017-01-31 0.61 0.28 0.03 0.29 0.53 0.12 0.47 0 0.38 0.28 0.64 0.36
2017-02-01 0.61 0.27 0.03 0.29 0.54 0.12 0.47 0 0.38 0.27 0.64 0.36
2017-02-02 0.61 0.27 0.03 0.29 0.54 0.12 0.49 0.01 0.39 0.27 0.64 0.38
2017-02-03 0.62 0.27 0.03 0.29 0.54 0.12 0.49 0.01 0.39 0.26 0.64 0.38
2017-02-06 0.61 0.24 0.02 0.29 0.54 0.11 0.49 0.01 0.39 0.24 0.64 0.38
2017-02-07 0.62 0.25 0.02 0.28 0.54 0.11 0.5 0.01 0.39 0.25 0.64 0.38
2017-02-08 0.6 0.25 0.01 0.29 0.55 0.11 0.5 0.01 0.39 0.25 0.63 0.39
2017-02-09 0.6 0.26 0.02 0.28 0.55 0.11 0.5 0.01 0.39 0.25 0.63 0.39
2017-02-10 0.6 0.26 0.02 0.29 0.56 0.11 0.49 0.01 0.39 0.25 0.64 0.39
2017-02-13 0.6 0.27 0.04 0.29 0.57 0.11 0.5 0 0.41 0.25 0.64 0.41
2017-02-14 0.6 0.26 0.04 0.28 0.57 0.11 0.5 -0.01 0.41 0.24 0.64 0.41
2017-02-15 0.6 0.26 0.05 0.28 0.57 0.11 0.51 0 0.42 0.25 0.63 0.42
2017-02-16 0.6 0.26 0.05 0.28 0.57 0.11 0.51 0 0.42 0.25 0.64 0.41
2017-02-17 0.6 0.25 0.04 0.28 0.58 0.11 0.51 0 0.42 0.24 0.64 0.42
2017-02-20 0.59 0.26 0.04 0.29 0.58 0.11 0.51 0 0.42 0.25 0.63 0.41
2017-02-21 0.58 0.26 0.04 0.3 0.58 0.11 0.51 0.01 0.42 0.24 0.61 0.41
2017-02-22 0.59 0.25 0.03 0.3 0.59 0.11 0.51 0.01 0.42 0.24 0.61 0.4
2017-02-23 0.58 0.26 0.04 0.31 0.58 0.11 0.51 0.01 0.42 0.25 0.61 0.41

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
2016-08-02 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
2017-01-10 0.44 0.13 0.16 0.58 0.65 0.61 0.33 0.58 0.04 0.16 0.5 -0.02
2017-01-17 0.44 0.15 0.17 0.55 0.64 0.59 0.23 0.56 0.04 0.16 0.5 -0.03
2017-01-24 0.42 0.08 0.15 0.52 0.63 0.57 0.2 0.53 0.01 0.09 0.48 -0.07
2017-01-31 0.47 0.12 0.19 0.5 0.62 0.56 0.2 0.52 0.09 0.06 0.49 -0.01
2017-02-07 0.49 0.11 0.2 0.53 0.63 0.56 0.22 0.51 0.07 0.06 0.49 0
2017-02-14 0.42 0.2 0.3 0.5 0.69 0.5 0.21 0.55 0.11 0.11 0.46 0.02
2017-02-21 0.4 0.17 0.32 0.49 0.69 0.52 0.18 0.55 0.06 0.07 0.44 -0.05

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
2017-01-13 0.44 0.13 0.16 0.58 0.65 0.61 0.33 0.58 0.04 0.16 0.5 -0.02 -0.56 -0.21 -0.28 -0.08 -0.19 0.19 0.13 -0.12 -0.45 -0.46 0.08
2017-01-16 0.44 0.13 0.16 0.58 0.65 0.61 0.33 0.58 0.04 0.16 0.5 -0.02 -0.55 -0.22 -0.27 -0.09 -0.19 0.19 0.13 -0.12 -0.44 -0.45 0.09
2017-01-17 0.44 0.15 0.17 0.55 0.64 0.59 0.23 0.56 0.04 0.16 0.5 -0.03 -0.55 -0.22 -0.25 -0.08 -0.18 0.19 0.11 -0.12 -0.45 -0.44 0.09
2017-01-18 0.44 0.15 0.17 0.55 0.64 0.59 0.23 0.56 0.04 0.16 0.5 -0.03 -0.55 -0.22 -0.26 -0.09 -0.18 0.2 0.11 -0.11 -0.43 -0.42 0.09
2017-01-19 0.44 0.15 0.17 0.55 0.64 0.59 0.23 0.56 0.04 0.16 0.5 -0.03 -0.54 -0.22 -0.26 -0.09 -0.17 0.2 0.11 -0.12 -0.43 -0.41 0.08
2017-01-20 0.44 0.15 0.17 0.55 0.64 0.59 0.23 0.56 0.04 0.16 0.5 -0.03 -0.53 -0.22 -0.25 -0.09 -0.17 0.2 0.09 -0.11 -0.41 -0.4 0.08
2017-01-23 0.44 0.15 0.17 0.55 0.64 0.59 0.23 0.56 0.04 0.16 0.5 -0.03 -0.53 -0.22 -0.26 -0.09 -0.17 0.21 0.11 -0.11 -0.41 -0.39 0.07
2017-01-24 0.42 0.08 0.15 0.52 0.63 0.57 0.2 0.53 0.01 0.09 0.48 -0.07 -0.53 -0.21 -0.27 -0.09 -0.17 0.21 0.12 -0.12 -0.41 -0.39 0.08
2017-01-25 0.42 0.08 0.15 0.52 0.63 0.57 0.2 0.53 0.01 0.09 0.48 -0.07 -0.53 -0.22 -0.26 -0.1 -0.16 0.2 0.13 -0.11 -0.42 -0.39 0.08
2017-01-26 0.42 0.08 0.15 0.52 0.63 0.57 0.2 0.53 0.01 0.09 0.48 -0.07 -0.55 -0.23 -0.25 -0.1 -0.18 0.21 0.14 -0.1 -0.43 -0.4 0.07
2017-01-27 0.42 0.08 0.15 0.52 0.63 0.57 0.2 0.53 0.01 0.09 0.48 -0.07 -0.56 -0.23 -0.25 -0.1 -0.19 0.22 0.14 -0.1 -0.43 -0.4 0.08
2017-01-30 0.42 0.08 0.15 0.52 0.63 0.57 0.2 0.53 0.01 0.09 0.48 -0.07 -0.56 -0.24 -0.25 -0.11 -0.2 0.23 0.14 -0.1 -0.43 -0.4 0.08
2017-01-31 0.47 0.12 0.19 0.5 0.62 0.56 0.2 0.52 0.09 0.06 0.49 -0.01 -0.55 -0.23 -0.25 -0.11 -0.19 0.23 0.13 -0.09 -0.4 -0.39 0.08
2017-02-01 0.47 0.12 0.19 0.5 0.62 0.56 0.2 0.52 0.09 0.06 0.49 -0.01 -0.55 -0.2 -0.25 -0.12 -0.2 0.23 0.13 -0.09 -0.41 -0.4 0.08
2017-02-02 0.47 0.12 0.19 0.5 0.62 0.56 0.2 0.52 0.09 0.06 0.49 -0.01 -0.53 -0.2 -0.26 -0.12 -0.19 0.23 0.14 -0.09 -0.39 -0.4 0.07
2017-02-03 0.47 0.12 0.19 0.5 0.62 0.56 0.2 0.52 0.09 0.06 0.49 -0.01 -0.53 -0.18 -0.26 -0.12 -0.2 0.23 0.14 -0.09 -0.4 -0.4 0.08
2017-02-06 0.47 0.12 0.19 0.5 0.62 0.56 0.2 0.52 0.09 0.06 0.49 -0.01 -0.54 -0.17 -0.25 -0.11 -0.2 0.22 0.15 -0.09 -0.39 -0.4 0.08
2017-02-07 0.49 0.11 0.2 0.53 0.63 0.56 0.22 0.51 0.07 0.06 0.49 0 -0.55 -0.16 -0.25 -0.11 -0.2 0.22 0.15 -0.08 -0.39 -0.39 0.08
2017-02-08 0.49 0.11 0.2 0.53 0.63 0.56 0.22 0.51 0.07 0.06 0.49 0 -0.54 -0.17 -0.24 -0.1 -0.2 0.22 0.15 -0.09 -0.39 -0.39 0.07
2017-02-09 0.49 0.11 0.2 0.53 0.63 0.56 0.22 0.51 0.07 0.06 0.49 0 -0.54 -0.17 -0.25 -0.1 -0.2 0.21 0.15 -0.09 -0.39 -0.39 0.07
2017-02-10 0.49 0.11 0.2 0.53 0.63 0.56 0.22 0.51 0.07 0.06 0.49 0 -0.54 -0.17 -0.24 -0.1 -0.22 0.22 0.14 -0.1 -0.39 -0.41 0.07
2017-02-13 0.49 0.11 0.2 0.53 0.63 0.56 0.22 0.51 0.07 0.06 0.49 0 -0.53 -0.17 -0.25 -0.11 -0.24 0.23 0.15 -0.11 -0.4 -0.41 0.07
2017-02-14 0.42 0.2 0.3 0.5 0.69 0.5 0.21 0.55 0.11 0.11 0.46 0.02 -0.52 -0.16 -0.24 -0.12 -0.23 0.22 0.15 -0.11 -0.38 -0.4 0.07
2017-02-15 0.42 0.2 0.3 0.5 0.69 0.5 0.21 0.55 0.11 0.11 0.46 0.02 -0.51 -0.16 -0.24 -0.12 -0.22 0.22 0.15 -0.1 -0.38 -0.4 0.07
2017-02-16 0.42 0.2 0.3 0.5 0.69 0.5 0.21 0.55 0.11 0.11 0.46 0.02 -0.52 -0.16 -0.24 -0.12 -0.23 0.22 0.16 -0.11 -0.38 -0.39 0.06
2017-02-17 0.42 0.2 0.3 0.5 0.69 0.5 0.21 0.55 0.11 0.11 0.46 0.02 -0.52 -0.16 -0.23 -0.12 -0.24 0.23 0.15 -0.1 -0.38 -0.39 0.05
2017-02-20 0.42 0.2 0.3 0.5 0.69 0.5 0.21 0.55 0.11 0.11 0.46 0.02 -0.51 -0.17 -0.23 -0.12 -0.23 0.23 0.15 -0.1 -0.36 -0.39 0.06
2017-02-21 0.4 0.17 0.32 0.49 0.69 0.52 0.18 0.55 0.06 0.07 0.44 -0.05 -0.51 -0.17 -0.24 -0.12 -0.24 0.24 0.15 -0.12 -0.36 -0.41 0.07
2017-02-22 0.4 0.17 0.32 0.49 0.69 0.52 0.18 0.55 0.06 0.07 0.44 -0.05 -0.52 -0.17 -0.23 -0.13 -0.25 0.24 0.16 -0.13 -0.38 -0.42 0.06
2017-02-23 0.4 0.17 0.32 0.49 0.69 0.52 0.18 0.55 0.06 0.07 0.44 -0.05 -0.51 -0.17 -0.23 -0.12 -0.25 0.24 0.16 -0.12 -0.38 -0.42 0.07

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
2017-01-13 0.44 0.13 0.16 0.58 0.65 0.61 0.33 0.58 0.04 0.16 0.5 -0.02 -0.56 -0.21 -0.28 -0.08 -0.19 0.19 0.13 -0.12 -0.45 -0.46 0.08 -0.66 -0.61 -0.41 -0.22 -0.56 0.47 0.18 -0.28 -0.56 -0.36 0.26
2017-01-16 0.44 0.13 0.16 0.58 0.65 0.61 0.33 0.58 0.04 0.16 0.5 -0.02 -0.55 -0.22 -0.27 -0.09 -0.19 0.19 0.13 -0.12 -0.44 -0.45 0.09 -0.66 -0.58 -0.41 -0.24 -0.51 0.55 0.19 -0.29 -0.55 -0.39 0.26
2017-01-17 0.44 0.15 0.17 0.55 0.64 0.59 0.23 0.56 0.04 0.16 0.5 -0.03 -0.55 -0.22 -0.25 -0.08 -0.18 0.19 0.11 -0.12 -0.45 -0.44 0.09 -0.66 -0.58 -0.41 -0.24 -0.51 0.55 0.19 -0.29 -0.55 -0.39 0.26
2017-01-18 0.44 0.15 0.17 0.55 0.64 0.59 0.23 0.56 0.04 0.16 0.5 -0.03 -0.55 -0.22 -0.26 -0.09 -0.18 0.2 0.11 -0.11 -0.43 -0.42 0.09 -0.66 -0.58 -0.41 -0.24 -0.51 0.55 0.19 -0.29 -0.55 -0.39 0.26
2017-01-19 0.44 0.15 0.17 0.55 0.64 0.59 0.23 0.56 0.04 0.16 0.5 -0.03 -0.54 -0.22 -0.26 -0.09 -0.17 0.2 0.11 -0.12 -0.43 -0.41 0.08 -0.66 -0.58 -0.41 -0.24 -0.51 0.55 0.19 -0.29 -0.55 -0.39 0.26
2017-01-20 0.44 0.15 0.17 0.55 0.64 0.59 0.23 0.56 0.04 0.16 0.5 -0.03 -0.53 -0.22 -0.25 -0.09 -0.17 0.2 0.09 -0.11 -0.41 -0.4 0.08 -0.66 -0.58 -0.41 -0.24 -0.51 0.55 0.19 -0.29 -0.55 -0.39 0.26
2017-01-23 0.44 0.15 0.17 0.55 0.64 0.59 0.23 0.56 0.04 0.16 0.5 -0.03 -0.53 -0.22 -0.26 -0.09 -0.17 0.21 0.11 -0.11 -0.41 -0.39 0.07 -0.64 -0.58 -0.43 -0.2 -0.5 0.57 0.22 -0.31 -0.54 -0.39 0.19
2017-01-24 0.42 0.08 0.15 0.52 0.63 0.57 0.2 0.53 0.01 0.09 0.48 -0.07 -0.53 -0.21 -0.27 -0.09 -0.17 0.21 0.12 -0.12 -0.41 -0.39 0.08 -0.64 -0.58 -0.43 -0.2 -0.5 0.57 0.22 -0.31 -0.54 -0.39 0.19
2017-01-25 0.42 0.08 0.15 0.52 0.63 0.57 0.2 0.53 0.01 0.09 0.48 -0.07 -0.53 -0.22 -0.26 -0.1 -0.16 0.2 0.13 -0.11 -0.42 -0.39 0.08 -0.64 -0.58 -0.43 -0.2 -0.5 0.57 0.22 -0.31 -0.54 -0.39 0.19
2017-01-26 0.42 0.08 0.15 0.52 0.63 0.57 0.2 0.53 0.01 0.09 0.48 -0.07 -0.55 -0.23 -0.25 -0.1 -0.18 0.21 0.14 -0.1 -0.43 -0.4 0.07 -0.64 -0.58 -0.43 -0.2 -0.5 0.57 0.22 -0.31 -0.54 -0.39 0.19
2017-01-27 0.42 0.08 0.15 0.52 0.63 0.57 0.2 0.53 0.01 0.09 0.48 -0.07 -0.56 -0.23 -0.25 -0.1 -0.19 0.22 0.14 -0.1 -0.43 -0.4 0.08 -0.64 -0.58 -0.43 -0.2 -0.5 0.57 0.22 -0.31 -0.54 -0.39 0.19
2017-01-30 0.42 0.08 0.15 0.52 0.63 0.57 0.2 0.53 0.01 0.09 0.48 -0.07 -0.56 -0.24 -0.25 -0.11 -0.2 0.23 0.14 -0.1 -0.43 -0.4 0.08 -0.64 -0.59 -0.48 -0.18 -0.5 0.61 0.27 -0.33 -0.51 -0.39 0.37
2017-01-31 0.47 0.12 0.19 0.5 0.62 0.56 0.2 0.52 0.09 0.06 0.49 -0.01 -0.55 -0.23 -0.25 -0.11 -0.19 0.23 0.13 -0.09 -0.4 -0.39 0.08 -0.64 -0.59 -0.48 -0.18 -0.5 0.61 0.27 -0.33 -0.51 -0.39 0.37
2017-02-01 0.47 0.12 0.19 0.5 0.62 0.56 0.2 0.52 0.09 0.06 0.49 -0.01 -0.55 -0.2 -0.25 -0.12 -0.2 0.23 0.13 -0.09 -0.41 -0.4 0.08 -0.64 -0.59 -0.48 -0.18 -0.5 0.61 0.27 -0.33 -0.51 -0.39 0.37
2017-02-02 0.47 0.12 0.19 0.5 0.62 0.56 0.2 0.52 0.09 0.06 0.49 -0.01 -0.53 -0.2 -0.26 -0.12 -0.19 0.23 0.14 -0.09 -0.39 -0.4 0.07 -0.64 -0.59 -0.48 -0.18 -0.5 0.61 0.27 -0.33 -0.51 -0.39 0.37
2017-02-03 0.47 0.12 0.19 0.5 0.62 0.56 0.2 0.52 0.09 0.06 0.49 -0.01 -0.53 -0.18 -0.26 -0.12 -0.2 0.23 0.14 -0.09 -0.4 -0.4 0.08 -0.64 -0.59 -0.48 -0.18 -0.5 0.61 0.27 -0.33 -0.51 -0.39 0.37
2017-02-06 0.47 0.12 0.19 0.5 0.62 0.56 0.2 0.52 0.09 0.06 0.49 -0.01 -0.54 -0.17 -0.25 -0.11 -0.2 0.22 0.15 -0.09 -0.39 -0.4 0.08 -0.57 -0.33 -0.44 -0.16 -0.35 0.63 0.32 -0.3 -0.43 -0.43 0.37
2017-02-07 0.49 0.11 0.2 0.53 0.63 0.56 0.22 0.51 0.07 0.06 0.49 0 -0.55 -0.16 -0.25 -0.11 -0.2 0.22 0.15 -0.08 -0.39 -0.39 0.08 -0.57 -0.33 -0.44 -0.16 -0.35 0.63 0.32 -0.3 -0.43 -0.43 0.37
2017-02-08 0.49 0.11 0.2 0.53 0.63 0.56 0.22 0.51 0.07 0.06 0.49 0 -0.54 -0.17 -0.24 -0.1 -0.2 0.22 0.15 -0.09 -0.39 -0.39 0.07 -0.57 -0.33 -0.44 -0.16 -0.35 0.63 0.32 -0.3 -0.43 -0.43 0.37
2017-02-09 0.49 0.11 0.2 0.53 0.63 0.56 0.22 0.51 0.07 0.06 0.49 0 -0.54 -0.17 -0.25 -0.1 -0.2 0.21 0.15 -0.09 -0.39 -0.39 0.07 -0.57 -0.33 -0.44 -0.16 -0.35 0.63 0.32 -0.3 -0.43 -0.43 0.37
2017-02-10 0.49 0.11 0.2 0.53 0.63 0.56 0.22 0.51 0.07 0.06 0.49 0 -0.54 -0.17 -0.24 -0.1 -0.22 0.22 0.14 -0.1 -0.39 -0.41 0.07 -0.57 -0.33 -0.44 -0.16 -0.35 0.63 0.32 -0.3 -0.43 -0.43 0.37
2017-02-13 0.49 0.11 0.2 0.53 0.63 0.56 0.22 0.51 0.07 0.06 0.49 0 -0.53 -0.17 -0.25 -0.11 -0.24 0.23 0.15 -0.11 -0.4 -0.41 0.07 -0.47 -0.31 -0.45 -0.11 -0.34 0.65 0.32 -0.36 -0.44 -0.46 0.4
2017-02-14 0.42 0.2 0.3 0.5 0.69 0.5 0.21 0.55 0.11 0.11 0.46 0.02 -0.52 -0.16 -0.24 -0.12 -0.23 0.22 0.15 -0.11 -0.38 -0.4 0.07 -0.47 -0.31 -0.45 -0.11 -0.34 0.65 0.32 -0.36 -0.44 -0.46 0.4
2017-02-15 0.42 0.2 0.3 0.5 0.69 0.5 0.21 0.55 0.11 0.11 0.46 0.02 -0.51 -0.16 -0.24 -0.12 -0.22 0.22 0.15 -0.1 -0.38 -0.4 0.07 -0.47 -0.31 -0.45 -0.11 -0.34 0.65 0.32 -0.36 -0.44 -0.46 0.4
2017-02-16 0.42 0.2 0.3 0.5 0.69 0.5 0.21 0.55 0.11 0.11 0.46 0.02 -0.52 -0.16 -0.24 -0.12 -0.23 0.22 0.16 -0.11 -0.38 -0.39 0.06 -0.47 -0.31 -0.45 -0.11 -0.34 0.65 0.32 -0.36 -0.44 -0.46 0.4
2017-02-17 0.42 0.2 0.3 0.5 0.69 0.5 0.21 0.55 0.11 0.11 0.46 0.02 -0.52 -0.16 -0.23 -0.12 -0.24 0.23 0.15 -0.1 -0.38 -0.39 0.05 -0.47 -0.31 -0.45 -0.11 -0.34 0.65 0.32 -0.36 -0.44 -0.46 0.4
2017-02-20 0.42 0.2 0.3 0.5 0.69 0.5 0.21 0.55 0.11 0.11 0.46 0.02 -0.51 -0.17 -0.23 -0.12 -0.23 0.23 0.15 -0.1 -0.36 -0.39 0.06 -0.44 -0.23 -0.46 -0.15 -0.32 0.65 0.36 -0.35 -0.42 -0.43 0.39
2017-02-21 0.4 0.17 0.32 0.49 0.69 0.52 0.18 0.55 0.06 0.07 0.44 -0.05 -0.51 -0.17 -0.24 -0.12 -0.24 0.24 0.15 -0.12 -0.36 -0.41 0.07 -0.44 -0.23 -0.46 -0.15 -0.32 0.65 0.36 -0.35 -0.42 -0.43 0.39
2017-02-22 0.4 0.17 0.32 0.49 0.69 0.52 0.18 0.55 0.06 0.07 0.44 -0.05 -0.52 -0.17 -0.23 -0.13 -0.25 0.24 0.16 -0.13 -0.38 -0.42 0.06 -0.44 -0.23 -0.46 -0.15 -0.32 0.65 0.36 -0.35 -0.42 -0.43 0.39
2017-02-23 0.4 0.17 0.32 0.49 0.69 0.52 0.18 0.55 0.06 0.07 0.44 -0.05 -0.51 -0.17 -0.23 -0.12 -0.25 0.24 0.16 -0.12 -0.38 -0.42 0.07 -0.44 -0.23 -0.46 -0.15 -0.32 0.65 0.36 -0.35 -0.42 -0.43 0.39

Index/Cmdty (Daily)

HSCEI.Crude Stoxx.Crude SPX.Crude KOSPI200.Crude
2017-01-13 0.05 0.24 0.27 0.09
2017-01-16 0.07 0.23 0.27 0.11
2017-01-17 0.07 0.22 0.26 0.1
2017-01-18 0.07 0.22 0.25 0.13
2017-01-19 0.07 0.21 0.25 0.13
2017-01-20 0.06 0.22 0.26 0.12
2017-01-23 0.05 0.22 0.27 0.11
2017-01-24 0.05 0.23 0.27 0.11
2017-01-25 0.05 0.22 0.26 0.11
2017-01-26 0.05 0.2 0.25 0.11
2017-01-27 0.04 0.2 0.25 0.11
2017-01-30 0.03 0.21 0.25 0.12
2017-01-31 0.03 0.22 0.26 0.11
2017-02-01 0.03 0.23 0.26 0.12
2017-02-02 0.03 0.22 0.26 0.11
2017-02-03 0.03 0.23 0.26 0.11
2017-02-06 0.02 0.23 0.26 0.1
2017-02-07 0.02 0.23 0.26 0.1
2017-02-08 0.01 0.23 0.25 0.09
2017-02-09 0.02 0.24 0.26 0.09
2017-02-10 0.02 0.24 0.26 0.09
2017-02-13 0.01 0.22 0.26 0.09
2017-02-14 0.01 0.23 0.26 0.1
2017-02-15 0 0.23 0.25 0.09
2017-02-16 0.01 0.23 0.25 0.09
2017-02-17 0 0.21 0.25 0.08
2017-02-20 0 0.21 0.25 0.09
2017-02-21 0 0.21 0.25 0.09
2017-02-22 -0.01 0.21 0.25 0.09
2017-02-23 -0.02 0.22 0.27 0.09

Index/Cmdty (Weekly)

HSCEI.Crude Stoxx.Crude SPX.Crude KOSPI200.Crude
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
2017-01-09 0.08 0.2 0.29 -0.04
2017-01-16 0.11 0.19 0.29 0.01
2017-01-23 0.08 0.19 0.29 0.01
2017-01-30 -0.01 0.15 0.27 -0.01
2017-02-06 0 0.19 0.28 -0.02
2017-02-13 -0.01 0.18 0.26 -0.02
2017-02-20 0.07 0.29 0.26 0.03

Cmdty/FX

US

Consumption

##            Personal.Consumption.Expenditure Household.Saving.Rate
## 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
## 2016-12-31                          111.651                   5.4
##            Personal.Consumption.Expenditure..YoY.
## 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
## 2016-12-31                                   1.62

##     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
## 2015-06-01 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 0.010276175
## 2015-12-01 0.010561876 0.023410707
## 2016-01-01 0.009511088 0.022980483
## 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 0.011752731 0.020211735
## 2016-08-01 0.009074194 0.018331201
## 2016-09-01 0.008737250 0.029247414
## 2016-10-01 0.008645920 0.041402794
## 2016-11-01 0.006216794 0.036300612
## 2016-12-01 0.006769970 0.046231604
## 2017-01-01 0.003276504 0.055504970

Durable Goods

## [1] "DAUTOSA"
##            DAUTOSA    DAUTOSA.1
## 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   457.4 -0.010813149
## 2016-02-01   452.3  0.025623583
## 2016-03-01   425.8 -0.090170940
## 2016-04-01   422.3 -0.069208728
## 2016-05-01   421.1 -0.128518212
## 2016-06-01   410.7 -0.110075840
## 2016-07-01   429.5 -0.096360194
## 2016-08-01   409.5 -0.124438743
## 2016-09-01   444.1 -0.068582215
## 2016-10-01   428.0 -0.108704706
## 2016-11-01   434.3 -0.072998933
## 2016-12-01   440.6 -0.034195528
## 2017-01-01   395.2 -0.135986008
## 2017-02-01   397.3 -0.121600707
## [1] "Domestic Auto Sales Average (K): 461.834"
## [1] "Domestic Auto Sales (YoY) Average: -0.73 %"

## [1] "ALTSALES"
##            ALTSALES   ALTSALES.1
## 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   17.764  0.058388942
## 2016-02-01   17.596  0.068107321
## 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   17.801  0.015980823
## 2016-08-01   16.914 -0.037445937
## 2016-09-01   17.677 -0.016961406
## 2016-10-01   17.944 -0.005872576
## 2016-11-01   17.719 -0.022615699
## 2016-12-01   18.319  0.052150939
## 2017-01-01   17.482 -0.015874803
## 2017-02-01   17.465 -0.007444874
## [1] "Autos & Light Trucks (M) Average: 15.5483"
## [1] "Autos & Light Trucks (YoY) Average: 1.48 %"

## [1] "TOTALNSA"
##            TOTALNSA   TOTALNSA.1
## 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   1397.1 -0.060078041
## 2016-11-01   1399.4  0.029879305
## 2016-12-01   1717.9  0.027882487
## 2017-01-01   1163.3 -0.021450202
## 2017-02-01   1354.0 -0.014771156
## [1] "Total Vehicle Sales (Thousand) Average: 1324.89"
## [1] "Total Vehicle Sales (YoY) Average: 1.49 %"

Manufacturing

## [1] "TCU"
##             TCU
## 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 75.6
## 2016-08-01 75.5
## 2016-09-01 75.3
## 2016-10-01 75.5
## 2016-11-01 75.2
## 2016-12-01 75.6
## 2017-01-01 75.3

Private Investment

##            Private.Investment..Residential.
## 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
## 2016-12-31                            722.2
##            Private.Investment..Non.Residential. Non.Residental.Structure.
## 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
## 2016-12-31                               2333.2                   100.130
##            Non.Residential.Mining..Exploration..Shafts..Wells.
## 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
## 2016-12-31                                              62.538

Durable Goods

## [1] "DGORDER"
## [1] "AMDMTI"
## [1] "ADXTVS"
## [1] "AMDMUO"
##            New Orders Inventory Shipment Unfilled Orders
## 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     239530    383424   153417         1129422
## 2016-11-01     228192    384178   154580         1126644
## 2016-12-01     226239    383830   156628         1118115
## 2017-01-01     230702    384096   156910         1114075
## [1] "Durable Goods"

ISM Manufacturing

## [1] "ISM Manufacturing"

##            New Order - Inventory
## 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
## 2017-01-31                  11.9

##            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
## 2015-07-01       0.1       -4.9      -8.5        3.2
## 2015-08-01     -12.0      -14.7     -17.3        1.8
## 2015-09-01     -12.2      -10.2     -18.6       -6.2
## 2015-10-01     -10.4      -15.0      -7.5       -8.5
## 2015-11-01      -9.6      -11.2     -17.3       -7.3
## 2015-12-01      -7.3       -6.7     -12.1      -16.2
## 2016-01-01     -16.8      -22.4      -6.0      -13.0
## 2016-02-01     -14.5       -9.7       0.0       -1.0
## 2016-03-01      -1.5        6.4      -6.9       -2.0
## 2016-04-01       8.4        7.9      -4.8        1.9
## 2016-05-01      -9.0       -4.7      -7.3        2.1
## 2016-06-01       3.7        8.2     -15.3        0.0
## 2016-07-01      -0.5       -1.7      -8.8       -4.4
## 2016-08-01      -3.2        1.0      -4.1       -1.0
## 2016-09-01      -1.2       -5.0     -12.5      -14.3
## 2016-10-01      -5.5       -3.1     -12.3       -4.7
## 2016-11-01       2.2        4.0     -23.6      -10.9
## 2016-12-01       7.6       10.4     -13.9      -12.2
## 2017-01-01       6.5        3.1       2.5       -1.7
## 2017-02-01      18.7       13.5       3.1        2.0
## [1] "New York Manufacturing"

Philadelphia

## [1] "GACDFSA066MSFRBPHI"
## [1] "NOBNDIF066MNFRBPHI"
## [1] "IVCDFSA066MSFRBPHI"
## [1] "NECDFSA066MSFRBPHI"
##            Composite New Orders Inventory Employment
## 2015-07-01       2.9   -3.37776      -6.4       -2.0
## 2015-08-01       5.4   21.47844      -2.1        7.3
## 2015-09-01      -4.8   22.81576      -1.9        6.3
## 2015-10-01      -4.9   25.54380     -14.5       -2.8
## 2015-11-01      -4.3   18.16043     -10.9       -0.3
## 2015-12-01     -11.3   19.99366      -5.4       -0.1
## 2016-01-01      -5.3   15.98858     -15.4       -3.7
## 2016-02-01      -3.8   18.55717     -16.1       -4.4
## 2016-03-01      10.6   18.30960     -12.6       -2.0
## 2016-04-01      -1.2   16.23911     -18.5      -16.6
## 2016-05-01      -1.5   21.12787      -4.8       -3.8
## 2016-06-01       4.1   11.05603     -10.5       -9.2
## 2016-07-01      -0.9   19.20997      -7.1       -1.0
## 2016-08-01       4.3   13.07095      -9.6      -17.7
## 2016-09-01      11.6   11.63730     -24.8       -5.1
## 2016-10-01      11.1    8.21493     -10.4       -4.1
## 2016-11-01       8.7   13.62358      12.3       -4.1
## 2016-12-01      19.7   20.21111       1.3        3.6
## 2017-01-01      23.6   28.92622      12.2       12.8
## 2017-02-01      43.3   25.31475      -4.7       11.1
## [1] "Philadelphia Manufacturing"

Regional Fed

##              x1    x2 x3
## 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
## 2017-01-31 10.2  2.94 12
## [1] "Regional Fed Maufacturing"

Non-Mfg

## [1] "ISM Non-Manufacturing"

Housing

## [1] "TTLCONS"
##            TTLCONS  TTLCONS.1
## 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 1173749 0.03470439
## 2016-11-01 1191468 0.04931702
## 2016-12-01 1192150 0.05157726
## 2017-01-01 1180333 0.03092334
## [1] "Total Construction Spending"

##            미국.신규.주택판매 미국.신규.주택공급 미국.신규.주택가격
## 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
## 2016-12-31                536                5.8              384.0

##            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
## 2015-06-01            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
## 2016-12-01            1228
## 2017-01-01            1293

## [1] "HOUST"
##            HOUST
## 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  1320
## 2016-11-01  1149
## 2016-12-01  1279
## 2017-01-01  1246
## [1] "Housing Start Average: 991.575"
## [1] "Housing Start (YoY) Average: NA %"

Housing Affordability

## [1] "COMPHAI"
##            Housing Affordability Index
## 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                       168.7
## 2016-11-01                       167.2
## 2016-12-01                       162.8

MBA

##            MBA.Refinance MBA.purchase
## 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
## 2016-12-23        1113.2        231.3
## 2016-12-30        1132.0        228.0
## 2017-01-06        1182.3        241.9
## 2017-01-13        1263.2        229.4
## 2017-01-20        1265.6        243.2
## 2017-01-27        1248.4        229.6
## 2017-02-03        1276.4        233.7
## 2017-02-10        1239.6        223.1
## 2017-02-17        1227.6        216.9

Employment

## [1] "UNRATE"
## [1] "CES0500000003"
##            UNRATE CES0500000003
## 2015-07-01    5.2    0.02205882
## 2015-08-01    5.1    0.02240326
## 2015-09-01    5.0    0.02321792
## 2015-10-01    5.0    0.02563059
## 2015-11-01    5.0    0.02393509
## 2015-12-01    5.0    0.02516234
## 2016-01-01    4.9    0.02505051
## 2016-02-01    4.9    0.02379992
## 2016-03-01    5.0    0.02454728
## 2016-04-01    5.0    0.02611491
## 2016-05-01    4.7    0.02524038
## 2016-06-01    4.9    0.02644231
## 2016-07-01    4.9    0.02757794
## 2016-08-01    4.9    0.02549801
## 2016-09-01    4.9    0.02746815
## 2016-10-01    4.8    0.02737009
## 2016-11-01    4.6    0.02654517
## 2016-12-01    4.7    0.02850356
## 2017-01-01    4.8    0.02601498
## 2017-02-01    4.7    0.02797478
## [1] "Civilian Unemployment Rate Average: 6.99917"
## [1] "Average Hourly Earnings (YoY) Average: 2.39 %"

## [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
## 2015-07-01                69.07439         141996000
## 2015-08-01                69.07439         142153000
## 2015-09-01                69.07439         142253000
## 2015-10-01                69.07439         142574000
## 2015-11-01                69.07439         142846000
## 2015-12-01                69.07439         143085000
## 2016-01-01                69.07439         143211000
## 2016-02-01                69.07439         143448000
## 2016-03-01                69.07439         143673000
## 2016-04-01                69.07439         143826000
## 2016-05-01                69.07439         143869000
## 2016-06-01                69.07439         144166000
## 2016-07-01                69.07439         144457000
## 2016-08-01                69.07439         144633000
## 2016-09-01                69.07439         144882000
## 2016-10-01                69.07439         145006000
## 2016-11-01                69.07439         145170000
## 2016-12-01                69.07439         145325000
## 2017-01-01                69.07439         145563000
## 2017-02-01                69.07439         145798000

## [1] "ECIALLCIV"
##            ECIALLCIV ECIALLCIV.1
## 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
## 2016-10-01     128.0  0.06577852

## [1] "ICSA"
## [1] "IC4WSA"
##              ICSA IC4WSA   x1        y
## 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 267000 263500  1.5 1.085311
## 2016-12-31 237000 258250 -0.3 1.085311
## 2017-01-07 249000 257000 -0.3 1.085311
## 2017-01-14 237000 247500 -0.3 1.085311
## 2017-01-21 260000 245750 -0.3 1.085311
## 2017-01-28 248000 248500 -0.3 1.085311
## 2017-01-31 248000 248500  1.3 1.085311
## 2017-02-04 234000 244750  1.3 1.085311
## 2017-02-11 238000 245000  1.3 1.085311
## 2017-02-18 242000 240500  1.3 1.085311
## 2017-02-25 223000 234250  1.3 1.085311
## 2017-03-04 243000 236500  1.3 1.085311

Inflation

## [1] "MICH"
##            MICH
## 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
## 2016-12-01  2.2
## 2017-01-01  2.6
## 2017-02-01  2.7
## [1] "UoM Inflation Expectation Average: 2.94588"

##            US.Inflation.10Y US.Inflation.5Y
## 2017-01-24             2.06            1.93
## 2017-01-25             2.08            1.96
## 2017-01-26             2.08            1.94
## 2017-01-27             2.08            1.96
## 2017-01-30             2.07            1.95
## 2017-01-31             2.05            1.94
## 2017-02-01             2.05            1.92
## 2017-02-02             2.05            1.93
## 2017-02-03             2.05            1.91
## 2017-02-06             2.02            1.91
## 2017-02-07             2.00            1.87
## 2017-02-08             1.96            1.82
## 2017-02-09             1.99            1.86
## 2017-02-10             2.01            1.87
## 2017-02-13             2.00            1.87
## 2017-02-14             2.01            1.87
## 2017-02-15             2.06            1.93
## 2017-02-16             2.02            1.90
## 2017-02-17             2.01            1.85
## 2017-02-21             2.03            1.87

Export/Import Price

## [1] "IREXPET"
## [1] "IQ"
##                  IREXPET           IQ
## 2015-07-01 -0.0284974093 -0.062359128
## 2015-08-01 -0.0311149525 -0.070996979
## 2015-09-01 -0.0320069204 -0.072782411
## 2015-10-01 -0.0337954939 -0.066564652
## 2015-11-01 -0.0338835795 -0.064864865
## 2015-12-01 -0.0373588184 -0.066250974
## 2016-01-01 -0.0314960630 -0.058683584
## 2016-02-01 -0.0307017544 -0.061159651
## 2016-03-01 -0.0273127753 -0.061953932
## 2016-04-01 -0.0230088496 -0.051159073
## 2016-05-01 -0.0186005314 -0.045346062
## 2016-06-01 -0.0203900709 -0.035115722
## 2016-07-01 -0.0133333333 -0.029647436
## 2016-08-01 -0.0089206066 -0.023577236
## 2016-09-01 -0.0062555853 -0.014717907
## 2016-10-01 -0.0035874439 -0.010655738
## 2016-11-01 -0.0008992806 -0.002477291
## 2016-12-01  0.0018050542  0.012520868
## 2017-01-01  0.0036133695  0.023588880
## 2017-02-01  0.0081447964  0.031302876

M2 Money Stock

## [1] "M2"
##                    M2
## 2016-10-17 0.07786195
## 2016-10-24 0.07325863
## 2016-10-31 0.07098574
## 2016-11-07 0.07012409
## 2016-11-14 0.07250980
## 2016-11-21 0.07441284
## 2016-11-28 0.07442854
## 2016-12-05 0.07296802
## 2016-12-12 0.07178661
## 2016-12-19 0.06776008
## 2016-12-26 0.06869975
## 2017-01-02 0.07110228
## 2017-01-09 0.06697675
## 2017-01-16 0.06758104
## 2017-01-23 0.06557430
## 2017-01-30 0.06282107
## 2017-02-06 0.06592455
## 2017-02-13 0.06291234
## 2017-02-20 0.06168790
## 2017-02-27 0.06475663

Sentiment

##            AAII.Bullish AAII.Bearish AAII.Neutral Bull...Neutral
## 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
## 2017-01-05        46.20        25.23        28.57          17.63
## 2017-01-12        43.64        26.97        29.39          14.25
## 2017-01-19        37.01        32.68        30.32           6.69
## 2017-01-26        31.58        33.49        34.93          -3.35
## 2017-02-02        32.80        34.17        33.03          -0.23
## 2017-02-09        35.80        27.65        36.54          -0.74
## 2017-02-16        33.09        32.36        34.55          -1.46
## 2017-02-23        38.46        32.31        29.23           9.23

Small Business

##            SB.낙관지수 SB.자본지출.계획 SB.채용계획 SB.Credit.Conditions
## 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
## 2016-12-31       105.8               29          16                   -6
## 2017-01-31       105.9               27          18                   -5

Financial Market

## [1] "COMPOUT"
##            COMPOUT   COMPOUT.1
## 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
## 2017-01-04   950.0 -0.12232077
## 2017-01-11   959.3 -0.08174596
## 2017-01-18   967.2 -0.08052096
## 2017-01-25   963.2 -0.09251931
## 2017-02-01   965.3 -0.09344478
## 2017-02-08   965.4 -0.10362117
## 2017-02-15   965.3 -0.10966611
## 2017-02-22   967.2 -0.10144928
## 2017-03-01   971.3 -0.10297377
## 2017-03-08   963.9 -0.11112136
## [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
## 2012-03-31                    80.3
## 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                    78.8
## 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
## 2016-09-30                    81.6
## 2016-12-31                    82.3

##            Eurozone GDP at Market Price (EUR)
## 2012-03-31                            2458049
## 2012-06-30                            2457605
## 2012-09-30                            2461204
## 2012-12-31                            2459444
## 2013-03-31                            2461487
## 2013-06-30                            2481026
## 2013-09-30                            2491820
## 2013-12-31                            2502200
## 2014-03-31                            2517863
## 2014-06-30                            2524846
## 2014-09-30                            2539662
## 2014-12-31                            2559500
## 2015-03-31                            2587894
## 2015-06-30                            2605815
## 2015-09-30                            2618289
## 2015-12-31                            2643255
## 2016-03-31                            2660345
## 2016-06-30                            2671419
## 2016-09-30                            2686743
## 2016-12-31                            2707824

##            독일 경제성장 예상 유로 경제성장 예상
## 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
## 2017-01-31               16.6               23.2

Inflation

##            EU inflation rate (MoM)
## 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
## 2016-12-31                     1.1
## 2017-01-31                     1.8
## 2017-02-28                     2.0

##            EU core inflation rate (MoM)
## 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
## 2016-12-31                          0.9
## 2017-01-31                          0.9
## 2017-02-28                          0.9

##                  EU PPI
## 2015-06-30 -0.021455224
## 2015-07-31 -0.020579981
## 2015-08-31 -0.027179007
## 2015-09-30 -0.032740879
## 2015-10-31 -0.031924883
## 2015-11-30 -0.031984948
## 2015-12-31 -0.029467681
## 2016-01-31 -0.029807692
## 2016-02-29 -0.041108987
## 2016-03-31 -0.040076336
## 2016-04-30 -0.043893130
## 2016-05-31 -0.038167939
## 2016-06-30 -0.031458532
## 2016-07-31 -0.025787966
## 2016-08-31 -0.019267823
## 2016-09-30 -0.014506770
## 2016-10-31 -0.004849661
## 2016-11-30  0.000000000
## 2016-12-31  0.015670911
## 2017-01-31  0.034687810

##            German.Import.Price.Index German.Import.Price.Index..YoY.
## 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
## 2016-12-31                     101.3                     0.034729316
##            German.Export.Price.Index German.Export.Price.Index..YOY.
## 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
## 2016-12-31                     105.2                    0.0105667627

Monetary Base

##            EU aggregate M3(YoY)
## 2015-06-30                  4.6
## 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                  5.1
## 2016-03-31                  5.2
## 2016-04-30                  4.8
## 2016-05-31                  4.9
## 2016-06-30                  5.1
## 2016-07-31                  5.2
## 2016-08-31                  5.0
## 2016-09-30                  5.1
## 2016-10-31                  4.5
## 2016-11-30                  4.8
## 2016-12-31                  5.0
## 2017-01-31                  4.9

##             ECB.M1 ECB.M1..YoY.   ECB.M2 ECB.M2..YoY.
## 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
## 2016-12-31 7237269          7.9 10550039          4.5

Loan Growth

##            Loan Growth (YoY)
## 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               0.6
## 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               1.5
## 2016-08-31               1.5
## 2016-09-30               1.9
## 2016-10-31               2.0
## 2016-11-30               2.1
## 2016-12-31               2.2
## 2017-01-31               2.2

##            EU.Loans.to.Non.Financial.Corps.
## 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
## 2016-12-31                             0.64
##            EU.Loans.to.Household.Consumer.Credit
## 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
## 2016-12-31                                   3.9
##            EU.Loans.to.Household.Purchase
## 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
## 2016-12-31                            2.7

Employment

##            EU unemployment rate
## 2015-06-30                10.97
## 2015-07-31                10.78
## 2015-08-31                10.69
## 2015-09-30                10.62
## 2015-10-31                10.59
## 2015-11-30                10.49
## 2015-12-31                10.44
## 2016-01-31                10.37
## 2016-02-29                10.34
## 2016-03-31                10.21
## 2016-04-30                10.17
## 2016-05-31                10.11
## 2016-06-30                10.07
## 2016-07-31                 9.98
## 2016-08-31                 9.95
## 2016-09-30                 9.87
## 2016-10-31                 9.76
## 2016-11-30                 9.72
## 2016-12-31                 9.64
## 2017-01-31                 9.60

##            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
## 2015-06-30               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
## 2017-01-31               109.8               103.2

UK

Manufacturing

##            Markit.UK.S.PMI Markit.UK.M.PMI
## 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            56.2            56.1
## 2017-01-31            54.5            55.9

Japan

Manufacturing

##            Japan.M..PMI Japan.S..PMI
## 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         52.3
## 2017-01-31         52.8         51.9

Export/Import

##            Japan.Import..YoY. Japan.Export..YoY. Japan.Trade.Balance
## 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
## 2016-12-31               -2.6                5.4             356.704
## 2017-01-31                8.5                1.3             155.455

Monetary Policy

##            Japan.M1 Japan.M1..Y. Japan.M2 Japan.M2..Y.
## 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
## 2016-12-31    689.3          9.2    958.7          4.0
## 2017-01-31    692.7          9.6    961.6          4.1

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
## 2015-05-31                          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
## 2016-12-31                          116.6
##            X.MNI.Chian.Consumer.Sentiment..YoY.
## 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
## 2016-12-31                          0.025505717

Manufacturing

##            China.Freight.Traffic.Volume..YoY.
## 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
## 2017-01-06                              -10.1
## 2017-01-13                              -10.1
## 2017-01-20                              -10.1
## 2017-01-26                              -10.1
## 2017-01-31                               12.4
## 2017-02-03                               12.4
## 2017-02-10                               12.4
## 2017-02-17                               12.4
##            China.Export..Containerized.Freight.Index
## 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
## 2017-01-06                                    806.26
## 2017-01-13                                    840.35
## 2017-01-20                                    864.90
## 2017-01-26                                    876.10
## 2017-01-31                                    876.10
## 2017-02-03                                    877.89
## 2017-02-10                                    873.75
## 2017-02-17                                    845.43

Industrial Production

##            China.Power.Generation China.Crude.Steel China.Iron.Ore
## 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
## 2016-12-31               532900.0             67.22         119.39
##            China.Power.Generation..YoY. China.Crude.Steel..YoY.
## 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
## 2016-12-31                   0.19657360             0.016636419
##            China.Iron.Ore..YoY.
## 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
## 2016-12-31          -0.04754687

PMI

##            CFL.China.M.PMI CFL.China.M.PMI.New.Order
## 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
## 2017-01-31            51.3                      52.8
##            CFL.China.M.PMI.Employment CFL.China.M.PMI.Production
## 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
## 2017-01-31                       49.2                       53.1
##            CFL.China.M.PMI.Inventory CFL.China.M.PMI.Export.Order
## 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
## 2017-01-31                      45.0                         50.3

Inventory

##            중국.구리재고 중국.철강석재고 중국.Coal.재고 중국.Rebar.재고
## 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
## 2017-01-06        102548         10550.0          15430          465.16
## 2017-01-13        102548         10679.0          15430          486.76
## 2017-01-20        102548         10787.0          15430          537.42
## 2017-02-03        102548         11434.0          15430          670.38
## 2017-02-10        102548         11684.0          15430          787.69
## 2017-02-17        102548         11676.0          15430          834.36

Housing

China 70 Cities Newly Built Residential China 1st Tier Newly Build Residential China 2nd Tier Newly Build Residential China 3rd Tier Newly Build Residential
2015-06-30 -5.44 3.05 -5.28 -6.59
2015-07-31 -4.42 6.85 -4.1 -6.05
2015-08-31 -3.17 10.48 -2.87 -5.06
2015-09-30 -1.99 13.88 -1.73 -4.09
2015-10-31 -1.16 16.08 -0.91 -3.43
2015-11-30 -0.37 18.2 -0.08 -2.84
2015-12-31 0.24 19.93 0.7 -2.51
2016-01-31 1 22.4 1.51 -2
2016-02-29 1.86 25.55 2.41 -1.44
2016-03-31 2.94 29.45 3.68 -0.88
2016-04-30 4.15 31.53 5.19 -0.06
2016-05-31 4.96 29.83 6.51 0.57
2016-06-30 5.52 28.48 7.42 1.04
2016-07-31 6.13 27.08 8.49 1.45
2016-08-31 7.28 28.15 10.26 2.02
2016-09-30 9.04 29.4 12.96 2.96
2016-10-31 10.11 28.48 14.45 3.86
2016-11-30 10.51 26.83 14.64 4.7
2016-12-31 10.51 25 14.39 5.16
2017-01-31 10.41 22.68 14.03 5.56

Export/Import

##            중국총수출액 중국총수출액.Y. 중국총수입액 중국총수입액.Y.
## 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
## 2016-12-31       196.81             0.1       152.20             3.1
## 2017-01-31       196.81             0.1       152.20            16.7
##            중국.무역수지 중국.무역수지..YoY.
## 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
## 2016-12-31         44.61         -0.17358281
## 2017-01-31         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.
## 2016-11-04   -104.1                5462 151948.5       11.6
## 2016-11-11   -300.0                5162 151948.5       11.6
## 2016-11-18    425.0                5587 151948.5       11.6
## 2016-11-25     40.0                5627 151948.5       11.6
## 2016-11-30     40.0                5627 153043.2       11.4
## 2016-12-02     70.0                5697 153043.2       11.4
## 2016-12-09   -535.0                5162 153043.2       11.4
## 2016-12-16    250.0                5412 153043.2       11.4
## 2016-12-23    375.0                5787 153043.2       11.4
## 2016-12-30   -245.0                5542 153043.2       11.4
## 2016-12-31   -245.0                5542 155010.0       11.3
## 2017-01-06   -595.0                4947 155010.0       11.3
## 2017-01-13    100.0                5047 155010.0       11.3
## 2017-01-20   1130.0                6177 155010.0       11.3
## 2017-01-26   -310.0                5867 155010.0       11.3
## 2017-01-31   -310.0                5867 157590.0       11.3
## 2017-02-05    -70.0                5797 157590.0       11.3
## 2017-02-10   -625.0                5172 157590.0       11.3
## 2017-02-11   -625.0                4547 157590.0       11.3
## 2017-02-17   -150.0                4397 157590.0       11.3

##            중국.M1.Y. 중국.M2.Y. 중국.New.Loan 중국.New.Loan..YoY.
## 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
## 2016-12-31       21.4       11.3       1040.00          0.73971228
## 2017-01-31       14.5       11.3       2030.00         -0.19123506

Capital

##            CNH...CNY China..10Y....US..10Y. China.Foreign.Reserve USDCNY
## 2017-01-23   -0.0410                 0.8619               3010520 6.8537
## 2017-01-24   -0.0430                 0.8088               3010520 6.8590
## 2017-01-25   -0.0559                 0.8434               3010520 6.8836
## 2017-01-26   -0.0337                 0.8607               3010520 6.8840
## 2017-01-31   -0.0337                 0.8607               2998200 6.8840
## 2017-02-03   -0.0647                 0.9582               2998200 6.8672
## 2017-02-06   -0.0628                 1.0893               2998200 6.8630
## 2017-02-07   -0.0501                 1.0809               2998200 6.8853
## 2017-02-08   -0.0216                 1.1137               2998200 6.8638
## 2017-02-09   -0.0054                 1.0242               2998200 6.8691
## 2017-02-10   -0.0151                 1.0297               2998200 6.8785
## 2017-02-13   -0.0061                 0.9852               2998200 6.8802
## 2017-02-14   -0.0074                 0.9512               2998200 6.8675
## 2017-02-15   -0.0260                 0.9478               2998200 6.8711
## 2017-02-16   -0.0037                 0.9483               2998200 6.8530
## 2017-02-17   -0.0157                 0.9483               2998200 6.8665
## 2017-02-20   -0.0209                 0.9073               2998200 6.8785
## 2017-02-21   -0.0204                 0.9440               2998200 6.8840
## 2017-02-22   -0.0205                 0.9221               2998200 6.8778
## 2017-02-23   -0.0167                 0.9520               2998200 6.8661

CNH CCS 1Y CNH CCS 2Y CNH CCS 5Y CNH CCS 10Y
2017-01-27 5.4 5.21 4.95 4.52
2017-01-30 5.4 5.24 4.92 4.31
2017-01-31 5.4 5.26 4.92 4.41
2017-02-01 5.31 5.09 4.85 4.45
2017-02-02 5.04 4.99 4.78 4.32
2017-02-03 5.1 5.02 4.82 4.39
2017-02-06 4.63 4.71 4.66 4.36
2017-02-07 4.64 4.75 4.7 4.3
2017-02-08 4.4 4.53 4.52 4.13
2017-02-09 4.48 4.52 4.52 4.12
2017-02-10 4.6 4.67 4.62 4.23
2017-02-13 4.58 4.61 4.58 4.3
2017-02-14 4.15 4.38 4.53 4.03
2017-02-15 4.4 4.57 4.56 4.12
2017-02-16 4.3 4.54 4.52 4.12
2017-02-17 4.68 4.78 4.69 4.28
2017-02-20 4.6 4.67 4.63 4.22
2017-02-21 4.63 4.71 4.6 4.22
2017-02-22 4.58 4.68 4.6 4.19
2017-02-23 4.45 4.63 4.56 4.15

HKD 1M IRS HKD 3M IRS HKD 1Y IRS HKD 2Y IRS HKD 3Y IRS HKD 10Y IRS
2017-01-27 0.6 0.99 1.27 1.58 1.83 2.54
2017-01-30 0.6 0.86 1.27 1.6 1.83 2.53
2017-01-31 0.6 0.86 1.27 1.6 1.83 2.53
2017-02-01 0.6 0.99 1.26 1.6 1.82 2.5
2017-02-02 0.56 1 1.26 1.58 1.82 2.52
2017-02-03 0.56 1 1.26 1.58 1.82 2.52
2017-02-06 0.56 0.99 1.25 1.55 1.78 2.5
2017-02-07 0.54 0.99 1.24 1.54 1.75 2.46
2017-02-08 0.54 0.98 1.23 1.52 1.74 2.44
2017-02-09 0.51 0.97 1.18 1.47 1.69 2.38
2017-02-10 0.5 0.96 1.18 1.47 1.68 2.38
2017-02-13 0.5 0.95 1.19 1.49 1.71 2.41
2017-02-14 0.5 0.96 1.2 1.52 1.73 2.42
2017-02-15 0.5 0.95 1.22 1.55 1.78 2.48
2017-02-16 0.47 0.95 1.24 1.57 1.8 2.49
2017-02-17 0.47 0.94 1.23 1.57 1.79 2.45
2017-02-20 0.47 0.95 1.24 1.56 1.78 2.45
2017-02-21 0.47 0.95 1.25 1.58 1.8 2.46
2017-02-22 0.47 0.95 1.27 1.6 1.83 2.49
2017-02-23 0.47 0.94 1.25 1.57 1.8 2.43

중국 RP(7일) CNY IRS 3M CNY IRS 1Y CNY IRS 2Y CNY IRS 5Y CNY IRS 10Y
2017-01-25 3.24 3.07 3.28 3.4 3.82 4.32
2017-01-26 2.64 3.1 3.3 3.43 3.85 4.3
2017-01-31 2.64 3.09 3.3 3.43 3.85 4.3
2017-02-01 2.64 3.08 3.3 3.43 3.85 4.3
2017-02-03 2.55 3.2 3.42 3.6 3.99 4.5
2017-02-04 2.4 3.2 3.42 3.6 3.99 4.5
2017-02-06 2.65 3.11 3.4 3.58 4.05 4.48
2017-02-07 2.3 3.05 3.35 3.53 4 4.43
2017-02-08 2.65 3.14 3.36 3.54 3.98 4.41
2017-02-09 2.6 3.05 3.34 3.51 3.91 4.36
2017-02-10 2.38 3.1 3.38 3.55 4 4.43
2017-02-13 3 3.08 3.35 3.52 3.93 4.45
2017-02-14 3.25 3.06 3.37 3.54 3.95 4.46
2017-02-15 2.3 3.2 3.38 3.54 3.96 4.47
2017-02-16 3.34 3.11 3.34 3.5 3.92 4.43
2017-02-17 3.2 3.2 3.33 3.48 3.88 4.39
2017-02-20 3.3 3.17 3.34 3.5 3.86 4.37
2017-02-21 2.78 3.21 3.41 3.58 3.95 4.46
2017-02-22 3.34 3.18 3.37 3.53 3.88 4.39
2017-02-23 3.1 3.26 3.37 3.54 3.88 4.39

CNY CRS 6M CNY CRS 1Y CNY CRS 2Y CNY CRS 5Y
2017-01-23 3.43 2.92 3 3.32
2017-01-24 3.31 2.97 2.95 3.5
2017-01-26 3.35 3.14 3.25 3.75
2017-01-31 3.35 3.16 3.24 3.72
2017-02-01 3.35 3.17 3.24 3.71
2017-02-03 3.33 2.92 3.05 3.63
2017-02-06 3.08 2.88 3.01 3.59
2017-02-07 3.21 16.12 3.09 3.6
2017-02-08 3.21 2.99 3.08 3.58
2017-02-09 3.11 3.08 3.16 3.59
2017-02-10 3.28 3.09 3.18 3.63
2017-02-13 3.26 3.08 3.14 3.64
2017-02-14 3.25 3.04 3.13 3.38
2017-02-15 3.43 3.18 3.28 3.73
2017-02-16 3.43 3.2 3.31 3.75
2017-02-17 3.36 3.18 3.27 3.9
2017-02-20 3.36 3.14 3.26 3.7
2017-02-21 3.37 3.15 3.29 3.72
2017-02-22 3.41 3.2 3.34 3.74
2017-02-23 2.66 3.27 3.39 3.75

CNY IRS 3M - China Treasury Yield (3M) CNY IRS 1Y - China Treasury Yield (1Y) CNY IRS 2Y - China Treasury Yield (2Y) CNY IRS 3Y - China Treasury Yield (3Y) CNY IRS 5Y - China Treasury Yield (5Y) CNY IRS 10Y - China Treasury Yield (10Y)
2017-01-24 0.49 -0.05 0.22 0.44 0.17 2.25
2017-01-25 0.45 -0.07 0.23 0.55 0.2 2.2
2017-01-26 0.48 -0.06 0.27 0.52 0.25 2.39
2017-01-31 0.47 -0.06 0.24 0.5 0.26 2.32
2017-02-01 0.46 -0.04 0.24 0.5 0.26 2.21
2017-02-03 0.04 0.09 0.43 0.64 0.37 2.39
2017-02-06 -0.04 0.07 0.41 0.67 0.41 2.48
2017-02-07 -0.12 0.03 0.38 0.56 0.36 2.35
2017-02-08 -0.03 0.04 0.39 0.53 0.34 2.56
2017-02-09 -0.09 0.02 0.36 0.49 0.26 2.28
2017-02-10 -0.05 0.06 0.4 0.5 0.4 2.44
2017-02-13 -0.07 0.03 0.39 0.37 0.33 2.46
2017-02-14 -0.08 0.05 0.44 0.4 0.33 2.34
2017-02-15 0.05 0.06 0.44 0.4 0.33 2.31
2017-02-16 -0.04 0.02 0.4 0.4 0.29 1.97
2017-02-17 0 0.12 0.52 0.36 0.25 2.24
2017-02-20 -0.01 0.19 0.66 0.4 0.23 1.7
2017-02-21 -0.05 0.27 0.76 0.5 0.33 2.32
2017-02-22 -0.08 0.22 0.69 0.44 0.25 2.25
2017-02-23 0.03 0.28 0.7 0.44 0.25 2.27

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
## 2015-05-01    1.55 -0.119318182
## 2015-06-01    1.68 -0.040000000
## 2015-07-01    1.69 -0.183574879
## 2015-08-01    1.44 -0.294117647
## 2015-09-01    1.56 -0.178947368
## 2015-10-01    1.53 -0.207253886
## 2015-11-01    1.59 -0.080924855
## 2015-12-01    1.52 -0.111111111
## 2016-01-01    1.56  0.114285714
## 2016-02-01    1.59  0.067114094
## 2016-03-01    1.54  0.040540541
## 2016-04-01    1.43 -0.006944444
## 2016-05-01    1.48 -0.045161290
## 2016-06-01    1.62 -0.035714286
## 2016-07-01    1.26 -0.254437870
## 2016-08-01    1.26 -0.125000000
## 2016-09-01    1.25 -0.198717949
## 2016-10-01    1.21 -0.209150327
## 2016-11-01    1.13 -0.289308176
## 2016-12-01    1.17 -0.230263158
## [1] "Leading Index for the United States Average: 1.13644"
## [1] "Leading Index for the United States (YoY) Average: Inf %"

M.PMI (EM)

중국 HSBC Manufacturing Markit China S.PMI Markit Brazil M.PMI Nikkei India M.PMI Markit Indonesia M.PMI Markit Turkey M.PMI Nikkei Malaysia M.PMI Nikkei Korea M.PMI Nikkei Vietnam M.PMI
2015-06-30 49.4 51.8 46.5 51.3 47.8 49 47.6 46.1 52.2
2015-07-31 47.8 53.8 47.2 52.7 47.3 50.1 47.7 47.6 52.6
2015-08-31 47.3 51.5 45.8 52.3 48.4 49.3 47.2 47.9 51.3
2015-09-30 47.2 50.5 47 51.2 47.4 48.8 48.3 49.2 49.5
2015-10-31 48.3 52 44.1 50.7 47.8 49.5 48.1 49.1 50.1
2015-11-30 48.6 51.2 43.8 50.3 46.9 50.9 47 49.1 49.4
2015-12-31 48.2 50.2 45.6 49.1 47.8 52.2 48 50.7 51.3
2016-01-31 48.4 52.4 47.4 51.1 48.9 50.9 48.6 49.5 51.5
2016-02-29 48 51.2 44.5 51.1 48.7 50.3 47.8 48.7 50.3
2016-03-31 49.7 52.2 46 52.4 50.6 49.2 48.4 49.5 50.7
2016-04-30 49.4 51.8 42.6 50.5 50.9 48.9 47.1 50 52.3
2016-05-31 49.2 51.2 41.6 50.7 50.6 49.4 47.2 50.1 52.7
2016-06-30 48.6 52.7 43.2 51.7 51.9 47.4 47.1 50.5 52.6
2016-07-31 50.6 51.7 46 51.8 48.4 47.6 48.1 50.1 51.9
2016-08-31 50 52.1 45.7 52.6 50.4 47 47.4 48.6 52.2
2016-09-30 50.1 52 46 52.1 50.9 48.3 48.6 47.6 52.9
2016-10-31 51.2 52.4 46.3 54.4 48.7 49.8 47.2 48 51.7
2016-11-30 50.9 53.1 46.2 52.3 49.7 48.8 47.1 48 54
2016-12-31 51.9 53.4 45.2 49.6 49 47.7 47.1 49.4 52.4
2017-01-31 51 53.1 44 50.4 50.4 48.7 48.6 49 51.9

M.PMI (Global)

##            JP.Global.M.PMI JP.Global.S.PMI
## 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
## 2017-01-31            52.7            53.9

Sys.setlocale("LC_TIME", locale)
## [1] "Korean_Korea.949"