Prices

Index

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Russia Bovespa Sensex Jakarta Nikkei Argentina
2017-03-09 2364.87 3409.89 271.62 10095.79 23501.56 3216.75 1046.9 64585.23 28929.13 5402.39 19318.58 18785.49
2017-03-10 2372.6 3416.27 272.29 10069.1 23568.67 3212.76 1055.93 64675.46 28946.23 5390.68 19604.61 18895.91
2017-03-13 2373.47 3415.49 275.41 10258.71 23829.67 3237.02 1069.14 65534.3 28946.23 5409.37 19633.75 19188.25
2017-03-14 2365.45 3399.43 277.89 10315.23 23827.95 3239.33 1063.69 64699.46 29442.63 5431.59 19609.5 19062.24
2017-03-15 2385.26 3409.32 277.89 10272.83 23792.85 3241.76 1062.61 66234.88 29398.11 5432.38 19577.38 19368.39
2017-03-16 2381.38 3439.96 280.11 10526.46 24288.28 3268.93 1096.29 65782.85 29585.85 5518.24 19590.14 19601.29
2017-03-17 2378.25 3448.41 281.86 10513.52 24309.93 3237.45 1111.89 64209.94 29648.99 5540.43 19521.59 19434
2017-03-20 2373.47 3437.48 280.75 10583.98 24501.99 3250.81 1121.4 64884.27 29518.74 5533.99 19521.59 19793.52
2017-03-21 2344.02 3429.62 283.84 10644.15 24593.12 3261.61 1121.63 62980.37 29485.45 5543.09 19455.88 19535.2
2017-03-22 2348.45 3420.7 282.63 10456.96 24320.41 3245.22 1123.17 63521.34 29167.68 5534.09 19041.38 19666.59
2017-03-23 2345.96 3452.18 282.81 10487.45 24327.7 3248.55 1124.35 63530.79 29332.16 5563.76 19085.31 19705.1
2017-03-24 2343.98 3444.15 282.31 10477.81 24358.27 3269.45 1124.66 63853.77 29421.4 5567.13 19262.53 19705.1
2017-03-27 2341.59 3437.14 280.36 10362.02 24193.7 3266.95 1114.66 64308.39 29237.15 5541.2 18985.59 19801.71
2017-03-28 2358.57 3465.07 281.25 10425.89 24345.87 3252.95 1125.58 64640.45 29409.52 5541.2 19202.87 20022.42
2017-03-29 2361.13 3475.27 281.86 10437.51 24392.05 3241.31 1124.91 65528.29 29531.43 5592.51 19217.48 20203.27
2017-03-30 2368.06 3481.58 281.66 10355.71 24301.09 3210.24 1137.26 65265.98 29647.42 5592.95 19063.22 20248.42
2017-03-31 2362.72 3500.93 280.64 10273.67 24111.59 3222.51 1113.76 64984.07 29620.5 5568.11 18909.26 20265.32
2017-04-03 2358.84 3472.94 281.6 10314.52 24261.48 3222.51 1122.98 65211.48 29910.22 5606.79 18983.23 20561.9
2017-04-04 2360.16 3481.66 280.92 10314.52 24261.48 3222.51 1135.98 65768.91 29910.22 5651.82 18810.25 20834.74
2017-04-05 2352.95 3472.58 280.74 10365.32 24400.8 3270.3 1152.49 64774.77 29974.24 5676.98 18861.27 20683.02

Index (Yield)

(21)

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Russia Bovespa Sensex Jakarta Nikkei UK
2017-03-09 -0.15 0.73 -0.09 -0.74 -0.4 -0.05 -5.72 -1.76 0.34 -0.14 -0.31 -0.33
2017-03-10 0.18 0.92 0.15 -1 -0.12 -0.17 -4.91 -1.62 0.39 -0.35 1.16 0.06
2017-03-13 0.21 0.9 1.3 0.86 0.99 0.58 -3.72 -0.32 0.39 -0.01 1.31 0.38
2017-03-14 -0.12 0.42 2.21 1.42 0.98 0.65 -4.21 -1.59 2.12 0.4 1.19 0.26
2017-03-15 0.71 0.71 2.21 1 0.83 0.73 -4.31 0.75 1.96 0.42 1.02 0.4
2017-03-16 0.55 1.62 3.03 3.49 2.93 1.57 -1.28 0.06 2.61 2 1.09 1.05
2017-03-17 0.42 1.87 3.67 3.37 3.02 0.59 0.13 -2.33 2.83 2.41 0.74 1.17
2017-03-20 0.21 1.55 3.27 4.06 3.84 1.01 0.99 -1.31 2.38 2.3 0.74 1.24
2017-03-21 -1.03 1.31 4.4 4.65 4.22 1.35 1.01 -4.2 2.26 2.46 0.4 0.54
2017-03-22 -0.84 1.05 3.96 2.81 3.07 0.84 1.14 -3.38 1.16 2.3 -1.74 -0.19
2017-03-23 -0.95 1.98 4.02 3.11 3.1 0.94 1.25 -3.36 1.73 2.85 -1.52 0.02
2017-03-24 -1.03 1.74 3.84 3.02 3.23 1.59 1.28 -2.87 2.04 2.91 -0.6 -0.03
2017-03-27 -1.13 1.54 3.12 1.88 2.53 1.51 0.38 -2.18 1.4 2.43 -2.03 -0.62
2017-03-28 -0.41 2.36 3.45 2.51 3.18 1.08 1.36 -1.68 2 2.43 -0.91 0.06
2017-03-29 -0.31 2.66 3.67 2.62 3.37 0.71 1.3 -0.33 2.42 3.38 -0.83 0.47
2017-03-30 -0.01 2.85 3.6 1.82 2.99 -0.25 2.41 -0.72 2.83 3.39 -1.63 0.42
2017-03-31 -0.24 3.42 3.23 1.01 2.18 0.13 0.3 -1.15 2.73 2.93 -2.42 -0.22
2017-04-03 -0.4 2.59 3.58 1.41 2.82 0.13 1.13 -0.81 3.74 3.64 -2.04 -0.77
2017-04-04 -0.35 2.85 3.33 1.41 2.82 0.13 2.3 0.04 3.74 4.47 -2.94 -0.23
2017-04-05 -0.65 2.58 3.26 1.91 3.41 1.62 3.78 -1.47 3.96 4.94 -2.67 -0.1

(60)

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Russia Bovespa Sensex Jakarta Nikkei UK
2017-03-09 4.23 3.08 3.2 5.04 4.44 3.64 -9.77 4.74 7.63 1.62 0.09 0.34
2017-03-10 4.57 3.27 3.45 4.77 4.74 3.52 -8.99 4.88 7.69 1.4 1.57 0.72
2017-03-13 4.61 3.25 4.64 6.74 5.9 4.3 -7.85 6.27 7.69 1.75 1.72 1.05
2017-03-14 4.26 2.77 5.58 7.33 5.89 4.37 -8.32 4.92 9.54 2.17 1.6 0.92
2017-03-15 5.13 3.06 5.58 6.89 5.73 4.45 -8.42 7.41 9.38 2.18 1.43 1.07
2017-03-16 4.96 3.99 6.42 9.52 7.93 5.33 -5.51 6.68 10.07 3.8 1.5 1.72
2017-03-17 4.82 4.25 7.09 9.39 8.03 4.31 -4.17 4.13 10.31 4.21 1.14 1.84
2017-03-20 4.61 3.92 6.67 10.12 8.88 4.74 -3.35 5.22 9.82 4.09 1.14 1.91
2017-03-21 3.31 3.68 7.84 10.75 9.29 5.09 -3.33 2.13 9.7 4.26 0.8 1.2
2017-03-22 3.51 3.41 7.38 8.8 8.08 4.56 -3.2 3.01 8.52 4.1 -1.35 0.47
2017-03-23 3.4 4.36 7.45 9.12 8.11 4.67 -3.1 3.03 9.13 4.65 -1.12 0.69
2017-03-24 3.31 4.12 7.26 9.02 8.24 5.34 -3.07 3.55 9.46 4.72 -0.2 0.64
2017-03-27 3.2 3.91 6.52 7.81 7.51 5.26 -3.93 4.29 8.78 4.23 -1.64 0.04
2017-03-28 3.95 4.75 6.86 8.48 8.19 4.81 -2.99 4.82 9.42 4.23 -0.51 0.73
2017-03-29 4.06 5.06 7.09 8.6 8.39 4.44 -3.05 6.26 9.87 5.19 -0.43 1.14
2017-03-30 4.37 5.25 7.01 7.75 7.99 3.43 -1.98 5.84 10.3 5.2 -1.23 1.08
2017-03-31 4.14 5.83 6.63 6.89 7.15 3.83 -4.01 5.38 10.2 4.74 -2.03 0.44
2017-04-03 3.96 4.99 6.99 7.32 7.81 3.83 -3.21 5.75 11.28 5.46 -1.65 -0.11
2017-04-04 4.02 5.25 6.73 7.32 7.81 3.83 -2.09 6.65 11.28 6.31 -2.54 0.43
2017-04-05 3.7 4.98 6.66 7.85 8.43 5.37 -0.67 5.04 11.52 6.78 -2.28 0.56

(180)

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Russia Bovespa Sensex Jakarta Nikkei UK
2017-03-09 9.97 12.32 4.88 3.08 -1 5.73 4.99 10.65 3.82 -1.28 15.72 4.5
2017-03-10 10.33 12.53 5.14 2.81 -0.72 5.6 5.9 10.81 3.88 -1.49 17.44 4.9
2017-03-13 10.37 12.51 6.34 4.74 0.38 6.4 7.22 12.28 3.88 -1.15 17.61 5.24
2017-03-14 10 11.98 7.3 5.32 0.37 6.48 6.68 10.85 5.66 -0.74 17.47 5.11
2017-03-15 10.92 12.31 7.3 4.89 0.22 6.56 6.57 13.48 5.5 -0.73 17.27 5.27
2017-03-16 10.74 13.31 8.15 7.48 2.31 7.45 9.95 12.71 6.17 0.84 17.35 5.94
2017-03-17 10.59 13.59 8.83 7.34 2.4 6.41 11.51 10.01 6.4 1.24 16.94 6.07
2017-03-20 10.37 13.23 8.4 8.06 3.21 6.85 12.47 11.17 5.93 1.13 16.94 6.14
2017-03-21 9 12.97 9.59 8.68 3.6 7.21 12.49 7.9 5.81 1.29 16.55 5.41
2017-03-22 9.21 12.68 9.13 6.77 2.45 6.67 12.64 8.83 4.67 1.13 14.06 4.64
2017-03-23 9.09 13.72 9.2 7.08 2.48 6.78 12.76 8.85 5.26 1.67 14.33 4.87
2017-03-24 9 13.45 9 6.98 2.61 7.47 12.79 9.4 5.58 1.73 15.39 4.81
2017-03-27 8.89 13.22 8.25 5.8 1.91 7.38 11.79 10.18 4.92 1.26 13.73 4.19
2017-03-28 9.68 14.14 8.59 6.45 2.55 6.92 12.88 10.75 5.54 1.26 15.03 4.91
2017-03-29 9.79 14.48 8.83 6.57 2.75 6.54 12.82 12.27 5.98 2.2 15.12 5.34
2017-03-30 10.12 14.69 8.75 5.73 2.37 5.52 14.06 11.82 6.39 2.2 14.19 5.28
2017-03-31 9.87 15.32 8.36 4.89 1.57 5.92 11.7 11.34 6.3 1.75 13.27 4.61
2017-04-03 9.69 14.4 8.73 5.31 2.2 5.92 12.62 11.73 7.34 2.46 13.71 4.04
2017-04-04 9.75 14.69 8.47 5.31 2.2 5.92 13.93 12.68 7.34 3.28 12.68 4.6
2017-04-05 9.41 14.39 8.4 5.83 2.79 7.49 15.58 10.98 7.57 3.74 12.98 4.74

(365)

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Russia Bovespa Sensex Jakarta Nikkei UK
2017-03-09 14.43 11.64 10.17 15.69 15.39 7.25 21.27 32.4 16.18 12.99 13.62 17.9
2017-03-10 14.8 11.85 10.44 15.38 15.72 7.11 22.31 32.59 16.25 12.75 15.3 18.35
2017-03-13 14.85 11.82 11.71 17.55 17.01 7.92 23.84 34.35 16.25 13.14 15.47 18.74
2017-03-14 14.46 11.3 12.72 18.2 17 8 23.21 32.64 18.24 13.6 15.33 18.59
2017-03-15 15.42 11.62 12.72 17.71 16.82 8.08 23.09 35.78 18.06 13.62 15.14 18.76
2017-03-16 15.23 12.63 13.62 20.62 19.26 8.99 26.99 34.86 18.82 15.41 15.22 19.53
2017-03-17 15.08 12.9 14.33 20.47 19.36 7.94 28.8 31.63 19.07 15.88 14.81 19.67
2017-03-20 14.85 12.54 13.88 21.28 20.31 8.38 29.9 33.01 18.55 15.74 14.81 19.75
2017-03-21 13.42 12.29 15.13 21.97 20.75 8.74 29.93 29.11 18.41 15.93 14.43 18.92
2017-03-22 13.64 11.99 14.64 19.82 19.41 8.2 30.1 30.22 17.14 15.74 11.99 18.06
2017-03-23 13.51 13.03 14.71 20.17 19.45 8.31 30.24 30.24 17.8 16.37 12.25 18.31
2017-03-24 13.42 12.76 14.51 20.06 19.6 9 30.28 30.9 18.16 16.44 13.29 18.25
2017-03-27 13.3 12.53 13.72 18.74 18.79 8.92 29.12 31.83 17.42 15.89 11.66 17.55
2017-03-28 14.12 13.45 14.08 19.47 19.54 8.45 30.38 32.51 18.11 15.89 12.94 18.36
2017-03-29 14.25 13.78 14.33 19.6 19.77 8.07 30.3 34.33 18.6 16.97 13.03 18.85
2017-03-30 14.58 13.99 14.25 18.66 19.32 7.03 31.74 33.8 19.06 16.98 12.12 18.78
2017-03-31 14.33 14.62 13.83 17.72 18.39 7.44 29.01 33.22 18.96 16.46 11.21 18.03
2017-04-03 14.14 13.71 14.22 18.19 19.13 7.44 30.08 33.68 20.12 17.27 11.65 17.38
2017-04-04 14.2 13.99 13.94 18.19 19.13 7.44 31.59 34.83 20.12 18.21 10.63 18.01
2017-04-05 13.85 13.69 13.87 18.77 19.81 9.03 33.5 32.79 20.38 18.73 10.93 18.17

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
2017-03-09 -3.06 1.17 -0.72 -0.62 -4.35 -1.95 0.17 -0.66 -0.08 -0.27 -0.15 -0.97 -0.48 -0.41
2017-03-10 -2.17 1.76 -1.14 -0.69 -5.14 -2.25 -0.39 -1.87 0.39 -0.4 -0.36 -1.04 -0.69 -0.69
2017-03-13 -2.06 1.81 -0.86 -0.31 -2.43 -1.11 0.14 -1.58 -0.08 -0.04 -0.1 -0.54 -0.08 -0.34
2017-03-14 -3.25 1.04 -1.03 0.26 -2.08 -0.88 0.2 -1.22 0.15 0.6 0.36 0.21 0.14 -0.07
2017-03-15 -2.49 1.69 -0.77 -0.04 -0.71 -1.26 0.57 -1.64 0.16 0.57 0.3 0.18 -0.48 0.17
2017-03-16 -2.54 1.75 -1.06 -1.02 1.7 -1.74 0.35 -1.56 0.58 0.43 -0.3 0.02 -1.4 -0.02
2017-03-17 -2.73 0.84 -0.76 -1.14 1.94 -2.47 0.05 -1.56 1.2 0.58 -0.47 0.52 -1.28 -0.19
2017-03-20 -3.51 0.56 -0.29 -0.81 2.18 -2.36 0.46 -1.15 0.87 1.03 -0.49 1.15 -1.15 0.33
2017-03-21 -3.01 0.95 -0.78 -1.8 -0.48 -3.11 0.54 -0.35 0.66 -0.24 -0.82 1 -1.32 -0.08
2017-03-22 -3.08 0.33 -0.76 -1.67 -0.26 -3.13 -0.3 0.1 1.02 -0.27 -0.89 0.94 -2.17 -0.95
2017-03-23 -3.3 0.16 -0.34 -1.67 -1.77 -3.14 -0.53 0.01 1.21 -0.47 -0.6 0.17 -1.42 -0.65
2017-03-24 -3.8 0 -0.05 -1.79 -2.09 -2.52 -0.85 0.38 1.04 1.1 -0.33 -0.02 -1.46 -0.98
2017-03-27 -4.13 -0.37 -0.81 -1.35 -5.14 -2.72 -0.96 0.97 1.16 0.7 -0.58 0.32 -0.91 -1.14
2017-03-28 -4.08 0.17 -1.04 -1.93 -4.31 -1.96 -1.06 0.41 0.52 0.65 -0.62 -0.55 -1.7 -1.53
2017-03-29 -3.37 -0.35 -1.18 -1.7 -3.72 -1.77 -1.36 0.39 0.12 0.41 -0.69 -0.5 -1.71 -0.73
2017-03-30 -2.38 -0.16 -0.29 -1.32 -2.29 -2.71 -1.21 0.46 -0.13 0.78 -0.35 -0.57 -1.92 -0.02
2017-03-31 -3.06 -0.58 -0.68 -2.11 -4.34 -3.24 -2.05 1.23 -0.34 0.75 -0.53 -1.33 -1.71 -0.07
2017-04-03 -2.86 -1.19 -0.14 -1.39 -3.61 -3.49 -2.12 1.52 0.01 1.02 0.52 -0.42 -1.72 0.82
2017-04-04 -2.11 -1.88 -0.5 -0.86 -2.44 -4.34 -2.12 0.89 -0.72 1.06 0.48 -0.57 -2.38 1.29
2017-04-05 -1.18 -1.24 -0.35 -0.89 -1.52 -5.05 -2.11 1.51 -0.8 0.99 0.79 -0.46 -2.45 1.87

(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
2017-03-09 -8.89 -0.71 2.09 0.73 -5.93 -4.83 -0.67 0.9 -4.68 4.8 -0.76 -1.06 -3.49 1.07
2017-03-10 -8.04 -0.11 1.66 0.66 -6.72 -5.12 -1.23 -0.35 -4.23 4.67 -0.97 -1.13 -3.7 0.78
2017-03-13 -7.94 -0.06 1.95 1.06 -3.99 -3.99 -0.7 -0.06 -4.69 5.06 -0.7 -0.62 -3.09 1.14
2017-03-14 -9.06 -0.83 1.75 1.64 -3.65 -3.75 -0.64 0.3 -4.46 5.71 -0.24 0.14 -2.88 1.41
2017-03-15 -8.34 -0.18 2.03 1.33 -2.25 -4.14 -0.26 -0.12 -4.45 5.7 -0.3 0.11 -3.49 1.67
2017-03-16 -8.44 -0.14 1.75 0.33 0.16 -4.64 -0.49 -0.02 -4.08 5.59 -0.91 -0.05 -4.43 1.48
2017-03-17 -8.65 -1.06 2.08 0.21 0.39 -5.38 -0.8 -0.03 -3.49 5.77 -1.09 0.46 -4.33 1.31
2017-03-20 -9.38 -1.33 2.56 0.54 0.64 -5.26 -0.38 0.4 -3.79 6.24 -1.11 1.1 -4.18 1.85
2017-03-21 -8.88 -0.94 2.03 -0.49 -2.05 -6 -0.3 1.22 -4 4.85 -1.45 0.95 -4.36 1.41
2017-03-22 -8.93 -1.56 2.06 -0.35 -1.81 -6.01 -1.15 1.69 -3.63 4.82 -1.51 0.89 -5.18 0.51
2017-03-23 -9.2 -1.74 2.52 -0.35 -3.35 -6.05 -1.38 1.61 -3.48 4.65 -1.22 0.11 -4.46 0.83
2017-03-24 -9.68 -1.9 2.81 -0.48 -3.68 -5.42 -1.72 1.98 -3.64 6.32 -0.95 -0.09 -4.5 0.49
2017-03-27 -9.98 -2.27 2.02 -0.02 -6.74 -5.61 -1.82 2.6 -3.51 5.88 -1.2 0.26 -3.95 0.32
2017-03-28 -9.97 -1.74 1.8 -0.61 -5.91 -4.88 -1.93 2.03 -4.17 5.87 -1.24 -0.64 -4.76 -0.08
2017-03-29 -9.31 -2.27 1.65 -0.36 -5.32 -4.71 -2.24 2.02 -4.58 5.63 -1.32 -0.58 -4.78 0.75
2017-03-30 -8.36 -2.08 2.6 0.03 -3.89 -5.65 -2.09 2.09 -4.83 6.03 -0.98 -0.66 -4.99 1.5
2017-03-31 -9.05 -2.51 2.21 -0.77 -5.95 -6.18 -2.93 2.91 -5.06 6.03 -1.16 -1.43 -4.8 1.46
2017-04-03 -8.82 -3.12 2.75 -0.05 -5.22 -6.42 -3.02 3.18 -4.69 6.27 -0.09 -0.5 -4.79 2.36
2017-04-04 -8.1 -3.81 2.38 0.51 -4.04 -7.26 -3.01 2.54 -5.41 6.34 -0.13 -0.65 -5.44 2.86
2017-04-05 -7.19 -3.17 2.52 0.47 -3.11 -7.97 -3 3.18 -5.48 6.24 0.18 -0.55 -5.51 3.46

(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
2017-03-09 -9.14 11.02 -2.23 -8.24 7.2 0.46 3.52 -9.69 -9.18 -2.73 -2.87 -13.4 -10.15 -2.51
2017-03-10 -8.21 11.77 -2.69 -8.32 6.25 0.13 2.89 -10.94 -8.71 -2.87 -3.1 -13.49 -10.38 -2.83
2017-03-13 -8.1 11.82 -2.39 -7.93 9.6 1.43 3.49 -10.65 -9.2 -2.47 -2.81 -13 -9.76 -2.45
2017-03-14 -9.32 10.84 -2.58 -7.3 9.96 1.68 3.54 -10.24 -8.93 -1.78 -2.31 -12.2 -9.5 -2.14
2017-03-15 -8.54 11.65 -2.31 -7.64 11.7 1.24 3.97 -10.7 -8.95 -1.82 -2.39 -12.27 -10.16 -1.89
2017-03-16 -8.64 11.82 -2.62 -8.71 14.81 0.73 3.76 -10.68 -8.58 -1.98 -3.05 -12.53 -11.17 -2.11
2017-03-17 -8.86 10.74 -2.3 -8.86 15.15 -0.09 3.42 -10.71 -7.97 -1.82 -3.24 -12.06 -11.08 -2.3
2017-03-20 -9.66 10.38 -1.77 -8.49 15.41 0.02 3.88 -10.25 -8.27 -1.32 -3.25 -11.4 -10.91 -1.71
2017-03-21 -9.12 10.82 -2.32 -9.5 12.06 -0.84 3.97 -9.42 -8.48 -2.71 -3.61 -11.52 -11.07 -2.17
2017-03-22 -9.18 10.04 -2.29 -9.35 12.31 -0.87 2.99 -8.93 -8.08 -2.73 -3.68 -11.55 -11.9 -3.12
2017-03-23 -9.47 9.92 -1.84 -9.43 10.55 -0.87 2.76 -9.12 -7.98 -2.98 -3.39 -12.43 -11.23 -2.81
2017-03-24 -9.99 9.71 -1.52 -9.54 10.12 -0.16 2.38 -8.72 -8.12 -1.25 -3.08 -12.58 -11.25 -3.16
2017-03-27 -10.31 9.25 -2.35 -9.05 6.32 -0.38 2.25 -8.09 -7.98 -1.68 -3.35 -12.21 -10.66 -3.33
2017-03-28 -10.31 9.97 -2.62 -9.72 7.45 0.5 2.16 -8.74 -8.71 -1.76 -3.42 -13.19 -11.55 -3.78
2017-03-29 -9.58 9.37 -2.78 -9.51 8.22 0.71 1.82 -8.79 -9.16 -2.03 -3.51 -13.18 -11.6 -2.91
2017-03-30 -8.55 9.62 -1.8 -9.13 10.01 -0.35 2 -8.74 -9.42 -1.64 -3.15 -13.27 -11.83 -2.14
2017-03-31 -9.3 9.17 -2.23 -9.98 7.55 -0.94 1.07 -7.99 -9.69 -1.67 -3.35 -14.09 -11.66 -2.2
2017-04-03 -9.05 8.34 -1.63 -9.19 8.34 -1.25 0.94 -7.62 -9.27 -1.37 -2.19 -13.09 -11.6 -1.21
2017-04-04 -8.26 7.53 -2.03 -8.65 9.83 -2.21 0.96 -8.3 -10.03 -1.32 -2.24 -13.27 -12.29 -0.7
2017-04-05 -7.26 8.28 -1.87 -8.67 10.93 -3.03 0.96 -7.63 -10.09 -1.4 -1.9 -13.13 -12.34 -0.06

(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
2017-03-09 1.1 7.65 3.53 -8.4 29.71 4.28 -2.57 -15.57 -20.31 8.65 -0.53 -12.19 -15.31 -4.61
2017-03-10 2.13 8.36 3.06 -8.48 28.62 3.94 -3.18 -16.76 -19.93 8.52 -0.76 -12.28 -15.54 -4.92
2017-03-13 2.26 8.42 3.39 -8.08 32.6 5.29 -2.6 -16.47 -20.35 8.96 -0.46 -11.77 -14.94 -4.54
2017-03-14 0.86 7.48 3.16 -7.47 32.92 5.52 -2.53 -16.07 -20.06 9.66 0.04 -10.98 -14.68 -4.24
2017-03-15 1.76 8.26 3.47 -7.8 35.05 5.09 -2.13 -16.51 -20.1 9.66 -0.03 -11.04 -15.31 -3.99
2017-03-16 1.74 8.38 3.17 -8.88 38.9 4.58 -2.4 -16.57 -19.9 9.57 -0.7 -11.31 -16.33 -4.24
2017-03-17 1.54 7.34 3.54 -9.01 39.36 3.75 -2.72 -16.6 -19.38 9.79 -0.87 -10.82 -16.25 -4.42
2017-03-20 0.63 7 4.07 -8.65 39.6 3.86 -2.27 -16.15 -19.61 10.3 -0.9 -10.16 -16.07 -3.84
2017-03-21 1.18 7.43 3.48 -9.66 35.59 2.96 -2.18 -15.37 -19.78 8.73 -1.27 -10.3 -16.22 -4.29
2017-03-22 1.1 6.69 3.51 -9.5 35.83 2.93 -3.08 -14.88 -19.38 8.7 -1.34 -10.32 -16.97 -5.2
2017-03-23 0.88 6.55 4.02 -9.59 33.94 2.96 -3.35 -15.12 -19.41 8.52 -1.03 -11.2 -16.4 -4.93
2017-03-24 0.29 6.35 4.34 -9.69 33.38 3.68 -3.7 -14.73 -19.5 10.39 -0.72 -11.35 -16.4 -5.26
2017-03-27 -0.09 5.91 3.47 -9.2 28.85 3.44 -3.81 -14.12 -19.35 9.9 -0.99 -10.98 -15.84 -5.42
2017-03-28 0 6.58 3.23 -9.88 30.36 4.38 -3.94 -14.79 -20.1 9.9 -1.05 -11.96 -16.73 -5.88
2017-03-29 0.83 5.99 3.08 -9.66 31.34 4.61 -4.27 -14.85 -20.53 9.65 -1.13 -11.94 -16.78 -5.04
2017-03-30 1.98 6.23 4.12 -9.29 33.49 3.52 -4.12 -14.82 -20.79 10.1 -0.76 -12.03 -17.01 -4.29
2017-03-31 1.23 5.77 3.69 -10.14 30.7 2.94 -5.03 -14.15 -21.09 10.12 -0.96 -12.85 -16.89 -4.36
2017-04-03 1.4 4.99 4.27 -9.35 31.46 2.59 -5.1 -13.76 -20.62 10.36 0.2 -11.85 -16.79 -3.39
2017-04-04 2.3 4.21 3.87 -8.81 33.28 1.62 -5.1 -14.4 -21.32 10.44 0.16 -12.03 -17.45 -2.88
2017-04-05 3.36 4.95 4.04 -8.82 34.53 0.76 -5.08 -13.76 -21.34 10.33 0.51 -11.89 -17.47 -2.25

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
2017-03-09 -1.82 0.45 1.06 0.43 0.19 -0.66 -1.63 0.08 -0.19 0.14
2017-03-10 -2.22 0.08 1.1 0.24 0.38 -0.33 -1.17 0.19 -0.11 0.48
2017-03-13 -2.21 0.1 0.91 0.41 0.47 -0.45 -0.97 0.03 0.16 0.6
2017-03-14 -2.96 0.32 0.91 0.76 0.54 -1.03 -0.72 0.19 -0.32 0.44
2017-03-15 -1.78 -0.65 1.27 0.44 0.31 -0.76 0.07 0.11 0.42 0.98
2017-03-16 -2.19 -0.17 0.52 0.65 0.71 -0.97 -0.86 0.32 -0.06 0.81
2017-03-17 -2.14 -1.1 0.11 0.87 0.9 -0.4 -0.16 0.29 0.58 1.5
2017-03-20 -2.05 -1.78 0.11 0.83 1.22 -0.38 -0.63 0.61 1.18 1.33
2017-03-21 -1.5 -3.36 0.56 0.82 0.96 -0.66 2.01 1.67 0.73 2.02
2017-03-22 -1.8 -3.74 0.45 0.75 1.57 -0.48 2.21 1.34 0.8 0.8
2017-03-23 -2.03 -3.42 0.2 1.05 1.35 -0.52 2.07 1.2 1.36 0.83
2017-03-24 -2.4 -3.43 0.25 1.3 1.48 -0.72 2.56 1.02 0.5 1
2017-03-27 -2.69 -3.8 0.71 1.42 1.68 -0.97 2.19 1.07 0.93 0.37
2017-03-28 -2.17 -3.22 0.04 1.47 1.68 -0.63 1.53 0.62 1.31 -0.14
2017-03-29 -1.09 -3.84 -0.06 1.94 1.79 -0.79 0.96 0.65 1.2 -0.41
2017-03-30 -0.92 -2.97 -0.37 1.92 1.64 -0.56 -0.02 0.11 0.88 -0.31
2017-03-31 -1.06 -3.44 -0.41 2.17 1.77 -0.62 0.51 0.1 1.04 -0.58
2017-04-03 -1.07 -3.56 -0.16 1.87 1.78 -0.68 0.67 0.11 0.8 -0.02
2017-04-04 -0.42 -3.8 -0.26 1.67 1.72 -0.54 0.95 0.32 1.15 0.26
2017-04-05 -0.45 -4.18 -0.29 1.75 1.7 -0.55 1.77 0.46 1.32 0.14

(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
2017-03-09 -11.29 1.63 1.75 -0.24 3.46 -0.87 -0.05 1.52 -2 -6.29
2017-03-10 -11.7 1.26 1.8 -0.44 3.67 -0.52 0.45 1.65 -1.91 -5.97
2017-03-13 -11.7 1.28 1.6 -0.27 3.76 -0.65 0.65 1.47 -1.64 -5.86
2017-03-14 -12.38 1.5 1.6 0.1 3.83 -1.25 0.91 1.64 -2.13 -5.99
2017-03-15 -11.34 0.49 1.98 -0.24 3.61 -0.98 1.76 1.56 -1.39 -5.52
2017-03-16 -11.71 0.99 1.19 -0.02 4.04 -1.19 0.77 1.79 -1.87 -5.67
2017-03-17 -11.65 0.01 0.77 0.21 4.25 -0.59 1.52 1.75 -1.21 -4.99
2017-03-20 -11.55 -0.71 0.76 0.16 4.57 -0.58 1.01 2.08 -0.6 -5.14
2017-03-21 -10.91 -2.4 1.23 0.17 4.26 -0.87 3.8 3.19 -1.04 -4.38
2017-03-22 -11.21 -2.8 1.11 0.09 4.91 -0.68 4 2.84 -0.96 -5.59
2017-03-23 -11.43 -2.46 0.84 0.4 4.68 -0.72 3.85 2.69 -0.39 -5.56
2017-03-24 -11.76 -2.47 0.9 0.67 4.82 -0.93 4.38 2.5 -1.27 -5.38
2017-03-27 -12.02 -2.85 1.39 0.8 5.04 -1.18 3.99 2.56 -0.82 -5.99
2017-03-28 -11.6 -2.23 0.69 0.85 5.06 -0.83 3.3 2.1 -0.44 -6.53
2017-03-29 -10.58 -2.89 0.58 1.33 5.18 -1 2.7 2.13 -0.57 -6.81
2017-03-30 -10.45 -1.97 0.26 1.3 5.03 -0.76 1.66 1.56 -0.89 -6.73
2017-03-31 -10.57 -2.47 0.21 1.56 5.15 -0.83 2.21 1.54 -0.74 -6.98
2017-04-03 -10.55 -2.59 0.49 1.26 5.17 -0.88 2.39 1.56 -0.96 -6.42
2017-04-04 -9.95 -2.85 0.37 1.05 5.1 -0.74 2.68 1.77 -0.61 -6.16
2017-04-05 -9.94 -3.24 0.34 1.13 5.07 -0.74 3.56 1.92 -0.43 -6.25

(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
2017-03-09 -10.75 18.24 -4.94 -1.25 2.02 1.76 -3.79 -5.55 0.04 -9.29
2017-03-10 -11.19 17.83 -4.92 -1.46 2.24 2.14 -3.3 -5.45 0.14 -8.97
2017-03-13 -11.18 17.86 -5.12 -1.28 2.33 2 -3.09 -5.63 0.43 -8.86
2017-03-14 -11.91 18.08 -5.1 -0.89 2.41 1.34 -2.81 -5.43 -0.1 -8.98
2017-03-15 -10.79 16.99 -4.78 -1.26 2.17 1.66 -1.97 -5.57 0.71 -8.53
2017-03-16 -11.19 17.57 -5.55 -1.02 2.61 1.43 -2.98 -5.34 0.19 -8.67
2017-03-17 -11.12 16.37 -5.96 -0.77 2.83 2.08 -2.21 -5.36 0.9 -7.96
2017-03-20 -11.02 15.45 -5.96 -0.83 3.17 2.08 -2.72 -5.02 1.55 -8.12
2017-03-21 -10.35 13.21 -5.41 -0.81 2.87 1.73 0.16 -3.84 1.06 -7.3
2017-03-22 -10.67 12.76 -5.54 -0.89 3.55 1.94 0.37 -4.19 1.14 -8.55
2017-03-23 -10.9 13.15 -5.8 -0.56 3.3 1.9 0.22 -4.34 1.76 -8.51
2017-03-24 -11.26 13.12 -5.73 -0.29 3.45 1.67 0.75 -4.52 0.81 -8.33
2017-03-27 -11.55 12.64 -5.25 -0.16 3.68 1.39 0.36 -4.46 1.28 -8.96
2017-03-28 -11.09 13.51 -5.98 -0.11 3.69 1.79 -0.37 -4.96 1.7 -9.54
2017-03-29 -9.99 12.73 -6.1 0.4 3.81 1.61 -0.98 -4.94 1.58 -9.82
2017-03-30 -9.85 13.89 -6.43 0.37 3.65 1.88 -2.05 -5.53 1.23 -9.74
2017-03-31 -9.97 13.26 -6.46 0.64 3.78 1.8 -1.48 -5.52 1.4 -10
2017-04-03 -9.97 13.08 -6.19 0.32 3.8 1.73 -1.3 -5.5 1.15 -9.42
2017-04-04 -9.32 12.77 -6.3 0.1 3.73 1.89 -1 -5.29 1.53 -9.15
2017-04-05 -9.31 12.25 -6.31 0.2 3.71 1.88 -0.09 -5.12 1.72 -9.23

(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
2017-03-09 -3.35 21.64 -7.02 -4.52 6.32 2.7 -11.15 -12.25 1.06 -15.32
2017-03-10 -3.81 21.23 -7 -4.74 6.58 3.11 -10.69 -12.16 1.17 -15.03
2017-03-13 -3.81 21.25 -7.22 -4.57 6.67 2.95 -10.5 -12.35 1.47 -14.93
2017-03-14 -4.65 21.48 -7.18 -4.16 6.75 2.26 -10.2 -12.13 0.91 -15.02
2017-03-15 -3.32 20.34 -6.87 -4.56 6.52 2.6 -9.45 -12.32 1.77 -14.63
2017-03-16 -3.78 20.96 -7.66 -4.32 6.99 2.36 -10.41 -12.09 1.22 -14.76
2017-03-17 -3.72 19.67 -8.08 -4.07 7.22 3.03 -9.66 -12.1 1.96 -14.06
2017-03-20 -3.63 18.69 -8.07 -4.11 7.57 3.03 -10.14 -11.75 2.65 -14.2
2017-03-21 -2.99 16.29 -7.48 -4.05 7.2 2.66 -7.24 -10.51 2.12 -13.31
2017-03-22 -3.32 15.81 -7.62 -4.14 7.94 2.88 -7.06 -10.87 2.2 -14.55
2017-03-23 -3.58 16.23 -7.88 -3.8 7.68 2.84 -7.19 -11 2.85 -14.51
2017-03-24 -4 16.2 -7.81 -3.52 7.83 2.59 -6.67 -11.18 1.85 -14.33
2017-03-27 -4.33 15.69 -7.31 -3.38 8.07 2.3 -7.04 -11.11 2.36 -14.93
2017-03-28 -3.74 16.63 -8.07 -3.36 8.12 2.74 -7.8 -11.65 2.81 -15.54
2017-03-29 -2.53 15.79 -8.21 -2.86 8.24 2.54 -8.42 -11.65 2.66 -15.84
2017-03-30 -2.33 17.05 -8.55 -2.89 8.09 2.83 -9.47 -12.23 2.32 -15.78
2017-03-31 -2.5 16.35 -8.58 -2.61 8.21 2.73 -8.91 -12.22 2.48 -16.02
2017-04-03 -2.5 16.16 -8.29 -2.93 8.23 2.67 -8.72 -12.18 2.21 -15.44
2017-04-04 -1.76 15.84 -8.41 -3.15 8.16 2.83 -8.43 -11.98 2.62 -15.17
2017-04-05 -1.79 15.27 -8.41 -3.05 8.12 2.82 -7.52 -11.79 2.82 -15.24

Sectors (China)

(21)

Sectors (Factors)

(21)

Value Factor Momentum Factor Quality Factor Low vol Factor Size Factor
2017-03-09 -0.39 0.13 -0.16 -0.46 -0.24
2017-03-10 -0.03 0.74 0.23 0.02 0.13
2017-03-13 -0.19 1.09 0.25 0.18 0.15
2017-03-14 -0.59 0.72 -0.07 -0.09 -0.13
2017-03-15 0.22 1.62 0.86 0.76 0.87
2017-03-16 0.04 1.36 0.64 0.32 0.66
2017-03-17 -0.4 1.6 0.63 0.69 0.77
2017-03-20 -0.67 1.66 0.49 0.47 0.71
2017-03-21 -2.4 0.47 -0.5 0.14 -0.47
2017-03-22 -2.05 0.99 -0.31 0.32 -0.54
2017-03-23 -2.13 0.8 -0.44 0.21 -0.44
2017-03-24 -2.7 0.72 -1.03 0.07 -0.58
2017-03-27 -2.75 0.6 -1.21 -0.14 -1.23
2017-03-28 -1.75 1.01 -0.71 0.16 -0.24
2017-03-29 -1.5 1.3 -0.8 -0.16 -0.44
2017-03-30 -1.04 1.34 -0.69 -0.02 -0.01
2017-03-31 -1.3 1.34 -0.9 -0.18 -0.04
2017-04-03 -1.69 1.34 -1.14 -0.39 -0.56
2017-04-04 -1.62 1.28 -1.17 -0.28 -0.62
2017-04-05 -2.19 1.13 -1.44 -0.23 -0.78

(60)

Value Factor Momentum Factor Quality Factor Low vol Factor Size Factor
2017-03-09 4 5.8 5.06 4.26 3.99
2017-03-10 4.38 6.44 5.47 4.76 4.38
2017-03-13 4.21 6.81 5.49 4.93 4.39
2017-03-14 3.79 6.43 5.16 4.64 4.1
2017-03-15 4.64 7.37 6.13 5.53 5.15
2017-03-16 4.45 7.1 5.9 5.07 4.93
2017-03-17 3.99 7.35 5.89 5.46 5.04
2017-03-20 3.71 7.41 5.74 5.23 4.98
2017-03-21 1.9 6.15 4.7 4.88 3.74
2017-03-22 2.27 6.71 4.9 5.07 3.67
2017-03-23 2.18 6.5 4.77 4.95 3.78
2017-03-24 1.59 6.43 4.14 4.81 3.63
2017-03-27 1.54 6.3 3.95 4.59 2.96
2017-03-28 2.58 6.72 4.48 4.91 3.99
2017-03-29 2.85 7.03 4.38 4.57 3.78
2017-03-30 3.33 7.07 4.5 4.71 4.22
2017-03-31 3.06 7.07 4.28 4.55 4.2
2017-04-03 2.65 7.07 4.03 4.33 3.65
2017-04-04 2.72 7.01 4 4.45 3.59
2017-04-05 2.13 6.86 3.71 4.5 3.42

(180)

Value Factor Momentum Factor Quality Factor Low vol Factor Size Factor
2017-03-09 13.54 6.98 9.71 6.64 9.19
2017-03-10 13.96 7.62 10.14 7.16 9.6
2017-03-13 13.77 8 10.16 7.33 9.61
2017-03-14 13.31 7.61 9.81 7.04 9.31
2017-03-15 14.23 8.57 10.83 7.95 10.41
2017-03-16 14.03 8.29 10.59 7.48 10.18
2017-03-17 13.53 8.55 10.58 7.87 10.29
2017-03-20 13.22 8.61 10.43 7.64 10.24
2017-03-21 11.25 7.34 9.33 7.28 8.93
2017-03-22 11.65 7.9 9.54 7.48 8.86
2017-03-23 11.56 7.69 9.41 7.36 8.97
2017-03-24 10.91 7.61 8.75 7.21 8.81
2017-03-27 10.85 7.48 8.56 6.99 8.11
2017-03-28 11.99 7.91 9.11 7.31 9.19
2017-03-29 12.28 8.23 9.01 6.96 8.98
2017-03-30 12.8 8.27 9.12 7.11 9.44
2017-03-31 12.51 8.27 8.9 6.94 9.41
2017-04-03 12.07 8.27 8.63 6.72 8.84
2017-04-04 12.14 8.2 8.6 6.84 8.77
2017-04-05 11.5 8.05 8.3 6.89 8.6

(365)

Value Factor Momentum Factor Quality Factor Low vol Factor Size Factor
2017-03-09 20.89 10.86 11.05 7.38 13.84
2017-03-10 21.33 11.52 11.48 7.9 14.26
2017-03-13 21.13 11.92 11.5 8.08 14.28
2017-03-14 20.64 11.51 11.15 7.78 13.96
2017-03-15 21.63 12.5 12.18 8.69 15.11
2017-03-16 21.41 12.22 11.94 8.22 14.87
2017-03-17 20.87 12.48 11.92 8.62 14.99
2017-03-20 20.54 12.54 11.77 8.38 14.93
2017-03-21 18.45 11.23 10.67 8.03 13.57
2017-03-22 18.87 11.81 10.88 8.22 13.49
2017-03-23 18.77 11.59 10.74 8.1 13.61
2017-03-24 18.09 11.51 10.08 7.95 13.45
2017-03-27 18.02 11.38 9.88 7.73 12.71
2017-03-28 19.23 11.82 10.44 8.05 13.84
2017-03-29 19.54 12.15 10.33 7.7 13.62
2017-03-30 20.1 12.19 10.45 7.85 14.1
2017-03-31 19.79 12.19 10.23 7.68 14.07
2017-04-03 19.32 12.19 9.96 7.46 13.47
2017-04-04 19.4 12.12 9.93 7.58 13.4
2017-04-05 18.71 11.97 9.62 7.63 13.22

Price Ratio

EM vs. DM

DM - EM
2017-03-09 15.14
2017-03-10 15.4
2017-03-13 14.46
2017-03-14 13.92
2017-03-15 14.21
2017-03-16 12.89
2017-03-17 12.61
2017-03-20 11.82
2017-03-21 10.95
2017-03-22 11.32
2017-03-23 11.36
2017-03-24 11.3
2017-03-27 11.58
2017-03-28 11.92
2017-03-29 11.66
2017-03-30 12.06
2017-03-31 12.76
2017-04-03 11.86
2017-04-04 11.91
2017-04-05 11.3

Spread 60

Single Stocks

Div. Yields

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## 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
2017-03-13 13356 3.74 4.45 66.61 3.15 13.14 19.62 58.8 1557.5
2017-03-14 13371 3.74 4.45 65.82 3.17 13.16 19.67 59.17 1556.35
2017-03-15 13364 3.68 4.45 65.69 3.1 12.79 19.22 58.39 1560.76
2017-03-16 13352 3.63 4.44 65.41 3.12 12.77 19.27 57.79 1573.6
2017-03-17 13345 3.64 4.44 65.47 3.09 12.73 19.08 57.23 1574.97
2017-03-20 13314 3.62 4.43 65.36 3.07 12.65 19 57.3 1581.67
2017-03-21 13319 3.63 4.43 65.28 3.09 12.68 19.1 57.69 1583.19
2017-03-22 13329 3.62 4.43 65.44 3.09 12.57 19.03 57.79 1582.27
2017-03-23 13325 3.63 4.43 65.53 3.14 12.46 18.93 57.44 1581.65
2017-03-24 13327 3.61 4.43 65.42 3.11 12.43 18.76 56.92 1584.5
2017-03-26 13327 3.61 4.43 65.42 3.11 12.43 18.76 56.96 1584.5
2017-03-27 13310 3.62 4.41 65.05 3.13 12.74 18.89 56.91 1587.32
2017-03-28 13310 3.66 4.41 65.05 3.14 12.99 19.03 57.03 1585.72
2017-03-29 13314 3.65 4.42 64.91 3.12 13.04 18.71 56.62 1585.45
2017-03-30 13316 3.65 4.42 64.92 3.15 13.28 18.71 56.08 1586.98
2017-03-31 13326 3.64 4.43 64.85 3.12 13.41 18.72 56.26 1578.4
2017-04-02 13326 3.64 4.43 64.85 3.12 13.41 18.72 56.15 1578.4
2017-04-03 13323 3.65 4.43 65.03 3.12 13.69 18.67 56.09 1581.4
2017-04-04 13328 3.68 4.43 65.03 3.09 13.63 18.83 56.09 1578.79
2017-04-05 13321 3.7 4.43 64.88 3.12 13.81 18.83 56.38 1578.18

FX Yield (EM)

(21)

인도네시아 루피아 터키 리라 링깃 인도 루피 Real 란드 Peso Ruble MSCI EM Currency
2017-03-13 0.04 1.67 -0.03 -0.16 1.07 1.27 0.63 -0.81 -0.24
2017-03-14 0.16 1.7 0.04 -1.34 1.58 1.41 0.88 -0.18 -0.31
2017-03-15 0.1 -0.11 0.02 -1.52 -0.48 -1.42 -1.4 -1.5 -0.03
2017-03-16 0.01 -1.49 -0.22 -1.95 -0.01 -1.6 -1.18 -2.52 0.79
2017-03-17 -0.04 -1.18 -0.28 -1.85 -0.9 -1.9 -2.14 -3.45 0.88
2017-03-20 -0.27 -1.74 -0.48 -2.02 -1.51 -2.53 -2.53 -3.34 1.31
2017-03-21 -0.23 -1.26 -0.51 -2.14 -1.01 -2.25 -2.02 -2.68 1.41
2017-03-22 -0.16 -1.68 -0.45 -1.9 -1.02 -3.14 -2.4 -2.52 1.35
2017-03-23 -0.19 -1.24 -0.42 -1.77 0.66 -3.98 -2.9 -3.1 1.31
2017-03-24 -0.17 -1.85 -0.49 -1.94 -0.35 -4.16 -3.78 -3.98 1.49
2017-03-26 -0.17 -1.85 -0.49 -1.94 -0.35 -4.16 -3.78 -3.91 1.49
2017-03-27 -0.3 -1.73 -0.78 -2.5 0.23 -1.79 -3.09 -3.99 1.67
2017-03-28 -0.3 -0.6 -0.78 -2.5 0.69 0.15 -2.39 -3.79 1.57
2017-03-29 -0.27 -0.93 -0.63 -2.7 0.02 0.53 -4.04 -4.48 1.55
2017-03-30 -0.25 -0.73 -0.62 -2.69 0.99 2.39 -4 -5.39 1.65
2017-03-31 -0.18 -1.19 -0.51 -2.79 0.1 3.4 -3.95 -5.09 1.1
2017-04-02 -0.18 -1.19 -0.51 -2.79 0.1 3.4 -3.95 -5.29 1.1
2017-04-03 -0.2 -0.95 -0.45 -2.52 -0.14 5.5 -4.22 -5.38 1.29
2017-04-04 -0.16 -0.04 -0.38 -2.52 -0.83 5.03 -3.43 -5.39 1.12
2017-04-05 -0.22 0.52 -0.39 -2.74 0.05 6.42 -3.41 -4.88 1.09

(60)

인도네시아 루피아 터키 리라 링깃 인도 루피 Real 란드 Peso Ruble MSCI EM Currency
2017-03-13 0.36 -3.19 -0.58 -2.52 -1.47 -4.42 -10.25 -1.31 3.27
2017-03-14 0.47 -3.16 -0.51 -3.68 -0.97 -4.29 -10.02 -0.68 3.2
2017-03-15 0.42 -4.88 -0.53 -3.86 -2.98 -6.95 -12.06 -1.99 3.49
2017-03-16 0.33 -6.19 -0.76 -4.27 -2.53 -7.12 -11.86 -3.01 4.34
2017-03-17 0.28 -5.9 -0.83 -4.18 -3.39 -7.4 -12.72 -3.93 4.43
2017-03-20 0.05 -6.43 -1.03 -4.35 -3.99 -8 -13.07 -3.83 4.87
2017-03-21 0.08 -5.98 -1.05 -4.46 -3.49 -7.74 -12.62 -3.17 4.97
2017-03-22 0.16 -6.37 -0.99 -4.23 -3.51 -8.58 -12.95 -3.01 4.91
2017-03-23 0.13 -5.96 -0.96 -4.1 -1.87 -9.37 -13.4 -3.58 4.87
2017-03-24 0.14 -6.54 -1.04 -4.27 -2.85 -9.54 -14.18 -4.47 5.06
2017-03-26 0.14 -6.54 -1.04 -4.27 -2.85 -9.54 -14.18 -4.4 5.06
2017-03-27 0.02 -6.42 -1.32 -4.81 -2.29 -7.31 -13.57 -4.47 5.25
2017-03-28 0.02 -5.34 -1.32 -4.81 -1.84 -5.48 -12.94 -4.27 5.14
2017-03-29 0.05 -5.66 -1.18 -5 -2.49 -5.12 -14.41 -4.96 5.12
2017-03-30 0.06 -5.46 -1.16 -4.99 -1.55 -3.36 -14.38 -5.87 5.23
2017-03-31 0.14 -5.91 -1.05 -5.09 -2.42 -2.41 -14.33 -5.56 4.66
2017-04-02 0.14 -5.91 -1.05 -5.09 -2.42 -2.41 -14.33 -5.76 4.66
2017-04-03 0.11 -5.67 -1 -4.84 -2.65 -0.42 -14.57 -5.86 4.86
2017-04-04 0.15 -4.82 -0.92 -4.84 -3.33 -0.87 -13.87 -5.86 4.68
2017-04-05 0.1 -4.28 -0.93 -5.05 -2.46 0.45 -13.85 -5.36 4.64

(180)

인도네시아 루피아 터키 리라 링깃 인도 루피 Real 란드 Peso Ruble MSCI EM Currency
2017-03-13 2.83 21.32 8.07 -0.01 -3.23 -8.57 3.72 -6.7 1.06
2017-03-14 2.94 21.36 8.15 -1.19 -2.74 -8.45 3.98 -6.11 0.99
2017-03-15 2.89 19.2 8.13 -1.38 -4.71 -10.99 1.62 -7.35 1.28
2017-03-16 2.79 17.56 7.87 -1.8 -4.27 -11.16 1.85 -8.31 2.11
2017-03-17 2.74 17.92 7.81 -1.71 -5.12 -11.43 0.86 -9.18 2.2
2017-03-20 2.5 17.25 7.59 -1.88 -5.71 -12 0.46 -9.08 2.63
2017-03-21 2.54 17.82 7.56 -2 -5.22 -11.75 0.98 -8.46 2.73
2017-03-22 2.62 17.33 7.62 -1.76 -5.23 -12.55 0.59 -8.31 2.67
2017-03-23 2.59 17.85 7.66 -1.63 -3.62 -13.31 0.07 -8.85 2.63
2017-03-24 2.6 17.12 7.58 -1.8 -4.59 -13.47 -0.83 -9.69 2.82
2017-03-26 2.6 17.12 7.58 -1.8 -4.59 -13.47 -0.83 -9.62 2.82
2017-03-27 2.47 17.26 7.27 -2.35 -4.04 -11.33 -0.12 -9.69 3
2017-03-28 2.47 18.62 7.27 -2.35 -3.59 -9.58 0.61 -9.5 2.9
2017-03-29 2.5 18.22 7.43 -2.55 -4.24 -9.24 -1.1 -10.16 2.88
2017-03-30 2.52 18.47 7.44 -2.54 -3.31 -7.55 -1.06 -11.01 2.98
2017-03-31 2.59 17.91 7.56 -2.65 -4.16 -6.65 -1 -10.72 2.42
2017-04-02 2.59 17.91 7.56 -2.65 -4.16 -6.65 -1 -10.91 2.42
2017-04-03 2.57 18.2 7.62 -2.38 -4.39 -4.75 -1.28 -11 2.62
2017-04-04 2.61 19.28 7.7 -2.38 -5.06 -5.18 -0.47 -11.01 2.45
2017-04-05 2.56 19.96 7.69 -2.6 -4.21 -3.92 -0.45 -10.53 2.41

(365)

인도네시아 루피아 터키 리라 링깃 인도 루피 Real 란드 Peso Ruble MSCI EM Currency
2017-03-13 1.34 31.75 13.97 -0.21 -13.43 -9.35 12.52 -9.78 2.99
2017-03-14 1.45 31.78 14.05 -1.39 -12.99 -9.23 12.8 -9.2 2.92
2017-03-15 1.4 29.44 14.03 -1.57 -14.76 -11.75 10.24 -10.4 3.21
2017-03-16 1.31 27.66 13.76 -2 -14.36 -11.91 10.5 -11.33 4.06
2017-03-17 1.25 28.05 13.69 -1.9 -15.12 -12.18 9.42 -12.18 4.15
2017-03-20 1.02 27.33 13.46 -2.08 -15.64 -12.75 8.98 -12.08 4.59
2017-03-21 1.05 27.95 13.43 -2.2 -15.21 -12.5 9.55 -11.48 4.69
2017-03-22 1.13 27.41 13.49 -1.95 -15.22 -13.3 9.12 -11.33 4.63
2017-03-23 1.1 27.98 13.53 -1.82 -13.78 -14.05 8.56 -11.85 4.59
2017-03-24 1.12 27.18 13.45 -1.99 -14.64 -14.21 7.58 -12.66 4.78
2017-03-26 1.12 27.18 13.45 -1.99 -14.64 -14.21 7.58 -12.6 4.78
2017-03-27 0.99 27.34 13.12 -2.55 -14.15 -12.09 8.35 -12.67 4.97
2017-03-28 0.99 28.81 13.12 -2.55 -13.75 -10.35 9.14 -12.49 4.86
2017-03-29 1.02 28.38 13.28 -2.75 -14.33 -10.01 7.29 -13.12 4.84
2017-03-30 1.03 28.65 13.3 -2.74 -13.5 -8.34 7.34 -13.95 4.94
2017-03-31 1.11 28.04 13.43 -2.84 -14.26 -7.44 7.4 -13.66 4.38
2017-04-02 1.11 28.04 13.43 -2.84 -14.26 -7.44 7.4 -13.85 4.38
2017-04-03 1.08 28.36 13.49 -2.58 -14.47 -5.56 7.09 -13.93 4.57
2017-04-04 1.12 29.53 13.58 -2.58 -15.06 -5.99 7.97 -13.94 4.4
2017-04-05 1.07 30.26 13.56 -2.79 -14.3 -4.74 8 -13.48 4.36

FX Carry Trade (EM)

FX Carry Trade (Asia) FX Carry Trade (Emerging) USDKRW
2017-03-09 177.95 244.06 1158.04
2017-03-10 178.26 245.63 1157.38
2017-03-13 178.33 246.03 1144.28
2017-03-14 178.82 245.91 1148.9
2017-03-15 179.25 247.18 1143.52
2017-03-16 179.89 250.59 1131.88
2017-03-17 179.96 251.28 1131.4
2017-03-20 180.43 252.27 1120.13
2017-03-21 180.4 252.01 1120.85
2017-03-22 180.31 252.34 1123.35
2017-03-23 180.18 252.23 1122.25
2017-03-24 180.46 253 1122.52
2017-03-27 181.2 252.77 1112.88
2017-03-28 181.08 251.8 1113.18
2017-03-29 181.21 251.58 1114.25
2017-03-30 181.16 252.32 1117.32
2017-03-31 181.31 250.31 1118.4
2017-04-03 181.23 249.49 1115.43
2017-04-04 181.07 249.58 1121.93
2017-04-05 181.14 249.16 1123.95

FX (DM)

Dollar Index EURUSD USDJPY USDKRW USDCNH USDGBP
2017-03-09 101.85 1.06 114.95 1158.04 6.9 0.82
2017-03-10 101.25 1.07 114.79 1157.38 6.89 0.82
2017-03-13 101.31 1.07 114.88 1144.28 6.9 0.82
2017-03-14 101.7 1.06 114.75 1148.9 6.9 0.82
2017-03-15 100.74 1.07 113.38 1143.52 6.85 0.82
2017-03-16 100.36 1.08 113.31 1131.88 6.87 0.81
2017-03-17 100.3 1.07 112.7 1131.4 6.89 0.81
2017-03-20 100.41 1.07 112.55 1120.13 6.89 0.81
2017-03-21 99.81 1.08 111.71 1120.85 6.87 0.8
2017-03-22 99.68 1.08 111.16 1123.35 6.86 0.8
2017-03-23 99.76 1.08 110.94 1122.25 6.87 0.8
2017-03-24 99.63 1.08 111.34 1122.52 6.87 0.8
2017-03-27 99.17 1.09 110.66 1112.88 6.86 0.8
2017-03-28 99.71 1.08 111.15 1113.18 6.87 0.8
2017-03-29 100 1.08 111.04 1114.25 6.87 0.8
2017-03-30 100.41 1.07 111.92 1117.32 6.88 0.8
2017-03-31 100.35 1.07 111.39 1118.4 6.87 0.8
2017-04-03 100.54 1.07 110.9 1115.43 6.87 0.8
2017-04-04 100.54 1.07 110.74 1121.93 6.88 0.8
2017-04-05 100.56 1.07 110.7 1123.95 6.88 0.8

FX Yield (DM)

(21)

Dollar Index EURUSD USDJPY USDKRW USDCNH USDGBP
2017-03-09 0.03 0.1 0.85 1.03 0.16 0.31
2017-03-10 -0.56 1.01 0.71 0.97 0.02 0.32
2017-03-13 -0.5 0.82 0.79 -0.17 0.04 -0.13
2017-03-14 -0.12 0.36 0.68 0.23 0.1 0.38
2017-03-15 -1.06 1.59 -0.53 -0.24 -0.67 -0.43
2017-03-16 -1.43 1.89 -0.59 -1.25 -0.34 -1.29
2017-03-17 -1.49 1.63 -1.12 -1.3 -0.11 -1.57
2017-03-20 -1.38 1.64 -1.25 -2.28 -0.07 -1.27
2017-03-21 -1.97 2.32 -1.99 -2.22 -0.31 -2.22
2017-03-22 -2.1 2.19 -2.47 -2 -0.44 -2.27
2017-03-23 -2.02 2.05 -2.67 -2.09 -0.35 -2.55
2017-03-24 -2.15 2.2 -2.32 -2.07 -0.3 -2.17
2017-03-27 -2.61 2.82 -2.91 -2.91 -0.56 -2.84
2017-03-28 -2.07 2.35 -2.48 -2.89 -0.29 -2.01
2017-03-29 -1.79 1.89 -2.58 -2.79 -0.39 -1.89
2017-03-30 -1.38 1.02 -1.81 -2.52 -0.14 -2.15
2017-03-31 -1.44 0.81 -2.27 -2.43 -0.32 -2.78
2017-04-03 -1.26 0.98 -2.7 -2.69 -0.28 -2.28
2017-04-04 -1.26 1.02 -2.84 -2.12 -0.22 -1.92
2017-04-05 -1.24 0.92 -2.88 -1.95 -0.16 -2.26

(60)

Dollar Index EURUSD USDJPY USDKRW USDCNH USDGBP
2017-03-09 0.07 -0.05 -0.4 -3.19 0.26 0.39
2017-03-10 -0.52 0.86 -0.54 -3.25 0.12 0.4
2017-03-13 -0.46 0.67 -0.46 -4.34 0.14 -0.05
2017-03-14 -0.08 0.21 -0.57 -3.95 0.2 0.46
2017-03-15 -1.02 1.44 -1.76 -4.4 -0.57 -0.34
2017-03-16 -1.4 1.74 -1.82 -5.38 -0.24 -1.21
2017-03-17 -1.45 1.47 -2.35 -5.42 -0.01 -1.49
2017-03-20 -1.35 1.48 -2.48 -6.36 0.03 -1.18
2017-03-21 -1.93 2.16 -3.21 -6.3 -0.21 -2.14
2017-03-22 -2.07 2.03 -3.68 -6.09 -0.34 -2.19
2017-03-23 -1.98 1.9 -3.87 -6.18 -0.25 -2.47
2017-03-24 -2.12 2.04 -3.53 -6.16 -0.2 -2.09
2017-03-27 -2.57 2.66 -4.12 -6.97 -0.46 -2.76
2017-03-28 -2.03 2.19 -3.69 -6.94 -0.19 -1.93
2017-03-29 -1.75 1.74 -3.79 -6.85 -0.29 -1.81
2017-03-30 -1.35 0.87 -3.02 -6.59 -0.04 -2.06
2017-03-31 -1.4 0.66 -3.48 -6.5 -0.23 -2.7
2017-04-03 -1.22 0.83 -3.91 -6.75 -0.18 -2.2
2017-04-04 -1.22 0.87 -4.05 -6.21 -0.12 -1.83
2017-04-05 -1.2 0.77 -4.08 -6.04 -0.07 -2.17

(180)

Dollar Index EURUSD USDJPY USDKRW USDCNH USDGBP
2017-03-09 4.26 -4.32 11.05 3.36 2.6 -0.33
2017-03-10 3.64 -3.45 10.9 3.3 2.46 -0.32
2017-03-13 3.71 -3.63 10.98 2.13 2.48 -0.76
2017-03-14 4.1 -4.07 10.86 2.54 2.54 -0.25
2017-03-15 3.12 -2.89 9.54 2.06 1.75 -1.05
2017-03-16 2.73 -2.61 9.47 1.03 2.09 -1.92
2017-03-17 2.67 -2.86 8.88 0.98 2.33 -2.19
2017-03-20 2.78 -2.85 8.73 -0.02 2.37 -1.89
2017-03-21 2.17 -2.2 7.92 0.04 2.12 -2.84
2017-03-22 2.03 -2.32 7.39 0.26 1.99 -2.89
2017-03-23 2.12 -2.45 7.18 0.17 2.08 -3.16
2017-03-24 1.98 -2.32 7.56 0.19 2.13 -2.79
2017-03-27 1.51 -1.72 6.91 -0.67 1.87 -3.46
2017-03-28 2.07 -2.17 7.38 -0.64 2.14 -2.63
2017-03-29 2.36 -2.61 7.27 -0.55 2.04 -2.51
2017-03-30 2.78 -3.44 8.12 -0.27 2.29 -2.76
2017-03-31 2.72 -3.64 7.61 -0.18 2.11 -3.39
2017-04-03 2.92 -3.47 7.14 -0.44 2.15 -2.9
2017-04-04 2.92 -3.44 6.98 0.14 2.22 -2.53
2017-04-05 2.94 -3.54 6.95 0.32 2.27 -2.87

(365)

Dollar Index EURUSD USDJPY USDKRW USDCNH USDGBP
2017-03-09 7.79 -6.51 5.63 0.67 6.49 17.38
2017-03-10 7.15 -5.66 5.49 0.61 6.34 17.39
2017-03-13 7.22 -5.83 5.57 -0.53 6.36 16.86
2017-03-14 7.63 -6.27 5.45 -0.13 6.42 17.46
2017-03-15 6.61 -5.12 4.19 -0.6 5.61 16.52
2017-03-16 6.21 -4.84 4.13 -1.61 5.96 15.51
2017-03-17 6.15 -5.08 3.57 -1.65 6.21 15.18
2017-03-20 6.27 -5.07 3.43 -2.63 6.24 15.53
2017-03-21 5.63 -4.44 2.66 -2.57 5.99 14.42
2017-03-22 5.49 -4.56 2.15 -2.35 5.85 14.36
2017-03-23 5.58 -4.68 1.95 -2.45 5.95 14.03
2017-03-24 5.44 -4.55 2.32 -2.42 6 14.48
2017-03-27 4.95 -3.97 1.69 -3.26 5.73 13.69
2017-03-28 5.53 -4.41 2.14 -3.23 6.01 14.66
2017-03-29 5.83 -4.84 2.04 -3.14 5.9 14.81
2017-03-30 6.27 -5.65 2.85 -2.87 6.17 14.51
2017-03-31 6.2 -5.84 2.36 -2.78 5.97 13.76
2017-04-03 6.4 -5.68 1.91 -3.04 6.02 14.35
2017-04-04 6.4 -5.65 1.76 -2.47 6.09 14.78
2017-04-05 6.42 -5.75 1.73 -2.3 6.14 14.38

FX Vol.

3M (Implied)

USDKRWV3M EURKRWV3M USDJPYV3M USDCNYV3M EURGBPV3M
2017-03-09 11.2 10.67 10.53 4.91 9.45
2017-03-10 11 10.61 10.38 4.79 9.33
2017-03-13 10.94 10.51 10.18 4.39 9.54
2017-03-14 10.86 10.43 10.15 4.38 9.77
2017-03-15 10.65 10.28 9.9 4.38 9.54
2017-03-16 10.29 9.87 9.19 4.16 8.79
2017-03-17 10.03 9.61 9.47 4.12 8.83
2017-03-20 10.12 9.87 9.45 4.13 9.23
2017-03-21 10.09 9.9 9.74 4.08 9.09
2017-03-22 10.23 10.27 10.05 4.21 9.23
2017-03-23 10.2 10.23 10.15 4.14 9.23
2017-03-24 10.14 10.29 9.84 4.14 8.94
2017-03-27 10.05 10.27 10.09 4.03 8.93
2017-03-28 9.89 10.12 9.8 4.05 8.85
2017-03-29 9.87 10.11 9.56 4.06 9.02
2017-03-30 9.94 10.46 9.52 4.02 8.84
2017-03-31 9.88 10.44 9.58 3.93 8.82
2017-04-03 9.84 10.36 9.38 3.9 8.86
2017-04-04 10.04 10.45 9.5 3.93 8.96
2017-04-05 10.09 10.57 9.38 3.93 9.04

1M (Implied)

USDKRWV1M EURKRWV1M USDJPYV1M USDCNYV1M EURGBPV1M EURUSDV1M
2017-03-09 10.84 9.38 9.67 4.04 7.43 7.17
2017-03-10 10.6 9.22 9.45 3.88 7.47 7.29
2017-03-13 10.59 9.07 9.28 3.48 7.73 7.16
2017-03-14 10.38 8.97 9.27 3.52 8.13 7.03
2017-03-15 9.93 8.61 8.78 3.48 7.7 6.79
2017-03-16 9.19 8.31 7.72 3.37 7.05 6.55
2017-03-17 9.06 8.24 8.05 3.33 7.16 6.84
2017-03-20 9.5 8.66 8.01 3.37 7.75 7.31
2017-03-21 9.53 8.7 8.61 3.36 7.7 7.2
2017-03-22 9.64 9.14 9.19 3.46 7.74 7.28
2017-03-23 9.81 9.49 9.92 3.46 8.48 8.31
2017-03-24 9.77 9.8 9.63 3.49 8.22 8.18
2017-03-27 9.86 9.94 9.8 3.46 8.4 8.44
2017-03-28 9.76 9.77 9.44 3.46 8.44 8.4
2017-03-29 9.52 9.62 9.12 3.5 8.62 8.46
2017-03-30 9.48 10.1 8.94 3.43 8.46 8.48
2017-03-31 9.51 10.17 9.11 3.43 8.42 8.38
2017-04-03 9.44 9.86 9 3.46 8.58 8.4
2017-04-04 9.64 10.03 9.19 3.48 8.85 8.77
2017-04-05 9.7 10.15 9.1 3.48 8.85 8.74

3M (Risky)

USDCNH 3M RR EURGBP 3M RR EURUSD 3M RR USDJPY 3M RR GBPUSD 3M RR
2017-03-09 1.16 -1.07 -2.06 -1.64 -0.94
2017-03-10 1.11 -0.78 -1.93 -1.6 -0.91
2017-03-13 1.1 -0.72 -1.7 -1.57 -0.92
2017-03-14 1.06 -0.54 -1.74 -1.63 -0.95
2017-03-15 1.03 -0.58 -1.64 -1.66 -0.95
2017-03-16 0.82 -0.46 -1.75 -1.47 -0.93
2017-03-17 0.76 -0.48 -1.74 -1.46 -0.93
2017-03-20 0.71 -0.52 -1.44 -1.5 -0.92
2017-03-21 0.69 -0.42 -1.38 -1.54 -0.88
2017-03-22 0.7 -0.44 -1.38 -1.75 -0.85
2017-03-23 0.68 -0.46 -1.32 -1.76 -0.84
2017-03-24 0.69 -0.49 -1.21 -1.68 -0.84
2017-03-27 0.6 -0.48 -1.2 -1.65 -0.8
2017-03-28 0.51 -0.42 -1.28 -1.5 -0.82
2017-03-29 0.53 -0.42 -1.25 -1.33 -0.86
2017-03-30 0.55 -0.43 -1.3 -1.16 -0.86
2017-03-31 0.55 -0.48 -1.31 -1.19 -0.81
2017-04-03 0.56 -0.5 -1.37 -1.01 -0.82
2017-04-04 0.58 -0.52 -1.35 -1.07 -0.8
2017-04-05 0.57 -0.55 -1.43 -1.04 -0.79

Fixed Income

Gov 10Y

UST 10Y German 10Y Spain 10Y Italy 10Y Portugal 10Y KRW 10Y UK 10Y China Treasury Yield (10Y) Japan 10Y
2017-03-09 2.61 0.43 1.84 2.31 4 2.32 1.23 3.42 0.1
2017-03-10 2.57 0.48 1.89 2.37 4.03 2.31 1.23 3.42 0.09
2017-03-13 2.63 0.47 1.91 2.36 3.99 2.29 1.25 3.38 0.09
2017-03-14 2.6 0.44 1.87 2.34 3.94 2.29 1.22 3.37 0.1
2017-03-15 2.49 0.42 1.84 2.3 3.97 2.27 1.21 3.34 0.1
2017-03-16 2.54 0.45 1.9 2.37 4.26 2.18 1.25 3.33 0.08
2017-03-17 2.5 0.44 1.88 2.36 4.26 2.17 1.24 3.32 0.08
2017-03-20 2.46 0.44 1.85 2.36 4.22 2.19 1.23 3.33 0.08
2017-03-21 2.42 0.46 1.82 2.32 4.19 2.19 1.25 3.33 0.07
2017-03-22 2.4 0.41 1.74 2.26 4.13 2.15 1.18 3.31 0.06
2017-03-23 2.42 0.43 1.73 2.27 4.17 2.15 1.23 3.31 0.06
2017-03-24 2.41 0.4 1.69 2.22 4.11 2.19 1.2 3.24 0.06
2017-03-27 2.38 0.4 1.69 2.2 4.05 2.15 1.17 3.25 0.06
2017-03-28 2.42 0.39 1.68 2.16 4.04 2.17 1.19 3.27 0.06
2017-03-29 2.38 0.34 1.64 2.14 3.98 2.16 1.15 3.28 0.06
2017-03-30 2.42 0.33 1.65 2.15 3.93 2.18 1.12 3.3 0.07
2017-03-31 2.39 0.33 1.67 2.32 3.95 2.19 1.14 3.29 0.07
2017-04-03 2.32 0.28 1.64 2.32 3.88 2.17 1.06 3.29 0.08
2017-04-04 2.36 0.26 1.62 2.28 3.9 2.13 1.07 3.29 0.07
2017-04-05 2.34 0.26 1.62 2.27 3.93 2.13 1.09 3.33 0.07

Gov Spread

UST 10Y - UST 1Y France 10Y - German 10Y 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)
2017-03-09 1.57 0.65 1.36 2.11 2.55 4.12 0.82 0.58
2017-03-10 1.55 0.63 1.41 2.15 2.61 4.15 0.82 0.59
2017-03-13 1.58 0.62 1.37 2.17 2.58 4.11 0.81 0.5
2017-03-14 1.56 0.64 1.32 2.13 2.55 4.06 0.81 0.54
2017-03-15 1.49 0.62 1.3 2.11 2.52 4.08 0.78 0.49
2017-03-16 1.55 0.64 1.32 2.17 2.59 4.36 0.7 0.48
2017-03-17 1.52 0.67 1.28 2.15 2.58 4.38 0.69 0.47
2017-03-20 1.48 0.68 1.27 2.12 2.59 4.33 0.71 0.48
2017-03-21 1.45 0.64 1.27 2.08 2.55 4.31 0.71 0.47
2017-03-22 1.44 0.64 1.23 2.01 2.49 4.25 0.66 0.46
2017-03-23 1.46 0.61 1.24 2.01 2.5 4.29 0.67 0.42
2017-03-24 1.45 0.58 1.2 1.98 2.45 4.23 0.7 0.37
2017-03-27 1.4 0.57 1.15 1.97 2.43 4.17 0.67 0.33
2017-03-28 1.41 0.57 1.16 1.96 2.4 4.17 0.69 0.37
2017-03-29 1.34 0.58 1.12 1.92 2.37 4.1 0.69 0.34
2017-03-30 1.4 0.61 1.08 1.93 2.39 4.05 0.72 0.42
2017-03-31 1.37 0.64 1.05 1.95 2.57 4.07 0.72 0.42
2017-04-03 1.31 0.67 1.04 1.93 2.57 4 0.71 0.42
2017-04-04 1.34 0.68 1.03 1.91 2.54 4.03 0.68 0.42
2017-04-05 1.32 0.66 1.03 1.9 2.52 4.05 0.68 0.34

## NULL
##            UST.2Y...German.2Y UST.2Y...Japan.2Y EURUSD USDJPY
## 2017-03-09             2.2266            1.6276 1.0577 114.95
## 2017-03-10             2.1844            1.6144 1.0673 114.79
## 2017-03-13             2.1799            1.6229 1.0653 114.88
## 2017-03-14             2.1853            1.6313 1.0604 114.75
## 2017-03-15             2.1194            1.5474 1.0734 113.38
## 2017-03-16             2.1222            1.5932 1.0766 113.31
## 2017-03-17             2.0876            1.5696 1.0738 112.70
## 2017-03-20             2.0633            1.5433 1.0739 112.55
## 2017-03-21             2.0028            1.5138 1.0811 111.71
## 2017-03-22             2.0167            1.5017 1.0797 111.16
## 2017-03-23             1.9870            1.5200 1.0783 110.94
## 2017-03-24             1.9976            1.5156 1.0798 111.34
## 2017-03-27             1.9607            1.5127 1.0864 110.66
## 2017-03-28             2.0006            1.5636 1.0814 111.15
## 2017-03-29             2.0148            1.5158 1.0766 111.04
## 2017-03-30             2.0168            1.5098 1.0674 111.92
## 2017-03-31             1.9940            1.4400 1.0652 111.39
## 2017-04-03             2.0301            1.3861 1.0670 110.90
## 2017-04-04             2.0400            1.4280 1.0674 110.74
## 2017-04-05             2.0310            1.4290 1.0663 110.70

Commodity

Commodity

Crude Gold Coal Copper Iron Ore (Dalian) Rebar (Dalian) Heating Oil Gasolin LME Aluminum Spot LME Nikkel Spot
2017-03-09 49.28 1203.2 1280 258 654 3390 152.95 162.43 1847 10092
2017-03-10 48.49 1201.4 1299.5 259.5 656.5 3404 150.36 160.01 1884.5 9840
2017-03-13 48.4 1203.1 1293 262.55 658.5 3461 150.06 158.07 1882 10113.5
2017-03-14 47.72 1202.6 1310 263.5 687 3585 149.19 158.35 1851 10170.5
2017-03-15 48.86 1200.7 1310.5 265.65 710 3629 151.24 158.34 1863 10143.5
2017-03-16 48.75 1227.1 1295.5 267.75 721 3621 150.43 159.42 1895 10162
2017-03-17 48.78 1230.2 1285 269.15 714.5 3588 150.85 159.89 1901 10202.5
2017-03-20 48.22 1234 1296 266.7 716 3376 151.41 161.13 1908 10104.25
2017-03-21 48.24 1246.5 1298 261.85 616 3272 150.33 160.52 1918 10097
2017-03-22 48.04 1252.8 1288 263.05 592 3169 149.68 160.19 1910 9955.5
2017-03-23 47.7 1250.1 1302 264.45 584 3151 149.01 158.96 1913 9967.75
2017-03-24 47.97 1251.7 1301.5 263.1 580 3151 149.76 160.48 1917.5 9807.5
2017-03-27 47.73 1258.8 1265.5 263.2 557.5 3061 150.25 161.89 1916 9703
2017-03-28 48.37 1258.8 1246.5 267.6 551.5 3072 151.67 163.49 1918.5 9928
2017-03-29 49.51 1256.8 1264 267.75 561.5 3124 154.25 167.2 1931 9977.5
2017-03-30 50.35 1248 1214.5 267.15 568 3154 155.82 168.12 1955 10074
2017-03-31 50.6 1251.2 1215.5 265.25 556 3166 157.46 170.3 1946.5 9962.5
2017-04-03 50.24 1254 1215.5 260.35 556 3166 156.34 169.37 1948.5 9785
2017-04-04 51.03 1258.4 1215.5 261.2 556 3166 159.23 172.17 1938 9914.75
2017-04-05 51.15 1248.5 1311 268 565 3238 160.35 171.53 1938 9914.75

Commodity (21)

Crude Gold Coal Copper Iron Ore (Dalian) Rebar (Dalian) Heating Oil Gasolin LME Aluminum Spot LME Nikkel Spot
2017-03-09 -7.26 -1.06 -1.08 -1.47 -3.54 -3.12 -5.23 -3.3 -1.12 -8.58
2017-03-10 -8.75 -1.21 0.43 -0.9 -3.17 -2.72 -6.83 -4.74 0.88 -10.87
2017-03-13 -8.92 -1.07 -0.08 0.27 -2.88 -1.09 -7.02 -5.9 0.75 -8.39
2017-03-14 -10.2 -1.11 1.24 0.63 1.33 2.46 -7.56 -5.73 -0.91 -7.87
2017-03-15 -8.05 -1.27 1.28 1.45 4.72 3.72 -6.29 -5.74 -0.27 -8.12
2017-03-16 -8.26 0.9 0.12 2.25 6.34 3.49 -6.79 -5.1 1.45 -7.95
2017-03-17 -8.2 1.16 -0.7 2.79 5.38 2.54 -6.53 -4.82 1.77 -7.58
2017-03-20 -9.26 1.47 0.15 1.85 5.6 -3.52 -6.18 -4.08 2.14 -8.47
2017-03-21 -9.22 2.5 0.31 0 -9.14 -6.49 -6.85 -4.44 2.68 -8.54
2017-03-22 -9.6 3.02 -0.46 0.46 -12.68 -9.43 -7.26 -4.64 2.25 -9.82
2017-03-23 -10.24 2.8 0.62 0.99 -13.86 -9.95 -7.67 -5.37 2.41 -9.71
2017-03-24 -9.73 2.93 0.58 0.48 -14.45 -9.95 -7.21 -4.46 2.65 -11.16
2017-03-27 -10.18 3.51 -2.2 0.52 -17.77 -12.52 -6.9 -3.63 2.57 -12.11
2017-03-28 -8.98 3.51 -3.67 2.2 -18.66 -12.2 -6.02 -2.67 2.7 -10.07
2017-03-29 -6.83 3.35 -2.32 2.25 -17.18 -10.72 -4.42 -0.46 3.37 -9.62
2017-03-30 -5.25 2.62 -6.14 2.02 -16.22 -9.86 -3.45 0.08 4.66 -8.75
2017-03-31 -4.78 2.89 -6.07 1.3 -17.99 -9.52 -2.44 1.38 4.2 -9.76
2017-04-03 -5.46 3.12 -6.07 -0.57 -17.99 -9.52 -3.13 0.83 4.31 -11.37
2017-04-04 -3.97 3.48 -6.07 -0.25 -17.99 -9.52 -1.34 2.49 3.75 -10.19
2017-04-05 -3.74 2.66 1.31 2.35 -16.67 -7.46 -0.64 2.11 3.75 -10.19

Commodity (60)

Crude Gold Coal Copper Iron Ore (Dalian) Rebar (Dalian) Heating Oil Gasolin LME Aluminum Spot LME Nikkel Spot
2017-03-09 -5.16 1.54 8.29 1.63 17.94 16.45 -6.6 3.41 5.09 -4.45
2017-03-10 -6.68 1.39 9.94 2.23 18.39 16.94 -8.18 1.87 7.23 -6.84
2017-03-13 -6.85 1.54 9.39 3.43 18.76 18.89 -8.37 0.64 7.08 -4.25
2017-03-14 -8.16 1.49 10.83 3.8 23.9 23.15 -8.9 0.81 5.32 -3.71
2017-03-15 -5.97 1.33 10.87 4.65 28.04 24.67 -7.65 0.81 6 -3.96
2017-03-16 -6.18 3.56 9.6 5.48 30.03 24.39 -8.14 1.5 7.82 -3.79
2017-03-17 -6.12 3.82 8.71 6.03 28.85 23.26 -7.88 1.8 8.17 -3.4
2017-03-20 -7.2 4.14 9.64 5.06 29.13 15.97 -7.54 2.58 8.56 -4.33
2017-03-21 -7.16 5.2 9.81 3.15 11.09 12.4 -8.2 2.2 9.13 -4.4
2017-03-22 -7.54 5.73 8.97 3.62 6.76 8.86 -8.6 1.99 8.68 -5.74
2017-03-23 -8.2 5.5 10.15 4.18 5.32 8.24 -9.01 1.2 8.85 -5.63
2017-03-24 -7.68 5.64 10.11 3.64 4.6 8.24 -8.55 2.17 9.1 -7.14
2017-03-27 -8.14 6.24 7.06 3.68 0.54 5.15 -8.25 3.07 9.02 -8.13
2017-03-28 -6.91 6.24 5.46 5.42 -0.54 5.53 -7.38 4.09 9.16 -6
2017-03-29 -4.72 6.07 6.94 5.48 1.26 7.32 -5.81 6.45 9.87 -5.53
2017-03-30 -3.1 5.33 2.75 5.24 2.43 8.35 -4.85 7.04 11.24 -4.62
2017-03-31 -2.62 5.6 2.83 4.49 0.27 8.76 -3.85 8.42 10.75 -5.68
2017-04-03 -3.31 5.83 2.83 2.56 0.27 8.76 -4.53 7.83 10.87 -7.36
2017-04-04 -1.79 6.2 2.83 2.9 0.27 8.76 -2.77 9.61 10.27 -6.13
2017-04-05 -1.56 5.37 10.91 5.57 1.89 11.23 -2.08 9.21 10.27 -6.13

Commodity (180)

Crude Gold Coal Copper Iron Ore (Dalian) Rebar (Dalian) Heating Oil Gasolin LME Aluminum Spot LME Nikkel Spot
2017-03-09 -1.32 -5.49 36.39 18.48 69.43 45.93 -3.18 10.87 11.1 0.61
2017-03-10 -2.9 -5.63 38.47 19.17 70.08 46.53 -4.82 9.21 13.35 -1.9
2017-03-13 -3.08 -5.5 37.77 20.57 70.6 48.99 -5.01 7.89 13.2 0.82
2017-03-14 -4.45 -5.54 39.58 21.01 77.98 54.33 -5.56 8.08 11.34 1.39
2017-03-15 -2.16 -5.69 39.64 22 83.94 56.22 -4.26 8.07 12.06 1.12
2017-03-16 -2.38 -3.61 38.04 22.96 86.79 55.88 -4.77 8.81 13.98 1.31
2017-03-17 -2.32 -3.37 36.92 23.61 85.1 54.46 -4.51 9.13 14.35 1.71
2017-03-20 -3.44 -3.07 38.09 22.48 85.49 45.33 -4.15 9.98 14.77 0.73
2017-03-21 -3.4 -2.09 38.31 20.25 59.59 40.85 -4.84 9.56 15.37 0.66
2017-03-22 -3.8 -1.59 37.24 20.8 53.37 36.42 -5.25 9.34 14.89 -0.75
2017-03-23 -4.49 -1.81 38.73 21.45 51.3 35.64 -5.67 8.5 15.07 -0.63
2017-03-24 -3.94 -1.68 38.68 20.83 50.26 35.64 -5.2 9.54 15.34 -2.23
2017-03-27 -4.43 -1.12 34.84 20.87 44.43 31.77 -4.89 10.5 15.25 -3.27
2017-03-28 -3.14 -1.12 32.82 22.89 42.88 32.24 -3.99 11.59 15.4 -1.03
2017-03-29 -0.86 -1.28 34.68 22.96 45.47 34.48 -2.35 14.12 16.15 -0.53
2017-03-30 0.82 -1.97 29.41 22.69 47.15 35.77 -1.36 14.75 17.59 0.43
2017-03-31 1.32 -1.72 29.52 21.81 44.04 36.29 -0.32 16.24 17.08 -0.68
2017-04-03 0.6 -1.5 29.52 19.56 44.04 36.29 -1.03 15.6 17.2 -2.45
2017-04-04 2.18 -1.15 29.52 19.95 44.04 36.29 0.8 17.51 16.57 -1.16
2017-04-05 2.42 -1.93 39.69 23.08 46.37 39.39 1.51 17.08 16.57 -1.16

Commodity (365)

Agriculture

Sugar Soy Meal Soy Bean Soy Oil Wheat Corn
2017-03-09 509.9 2898 1011 33.11 444 367
2017-03-10 512.4 2877 1006.5 32.68 440.5 364.25
2017-03-13 513.1 2868 1006 32.12 430.5 361
2017-03-14 512.6 2861 999.25 32.3 430.5 362.25
2017-03-15 513.8 2859 998 32.22 436 363.5
2017-03-16 510.3 2866 1001.5 32.26 436 366
2017-03-17 509.5 2851 1000 32.3 436.25 367.5
2017-03-20 495.7 2895 999.5 32.74 430.25 363.5
2017-03-21 485.9 2894 1001.5 33.14 426.5 361.25
2017-03-22 488.3 2872 999.75 33.52 422.25 358.75
2017-03-23 498.8 2852 991 33.22 421 356.75
2017-03-24 501 2821 975.75 32.23 424.75 356.25
2017-03-27 497.9 2801 971.5 32.29 420.75 355.75
2017-03-28 495.3 2804 972 32.47 424.5 357.75
2017-03-29 485.3 2803 969 32.21 425.5 358.5
2017-03-30 479 2789 963 32.01 421 357.5
2017-03-31 477.2 2784 946 31.78 426.5 364.25
2017-04-03 473.4 2784 938.25 31.42 427.75 367.75
2017-04-04 464.3 2784 937.75 31.43 427 363
2017-04-05 464.2 2749 944.25 31.83 429.75 364.75

Agriculture (21)

Sugar Soy Meal Soy Bean Soy Oil Wheat Corn
2017-03-09 -2 -0.96 -1.39 -1.84 -2.74 -2.39
2017-03-10 -1.52 -1.67 -1.83 -3.11 -3.5 -3.12
2017-03-13 -1.38 -1.98 -1.88 -4.77 -5.7 -3.99
2017-03-14 -1.48 -2.22 -2.54 -4.24 -5.7 -3.66
2017-03-15 -1.25 -2.29 -2.66 -4.48 -4.49 -3.32
2017-03-16 -1.92 -2.05 -2.32 -4.36 -4.49 -2.66
2017-03-17 -2.08 -2.56 -2.46 -4.24 -4.44 -2.26
2017-03-20 -4.73 -1.06 -2.51 -2.94 -5.75 -3.32
2017-03-21 -6.61 -1.09 -2.32 -1.75 -6.57 -3.92
2017-03-22 -6.15 -1.85 -2.49 -0.62 -7.5 -4.59
2017-03-23 -4.13 -2.53 -3.34 -1.51 -7.78 -5.12
2017-03-24 -3.71 -3.59 -4.83 -4.45 -6.96 -5.25
2017-03-27 -4.31 -4.27 -5.24 -4.27 -7.83 -5.39
2017-03-28 -4.8 -4.17 -5.19 -3.74 -7.01 -4.85
2017-03-29 -6.73 -4.2 -5.49 -4.51 -6.79 -4.65
2017-03-30 -7.94 -4.68 -6.07 -5.1 -7.78 -4.92
2017-03-31 -8.28 -4.85 -7.73 -5.78 -6.57 -3.12
2017-04-03 -9.01 -4.85 -8.49 -6.85 -6.3 -2.19
2017-04-04 -10.76 -4.85 -8.53 -6.82 -6.46 -3.46
2017-04-05 -10.78 -6.05 -7.9 -5.63 -5.86 -2.99

Agriculture (60)

Sugar Soy Meal Soy Bean Soy Oil Wheat Corn
2017-03-09 -5.42 3.06 0.57 -6.71 3.92 1.94
2017-03-10 -4.95 2.31 0.12 -7.92 3.1 1.18
2017-03-13 -4.82 1.99 0.07 -9.5 0.76 0.28
2017-03-14 -4.92 1.74 -0.6 -8.99 0.76 0.62
2017-03-15 -4.69 1.67 -0.72 -9.21 2.05 0.97
2017-03-16 -5.34 1.92 -0.37 -9.1 2.05 1.67
2017-03-17 -5.49 1.39 -0.52 -8.99 2.11 2.08
2017-03-20 -8.05 2.95 -0.57 -7.75 0.7 0.97
2017-03-21 -9.87 2.92 -0.37 -6.62 -0.18 0.35
2017-03-22 -9.42 2.13 -0.55 -5.55 -1.17 -0.35
2017-03-23 -7.48 1.42 -1.42 -6.4 -1.46 -0.9
2017-03-24 -7.07 0.32 -2.93 -9.19 -0.59 -1.04
2017-03-27 -7.64 -0.39 -3.36 -9.02 -1.52 -1.18
2017-03-28 -8.12 -0.28 -3.31 -8.51 -0.64 -0.62
2017-03-29 -9.98 -0.32 -3.61 -9.24 -0.41 -0.42
2017-03-30 -11.15 -0.82 -4.2 -9.81 -1.46 -0.69
2017-03-31 -11.48 -1 -5.89 -10.45 -0.18 1.18
2017-04-03 -12.19 -1 -6.67 -11.47 0.12 2.15
2017-04-04 -13.87 -1 -6.71 -11.44 -0.06 0.83
2017-04-05 -13.89 -2.24 -6.07 -10.31 0.59 1.32

Agriculture (180)

Sugar Soy Meal Soy Bean Soy Oil Wheat Corn
2017-03-09 -14.43 4.39 4.31 -0.69 6.47 2.44
2017-03-10 -14.01 3.64 3.84 -1.98 5.64 1.67
2017-03-13 -13.89 3.31 3.79 -3.66 3.24 0.77
2017-03-14 -13.98 3.06 3.1 -3.12 3.24 1.12
2017-03-15 -13.78 2.99 2.97 -3.36 4.56 1.47
2017-03-16 -14.36 3.24 3.33 -3.24 4.56 2.16
2017-03-17 -14.5 2.7 3.17 -3.12 4.62 2.58
2017-03-20 -16.81 4.29 3.12 -1.8 3.18 1.47
2017-03-21 -18.46 4.25 3.33 -0.6 2.28 0.84
2017-03-22 -18.06 3.46 3.15 0.54 1.26 0.14
2017-03-23 -16.29 2.74 2.24 -0.36 0.96 -0.42
2017-03-24 -15.93 1.62 0.67 -3.33 1.86 -0.56
2017-03-27 -16.45 0.9 0.23 -3.15 0.9 -0.7
2017-03-28 -16.88 1.01 0.28 -2.61 1.8 -0.14
2017-03-29 -18.56 0.97 -0.03 -3.39 2.04 0.07
2017-03-30 -19.62 0.47 -0.64 -3.99 0.96 -0.21
2017-03-31 -19.92 0.29 -2.4 -4.68 2.28 1.67
2017-04-03 -20.56 0.29 -3.2 -5.76 2.58 2.65
2017-04-04 -22.08 0.29 -3.25 -5.73 2.4 1.33
2017-04-05 -22.1 -0.97 -2.58 -4.53 3.06 1.81

Agriculture (365)

Sugar Soy Bean Soy Oil Wheat Corn
2017-03-09 22.75 9.06 -5.94 -12.68 -3.8
2017-03-10 23.35 8.58 -7.16 -13.37 -4.52
2017-03-13 23.52 8.52 -8.75 -15.34 -5.37
2017-03-14 23.4 7.79 -8.24 -15.34 -5.05
2017-03-15 23.69 7.66 -8.47 -14.26 -4.72
2017-03-16 22.85 8.04 -8.35 -14.26 -4.06
2017-03-17 22.65 7.87 -8.24 -14.21 -3.67
2017-03-20 19.33 7.82 -6.99 -15.39 -4.72
2017-03-21 16.97 8.04 -5.85 -16.13 -5.31
2017-03-22 17.55 7.85 -4.77 -16.96 -5.96
2017-03-23 20.08 6.9 -5.63 -17.21 -6.49
2017-03-24 20.61 5.26 -8.44 -16.47 -6.62
2017-03-27 19.86 4.8 -8.27 -17.26 -6.75
2017-03-28 19.23 4.85 -7.76 -16.52 -6.23
2017-03-29 16.83 4.53 -8.49 -16.32 -6.03
2017-03-30 15.31 3.88 -9.06 -17.21 -6.29
2017-03-31 14.88 2.05 -9.72 -16.13 -4.52
2017-04-03 13.96 1.21 -10.74 -15.88 -3.6
2017-04-04 11.77 1.16 -10.71 -16.03 -4.85
2017-04-05 11.75 1.86 -9.57 -15.49 -4.39

Crude

Crude Spread

Crack Spread

Crude Inventory

EIA Crude 재고 Gasolin Inventory
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
2017-02-24 520184 255889
2017-03-03 528393 249334
2017-03-10 528156 246279
2017-03-17 533110 243468
2017-03-24 533977 239721
2017-03-31 535543 239103

Crude Production (OPEC)

Iran Crude Production Saudi Crude Production Iraq Crude Production Venezuela Crude Production UAE Crude Production
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
2017-02-28 3830 9780 4440 2010 2950
2017-03-31 3785 10010 4430 2020 2915

Crude Production (Rig Count)

Baker Hugh Rig Count
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
2017-02-24 754
2017-03-03 756
2017-03-10 768
2017-03-17 789
2017-03-24 809
2017-03-31 824

Sentiment

Bloomberg Survey Crude Oil Bullish Bloomberg Survey Crude Oil Bearish Bloomberg Survey Crude Oil Neutral
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
2017-02-17 20.59 32.35 47.06
2017-02-24 42.11 23.68 34.21
2017-03-03 23.08 35.9 41.03
2017-03-10 32.35 35.29 32.35
2017-03-17 58.97 23.08 17.95
2017-03-24 25 43.75 31.25
2017-03-31 47.5 17.5 35

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
2017-03-09 170 6.88 60.79 24.01 17.88 14.12 46.76 14.33 2.39 180.25 5.47 13.83 217.4
2017-03-10 169.15 6.89 61.86 23.92 18.26 14.18 47.75 14.62 2.43 179.5 5.49 14.3 213.25
2017-03-13 169.85 6.88 61.18 23.93 18.36 14.17 47.65 14.54 2.46 180.85 5.46 14.23 213.9
2017-03-14 169.15 6.8 59.85 23.73 18.14 14.04 46.95 14.32 2.42 179.35 5.36 14.09 213.3
2017-03-15 169.5 6.84 60.09 23.83 18.3 14.21 46.96 14.4 2.45 178.15 5.43 14.37 212.9
2017-03-16 170.75 7.06 60.69 23.93 18.13 14.58 47.12 14.42 2.47 178.45 5.63 14.6 218.3
2017-03-17 170.4 7.08 60.28 23.86 17.86 14.6 47.11 14.38 2.48 180 5.65 14.6 220.15
2017-03-20 170.1 7.08 59.65 23.84 15.35 14.58 46.73 14.28 2.48 179 5.64 14.42 218.7
2017-03-21 170.25 7.12 60.26 23.93 16 14.55 47.49 14.4 2.5 177.3 5.66 14.3 219.45
2017-03-22 168.9 7.15 60.29 23.48 15.73 14.33 46.77 13.82 2.51 177 5.68 14.48 220
2017-03-23 171.3 7.21 61.1 23.64 15.76 14.4 47.48 13.94 2.55 180.15 5.72 14.49 221.9
2017-03-24 169.55 7.19 60.46 23.55 15.54 14.59 47.31 13.77 2.54 178.7 5.71 14.39 222.7
2017-03-27 169.6 7.19 60.36 23.7 15.51 14.57 47.13 13.72 2.53 179.15 5.66 14.23 217.7
2017-03-28 171.55 7.27 61.92 23.88 15.96 14.65 47.58 13.91 2.54 181.75 5.76 14.47 215.2
2017-03-29 172.25 7.18 62.04 24.05 16.16 14.77 47.2 13.92 2.52 182.5 5.72 14.29 216.8
2017-03-30 172.75 7.21 61.8 24.21 16.04 14.71 47.07 14.03 2.53 183.55 5.75 14.28 215
2017-03-31 173.65 7.27 62.43 24.25 16.15 14.9 47.55 14.17 2.55 183.4 5.75 14.45 219.1
2017-04-03 172 6.95 61.22 23.93 15.7 14.77 46.31 13.98 2.51 182.75 5.64 14.06 217.85
2017-04-04 173.25 6.98 60.71 23.86 15.6 14.61 45.7 13.95 2.52 183.9 5.66 14.01 219.2
2017-04-05 172.1 7.05 60.1 23.7 15.64 14.5 45.65 13.96 2.52 183 5.7 14.14 219

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
2017-03-09 23.86 25.91 23.81 17.32 43.04 24.19 41.36 27.38 18.67 7.2 37.44 550.52 -1.67
2017-03-10 23.24 26.11 25.99 16.88 46.08 24.71 44.37 29.96 20.75 6.75 37.87 572.62 -3.55
2017-03-13 23.75 25.97 24.6 16.93 46.88 24.63 44.07 29.29 21.95 7.55 37.14 569.33 -3.26
2017-03-14 23.24 24.35 21.89 15.95 45.16 23.48 41.93 27.33 20.26 6.66 34.61 562.75 -3.53
2017-03-15 23.5 25.18 22.38 16.44 46.44 24.98 41.98 28.04 21.55 5.95 36.44 575.92 -3.71
2017-03-16 24.41 29.11 23.6 16.91 45.04 28.23 42.46 28.18 22.74 6.13 41.51 586.74 -1.27
2017-03-17 24.15 29.57 22.77 16.61 42.88 28.41 42.43 27.87 23.24 7.05 41.89 586.74 -0.43
2017-03-20 23.93 29.62 21.49 16.49 22.78 28.23 41.27 26.93 23.24 6.45 41.54 578.27 -1.09
2017-03-21 24.04 30.3 22.73 16.91 28.04 27.97 43.58 28 24.33 5.44 42.06 572.62 -0.75
2017-03-22 23.06 30.83 22.79 14.76 25.84 26.03 41.39 22.84 24.43 5.26 42.67 581.09 -0.5
2017-03-23 24.81 31.91 24.44 15.51 26.08 26.65 43.54 23.91 26.42 7.14 43.75 581.56 0.36
2017-03-24 23.53 31.55 23.14 15.07 24.28 28.32 43.05 22.36 26.02 6.27 43.52 576.86 0.72
2017-03-27 23.57 31.58 22.93 15.83 24.04 28.14 42.49 22 25.72 6.54 42.27 569.33 -1.54
2017-03-28 24.99 32.96 26.11 16.66 27.64 28.85 43.84 23.64 26.12 8.09 44.65 580.62 -2.67
2017-03-29 25.5 31.44 26.35 17.49 29.32 29.9 42.71 23.73 25.12 8.53 43.7 572.15 -1.94
2017-03-30 25.87 31.93 25.87 18.32 28.28 29.38 42.31 24.71 25.42 9.16 44.27 571.68 -2.76
2017-03-31 26.52 33.03 27.15 18.52 29.2 31.05 43.76 25.96 26.42 9.07 44.27 579.68 -0.9
2017-04-03 25.32 27.1 24.68 16.91 25.6 29.9 40.03 24.31 24.43 8.68 41.76 561.34 -1.47
2017-04-04 26.23 27.76 23.65 16.56 24.76 28.5 38.17 24 25.32 9.37 42.21 558.98 -0.86
2017-04-05 25.39 29.08 22.4 15.81 25.16 27.53 38.02 24.13 24.93 8.83 43.14 565.1 -0.95

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
2017-03-09 15.88 16.14 34.61 8.42 16.37 6.01 38.16 29.45 -1.89 -0.88 34.9 306.53 -9.85
2017-03-10 15.3 16.32 36.98 8.02 18.84 6.46 41.11 32.07 -0.16 -1.29 35.32 320.34 -11.57
2017-03-13 15.78 16.19 35.47 8.06 19.49 6.38 40.81 31.39 0.82 -0.55 34.61 318.28 -11.3
2017-03-14 15.3 14.7 32.53 7.16 18.09 5.41 38.73 29.4 -0.57 -1.37 32.12 314.17 -11.55
2017-03-15 15.54 15.46 33.06 7.61 19.13 6.68 38.77 30.13 0.49 -2.03 33.92 322.4 -11.71
2017-03-16 16.39 19.09 34.39 8.04 18 9.46 39.24 30.26 1.48 -1.87 38.9 329.16 -9.48
2017-03-17 16.16 19.51 33.48 7.77 16.24 9.61 39.21 29.95 1.89 -1.02 39.27 329.16 -8.71
2017-03-20 15.95 19.56 32.09 7.65 -0.12 9.46 38.08 29 1.89 -1.57 38.92 323.87 -9.31
2017-03-21 16.05 20.19 33.44 8.04 4.17 9.23 40.34 30.08 2.79 -2.5 39.44 320.34 -9
2017-03-22 15.13 20.68 33.5 6.05 2.38 7.58 38.19 24.84 2.87 -2.67 40.03 325.63 -8.77
2017-03-23 16.77 21.67 35.3 6.75 2.57 8.11 40.29 25.93 4.52 -0.93 41.09 325.93 -7.98
2017-03-24 15.58 21.33 33.88 6.34 1.11 9.53 39.82 24.35 4.19 -1.73 40.87 322.99 -7.65
2017-03-27 15.61 21.37 33.66 7.04 0.91 9.38 39.27 23.98 3.94 -1.48 39.64 318.28 -9.72
2017-03-28 16.94 22.63 37.11 7.81 3.84 9.98 40.59 25.65 4.27 -0.05 41.98 325.34 -10.76
2017-03-29 17.42 21.23 37.38 8.58 5.21 10.89 39.48 25.75 3.45 0.36 41.04 320.05 -10.1
2017-03-30 17.76 21.69 36.85 9.35 4.36 10.44 39.1 26.74 3.69 0.93 41.61 319.75 -10.84
2017-03-31 18.37 22.7 38.24 9.53 5.11 11.86 40.51 28 4.52 0.85 41.61 324.75 -9.14
2017-04-03 17.25 17.23 35.56 8.04 2.18 10.89 36.86 26.33 2.87 0.49 39.14 313.29 -9.66
2017-04-04 18.1 17.84 34.43 7.72 1.5 9.68 35.05 26.02 3.61 1.13 39.59 311.82 -9.1
2017-04-05 17.31 19.05 33.08 7.02 1.82 8.86 34.9 26.15 3.28 0.63 40.5 315.64 -9.19

Consumer, Cyclical

BAYERISCHE MOTOREN WERKE AG DAIMLER AG-REGISTERED SHARES INDITEX LVMH MOET HENNESSY LOUIS VUI VOLKSWAGEN AG-PREF
2017-03-09 84.43 69.97 31.58 195.65 141.2
2017-03-10 83.54 70 31.43 196.4 141.45
2017-03-13 83.89 70.82 31.28 198.25 144.15
2017-03-14 83.4 70.76 31.39 198.35 141.4
2017-03-15 83.19 70.98 31.41 197.8 140.25
2017-03-16 83.68 71.29 31.68 198.75 140.25
2017-03-17 82.89 71.16 31.91 201.5 138.6
2017-03-20 82.5 70.97 32.03 200 137.15
2017-03-21 82.93 70.55 32.01 198.7 134.4
2017-03-22 82.74 69.9 31.81 199.6 136.35
2017-03-23 83.08 70.58 32.51 201.95 136.25
2017-03-24 83.68 70.56 32.35 201.1 135.8
2017-03-27 83.48 70.48 32.55 201.55 134.95
2017-03-28 84.48 71.63 32.51 201.45 137.25
2017-03-29 84.81 72.36 32.69 202.6 137.05
2017-03-30 85.58 69.33 32.55 202.9 136.2
2017-03-31 85.51 69.2 33.04 205.85 136.6
2017-04-03 84.87 68.45 32.73 204.05 135.7
2017-04-04 83.95 67.74 33.05 206.2 134.2
2017-04-05 83.24 67.06 32.88 204.75 133.15

BAYERISCHE MOTOREN WERKE AG DAIMLER AG-REGISTERED SHARES INDITEX LVMH MOET HENNESSY LOUIS VUI VOLKSWAGEN AG-PREF
2017-03-09 8.12 8.28 -3.29 24.58 16.36
2017-03-10 6.98 8.33 -3.74 25.06 16.56
2017-03-13 7.43 9.59 -4.21 26.23 18.79
2017-03-14 6.8 9.5 -3.87 26.3 16.52
2017-03-15 6.53 9.84 -3.83 25.95 15.57
2017-03-16 7.16 10.32 -2.99 26.55 15.57
2017-03-17 6.15 10.12 -2.3 28.3 14.22
2017-03-20 5.65 9.83 -1.9 27.35 13.02
2017-03-21 6.2 9.18 -1.99 26.52 10.75
2017-03-22 5.95 8.17 -2.59 27.09 12.36
2017-03-23 6.39 9.22 -0.46 28.59 12.28
2017-03-24 7.16 9.19 -0.93 28.05 11.91
2017-03-27 6.9 9.07 -0.31 28.33 11.21
2017-03-28 8.18 10.85 -0.44 28.27 13.1
2017-03-29 8.61 11.98 0.09 29 12.94
2017-03-30 9.59 7.29 -0.32 29.19 12.24
2017-03-31 9.5 7.09 1.18 31.07 12.57
2017-04-03 8.68 5.93 0.24 29.93 11.83
2017-04-04 7.5 4.83 1.22 31.3 10.59
2017-04-05 6.59 3.78 0.69 30.37 9.72

BAYERISCHE MOTOREN WERKE AG DAIMLER AG-REGISTERED SHARES INDITEX LVMH MOET HENNESSY LOUIS VUI VOLKSWAGEN AG-PREF
2017-03-09 8.24 10.19 9.77 28.38 26.3
2017-03-10 7.1 10.24 9.26 28.87 26.52
2017-03-13 7.55 11.53 8.72 30.09 28.94
2017-03-14 6.92 11.43 9.11 30.15 26.48
2017-03-15 6.65 11.78 9.16 29.79 25.45
2017-03-16 7.28 12.27 10.11 30.41 25.45
2017-03-17 6.27 12.06 10.9 32.22 23.97
2017-03-20 5.77 11.76 11.35 31.23 22.67
2017-03-21 6.32 11.1 11.24 30.38 20.21
2017-03-22 6.08 10.08 10.57 30.97 21.96
2017-03-23 6.51 11.15 12.98 32.51 21.87
2017-03-24 7.28 11.12 12.44 31.96 21.47
2017-03-27 7.03 10.99 13.16 32.25 20.71
2017-03-28 8.31 12.8 13 32.19 22.76
2017-03-29 8.73 13.95 13.61 32.94 22.58
2017-03-30 9.72 9.18 13.14 33.14 21.82
2017-03-31 9.63 8.98 14.84 35.07 22.18
2017-04-03 8.81 7.8 13.78 33.89 21.38
2017-04-04 7.63 6.68 14.89 35.3 20.04
2017-04-05 6.72 5.61 14.29 34.35 19.1

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
2017-03-09 100.4 105.85 62.45 21.8 111.8 74.5 176.4 82.32 45.63
2017-03-10 100.7 106.75 62.84 21.57 111.85 74.13 177.35 82.24 45.88
2017-03-13 100.9 107.25 62.98 21.84 111.45 74.7 176.45 82.04 45.44
2017-03-14 101 107.25 62.66 21.75 110.8 74.45 177.55 82.21 46.1
2017-03-15 100.95 106.3 62.62 21.7 110.35 74.72 177.3 82.32 46.09
2017-03-16 102.9 107 62.79 21.59 110.5 74.56 177.75 83.02 46.4
2017-03-17 104.7 106.85 63.21 21.82 112.45 75.4 177.45 82.61 46.38
2017-03-20 104.15 106.25 64 21.79 112.55 75.52 176.9 82.74 46.55
2017-03-21 103.7 105.4 63.79 21.62 112.5 72.95 177.4 82.72 46.42
2017-03-22 102.8 105.05 63.97 21.59 111.75 72.93 178.3 82.77 46.52
2017-03-23 103.2 106.95 63.97 21.61 112.75 73.77 178.5 83.3 46.69
2017-03-24 102.4 107 63.61 21.71 113.55 73.81 177.85 82.87 46.6
2017-03-27 102.4 106.6 64.2 21.71 113.4 73.19 179.5 83.47 46.7
2017-03-28 102.95 106.9 63.31 21.76 113.85 73.9 178.7 83.94 46.5
2017-03-29 102.85 106.9 63.31 21.95 113 74.59 179.8 84.51 46.8
2017-03-30 103.05 106.8 63.55 21.99 113 74.6 179.05 84.24 46.73
2017-03-31 102.9 108.05 63.76 22.1 113.9 75.33 180.15 84.62 46.57
2017-04-03 103.35 107.8 63.5 22.05 112.8 74.84 179.5 84.48 46.46
2017-04-04 103.8 107.5 63.92 21.85 113.2 75.07 180.3 85.3 46.48
2017-04-05 103.8 107.85 63.6 21.62 111.9 74.43 178.85 85.43 46.57

ANHEUSER-BUSCH INBEV NV BAYER AG-REG DANONE CARREFOUR SA ESSILOR INTERNATIONAL FRESENIUS SE & CO KGAA L_OREAL SANOFI UNILEVER NV-CVA
2017-03-09 -12.73 16.27 -4.14 -5.81 -1.24 4.4 7.1 18.22 11.85
2017-03-10 -12.47 17.26 -3.55 -6.83 -1.19 3.88 7.68 18.11 12.44
2017-03-13 -12.3 17.81 -3.33 -5.62 -1.55 4.68 7.13 17.82 11.37
2017-03-14 -12.21 17.81 -3.82 -6.03 -2.12 4.33 7.8 18.07 12.99
2017-03-15 -12.26 16.76 -3.88 -6.24 -2.52 4.71 7.65 18.22 12.98
2017-03-16 -10.56 17.53 -3.62 -6.72 -2.39 4.48 7.92 19.23 13.73
2017-03-17 -9 17.37 -2.98 -5.72 -0.66 5.66 7.74 18.64 13.69
2017-03-20 -9.47 16.71 -1.77 -5.85 -0.57 5.83 7.41 18.83 14.09
2017-03-21 -9.87 15.77 -2.09 -6.59 -0.62 2.23 7.71 18.8 13.77
2017-03-22 -10.65 15.39 -1.81 -6.72 -1.28 2.2 8.26 18.87 14.03
2017-03-23 -10.3 17.48 -1.81 -6.63 -0.4 3.38 8.38 19.63 14.42
2017-03-24 -11 17.53 -2.36 -6.2 0.31 3.43 7.98 19.01 14.22
2017-03-27 -11 17.09 -1.46 -6.2 0.18 2.56 8.99 19.88 14.46
2017-03-28 -10.52 17.42 -2.82 -5.98 0.57 3.56 8.5 20.55 13.97
2017-03-29 -10.6 17.42 -2.82 -5.18 -0.18 4.53 9.17 21.37 14.71
2017-03-30 -10.43 17.31 -2.46 -4.99 -0.18 4.54 8.71 20.98 14.52
2017-03-31 -10.56 18.68 -2.13 -4.52 0.62 5.56 9.38 21.53 14.14
2017-04-03 -10.17 18.41 -2.53 -4.71 -0.35 4.88 8.99 21.33 13.87
2017-04-04 -9.78 18.08 -1.89 -5.6 0 5.2 9.47 22.5 13.91
2017-04-05 -9.78 18.46 -2.38 -6.59 -1.15 4.3 8.59 22.69 14.14

ANHEUSER-BUSCH INBEV NV BAYER AG-REG DANONE CARREFOUR SA ESSILOR INTERNATIONAL FRESENIUS SE & CO KGAA L_OREAL SANOFI UNILEVER NV-CVA
2017-03-09 -10.44 0.43 0.47 -16.51 3.14 15.43 11.19 6.29 13.04
2017-03-10 -10.17 1.28 1.09 -17.41 3.18 14.86 11.79 6.18 13.64
2017-03-13 -9.99 1.76 1.32 -16.33 2.81 15.74 11.22 5.93 12.56
2017-03-14 -9.9 1.76 0.8 -16.7 2.21 15.35 11.91 6.15 14.19
2017-03-15 -9.95 0.85 0.74 -16.89 1.8 15.77 11.76 6.29 14.18
2017-03-16 -8.21 1.52 1.01 -17.31 1.94 15.53 12.04 7.19 14.94
2017-03-17 -6.6 1.38 1.69 -16.43 3.74 16.83 11.85 6.66 14.9
2017-03-20 -7.09 0.81 2.96 -16.55 3.83 17.01 11.5 6.83 15.31
2017-03-21 -7.49 0 2.62 -17.2 3.78 13.03 11.82 6.8 14.99
2017-03-22 -8.3 -0.33 2.91 -17.31 3.09 13 12.39 6.87 15.25
2017-03-23 -7.94 1.47 2.91 -17.23 4.01 14.3 12.51 7.55 15.64
2017-03-24 -8.65 1.52 2.33 -16.85 4.75 14.36 12.1 7 15.43
2017-03-27 -8.65 1.14 3.28 -16.85 4.61 13.4 13.14 7.77 15.68
2017-03-28 -8.16 1.42 1.85 -16.66 5.03 14.5 12.64 8.38 15.18
2017-03-29 -8.25 1.42 1.85 -15.95 4.24 15.57 13.33 9.12 15.93
2017-03-30 -8.07 1.33 2.24 -15.78 4.24 15.59 12.86 8.77 15.74
2017-03-31 -8.21 2.51 2.57 -15.36 5.07 16.72 13.55 9.26 15.36
2017-04-03 -7.81 2.28 2.16 -15.53 4.06 15.96 13.14 9.08 15.09
2017-04-04 -7.4 1.99 2.83 -16.32 4.43 16.32 13.65 10.14 15.12
2017-04-05 -7.4 2.32 2.32 -17.2 3.23 15.32 12.73 10.3 15.36

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
2017-03-08 3.56 38.6 3.17 5.02 8.63 41.8 12.08 28.7 23.9 6.1 21.15 3.83 16.78 14.18 6.19 5.26
2017-03-09 3.5 38.4 3.16 4.93 8.46 41.45 12.04 28.4 23.4 5.99 20.7 3.78 16.56 13.94 6.06 5.19
2017-03-10 3.49 38.3 3.14 4.91 8.44 41.45 12.14 28.4 23.45 5.94 20.75 3.78 16.5 13.94 6.05 5.17
2017-03-13 3.59 38.95 3.18 5.06 8.54 41.75 12.24 28.85 24 6.06 21 3.9 16.68 14.1 6.25 5.27
2017-03-14 3.6 38.8 3.22 5.09 8.63 41.95 12.36 28.95 24 6.07 21.15 3.93 16.62 14.06 6.35 5.27
2017-03-15 3.58 38.3 3.23 5.06 8.6 42 12.32 28.85 23.9 6.03 21.25 3.89 16.66 14.04 6.3 5.26
2017-03-16 3.67 38.95 3.27 5.19 8.86 43 12.44 29.35 24.8 6.18 21.75 4 17.02 14.34 6.42 5.34
2017-03-17 3.62 39 3.34 5.16 8.79 43 12.74 29.5 25.05 6.19 21.5 3.97 16.96 14.32 6.44 5.31
2017-03-20 3.62 39 3.39 5.19 8.8 43.4 12.76 29.75 25.2 6.2 21.4 3.97 17 14.34 6.45 5.33
2017-03-21 3.65 38.55 3.35 5.22 8.78 44.2 12.74 29.7 25.2 6.19 21.5 3.99 17 14.24 6.5 5.33
2017-03-22 3.58 37.55 3.29 5.14 8.69 43.25 12.6 28.95 24.3 6.09 20.95 3.93 16.72 13.94 6.36 5.27
2017-03-23 3.6 37.7 3.3 5.17 8.7 43.65 12.54 28.55 24.3 6.11 21.05 3.94 16.66 13.92 6.4 5.25
2017-03-24 3.59 37.1 3.29 5.16 8.58 43.85 12.46 28.5 24 6.09 21.1 3.92 16.58 13.88 6.39 5.24
2017-03-27 3.57 36.7 3.25 5.12 8.4 43.5 12.34 28.2 23.8 6.05 20.7 3.87 16.56 13.7 6.33 5.19
2017-03-28 3.57 36.95 3.25 5.15 8.48 43.8 12.28 28.1 24.05 6.09 20.95 3.91 16.6 13.66 6.38 5.2
2017-03-29 3.6 36.8 3.28 5.17 8.48 43.8 12.24 28.3 24.05 6.09 21.1 3.93 16.5 13.54 6.41 5.22
2017-03-30 3.58 36.75 3.25 5.12 8.38 44.05 12.08 28.15 23.95 6.06 20.8 3.9 16.2 13.14 6.33 5.15
2017-03-31 3.58 37 3.22 5.08 8.3 43.5 11.98 28.05 23.85 6.04 20.55 3.86 16 13.14 6.25 5.15
2017-04-03 3.6 37.3 3.23 5.11 8.31 43.3 11.94 28.4 23.95 6.07 20.6 3.8 16.1 13.12 6.32 5.18
2017-04-05 3.65 37.4 3.24 5.11 8.24 43.3 12.04 28.9 23.95 6.01 20.85 3.77 16.24 13.2 6.35 5.19

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
2017-03-08 4.4 11.24 -0.94 0.6 -3.68 1.95 -8.76 -1.2 15.46 -0.16 6.6 6.09 -0.12 5.66 5.09 0.57
2017-03-09 2.64 10.66 -1.25 -1.2 -5.58 1.1 -9.06 -2.24 13.04 -1.96 4.33 4.71 -1.43 3.87 2.89 -0.76
2017-03-10 2.35 10.37 -1.88 -1.6 -5.8 1.1 -8.31 -2.24 13.29 -2.78 4.59 4.71 -1.79 3.87 2.72 -1.15
2017-03-13 5.28 12.25 -0.63 1.4 -4.69 1.83 -7.55 -0.69 15.94 -0.82 5.85 8.03 -0.71 5.07 6.11 0.76
2017-03-14 5.57 11.82 0.63 2 -3.68 2.32 -6.65 -0.34 15.94 -0.65 6.6 8.86 -1.07 4.77 7.81 0.76
2017-03-15 4.99 10.37 0.94 1.4 -4.02 2.44 -6.95 -0.69 15.46 -1.31 7.11 7.76 -0.83 4.62 6.96 0.57
2017-03-16 7.62 12.25 2.19 4.01 -1.12 4.88 -6.04 1.03 19.81 1.15 9.63 10.8 1.31 6.86 9 2.1
2017-03-17 6.16 12.39 4.37 3.41 -1.9 4.88 -3.78 1.55 21.01 1.31 8.37 9.97 0.95 6.71 9.34 1.53
2017-03-20 6.16 12.39 5.94 4.01 -1.79 5.85 -3.63 2.41 21.74 1.47 7.86 9.97 1.19 6.86 9.51 1.91
2017-03-21 7.04 11.1 4.69 4.61 -2.01 7.8 -3.78 2.24 21.74 1.31 8.37 10.53 1.19 6.11 10.36 1.91
2017-03-22 4.99 8.21 2.81 3.01 -3.01 5.49 -4.83 -0.34 17.39 -0.33 5.59 8.86 -0.48 3.87 7.98 0.76
2017-03-23 5.57 8.65 3.12 3.61 -2.9 6.46 -5.29 -1.72 17.39 0 6.1 9.14 -0.83 3.73 8.66 0.38
2017-03-24 5.28 6.92 2.81 3.41 -4.24 6.95 -5.89 -1.89 15.94 -0.33 6.35 8.59 -1.31 3.43 8.49 0.19
2017-03-27 4.69 5.76 1.56 2.61 -6.25 6.1 -6.8 -2.93 14.98 -0.98 4.33 7.2 -1.43 2.09 7.47 -0.76
2017-03-28 4.69 6.48 1.56 3.21 -5.36 6.83 -7.25 -3.27 16.18 -0.33 5.59 8.31 -1.19 1.79 8.32 -0.57
2017-03-29 5.57 6.05 2.5 3.61 -5.36 6.83 -7.55 -2.58 16.18 -0.33 6.35 8.86 -1.79 0.89 8.83 -0.19
2017-03-30 4.99 5.91 1.56 2.61 -6.47 7.44 -8.76 -3.1 15.7 -0.82 4.84 8.03 -3.57 -2.09 7.47 -1.53
2017-03-31 4.99 6.63 0.63 1.8 -7.37 6.1 -9.52 -3.44 15.22 -1.15 3.58 6.93 -4.76 -2.09 6.11 -1.53
2017-04-03 5.57 7.49 0.94 2.4 -7.25 5.61 -9.82 -2.24 15.7 -0.65 3.83 5.26 -4.17 -2.24 7.3 -0.96
2017-04-05 7.04 7.78 1.25 2.4 -8.04 5.61 -9.06 -0.52 15.7 -1.64 5.09 4.43 -3.33 -1.64 7.81 -0.76

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
2017-03-08 29.93 46.49 0.96 18.12 20.87 14.52 -12.21 2.14 29.75 25.26 30.56 21.59 -4 10.26 26.33 11.91
2017-03-09 27.74 45.73 0.64 16 18.49 13.56 -12.5 1.07 27.04 23 27.78 20 -5.26 8.4 23.67 10.43
2017-03-10 27.37 45.35 0 15.53 18.21 13.56 -11.77 1.07 27.31 21.97 28.09 20 -5.61 8.4 23.47 10
2017-03-13 31.02 47.82 1.27 19.06 19.61 14.38 -11.05 2.67 30.29 24.44 29.63 23.81 -4.58 9.64 27.55 12.13
2017-03-14 31.39 47.25 2.55 19.76 20.87 14.93 -10.17 3.02 30.29 24.64 30.56 24.76 -4.92 9.33 29.59 12.13
2017-03-15 30.66 45.35 2.87 19.06 20.45 15.07 -10.47 2.67 29.75 23.82 31.17 23.49 -4.69 9.18 28.57 11.91
2017-03-16 33.94 47.82 4.14 22.12 24.09 17.81 -9.59 4.45 34.64 26.9 34.26 26.98 -2.63 11.51 31.02 13.62
2017-03-17 32.12 48.01 6.37 21.41 23.11 17.81 -7.41 4.98 35.99 27.1 32.72 26.03 -2.97 11.35 31.43 12.98
2017-03-20 32.12 48.01 7.96 22.12 23.25 18.9 -7.27 5.87 36.81 27.31 32.1 26.03 -2.75 11.51 31.63 13.4
2017-03-21 33.21 46.3 6.69 22.82 22.97 21.1 -7.41 5.69 36.81 27.1 32.72 26.67 -2.75 10.73 32.65 13.4
2017-03-22 30.66 42.5 4.78 20.94 21.71 18.49 -8.43 3.02 31.92 25.05 29.32 24.76 -4.35 8.4 29.8 12.13
2017-03-23 31.39 43.07 5.1 21.65 21.85 19.59 -8.87 1.6 31.92 25.46 29.94 25.08 -4.69 8.24 30.61 11.7
2017-03-24 31.02 40.8 4.78 21.41 20.17 20.14 -9.45 1.42 30.29 25.05 30.25 24.44 -5.15 7.93 30.41 11.49
2017-03-27 30.29 39.28 3.5 20.47 17.65 19.18 -10.32 0.36 29.21 24.23 27.78 22.86 -5.26 6.53 29.18 10.43
2017-03-28 30.29 40.23 3.5 21.18 18.77 20 -10.76 0 30.56 25.05 29.32 24.13 -5.03 6.22 30.2 10.64
2017-03-29 31.39 39.66 4.46 21.65 18.77 20 -11.05 0.71 30.56 25.05 30.25 24.76 -5.61 5.29 30.82 11.06
2017-03-30 30.66 39.47 3.5 20.47 17.37 20.68 -12.21 0.18 30.02 24.44 28.4 23.81 -7.32 2.18 29.18 9.57
2017-03-31 30.66 40.42 2.55 19.53 16.25 19.18 -12.94 -0.18 29.48 24.02 26.85 22.54 -8.47 2.18 27.55 9.57
2017-04-03 31.39 41.56 2.87 20.24 16.39 18.63 -13.23 1.07 30.02 24.64 27.16 20.63 -7.89 2.02 28.98 10.21
2017-04-05 33.21 41.94 3.18 20.24 15.41 18.63 -12.5 2.85 30.02 23.41 28.7 19.68 -7.09 2.64 29.59 10.43

Technicals

SPX

##              price      rsi stochastic
## 2017-03-23 2345.96 45.65835  0.2301990
## 2017-03-24 2343.98 44.80304  0.1852158
## 2017-03-27 2341.59 43.73796  0.1788854
## 2017-03-28 2358.57 52.39636  0.2379457
## 2017-03-29 2361.13 53.55682  0.3314768
## 2017-03-30 2368.06 56.63841  0.4615936
## 2017-03-31 2362.72 53.68259  0.5586875
## 2017-04-03 2358.84 51.57642  0.6051423
## 2017-04-04 2360.16 52.26261  0.5970412
## 2017-04-05 2352.95 48.24142  0.5695254

Stoxx

##              price      rsi stochastic
## 2017-03-23 3452.18 67.46246  0.6832262
## 2017-03-24 3444.15 64.77005  0.6442142
## 2017-03-27 3437.14 62.42775  0.6716765
## 2017-03-28 3465.07 67.47469  0.7176258
## 2017-03-29 3475.27 69.10676  0.7693786
## 2017-03-30 3481.58 70.10610  0.8418594
## 2017-03-31 3500.93 72.99138  0.9077018
## 2017-04-03 3472.94 63.45128  0.9275282
## 2017-04-04 3481.66 64.98665  0.8865073
## 2017-04-05 3472.58 62.06298  0.8019967

HSCEI

##               price      rsi stochastic
## 2017-03-22 10456.96 57.18117  0.9111495
## 2017-03-23 10487.45 58.31253  0.8427350
## 2017-03-24 10477.81 57.79260  0.7558956
## 2017-03-27 10362.02 51.81641  0.6803905
## 2017-03-28 10425.89 54.60491  0.6273801
## 2017-03-29 10437.51 55.11387  0.5950655
## 2017-03-30 10355.71 50.79635  0.5705332
## 2017-03-31 10273.67 46.83367  0.5024581
## 2017-04-03 10314.52 48.96842  0.3949059
## 2017-04-05 10365.32 51.57252  0.2743919

KOSPI200

##             price      rsi stochastic
## 2017-03-23 282.81 71.69781  0.9324682
## 2017-03-24 282.31 69.70671  0.9075373
## 2017-03-27 280.36 62.42560  0.8746915
## 2017-03-28 281.25 64.26050  0.8293452
## 2017-03-29 281.86 65.50391  0.7923526
## 2017-03-30 281.66 64.70900  0.7802787
## 2017-03-31 280.64 60.66561  0.7536754
## 2017-04-03 281.60 63.00843  0.7100240
## 2017-04-04 280.92 60.27007  0.6118895
## 2017-04-05 280.74 59.53252  0.5228342

NIKKEI

##               price      SMA    SMA.1      rsi stochastic
## 2017-03-23 19085.31 19262.76 17654.43 41.19513 0.47736754
## 2017-03-24 19262.53 19260.53 17665.97 47.53727 0.30108151
## 2017-03-27 18985.59 19253.57 17678.08 40.23462 0.22610185
## 2017-03-28 19202.87 19250.25 17690.89 47.10079 0.23782276
## 2017-03-29 19217.48 19251.46 17704.07 47.53723 0.26361182
## 2017-03-30 19063.22 19250.61 17716.01 43.46005 0.29567426
## 2017-03-31 18909.26 19239.19 17726.40 39.79181 0.26282497
## 2017-04-03 18983.23 19230.23 17737.98 42.31118 0.20070893
## 2017-04-04 18810.25 19219.50 17749.02 38.27747 0.11951417
## 2017-04-05 18861.27 19212.16 17763.23 40.09159 0.09898836

Crude

##            price      SMA    SMA.1      rsi stochastic
## 2017-03-23 47.70 52.20583 49.76165 29.74798  0.1618423
## 2017-03-24 47.97 52.11800 49.73440 32.44970  0.1440243
## 2017-03-27 47.73 52.01250 49.70820 31.29751  0.1315811
## 2017-03-28 48.37 51.92250 49.69175 37.65478  0.1530926
## 2017-03-29 49.51 51.85233 49.68175 47.05305  0.2518339
## 2017-03-30 50.35 51.81933 49.67845 52.70990  0.4476149
## 2017-03-31 50.60 51.77500 49.67975 54.27567  0.6796552
## 2017-04-03 50.24 51.71633 49.68715 51.62495  0.8416540
## 2017-04-04 51.03 51.66700 49.68945 56.63050  0.9067922
## 2017-04-05 51.15 51.65350 49.68530 57.35238  0.8980862

Breadth

## [1] "Stoxx Breadth"

## [1] "KOSPI200 Breadth"

## [1] "HSCEI Breadth"

Fundamentals

PER

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Nikkei
2017-03-17 18.41 14.75 9.89 8.56 12.21 13.62 18.36
2017-03-18 18.41 14.75 9.89 8.56 12.21 13.62 18.36
2017-03-19 18.41 14.75 9.88 8.56 12.21 13.62 18.36
2017-03-20 18.38 14.72 9.84 8.62 12.31 13.66 18.36
2017-03-21 18.18 14.71 9.93 8.65 12.34 13.73 18.29
2017-03-22 18.2 14.69 9.86 8.48 12.19 13.67 17.91
2017-03-23 18.19 14.83 9.86 8.5 12.16 13.69 17.97
2017-03-24 18.16 14.79 9.79 8.48 12.17 13.79 18.18
2017-03-25 18.16 14.79 9.79 8.48 12.17 13.79 18.18
2017-03-26 18.16 14.79 9.79 8.48 12.17 13.79 18.18
2017-03-27 18.14 14.76 9.69 8.37 12.08 13.79 17.92
2017-03-28 18.28 14.88 9.71 8.41 12.15 13.71 18.12
2017-03-29 18.29 14.91 9.72 8.41 12.17 13.68 18.13
2017-03-30 18.36 14.93 9.7 8.34 12.11 13.61 18.01
2017-03-31 18.32 14.96 9.62 8.28 12.01 13.73 17.94
2017-04-01 18.32 14.96 9.62 8.28 12.01 13.73 17.94
2017-04-02 18.32 14.96 9.62 8.28 12.01 13.73 17.94
2017-04-03 18.29 14.87 9.65 8.3 12.08 13.72 16.64
2017-04-04 18.29 14.91 9.62 8.31 12.09 13.72 16.48
2017-04-05 18.24 14.87 9.62 8.35 12.16 13.92 16.53

PER (z)

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Nikkei
2017-03-17 0.99 0.55 -1.44 0.6 0.46 -0.32 0.5
2017-03-18 0.99 0.55 -1.45 0.6 0.46 -0.32 0.5
2017-03-19 0.99 0.55 -1.46 0.6 0.46 -0.32 0.5
2017-03-20 0.95 0.52 -1.53 0.66 0.55 -0.29 0.49
2017-03-21 0.7 0.5 -1.39 0.69 0.58 -0.25 0.44
2017-03-22 0.73 0.48 -1.49 0.52 0.44 -0.29 0.15
2017-03-23 0.71 0.64 -1.49 0.53 0.41 -0.28 0.2
2017-03-24 0.68 0.59 -1.6 0.51 0.42 -0.22 0.36
2017-03-25 0.68 0.59 -1.6 0.51 0.42 -0.22 0.36
2017-03-26 0.68 0.59 -1.6 0.51 0.42 -0.22 0.36
2017-03-27 0.66 0.56 -1.74 0.4 0.33 -0.22 0.16
2017-03-28 0.83 0.7 -1.72 0.44 0.4 -0.26 0.32
2017-03-29 0.84 0.74 -1.7 0.44 0.42 -0.28 0.32
2017-03-30 0.92 0.75 -1.73 0.36 0.36 -0.32 0.22
2017-03-31 0.88 0.79 -1.84 0.3 0.26 -0.25 0.17
2017-04-01 0.88 0.79 -1.84 0.3 0.26 -0.25 0.17
2017-04-02 0.88 0.79 -1.85 0.3 0.26 -0.25 0.17
2017-04-03 0.84 0.68 -1.8 0.33 0.32 -0.26 -0.82
2017-04-04 0.84 0.73 -1.85 0.33 0.34 -0.26 -0.94
2017-04-05 0.77 0.68 -1.84 0.38 0.41 -0.14 -0.9

EPS Growth

##             SPX  Stoxx KOSPI200 HSCEI  HSI 중국상해 Nikkei
## 2017-03-17 6.98 -20.18     1.33  2.34 1.69     1.44  -0.43
## 2017-03-18 6.98 -20.18     1.33  2.34 1.69     1.44  -0.43
## 2017-03-19 6.98 -20.18     1.33  2.34 1.69     1.44  -0.43
## 2017-03-20 7.02 -20.94     1.31  2.34 1.67     1.44  -0.43
## 2017-03-21 7.05 -21.62     1.33  2.33 1.68     1.44  -0.43
## 2017-03-22 7.03 -20.52     1.29  2.33 1.68     1.44  -0.43
## 2017-03-23 7.03 -18.18     1.28  2.32 1.66     1.44  -0.41
## 2017-03-24 7.04 -16.74     1.28  2.24 1.66     1.44  -0.41
## 2017-03-25 7.04 -16.74     1.28  2.24 1.66     1.44  -0.41
## 2017-03-26 7.04 -16.74     1.28  2.24 1.66     1.44  -0.41
## 2017-03-27 7.03 -16.46     1.28  2.24 1.67     1.44  -0.41
## 2017-03-28 7.01 -16.27     1.28  2.24 1.64     1.44  -0.41
## 2017-03-29 7.02 -20.59     1.32  2.24 1.65     1.44  -0.41
## 2017-03-30 7.02 -19.24     1.30  2.63 1.70     1.44  -0.41
## 2017-03-31 7.01   8.00     1.31  2.97 1.75     1.44  -0.41
## 2017-04-01 7.01   8.00     1.31  2.97 1.75     1.44  -0.41
## 2017-04-02 7.01   8.00     1.31  2.97 1.75     1.44  -0.41
## 2017-04-03 7.05   7.99     1.30  2.98 1.75     1.44  -0.40
## 2017-04-04 7.13   7.75     1.29  3.10 1.77     1.44  -0.41
## 2017-04-05 7.13   7.79     1.31  3.11 1.80     1.44  -0.40

PBR

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Nikkei
2017-03-17 2.89 1.56 1 0.96 1.2 1.44 1.72
2017-03-18 2.89 1.56 1 0.96 1.2 1.44 1.72
2017-03-19 2.89 1.56 1 0.96 1.2 1.44 1.72
2017-03-20 2.89 1.55 1 0.97 1.21 1.45 1.72
2017-03-21 2.85 1.54 1.01 0.97 1.21 1.46 1.72
2017-03-22 2.86 1.54 1 0.95 1.2 1.45 1.68
2017-03-23 2.86 1.55 1 0.96 1.2 1.45 1.68
2017-03-24 2.86 1.55 1 0.96 1.21 1.46 1.7
2017-03-25 2.86 1.55 1 0.96 1.21 1.46 1.7
2017-03-26 2.86 1.55 1 0.96 1.21 1.46 1.7
2017-03-27 2.85 1.54 0.99 0.94 1.2 1.46 1.68
2017-03-28 2.88 1.55 0.99 0.95 1.21 1.46 1.69
2017-03-29 2.88 1.56 1 0.95 1.21 1.45 1.7
2017-03-30 2.89 1.56 1 0.94 1.2 1.45 1.68
2017-03-31 2.88 1.57 0.99 0.94 1.2 1.46 1.67
2017-04-01 2.88 1.57 0.99 0.94 1.2 1.46 1.67
2017-04-02 2.88 1.57 0.99 0.94 1.2 1.46 1.67
2017-04-03 2.88 1.55 0.99 0.94 1.2 1.46 1.58
2017-04-04 2.87 1.56 0.99 0.94 1.2 1.46 1.57
2017-04-05 2.87 1.56 0.99 0.94 1.21 1.48 1.57

PBR (z)

SPX Stoxx KOSPI200 HSCEI HSI 중국상해 Nikkei
2017-03-17 1.82 1.14 0.9 0.04 0.31 -0.47 1.02
2017-03-18 1.82 1.14 0.9 0.04 0.31 -0.47 1.02
2017-03-19 1.82 1.14 0.9 0.04 0.31 -0.47 1.02
2017-03-20 1.77 1.12 0.81 0.09 0.39 -0.45 1.02
2017-03-21 1.5 0.98 1.04 0.12 0.42 -0.43 0.98
2017-03-22 1.56 0.96 0.95 0.01 0.32 -0.44 0.73
2017-03-23 1.55 1.1 0.96 0.02 0.34 -0.45 0.76
2017-03-24 1.52 1.05 0.9 0.02 0.35 -0.41 0.87
2017-03-25 1.52 1.05 0.9 0.02 0.35 -0.41 0.87
2017-03-26 1.52 1.05 0.9 0.02 0.35 -0.41 0.87
2017-03-27 1.5 1 0.73 -0.05 0.29 -0.41 0.7
2017-03-28 1.68 1.13 0.79 -0.02 0.35 -0.43 0.83
2017-03-29 1.7 1.19 0.84 -0.01 0.37 -0.43 0.84
2017-03-30 1.78 1.2 0.82 -0.06 0.34 -0.47 0.75
2017-03-31 1.73 1.24 0.72 -0.11 0.27 -0.43 0.66
2017-04-01 1.73 1.24 0.72 -0.11 0.27 -0.43 0.66
2017-04-02 1.73 1.24 0.72 -0.11 0.27 -0.43 0.66
2017-04-03 1.69 1.12 0.79 -0.08 0.32 -0.42 0.05
2017-04-04 1.67 1.17 0.74 -0.08 0.33 -0.42 -0.04
2017-04-05 1.61 1.14 0.72 -0.05 0.38 -0.34 -0.02

PBR Bands

10 Y

3 Y

RIM

ROE

SPX Stoxx KOSPI200 HSCEI HSI Nikkei
2017-03-07 16.43 8.7 10.46 12.21 12.36 9.62
2017-03-08 16.43 8.7 10.48 12.21 12.36 9.63
2017-03-09 16.32 8.7 10.49 12.21 12.36 9.53
2017-03-10 16.32 8.69 10.51 12.21 12.36 9.55
2017-03-11 16.32 8.69 10.51 12.21 12.36 9.55
2017-03-12 16.32 8.69 10.51 12.21 12.36 9.55
2017-03-13 16.35 8.69 10.52 12.21 12.36 9.56
2017-03-14 16.36 8.68 10.56 12.21 12.36 9.56
2017-03-15 16.37 8.68 10.57 12.21 12.36 9.55
2017-03-16 16.37 8.67 10.57 12.2 12.36 9.54
2017-03-17 16.37 8.68 10.52 12.21 12.37 9.55
2017-03-18 16.37 8.68 10.52 12.21 12.37 9.55
2017-03-19 16.37 8.68 10.52 12.21 12.37 9.55
2017-03-20 16.31 8.68 10.54 12.21 12.37 9.55
2017-03-21 16.31 8.63 10.53 12.23 12.38 9.54
2017-03-22 16.3 8.63 10.55 12.23 12.38 9.54
2017-03-23 16.34 8.61 10.57 12.23 12.38 9.54
2017-03-24 16.35 8.62 10.62 12.23 12.39 9.52
2017-03-25 16.35 8.62 10.62 12.23 12.39 9.52
2017-03-26 16.35 8.62 10.62 12.23 12.39 9.52
2017-03-27 16.34 8.68 10.64 12.23 12.39 9.52
2017-03-28 16.34 8.67 10.66 12.24 12.39 9.79
2017-03-29 16.34 8.64 10.67 12.25 12.39 9.79
2017-03-30 16.3 8.64 10.68 12.25 12.4 9.84
2017-03-31 16.31 8.64 10.72 12.13 12.31 10.08
2017-04-01 16.31 8.64 10.72 12.13 12.31 10.08
2017-04-02 16.31 8.64 10.72 12.13 12.31 10.08
2017-04-03 16.28 8.64 10.72 12.13 12.3 10.18
2017-04-04 16.3 8.65 10.73 12.16 12.33 10.15
2017-04-05 16.3 8.65 10.72 12.16 12.33 10.15

Capex

SPX Stoxx KOSPI200 HSI 중국상해 Nikkei
2017-03-17 75.61 218.17 33.77 1412.71 253.34 1197.44
2017-03-18 75.61 218.17 33.77 1412.71 253.34 1197.44
2017-03-19 75.61 218.17 33.77 1412.71 253.34 1197.44
2017-03-20 75.37 217.69 33.74 1399.48 253.34 1196.77
2017-03-21 75.26 218.19 33.73 1396.47 253.34 1196.54
2017-03-22 75.21 217.93 33.72 1391.07 253.34 1193.04
2017-03-23 75.29 217.89 33.81 1407.43 253.34 1193.1
2017-03-24 75.22 217.84 33.87 1413.83 253.34 1193.21
2017-03-25 75.22 217.84 33.87 1413.83 253.34 1193.21
2017-03-26 75.22 217.84 33.87 1413.83 253.34 1193.21
2017-03-27 75.3 217.87 33.91 1417.07 253.34 1192.98
2017-03-28 75.38 218 33.86 1415.75 253.34 1189.6
2017-03-29 75.25 218.69 33.85 1420.77 253.34 1189.08
2017-03-30 75.33 218.61 33.82 1420.36 253.34 1189.09
2017-03-31 75.19 219.12 33.84 1417.91 253.34 1186.93
2017-04-01 75.19 219.12 33.84 1417.91 253.34 1186.93
2017-04-02 75.19 219.12 33.84 1417.91 253.34 1186.93
2017-04-03 75.37 218.52 33.79 1408.04 253.34 1135.98
2017-04-04 75.16 218.79 33.78 1408.29 253.34 1135.76
2017-04-05 75.16 218.99 33.74 1401.71 253.34 1134.01

Debt-to-EBITDA

SPX Stoxx KOSPI200 HSI 중국상해 Nikkei Russia Bovespa Sensex Jakarta Nikkei Argentina
2017-03-17 1.69 4.12 1.62 3.64 7.79 1.23 0.66 1.94 2.6 1.23 1.23 2.2
2017-03-18 1.69 4.12 1.62 3.64 7.79 1.23 0.66 1.94 2.6 1.23 1.23 2.2
2017-03-19 1.69 4.12 1.62 3.64 7.79 1.23 0.66 1.94 2.6 1.23 1.23 2.2
2017-03-20 1.69 4.13 1.62 3.64 7.8 1.23 0.66 1.93 2.61 1.23 1.23 2.2
2017-03-21 1.69 4.17 1.62 3.65 7.82 1.23 0.66 1.86 2.61 1.19 1.23 2.19
2017-03-22 1.69 4.18 1.62 3.66 7.83 1.24 0.66 1.85 2.61 1.15 1.24 2.27
2017-03-23 1.69 4.18 1.62 0.44 7.89 1.24 0.67 1.86 2.61 1.15 1.24 2.29
2017-03-24 1.69 4.18 1.61 0.44 7.88 1.24 0.65 1.86 2.61 1.18 1.24 2.29
2017-03-25 1.69 4.18 1.61 0.44 7.88 1.24 0.65 1.86 2.61 1.18 1.24 2.29
2017-03-26 1.69 4.18 1.61 0.44 7.88 1.24 0.65 1.86 2.61 1.18 1.24 2.29
2017-03-27 1.7 4.17 1.61 0.43 7.86 1.24 0.65 1.85 2.61 1.16 1.24 2.29
2017-03-28 1.69 4.16 1.63 0.42 7.87 1.24 0.65 1.85 2.6 1.16 1.24 2.31
2017-03-29 1.7 4.17 1.63 0.91 7.9 1.24 0.65 1.85 2.6 1.16 1.24 2.33
2017-03-30 1.7 4.17 1.63 0.9 7.87 1.24 0.63 1.84 2.6 1.17 1.24 2.33
2017-03-31 1.7 4.14 1.63 0.88 7.94 1.24 0.64 1.84 2.62 1.17 1.24 2.33
2017-04-01 1.7 4.14 1.63 0.88 7.94 1.24 0.64 1.84 2.28 1.17 1.24 2.33
2017-04-02 1.7 4.14 1.63 0.88 7.94 1.24 0.64 1.84 2.28 1.17 1.24 2.33
2017-04-03 1.71 4.16 1.62 0.88 7.94 1.06 0.64 1.84 2.28 1.18 1.06 2.32
2017-04-04 1.71 4.16 1.63 0.88 7.95 1.05 0.64 1.83 2.27 1.07 1.05 2.28
2017-04-05 1.71 4.16 1.58 0.88 7.96 1.05 0.64 1.83 2.28 1.1 1.05 2.28

Current Ratio

SPX Stoxx KOSPI200 HSI 중국상해 Nikkei
2017-03-17 -1.38 -1.11 -1.41 -1.1 -1.16 -1.56
2017-03-18 -1.38 -1.11 -1.41 -1.1 -1.16 -1.56
2017-03-19 -1.38 -1.11 -1.41 -1.1 -1.16 -1.56
2017-03-20 -1.38 -1.11 -1.41 -1.1 -1.16 -1.56
2017-03-21 -1.38 -1.11 -1.41 -1.1 -1.16 -1.56
2017-03-22 -1.38 -1.11 -1.41 -1.1 -1.15 -1.56
2017-03-23 -1.38 -1.11 -1.41 -1.11 -1.16 -1.56
2017-03-24 -1.38 -1.11 -1.41 -1.11 -1.15 -1.56
2017-03-25 -1.38 -1.11 -1.41 -1.11 -1.15 -1.56
2017-03-26 -1.38 -1.11 -1.41 -1.11 -1.15 -1.56
2017-03-27 -1.38 -1.11 -1.41 -1.11 -1.16 -1.56
2017-03-28 -1.38 -1.11 -1.41 -1.11 -1.15 -1.56
2017-03-29 -1.38 -1.11 -1.41 -1.11 -1.15 -1.56
2017-03-30 -1.37 -1.11 -1.4 -1.11 -1.12 -1.56
2017-03-31 -1.37 -1.11 -1.4 -1.11 -1.12 -1.56
2017-04-01 -1.37 -1.11 -1.4 -1.11 -1.12 -1.56
2017-04-02 -1.37 -1.11 -1.4 -1.11 -1.12 -1.56
2017-04-03 -1.37 -1.11 -1.4 -1.11 -1.12 -1.56
2017-04-04 -1.37 -1.11 -1.4 -1.11 -1.12 -1.56
2017-04-05 -1.37 -1.11 -1.4 -1.11 -1.12 -1.56

Volatility

Index

##                   SPX     Stoxx  KOSPI200     HSCEI       HSI   중국상해
## 2017-03-09 0.08033342 0.1180708 0.1057521 0.1589984 0.1253394 0.10156505
## 2017-03-10 0.08013048 0.1136492 0.1056016 0.1585158 0.1253103 0.10125362
## 2017-03-13 0.08012344 0.1131599 0.1061320 0.1606188 0.1262854 0.10179001
## 2017-03-14 0.08035617 0.1097376 0.1066641 0.1606145 0.1259807 0.10178232
## 2017-03-15 0.07977182 0.1096912 0.1064302 0.1592276 0.1253144 0.10141564
## 2017-03-16 0.07941711 0.1099693 0.1065509 0.1629667 0.1287858 0.09815515
## 2017-03-17 0.07890662 0.1099750 0.1068508 0.1624169 0.1285267 0.09929095
## 2017-03-20 0.07781108 0.1101001 0.1068942 0.1625583 0.1289019 0.09882530
## 2017-03-21 0.07973834 0.1101580 0.1073910 0.1619965 0.1289048 0.09836776
## 2017-03-22 0.07947488 0.1094683 0.1072843 0.1621348 0.1278772 0.09868224
## 2017-03-23 0.07815830 0.1100589 0.1067229 0.1613100 0.1269565 0.09868288
## 2017-03-24 0.07747488 0.1101041 0.1054012 0.1612512 0.1269388 0.09879620
## 2017-03-27 0.07730270 0.1095689 0.1056460 0.1618132 0.1271493 0.09869391
## 2017-03-28 0.07743948 0.1089635 0.1056888 0.1586689 0.1243914 0.09524536
## 2017-03-29 0.07727028 0.1086316 0.1051364 0.1580193 0.1231948 0.09514227
## 2017-03-30 0.07733422 0.1083515 0.1049270 0.1581678 0.1231798 0.09612392
## 2017-03-31 0.07723749 0.1070384 0.1051101 0.1584636 0.1235903 0.09614208
## 2017-04-03 0.07711249 0.1055143 0.1022971 0.1573449 0.1235153 0.09614208
## 2017-04-04 0.07464521 0.1050882 0.1023992 0.1573449 0.1235153 0.09614208
## 2017-04-05 0.07485586 0.1038949 0.1014430 0.1574379 0.1236190 0.09827590

Commodity

##                Crude      Coal    Copper Iron.Ore..Dalian. Rebar..Dalian.
## 2017-03-09 0.3292591 0.4701977 0.2183177         0.3935963      0.3249124
## 2017-03-10 0.3289388 0.4701395 0.2184008         0.3935170      0.3247409
## 2017-03-13 0.3289159 0.4691700 0.2188562         0.3918786      0.3230499
## 2017-03-14 0.3295958 0.4680541 0.2188444         0.3943069      0.3255861
## 2017-03-15 0.3294430 0.4678767 0.2188570         0.3962314      0.3254898
## 2017-03-16 0.3280482 0.4676470 0.2177719         0.3960364      0.3251369
## 2017-03-17 0.3231499 0.4663153 0.2178191         0.3946668      0.3246983
## 2017-03-20 0.3207362 0.4663499 0.2183496         0.3945166      0.3377444
## 2017-03-21 0.3182406 0.4651493 0.2193377         0.4545150      0.3412125
## 2017-03-22 0.3095813 0.4631601 0.2192207         0.4584576      0.3444972
## 2017-03-23 0.3089192 0.4630682 0.2192894         0.4591508      0.3446927
## 2017-03-24 0.3087614 0.4629052 0.2192222         0.4579151      0.3437377
## 2017-03-27 0.3082933 0.4643451 0.2187829         0.4621261      0.3467562
## 2017-03-28 0.3089283 0.4633339 0.2190765         0.4625504      0.3466848
## 2017-03-29 0.3093366 0.4636400 0.2190431         0.4620325      0.3462436
## 2017-03-30 0.3098599 0.4676655 0.2189249         0.4621884      0.3462797
## 2017-03-31 0.3095360 0.4635279 0.2192739         0.4628522      0.3456998
## 2017-04-03 0.3070343 0.4635279 0.2202565         0.4628522      0.3456998
## 2017-04-04 0.3073326 0.4635279 0.2200618         0.4628522      0.3456998
## 2017-04-05 0.3069193 0.4757574 0.2227181         0.4611341      0.3457808

FX

##            인도네시아.루피아 터키.리라       링깃  인도.루피      Real
## 2017-03-09        0.04643455 0.1470814 0.05006626 0.04203564 0.1474695
## 2017-03-10        0.04588789 0.1479926 0.05003813 0.04175615 0.1482687
## 2017-03-13        0.04596854 0.1479619 0.05001657 0.04175615 0.1482878
## 2017-03-14        0.04574419 0.1478655 0.04998611 0.04514980 0.1483695
## 2017-03-15        0.04465846 0.1506354 0.04999709 0.04511581 0.1494932
## 2017-03-16        0.04468973 0.1521643 0.05018111 0.04551329 0.1495198
## 2017-03-17        0.04468391 0.1521670 0.04868990 0.04554482 0.1496395
## 2017-03-20        0.04419769 0.1523750 0.04884028 0.04558140 0.1498723
## 2017-03-21        0.04366002 0.1514912 0.04849080 0.04560322 0.1500590
## 2017-03-22        0.04365809 0.1516083 0.04837029 0.04515297 0.1498763
## 2017-03-23        0.04362191 0.1514759 0.04823237 0.04520459 0.1506535
## 2017-03-24        0.04359483 0.1518515 0.04788049 0.04525962 0.1513069
## 2017-03-27        0.04364835 0.1516349 0.04792693 0.04589567 0.1497865
## 2017-03-28        0.04364835 0.1523065 0.04701310 0.04589567 0.1483267
## 2017-03-29        0.04361741 0.1524631 0.04684995 0.04597557 0.1477496
## 2017-03-30        0.04322089 0.1524465 0.04664299 0.04512122 0.1484122
## 2017-03-31        0.04318963 0.1527024 0.04664415 0.04486233 0.1489178
## 2017-04-03        0.04279168 0.1527094 0.04657419 0.04506224 0.1488169
## 2017-04-04        0.04253271 0.1530988 0.04636088 0.04506224 0.1490660
## 2017-04-05        0.04237814 0.1521297 0.04525349 0.04509684 0.1494734
##                 란드
## 2017-03-09 0.1890811
## 2017-03-10 0.1896474
## 2017-03-13 0.1896580
## 2017-03-14 0.1881435
## 2017-03-15 0.1915802
## 2017-03-16 0.1892255
## 2017-03-17 0.1884846
## 2017-03-20 0.1882707
## 2017-03-21 0.1866093
## 2017-03-22 0.1867118
## 2017-03-23 0.1861313
## 2017-03-24 0.1861367
## 2017-03-27 0.1896399
## 2017-03-28 0.1826696
## 2017-03-29 0.1823259
## 2017-03-30 0.1843973
## 2017-03-31 0.1848490
## 2017-04-03 0.1865067
## 2017-04-04 0.1847959
## 2017-04-05 0.1856995

##            Dollar.Index     EURUSD    USDJPY     USDKRW     USDCNY
## 2017-03-09   0.06705850 0.07622955 0.1081442 0.09465420 0.03544603
## 2017-03-10   0.06770618 0.07741184 0.1081823 0.09465295 0.03539981
## 2017-03-13   0.06761718 0.07732257 0.1075628 0.09594012 0.03534422
## 2017-03-14   0.06777637 0.07743411 0.1076126 0.09492213 0.03534175
## 2017-03-15   0.06930900 0.07957125 0.1092552 0.09520533 0.03516898
## 2017-03-16   0.06957266 0.07971040 0.1092240 0.09640706 0.03536177
## 2017-03-17   0.06956750 0.07974655 0.1095617 0.09637334 0.03536537
## 2017-03-20   0.06951256 0.07970773 0.1095663 0.09748700 0.03534172
## 2017-03-21   0.06979982 0.08035672 0.1089555 0.09728549 0.03563046
## 2017-03-22   0.06983325 0.08036767 0.1089974 0.09705600 0.03566197
## 2017-03-23   0.06922237 0.08010937 0.1089224 0.09704688 0.03564981
## 2017-03-24   0.06922034 0.07984608 0.1080399 0.09693514 0.03563981
## 2017-03-27   0.06945732 0.08000908 0.1081867 0.09730255 0.03573368
## 2017-03-28   0.06899587 0.07952850 0.1083084 0.09606064 0.03574519
## 2017-03-29   0.06899939 0.07954934 0.1079582 0.09597682 0.03579309
## 2017-03-30   0.06887795 0.08018179 0.1081972 0.09474105 0.03579022
## 2017-03-31   0.06851438 0.07950670 0.1083257 0.09465411 0.03573805
## 2017-04-03   0.06852115 0.07945240 0.1084571 0.09443983 0.03573805
## 2017-04-04   0.06852156 0.07942818 0.1084902 0.09421638 0.03573805
## 2017-04-05   0.06852155 0.07943444 0.1082827 0.09390234 0.03575333
##                 USDHKD
## 2017-03-09 0.002420793
## 2017-03-10 0.002411693
## 2017-03-13 0.002395975
## 2017-03-14 0.002441128
## 2017-03-15 0.002445399
## 2017-03-16 0.002447174
## 2017-03-17 0.002469698
## 2017-03-20 0.002540096
## 2017-03-21 0.002542411
## 2017-03-22 0.002534636
## 2017-03-23 0.002543347
## 2017-03-24 0.002538319
## 2017-03-27 0.002541999
## 2017-03-28 0.002546679
## 2017-03-29 0.002539066
## 2017-03-30 0.002540150
## 2017-03-31 0.002534936
## 2017-04-03 0.002535543
## 2017-04-04 0.002536304
## 2017-04-05 0.002536234

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.
2017-03-09 1022582.13 150300 738900 264200 189200 316523.81 41200 262465.56 1058400 199700 317550 143000 13650 81300
2017-03-10 1023632.13 150300 738900 262850 188200 309023.81 41900 262417.06 1059600 199900 317850 143000 13650 81500
2017-03-13 1028082.13 150300 738900 266850 188200 302023.81 42600 261692.06 1059600 2e+05 317850 143000 13650 81700
2017-03-14 1028182.13 150300 738900 267900 188700 297023.81 42700 288392.06 1059600 2e+05 309000 143000 13700 81500
2017-03-15 1034432.13 150300 744750 268750 192000 304523.81 42900 288017.06 1059600 2e+05 307650 143000 13700 82000
2017-03-16 1015132.13 149800 744750 270850 197000 310023.81 42900 279292.06 1059600 2e+05 306300 143000 13700 83500
2017-03-17 999782.13 149800 744750 273300 198400 315523.81 44100 270767.09 1059600 200700 305850 143000 14100 84700
2017-03-20 1002082.13 149650 749700 279300 201700 314523.81 44100 261693.39 1063800 200700 305850 143000 14850 85400
2017-03-21 1014332.13 149400 749700 284250 203700 308523.81 44100 261743.39 1063800 200700 305250 143000 14850 86000
2017-03-22 1018532.13 149400 751050 285550 203700 297023.81 44100 261818.39 1063800 200700 305250 143000 15100 86300
2017-03-23 1015282.13 148600 753750 284350 204700 298523.81 44200 261543.39 1063800 200700 305250 143000 15100 86900
2017-03-24 1016232.13 148600 753750 286050 206600 298523.81 44200 261568.39 1063800 200800 305250 143000 15100 87100
2017-03-27 1020232.13 148100 754650 285050 206600 298023.81 44200 261568.39 1063800 200800 305250 143000 15200 87400
2017-03-28 1027182.13 148100 755550 282500 207400 299523.81 43900 261518.39 1063800 201000 305250 145500 15250 86500
2017-03-29 1022832.13 148100 755550 281700 209300 310023.81 43600 262793.41 1075200 201000 306000 145500 15400 87100
2017-03-30 1022532.13 148100 756900 279850 212300 311523.81 43600 262793.41 1083000 201000 306600 148500 15900 87200
2017-03-31 1018232.13 148100 756900 276650 214200 315023.81 43600 261543.39 1083000 201000 306600 148500 15900 87700
2017-04-03 999182.13 148100 756900 279800 214200 312523.81 43600 261543.39 1083000 201000 306600 150500 16200 88600
2017-04-04 997382.13 148100 757800 277900 215200 312523.81 43600 261568.39 1084200 201000 308700 150500 16200 89200
2017-04-05 997382.13 148100 757800 277900 215200 312523.81 43600 261568.39 1084200 201000 308700 150500 16200 89200

CFTC

euro-fx yen ust 10y aussie dollar index crude copper canada dollar gold NYMEX Crude Short NYMEX Crude Long
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
2017-02-21 -58251 -50162 -302299 33522 45814 556607 42794 24584 129253 39393 453030
2017-02-28 -51164 -50017 -409659 51915 44810 525254 37998 30090 168104 48768 435475
2017-03-07 -59501 -54700 -298514 50978 51051 508525 29719 29220 131501 48991 424549
2017-03-14 -41027 -71297 -194392 43265 47743 433800 22439 21458 97734 98167 386941
2017-03-21 -19662 -66987 -100354 44955 46265 418517 21670 -24403 122136 110827 371404
2017-03-28 -7923 -53181 -69419 53138 44213 398080 29865 -28217 143887 116707 361322

Total Returns

##            MSCI.AC.World.TR..USD. JP.Global.Bond.TR..USD.
## 2017-03-09                862.122                 530.281
## 2017-03-10                866.644                 530.946
## 2017-03-13                869.779                 531.176
## 2017-03-14                867.005                 531.125
## 2017-03-15                872.097                 533.229
## 2017-03-16                878.474                 535.699
## 2017-03-17                878.348                 536.421
## 2017-03-20                878.016                 537.198
## 2017-03-21                872.211                 539.229
## 2017-03-22                870.067                 540.864
## 2017-03-23                871.183                 540.375
## 2017-03-24                871.702                 541.146
## 2017-03-27                871.114                 543.140
## 2017-03-28                877.350                 542.591
## 2017-03-29                877.410                 541.244
## 2017-03-30                878.695                 540.731
## 2017-03-31                875.067                 540.248
## 2017-04-03                873.802                 540.986
## 2017-04-04                874.329                 541.518
## 2017-04-05                873.136                 541.518
##            FTSE.REITS.TR..USD. CoCo.Bond.TR..EUR.
## 2017-03-09            4093.188           120.1262
## 2017-03-10            4087.668           120.3788
## 2017-03-13            4098.232           120.2840
## 2017-03-14            4087.364           119.7222
## 2017-03-15            4139.525           119.9328
## 2017-03-16            4175.600           120.5873
## 2017-03-17            4190.456           120.6061
## 2017-03-20            4187.513           120.7019
## 2017-03-21            4182.023           120.9244
## 2017-03-22            4169.795           120.6511
## 2017-03-23            4194.988           120.8668
## 2017-03-24            4197.661           121.0323
## 2017-03-27            4175.167           120.9617
## 2017-03-28            4190.481           121.1842
## 2017-03-29            4196.587           121.3447
## 2017-03-30            4195.958           121.3103
## 2017-03-31            4208.795           121.3226
## 2017-04-03            4213.095           121.1948
## 2017-04-04            4218.455           121.0122
## 2017-04-05            4229.316           121.2217

Trade

EUR TWER USD TWER KRW TWER CNY TWER JPY TWER AUD TWER
2017-03-08 90.32 124.45 122.17 123.29 92.25 97.19
2017-03-09 90.77 124.67 121.02 123.6 91.73 97
2017-03-10 91.34 124.15 120.77 123.22 91.79 97.21
2017-03-13 91.34 124.15 122.18 123.03 91.79 97.21
2017-03-14 90.81 124.32 121.79 123.2 91.88 97.52
2017-03-15 91.25 123.14 121.62 122.23 92.56 98.84
2017-03-16 91.19 122.91 122.63 122.21 92.37 98.23
2017-03-17 90.88 122.77 122.56 121.97 92.85 98.53
2017-03-20 90.82 122.64 123.72 121.67 92.88 98.71
2017-03-21 91.16 122.37 123.27 121.72 93.39 97.92
2017-03-22 91.01 122.26 122.89 121.77 93.87 97.71
2017-03-23 90.9 122.27 123.04 121.69 94.09 97.09
2017-03-24 90.98 122.14 122.99 121.72 93.69 97.03
2017-03-27 90.98 122.14 123.69 121.44 93.69 97.03
2017-03-28 91.15 122.26 123.94 121.63 93.76 97.08
2017-03-29 90.78 122.07 123.88 121.48 93.93 97.63
2017-03-30 90.21 122.44 123.9 121.96 93.37 97.57
2017-03-31 89.87 122.55 123.88 122.15 93.53 97.33
2017-04-03 90 122.6 124.18 122.1 93.8 96.99
2017-04-04 90.14 122.78 123.47 122.19 94.01 96.53

Trade (1M Avg, YoY)

EUR TWER USD TWER KRW TWER CNY TWER JPY TWER AUD TWER
2017-03-08 -0.02 0.02 0.09 -0.04 0.01 0.06
2017-03-09 -0.02 0.02 0.09 -0.04 0.01 0.06
2017-03-10 -0.02 0.02 0.08 -0.04 0.01 0.06
2017-03-13 -0.02 0.02 0.08 -0.04 0.01 0.05
2017-03-14 -0.02 0.02 0.08 -0.04 0.01 0.05
2017-03-15 -0.02 0.02 0.07 -0.04 0.01 0.05
2017-03-16 -0.01 0.02 0.07 -0.04 0.01 0.05
2017-03-17 -0.01 0.03 0.07 -0.04 0.01 0.05
2017-03-20 -0.01 0.03 0.07 -0.04 0.01 0.04
2017-03-21 -0.01 0.03 0.07 -0.04 0.02 0.04
2017-03-22 -0.01 0.03 0.07 -0.04 0.02 0.04
2017-03-23 -0.01 0.03 0.06 -0.04 0.02 0.04
2017-03-24 -0.01 0.03 0.06 -0.04 0.02 0.04
2017-03-27 -0.01 0.03 0.06 -0.04 0.02 0.04
2017-03-28 -0.01 0.03 0.06 -0.04 0.02 0.04
2017-03-29 -0.02 0.03 0.06 -0.04 0.02 0.04
2017-03-30 -0.02 0.03 0.06 -0.04 0.02 0.04
2017-03-31 -0.02 0.03 0.06 -0.04 0.01 0.04
2017-04-03 -0.02 0.03 0.06 -0.04 0.01 0.04
2017-04-04 -0.02 0.03 0.06 -0.04 0.01 0.04

Trade (1M Avg, MoM)

EUR TWER USD TWER KRW TWER CNY TWER JPY TWER AUD TWER
2017-03-08 -0.01 -0.01 0.02 0 0 0.01
2017-03-09 -0.01 -0.01 0.02 0 0 0.01
2017-03-10 -0.01 0 0.02 0 0 0.01
2017-03-13 -0.01 0 0.01 0 0 0.01
2017-03-14 -0.01 0 0.01 0 0 0.01
2017-03-15 -0.01 0 0.01 0 0 0.01
2017-03-16 0 0 0.01 0 0 0.01
2017-03-17 0 0 0.01 0 0 0.01
2017-03-20 0 0 0.01 -0.01 0 0.01
2017-03-21 0 0 0.01 -0.01 0 0
2017-03-22 0 0 0.01 -0.01 0.01 0
2017-03-23 0 0 0.01 -0.01 0.01 0
2017-03-24 0 0 0.01 -0.01 0.01 0
2017-03-27 0.01 0 0.01 -0.01 0.01 0
2017-03-28 0.01 0 0.01 -0.01 0.01 0
2017-03-29 0.01 0 0.01 -0.01 0.01 0
2017-03-30 0.01 0 0 -0.01 0.01 0
2017-03-31 0.01 -0.01 0 -0.01 0.01 -0.01
2017-04-03 0.01 -0.01 0.01 -0.01 0.01 -0.01
2017-04-04 0.01 -0.01 0.01 -0.01 0.01 -0.01

Risk Measures

CITI US Surprise CITI EU Surprise CITI 중국 Surprise CITI JP Surprise CITI EM Surprise CITI UK Surprise
2017-03-09 44.8 59.1 -9 -26.4 47.6 79.3
2017-03-10 48 57.9 -9.6 -26.8 51.5 80
2017-03-13 47.5 51.4 -11.9 -31.4 48.6 73.6
2017-03-14 46.4 48.9 1.7 -31.7 54.5 71.9
2017-03-15 57.9 49.7 1.6 -32 52.1 67.3
2017-03-16 57.6 48.9 1.5 -32.5 51.6 66.4
2017-03-17 56.1 48.1 7.9 -33.2 53.3 65.4
2017-03-20 55.9 45.3 7.4 -34.3 49.2 61.8
2017-03-21 55.2 44.3 7.2 -34 48.4 72.6
2017-03-22 54.4 43.3 6.9 -26.5 47 69.8
2017-03-23 55.7 41.7 6.7 -26.2 46.7 78.8
2017-03-24 54.1 69.8 6.4 -25.7 45 76.7
2017-03-27 52.5 67.7 5.3 -24.2 42.8 73.5
2017-03-28 53.1 66.5 4.9 -24.1 41.8 72
2017-03-29 52.5 68.2 4.3 -24.2 40.8 70.7
2017-03-30 51.6 63.6 3.5 -24.1 36.5 69.5
2017-03-31 48 54.1 3.8 -11.2 34.4 60.8
2017-04-03 44.5 47.7 -4.7 -17 31.3 53
2017-04-04 43.7 47 -4.7 -16.9 27.9 51.1
2017-04-05 45.7 37.6 -4.6 -16.8 30.2 55.9

##            CITI.Macro CITI.Short.Term
## 2017-03-08      0.103           0.351
## 2017-03-09      0.133           0.461
## 2017-03-10      0.085           0.345
## 2017-03-13      0.067           0.270
## 2017-03-14      0.130           0.492
## 2017-03-15      0.137           0.435
## 2017-03-16      0.089           0.246
## 2017-03-17      0.095           0.247
## 2017-03-20      0.117           0.369
## 2017-03-21      0.175           0.580
## 2017-03-22      0.173           0.626
## 2017-03-23      0.176           0.575
## 2017-03-24      0.155           0.464
## 2017-03-27      0.187           0.615
## 2017-03-28      0.088           0.350
## 2017-03-29      0.103           0.489
## 2017-03-30      0.101           0.412
## 2017-03-31      0.166           0.611
## 2017-04-03      0.159           0.570
## 2017-04-04      0.140           0.519

Fin. Condition

##            Fin..Condition..US. Fin..Condition..EU.
## 2017-03-09               0.404              -0.050
## 2017-03-10               0.424              -0.061
## 2017-03-13               0.445              -0.092
## 2017-03-14               0.393              -0.102
## 2017-03-15               0.328              -0.099
## 2017-03-16               0.377               0.019
## 2017-03-17               0.364               0.085
## 2017-03-20               0.336               0.039
## 2017-03-21               0.274               0.047
## 2017-03-22               0.257              -0.081
## 2017-03-23               0.246              -0.059
## 2017-03-24               0.253              -0.146
## 2017-03-27               0.259              -0.125
## 2017-03-28               0.337              -0.129
## 2017-03-29               0.330              -0.129
## 2017-03-30               0.360              -0.122
## 2017-03-31               0.295              -0.123
## 2017-04-03               0.272              -0.061
## 2017-04-04               0.305              -0.130
## 2017-04-05               0.271              -0.138
##            Fin..Condition..Asia.Ex.JP.
## 2017-03-09                      -0.180
## 2017-03-10                      -0.191
## 2017-03-13                      -0.225
## 2017-03-14                      -0.173
## 2017-03-15                      -0.174
## 2017-03-16                      -0.246
## 2017-03-17                      -0.209
## 2017-03-20                      -0.166
## 2017-03-21                      -0.245
## 2017-03-22                      -0.216
## 2017-03-23                      -0.157
## 2017-03-24                      -0.139
## 2017-03-27                      -0.092
## 2017-03-28                      -0.060
## 2017-03-29                      -0.112
## 2017-03-30                      -0.118
## 2017-03-31                      -0.162
## 2017-04-03                      -0.120
## 2017-04-04                      -0.110
## 2017-04-05                      -0.106

Fin. Stress

##            SL.Financial.Stress.Index CL.Financial.Stress.Index
## 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
## 2017-02-24                    -1.293                  1.472577
## 2017-03-03                    -1.335                  1.472577
## 2017-03-10                    -1.360                  1.472577
## 2017-03-17                    -1.329                  1.472577
## 2017-03-24                    -1.320                  1.472577

Credit

National CDS

##            Italy.CDS Spain.CDS Portugal.CDS
## 2017-03-09   168.806    69.371      270.999
## 2017-03-10   168.240    68.764      270.999
## 2017-03-13   187.490    68.988      261.876
## 2017-03-14   190.338    70.799      261.144
## 2017-03-15   184.797    76.225      257.565
## 2017-03-16   181.264    72.821      253.735
## 2017-03-17   183.092    74.202      252.066
## 2017-03-20   194.023    78.359      242.739
## 2017-03-21   190.429    76.375      240.921
## 2017-03-22   189.612    75.741      235.978
## 2017-03-23   188.509    75.329      233.283
## 2017-03-24   182.069    73.876      231.049
## 2017-03-27   180.385    74.347      230.712
## 2017-03-28   173.388    72.330      227.628
## 2017-03-29   168.680    73.748      236.803
## 2017-03-30   169.461    77.103      237.777
## 2017-03-31   170.087    77.956      238.703
## 2017-04-03   174.856    81.148      240.739
## 2017-04-04   174.142    79.417      239.829
## 2017-04-05   176.490    81.000      246.290
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

Corp CDS

##            Credit.Suisse.CDS  DB.CDS BBVA.CDS BNP.Pariba.CDS SG.CDS VW.CDS
## 2017-03-09           107.804 127.133  114.376         86.103 85.443 92.958
## 2017-03-10           105.452 123.465  113.586         83.285 83.131 93.186
## 2017-03-13           106.168 120.748  114.525         84.549 84.322 93.252
## 2017-03-14           106.960 125.102  115.875         85.405 85.702 94.118
## 2017-03-15           106.739 124.890  116.280         84.998 85.343 92.963
## 2017-03-16           104.673 122.687  115.240         82.469 82.767 91.097
## 2017-03-17           104.514 122.966  115.479         82.228 82.777 91.025
## 2017-03-20           110.284 129.844  123.387         90.662 90.583 98.634
## 2017-03-21           107.149 128.223  120.709         90.380 90.305 97.803
## 2017-03-22           109.209 130.444  121.912         92.427 92.305 98.663
## 2017-03-23           103.739 129.070  120.258         90.325 90.206 97.358
## 2017-03-24           103.348 127.332  119.628         86.059 86.609 95.892
## 2017-03-27           101.901 127.353  118.111         86.031 86.078 96.004
## 2017-03-28           101.930 125.846  116.091         83.449 83.483 96.215
## 2017-03-29           100.954 124.748  114.621         83.461 84.518 95.924
## 2017-03-30           101.682 127.394  115.992         87.564 87.480 96.318
## 2017-03-31           102.618 127.359  115.916         89.359 89.724 96.429
## 2017-04-03           103.945 129.719  114.659         91.248 92.121 97.045
## 2017-04-04           104.490 128.713  114.294         91.568 92.692 97.250
## 2017-04-05           102.359 125.915  111.167         89.546 89.911 97.210
##            HSBC.CDS SC.CDS BARX.CDS UniCredit.CDS Banco.Popolare.CDS
## 2017-03-09   58.742 80.874   69.550       170.080            211.263
## 2017-03-10   57.743 78.268   68.459       167.350            211.348
## 2017-03-13   57.685 77.494   69.287       169.446            210.516
## 2017-03-14   60.905 79.489   73.389       170.878            212.093
## 2017-03-15   59.966 78.502   72.433       169.605            212.525
## 2017-03-16   57.471 75.781   69.501       165.581            212.167
## 2017-03-17   57.968 74.876   69.666       165.325            212.963
## 2017-03-20   63.010 80.369   75.314       172.829            213.570
## 2017-03-21   62.171 78.979   74.045       167.704            216.422
## 2017-03-22   63.289 79.372   75.279       169.856            215.991
## 2017-03-23   62.269 78.464   74.605       166.738            217.363
## 2017-03-24   62.399 79.182   74.883       165.054            217.024
## 2017-03-27   62.745 79.000   75.495       163.890            221.816
## 2017-03-28   62.006 77.263   75.116       160.221            222.952
## 2017-03-29   62.069 76.779   74.756       158.829            222.080
## 2017-03-30   62.572 78.875   76.773       161.794            221.572
## 2017-03-31   63.209 79.792   77.189       163.925            221.574
## 2017-04-03   65.050 81.078   79.764       167.353            217.943
## 2017-04-04   65.794 80.479   80.329       170.098            219.370
## 2017-04-05   64.228 77.731   78.481       167.452            218.910
##            Intesa.Sanpaolo.CDS
## 2017-03-09             141.403
## 2017-03-10             137.747
## 2017-03-13             140.992
## 2017-03-14             143.453
## 2017-03-15             141.853
## 2017-03-16             138.069
## 2017-03-17             137.822
## 2017-03-20             147.135
## 2017-03-21             143.285
## 2017-03-22             144.630
## 2017-03-23             143.136
## 2017-03-24             142.459
## 2017-03-27             142.234
## 2017-03-28             138.756
## 2017-03-29             138.712
## 2017-03-30             142.354
## 2017-03-31             143.916
## 2017-04-03             147.257
## 2017-04-04             148.989
## 2017-04-05             147.553
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

TED

##            TED Spread
## 2017-03-08      39.29
## 2017-03-09      39.85
## 2017-03-10      37.98
## 2017-03-13      35.91
## 2017-03-14      36.02
## 2017-03-15      42.70
## 2017-03-16      42.05
## 2017-03-17      42.56
## 2017-03-20      40.96
## 2017-03-21      40.96
## 2017-03-22      38.99
## 2017-03-23      39.11
## 2017-03-24      39.11
## 2017-03-27      41.04
## 2017-03-28      37.48
## 2017-03-29      38.02
## 2017-03-30      38.50
## 2017-03-31      39.60
## 2017-04-03      36.73
## 2017-04-04      36.25
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

EMBI

EMBI Spread Bloomberg USD High Yield Corporate Bond Index High Yield Corp Bond Index Spread
2017-03-09 332.39 173.08 394.84
2017-03-10 332.05 173.17 395.23
2017-03-13 329.91 172.92 400.73
2017-03-14 337.27 172.29 409.8
2017-03-15 338.53 172.78 409.62
2017-03-16 329.52 173.54 398.95
2017-03-17 328.63 173.58 403.39
2017-03-20 329.21 173.56 409.73
2017-03-21 330.54 173.32 416.29
2017-03-22 333.87 172.9 426.28
2017-03-23 330.4 173.1 424.41
2017-03-24 329.07 173.35 426.01
2017-03-27 330.03 173.35 435.13
2017-03-28 324.04 173.68 424.28
2017-03-29 328.66 174.16 418.14
2017-03-30 325.23 174.67 413.54
2017-03-31 331.48 174.78 414.87
2017-04-03 334.78 174.85 396.47
2017-04-04 333.88 174.87 395.76
2017-04-05 332.2 174.87 390.82
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

Basis Swap

EURUSD 3M Basis Swap EURUSD 1Y Basis Swap EURUSD 3Y Basis Swap EURUSD 5Y Basis Swap EURUSD 10Y Basis Swap
2017-03-09 -22.87 -34.44 -35.75 -35.25 -32.12
2017-03-10 -19.75 -31.31 -33.62 -33.25 -30.38
2017-03-13 -21.14 -30.25 -32.38 -32.75 -30.38
2017-03-14 -25.89 -33.56 -34.88 -35.62 -32.75
2017-03-15 -26.12 -35.25 -37.5 -37.12 -34.88
2017-03-16 -26.32 -34.88 -36.88 -36.88 -34.88
2017-03-17 -29.11 -35.62 -37.5 -37.38 -34.75
2017-03-20 -29.02 -35.88 -36.69 -37.75 -35
2017-03-21 -26.41 -34.38 -37.12 -37.38 -35
2017-03-22 -27.33 -33.5 -36.5 -37 -34.25
2017-03-23 -27.6 -32.75 -35.75 -36.38 -33.88
2017-03-24 -24.64 -30.75 -34.75 -35.75 -33.12
2017-03-27 -20.67 -27.06 -32.25 -33.75 -31.5
2017-03-28 -21.99 -26.38 -31.62 -33.5 -31.25
2017-03-29 -22.96 -26.94 -31.38 -33.25 -30.88
2017-03-30 -24.32 -27.12 -31.75 -34 -31.5
2017-03-31 -25.99 -28.19 -32 -34 -31.62
2017-04-03 -24.93 -29 -32.12 -33.88 -31.25
2017-04-04 -24.12 -28.62 -31.69 -32.38 -29.5
2017-04-05 -22.3 -27.5 -30.5 -31.75 -29
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

JPYUSD 3M Basis Swap JPYUSD 1Y Basis Swap JPYUSD 3Y Basis Swap JPYUSD 5Y Basis Swap JPYUSD 10Y Basis Swap
2017-03-08 -43.75 -60 -72 -78.06 -76.76
2017-03-09 -44 -59.25 -72.5 -79.56 -76.75
2017-03-10 -44.25 -59.75 -72.12 -77.38 -74.88
2017-03-13 -39 -57.75 -70.75 -77.12 -74.25
2017-03-14 -44.75 -59.75 -72.25 -77.5 -75
2017-03-15 -48.25 -61.12 -72.75 -77.5 -73.25
2017-03-16 -41.25 -57.25 -70.38 -75.62 -71.88
2017-03-17 -40.75 -56.88 -69.88 -75.5 -71.5
2017-03-21 -38.5 -56 -68.88 -74.38 -70.5
2017-03-22 -37 -54.5 -68.25 -73.5 -69.75
2017-03-23 -25.75 -49.5 -64.88 -70.62 -67.75
2017-03-24 -32 -50 -64.5 -70.25 -68.88
2017-03-27 -32.38 -48 -63.5 -69.62 -68.88
2017-03-28 -27 -43.5 -59.88 -67 -65.12
2017-03-29 -32 -46.25 -62 -68 -65.88
2017-03-30 -34.75 -48.12 -63.38 -70 -67.38
2017-03-31 -31.5 -45 -61.62 -68.25 -66.38
2017-04-03 -32.75 -46.5 -63.12 -70.12 -68.12
2017-04-04 -29.25 -46.38 -62.88 -70.62 -68.62
2017-04-05 -28 -45.25 -62 -70 -69
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

Inflation Expectation

##            US.Inf.Exp. EU.Inf.Exp. JPY.Inf.Exp.
## 2017-03-09      2.3730      1.7125        0.485
## 2017-03-10      2.3978      1.7190        0.490
## 2017-03-13      2.4600      1.7225        0.490
## 2017-03-14      2.4170      1.7100        0.490
## 2017-03-15      2.4351      1.7000        0.545
## 2017-03-16      2.4940      1.6990        0.490
## 2017-03-17      2.4099      1.6810        0.490
## 2017-03-20      2.5220      1.6760        0.490
## 2017-03-21      2.3710      1.6768        0.490
## 2017-03-22      2.3950      1.6280        0.545
## 2017-03-23      2.3960      1.6200        0.545
## 2017-03-24      2.3915      1.6500        0.490
## 2017-03-27      2.4010      1.6428        0.465
## 2017-03-28      2.4070      1.6238        0.490
## 2017-03-29      2.3680      1.6225        0.545
## 2017-03-30      2.3820      1.6050        0.490
## 2017-03-31      2.3936      1.5597        0.450
## 2017-04-03      2.4650      1.5752        0.425
## 2017-04-04      2.4030      1.5752        0.440
## 2017-04-05      2.4810      1.5975        0.450
## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

## Warning in grid.Call.graphics(L_text, as.graphicsAnnot(x$label), x$x, x
## $y, : 윈도우즈 폰트데이터베이스에서 찾을 수 없는 폰트페밀리입니다

Parameters

Quanto (Daily)

##            HSCEI/USDKRW Stoxx/EURKRW Tesla/USDKRW Nikkei/JPYKRW
## 2017-02-17      -0.0087      -0.0055       0.0023       -0.0174
## 2017-02-21      -0.0087      -0.0049       0.0023       -0.0174
## 2017-02-23      -0.0087      -0.0049       0.0012       -0.0177
## 2017-02-24      -0.0076      -0.0049       0.0012       -0.0177
## 2017-02-28      -0.0076      -0.0021       0.0012       -0.0177
## 2017-03-02      -0.0076      -0.0021       0.0007       -0.0150
## 2017-03-03      -0.0071      -0.0021       0.0007       -0.0150
## 2017-03-07      -0.0071      -0.0011       0.0007       -0.0150
## 2017-03-09      -0.0071      -0.0011       0.0009       -0.0149
## 2017-03-10      -0.0063      -0.0011       0.0009       -0.0149
## 2017-03-14      -0.0063      -0.0013       0.0009       -0.0149
## 2017-03-16      -0.0063      -0.0013      -0.0035       -0.0150
## 2017-03-17      -0.0081      -0.0013      -0.0035       -0.0150
## 2017-03-21      -0.0081      -0.0017      -0.0035       -0.0150
## 2017-03-23      -0.0081      -0.0017      -0.0023       -0.0159
## 2017-03-24      -0.0092      -0.0017      -0.0023       -0.0159
## 2017-03-28      -0.0092      -0.0014      -0.0023       -0.0159
## 2017-03-30      -0.0092      -0.0014      -0.0021       -0.0145
## 2017-03-31      -0.0080      -0.0014      -0.0021       -0.0145
## 2017-04-04      -0.0080      -0.0013      -0.0021       -0.0145

Quanto (Weekly)

HSCEI.USDKRW Stoxx.EURKRW SPX.USDKRW Nikkei.JPYKRW
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
2017-03-02 -0.86 -0.51 -0.08 -1.46
2017-03-09 -0.84 -0.35 -0.06 -1.44
2017-03-16 -0.98 -0.37 -0.09 -1.46
2017-03-23 -0.99 -0.39 -0.06 -1.55
2017-03-30 -0.84 -0.34 0.01 -1.44

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
2017-02-23 0.58 0.26 0.04 0.31 0.58 0.11 0.51 0.01 0.42 0.25 0.61 0.41
2017-02-24 0.61 0.27 0.05 0.3 0.58 0.04 0.52 0 0.42 0.27 0.64 0.41
2017-02-27 0.55 0.23 0.15 0.26 0.65 0.14 0.51 0.04 0.4 0.22 0.59 0.39
2017-02-28 0.56 0.22 0.14 0.27 0.63 0.16 0.51 0.05 0.41 0.22 0.59 0.39
2017-03-01 0.56 0.2 0.13 0.26 0.65 0.15 0.5 0.07 0.4 0.21 0.59 0.39
2017-03-02 0.55 0.2 0.13 0.26 0.66 0.14 0.51 0.08 0.41 0.21 0.58 0.4
2017-03-03 0.56 0.2 0.13 0.25 0.66 0.14 0.51 0.08 0.41 0.21 0.58 0.4
2017-03-06 0.55 0.18 0.13 0.24 0.66 0.14 0.51 0.09 0.41 0.2 0.58 0.4
2017-03-07 0.55 0.18 0.13 0.24 0.66 0.14 0.51 0.09 0.41 0.2 0.58 0.4
2017-03-08 0.55 0.18 0.11 0.23 0.66 0.12 0.51 0.07 0.4 0.19 0.58 0.39
2017-03-09 0.55 0.16 0.1 0.21 0.66 0.11 0.51 0.07 0.39 0.18 0.58 0.39
2017-03-10 0.55 0.15 0.09 0.21 0.66 0.12 0.51 0.07 0.39 0.17 0.58 0.39
2017-03-13 0.56 0.11 0.06 0.2 0.65 0.11 0.5 0.05 0.37 0.13 0.59 0.37
2017-03-14 0.55 0.11 0.05 0.2 0.66 0.09 0.49 0.05 0.37 0.14 0.58 0.37
2017-03-15 0.55 0.11 0.04 0.2 0.65 0.09 0.49 0.05 0.37 0.14 0.58 0.38
2017-03-16 0.56 0.13 0.05 0.21 0.65 0.11 0.48 0.07 0.35 0.16 0.58 0.36
2017-03-17 0.54 0.14 0.08 0.22 0.65 0.13 0.46 0.09 0.33 0.17 0.57 0.34
2017-03-20 0.54 0.14 0.08 0.23 0.65 0.13 0.46 0.1 0.33 0.17 0.57 0.33
2017-03-21 0.53 0.14 0.08 0.21 0.66 0.1 0.45 0.11 0.32 0.16 0.56 0.33
2017-03-22 0.54 0.14 0.07 0.21 0.67 0.1 0.46 0.11 0.35 0.17 0.57 0.35
2017-03-23 0.53 0.15 0.07 0.21 0.66 0.1 0.46 0.11 0.34 0.17 0.57 0.34
2017-03-24 0.53 0.15 0.07 0.21 0.66 0.1 0.45 0.1 0.34 0.17 0.56 0.34
2017-03-27 0.54 0.15 0.07 0.21 0.66 0.1 0.46 0.11 0.35 0.17 0.57 0.35
2017-03-28 0.53 0.15 0.05 0.2 0.66 0.05 0.49 0.14 0.37 0.17 0.55 0.37
2017-03-29 0.53 0.14 0.05 0.2 0.66 0.05 0.49 0.14 0.36 0.16 0.56 0.37
2017-03-30 0.52 0.12 0.03 0.19 0.66 0.04 0.49 0.13 0.36 0.13 0.54 0.37
2017-03-31 0.52 0.09 0.04 0.17 0.67 0.04 0.49 0.14 0.36 0.11 0.54 0.37
2017-04-03 0.53 0.08 0.03 0.17 0.67 0.05 0.49 0.14 0.36 0.09 0.55 0.38
2017-04-04 0.52 0.05 0.02 0.16 0.67 0.04 0.5 0.14 0.37 0.06 0.55 0.38
2017-04-05 0.52 0.05 0.01 0.16 0.67 0.04 0.5 0.13 0.37 0.06 0.55 0.38

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
2016-09-08 0.93 0.8 0.84 0.71 0.85 0.79 0.72 0.78 0.73 0.82 0.9 0.74
2016-09-15 0.93 0.81 0.85 0.71 0.86 0.81 0.72 0.8 0.76 0.83 0.88 0.76
2016-09-22 0.92 0.8 0.85 0.7 0.86 0.81 0.72 0.8 0.75 0.82 0.86 0.75
2016-09-29 0.9 0.78 0.83 0.65 0.84 0.76 0.68 0.77 0.7 0.79 0.84 0.71
2016-10-06 0.9 0.79 0.83 0.66 0.85 0.76 0.69 0.78 0.71 0.8 0.84 0.71
2016-10-13 0.91 0.78 0.84 0.65 0.84 0.77 0.65 0.76 0.69 0.78 0.86 0.69
2016-10-20 0.92 0.75 0.83 0.66 0.83 0.75 0.65 0.74 0.67 0.75 0.87 0.67
2016-10-27 0.92 0.76 0.87 0.65 0.83 0.77 0.67 0.74 0.73 0.76 0.88 0.75
2016-11-03 0.92 0.77 0.85 0.67 0.85 0.76 0.68 0.73 0.75 0.77 0.89 0.75
2016-11-10 0.93 0.75 0.72 0.69 0.77 0.72 0.68 0.69 0.75 0.75 0.9 0.76
2016-11-17 0.93 0.77 0.68 0.7 0.77 0.67 0.64 0.71 0.72 0.75 0.9 0.71
2016-11-24 0.91 0.78 0.68 0.75 0.78 0.68 0.66 0.71 0.74 0.77 0.91 0.72
2016-12-01 0.9 0.73 0.62 0.7 0.75 0.62 0.56 0.68 0.64 0.73 0.89 0.62
2016-12-08 0.83 0.64 0.55 0.74 0.79 0.65 0.52 0.64 0.6 0.62 0.82 0.56
2016-12-15 0.79 0.57 0.48 0.74 0.81 0.63 0.49 0.64 0.5 0.56 0.78 0.46
2016-12-22 0.77 0.54 0.48 0.77 0.83 0.63 0.51 0.65 0.47 0.55 0.77 0.46
2016-12-29 0.74 0.45 0.37 0.77 0.79 0.61 0.48 0.55 0.33 0.45 0.74 0.28
2017-01-05 0.73 0.46 0.39 0.77 0.79 0.62 0.5 0.57 0.35 0.47 0.74 0.28
2017-01-12 0.72 0.45 0.39 0.68 0.79 0.57 0.38 0.58 0.33 0.44 0.74 0.25
2017-01-19 0.7 0.44 0.38 0.67 0.78 0.57 0.36 0.58 0.31 0.42 0.71 0.21
2017-01-26 0.67 0.37 0.36 0.64 0.79 0.57 0.32 0.58 0.24 0.35 0.68 0.15
2017-02-02 0.68 0.44 0.38 0.67 0.8 0.58 0.36 0.6 0.33 0.42 0.69 0.23
2017-02-09 0.62 0.43 0.39 0.67 0.8 0.56 0.36 0.59 0.3 0.42 0.67 0.22
2017-02-16 0.62 0.43 0.43 0.68 0.8 0.55 0.39 0.63 0.33 0.42 0.68 0.23
2017-02-23 0.59 0.4 0.45 0.66 0.81 0.56 0.39 0.63 0.36 0.39 0.65 0.26
2017-03-02 0.51 0.26 0.35 0.57 0.79 0.49 0.22 0.57 0.22 0.28 0.61 0.15
2017-03-09 0.48 0.2 0.34 0.53 0.76 0.48 0.17 0.58 0.2 0.24 0.59 0.13
2017-03-16 0.55 0.19 0.33 0.55 0.74 0.5 0.22 0.56 0.21 0.25 0.65 0.16
2017-03-23 0.55 0.18 0.33 0.54 0.72 0.44 0.16 0.61 0.2 0.24 0.65 0.14
2017-03-30 0.47 0.09 0.23 0.49 0.69 0.36 0.12 0.59 0.17 0.15 0.57 0.08

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
2017-02-23 0.59 0.4 0.45 0.66 0.81 0.56 0.39 0.63 0.36 0.39 0.65 0.26 -0.51 -0.17 -0.23 -0.12 -0.25 0.24 0.16 -0.12 -0.38 -0.42 0.07
2017-02-24 0.59 0.4 0.45 0.66 0.81 0.56 0.39 0.63 0.36 0.39 0.65 0.26 -0.51 -0.15 -0.24 -0.1 -0.25 0.24 0.17 -0.15 -0.35 -0.41 0.08
2017-02-27 0.59 0.4 0.45 0.66 0.81 0.56 0.39 0.63 0.36 0.39 0.65 0.26 -0.47 -0.13 -0.24 -0.16 -0.22 0.22 0.17 -0.16 -0.31 -0.36 0.07
2017-02-28 0.59 0.4 0.45 0.66 0.81 0.56 0.39 0.63 0.36 0.39 0.65 0.26 -0.47 -0.13 -0.24 -0.14 -0.22 0.22 0.17 -0.17 -0.32 -0.35 0.07
2017-03-01 0.59 0.4 0.45 0.66 0.81 0.56 0.39 0.63 0.36 0.39 0.65 0.26 -0.46 -0.11 -0.24 -0.09 -0.22 0.23 0.18 -0.17 -0.31 -0.35 0.06
2017-03-02 0.51 0.26 0.35 0.57 0.79 0.49 0.22 0.57 0.22 0.28 0.61 0.15 -0.46 -0.11 -0.24 -0.09 -0.21 0.23 0.18 -0.17 -0.31 -0.35 0.06
2017-03-03 0.51 0.26 0.35 0.57 0.79 0.49 0.22 0.57 0.22 0.28 0.61 0.15 -0.47 -0.11 -0.25 -0.09 -0.22 0.23 0.18 -0.18 -0.34 -0.36 0.05
2017-03-06 0.51 0.26 0.35 0.57 0.79 0.49 0.22 0.57 0.22 0.28 0.61 0.15 -0.47 -0.11 -0.26 -0.1 -0.22 0.23 0.19 -0.17 -0.33 -0.36 0.06
2017-03-07 0.51 0.26 0.35 0.57 0.79 0.49 0.22 0.57 0.22 0.28 0.61 0.15 -0.47 -0.1 -0.26 -0.08 -0.21 0.23 0.19 -0.17 -0.34 -0.37 0.06
2017-03-08 0.51 0.26 0.35 0.57 0.79 0.49 0.22 0.57 0.22 0.28 0.61 0.15 -0.47 -0.1 -0.26 -0.08 -0.24 0.26 0.2 -0.19 -0.34 -0.39 0.06
2017-03-09 0.48 0.2 0.34 0.53 0.76 0.48 0.17 0.58 0.2 0.24 0.59 0.13 -0.49 -0.06 -0.28 -0.06 -0.25 0.27 0.21 -0.19 -0.33 -0.38 0.06
2017-03-10 0.48 0.2 0.34 0.53 0.76 0.48 0.17 0.58 0.2 0.24 0.59 0.13 -0.49 -0.06 -0.27 -0.06 -0.26 0.26 0.21 -0.18 -0.33 -0.38 0.06
2017-03-13 0.48 0.2 0.34 0.53 0.76 0.48 0.17 0.58 0.2 0.24 0.59 0.13 -0.5 -0.04 -0.26 -0.05 -0.25 0.25 0.22 -0.17 -0.35 -0.38 0.06
2017-03-14 0.48 0.2 0.34 0.53 0.76 0.48 0.17 0.58 0.2 0.24 0.59 0.13 -0.49 -0.04 -0.26 -0.04 -0.25 0.25 0.22 -0.16 -0.33 -0.36 0.06
2017-03-15 0.48 0.2 0.34 0.53 0.76 0.48 0.17 0.58 0.2 0.24 0.59 0.13 -0.49 -0.03 -0.25 -0.05 -0.25 0.26 0.22 -0.12 -0.33 -0.36 0.07
2017-03-16 0.55 0.19 0.33 0.55 0.74 0.5 0.22 0.56 0.21 0.25 0.65 0.16 -0.51 -0.03 -0.24 -0.04 -0.25 0.26 0.2 -0.12 -0.34 -0.36 0.05
2017-03-17 0.55 0.19 0.33 0.55 0.74 0.5 0.22 0.56 0.21 0.25 0.65 0.16 -0.51 -0.03 -0.24 -0.04 -0.25 0.26 0.2 -0.12 -0.34 -0.36 0.05
2017-03-20 0.55 0.19 0.33 0.55 0.74 0.5 0.22 0.56 0.21 0.25 0.65 0.16 -0.52 -0.02 -0.24 -0.03 -0.25 0.26 0.2 -0.13 -0.33 -0.35 0.05
2017-03-21 0.55 0.19 0.33 0.55 0.74 0.5 0.22 0.56 0.21 0.25 0.65 0.16 -0.52 -0.02 -0.25 -0.02 -0.25 0.26 0.21 -0.15 -0.33 -0.32 0.04
2017-03-22 0.55 0.19 0.33 0.55 0.74 0.5 0.22 0.56 0.21 0.25 0.65 0.16 -0.53 -0.02 -0.25 -0.03 -0.25 0.27 0.21 -0.16 -0.33 -0.32 0.05
2017-03-23 0.55 0.18 0.33 0.54 0.72 0.44 0.16 0.61 0.2 0.24 0.65 0.14 -0.53 -0.03 -0.25 -0.03 -0.25 0.27 0.21 -0.16 -0.33 -0.32 0.05
2017-03-24 0.55 0.18 0.33 0.54 0.72 0.44 0.16 0.61 0.2 0.24 0.65 0.14 -0.53 -0.03 -0.24 -0.02 -0.25 0.27 0.21 -0.15 -0.33 -0.31 0.05
2017-03-27 0.55 0.18 0.33 0.54 0.72 0.44 0.16 0.61 0.2 0.24 0.65 0.14 -0.51 -0.03 -0.24 -0.01 -0.26 0.28 0.19 -0.15 -0.31 -0.31 0
2017-03-28 0.55 0.18 0.33 0.54 0.72 0.44 0.16 0.61 0.2 0.24 0.65 0.14 -0.5 -0.02 -0.26 0.03 -0.27 0.28 0.2 -0.2 -0.28 -0.29 -0.01
2017-03-29 0.55 0.18 0.33 0.54 0.72 0.44 0.16 0.61 0.2 0.24 0.65 0.14 -0.5 -0.03 -0.26 0.03 -0.27 0.29 0.2 -0.2 -0.28 -0.29 -0.01
2017-03-30 0.47 0.09 0.23 0.49 0.69 0.36 0.12 0.59 0.17 0.15 0.57 0.08 -0.48 -0.01 -0.25 0.04 -0.27 0.28 0.21 -0.2 -0.27 -0.27 -0.01
2017-03-31 0.47 0.09 0.23 0.49 0.69 0.36 0.12 0.59 0.17 0.15 0.57 0.08 -0.48 -0.01 -0.23 0.04 -0.27 0.28 0.21 -0.2 -0.27 -0.27 -0.01
2017-04-03 0.47 0.09 0.23 0.49 0.69 0.36 0.12 0.59 0.17 0.15 0.57 0.08 -0.48 0 -0.23 0.05 -0.27 0.28 0.22 -0.2 -0.27 -0.27 0
2017-04-04 0.47 0.09 0.23 0.49 0.69 0.36 0.12 0.59 0.17 0.15 0.57 0.08 -0.47 0.01 -0.23 0.06 -0.28 0.28 0.22 -0.19 -0.27 -0.27 -0.01
2017-04-05 0.47 0.09 0.23 0.49 0.69 0.36 0.12 0.59 0.17 0.15 0.57 0.08 -0.48 0.01 -0.23 0.06 -0.28 0.28 0.21 -0.19 -0.27 -0.27 0

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
2017-02-23 0.59 0.4 0.45 0.66 0.81 0.56 0.39 0.63 0.36 0.39 0.65 0.26 -0.51 -0.17 -0.23 -0.12 -0.25 0.24 0.16 -0.12 -0.38 -0.42 0.07 -0.51 -0.23 -0.23 -0.41 -0.19 0.44 0.08 -0.26 -0.47 -0.3 0.3
2017-02-24 0.59 0.4 0.45 0.66 0.81 0.56 0.39 0.63 0.36 0.39 0.65 0.26 -0.51 -0.15 -0.24 -0.1 -0.25 0.24 0.17 -0.15 -0.35 -0.41 0.08 -0.51 -0.23 -0.23 -0.41 -0.19 0.44 0.08 -0.26 -0.47 -0.3 0.3
2017-02-27 0.59 0.4 0.45 0.66 0.81 0.56 0.39 0.63 0.36 0.39 0.65 0.26 -0.47 -0.13 -0.24 -0.16 -0.22 0.22 0.17 -0.16 -0.31 -0.36 0.07 -0.51 -0.23 -0.23 -0.41 -0.19 0.44 0.08 -0.26 -0.47 -0.3 0.3
2017-02-28 0.59 0.4 0.45 0.66 0.81 0.56 0.39 0.63 0.36 0.39 0.65 0.26 -0.47 -0.13 -0.24 -0.14 -0.22 0.22 0.17 -0.17 -0.32 -0.35 0.07 -0.51 -0.23 -0.23 -0.41 -0.19 0.44 0.08 -0.26 -0.47 -0.3 0.3
2017-03-01 0.59 0.4 0.45 0.66 0.81 0.56 0.39 0.63 0.36 0.39 0.65 0.26 -0.46 -0.11 -0.24 -0.09 -0.22 0.23 0.18 -0.17 -0.31 -0.35 0.06 -0.35 -0.01 -0.22 -0.2 -0.12 0.46 0.1 -0.26 -0.24 -0.11 0.36
2017-03-02 0.51 0.26 0.35 0.57 0.79 0.49 0.22 0.57 0.22 0.28 0.61 0.15 -0.46 -0.11 -0.24 -0.09 -0.21 0.23 0.18 -0.17 -0.31 -0.35 0.06 -0.35 -0.01 -0.22 -0.2 -0.12 0.46 0.1 -0.26 -0.24 -0.11 0.36
2017-03-03 0.51 0.26 0.35 0.57 0.79 0.49 0.22 0.57 0.22 0.28 0.61 0.15 -0.47 -0.11 -0.25 -0.09 -0.22 0.23 0.18 -0.18 -0.34 -0.36 0.05 -0.35 -0.01 -0.22 -0.2 -0.12 0.46 0.1 -0.26 -0.24 -0.11 0.36
2017-03-06 0.51 0.26 0.35 0.57 0.79 0.49 0.22 0.57 0.22 0.28 0.61 0.15 -0.47 -0.11 -0.26 -0.1 -0.22 0.23 0.19 -0.17 -0.33 -0.36 0.06 -0.35 -0.01 -0.22 -0.2 -0.12 0.46 0.1 -0.26 -0.24 -0.11 0.36
2017-03-07 0.51 0.26 0.35 0.57 0.79 0.49 0.22 0.57 0.22 0.28 0.61 0.15 -0.47 -0.1 -0.26 -0.08 -0.21 0.23 0.19 -0.17 -0.34 -0.37 0.06 -0.35 -0.01 -0.22 -0.2 -0.12 0.46 0.1 -0.26 -0.24 -0.11 0.36
2017-03-08 0.51 0.26 0.35 0.57 0.79 0.49 0.22 0.57 0.22 0.28 0.61 0.15 -0.47 -0.1 -0.26 -0.08 -0.24 0.26 0.2 -0.19 -0.34 -0.39 0.06 -0.34 -0.02 -0.22 -0.18 -0.15 0.49 0.09 -0.25 -0.22 -0.19 0.35
2017-03-09 0.48 0.2 0.34 0.53 0.76 0.48 0.17 0.58 0.2 0.24 0.59 0.13 -0.49 -0.06 -0.28 -0.06 -0.25 0.27 0.21 -0.19 -0.33 -0.38 0.06 -0.34 -0.02 -0.22 -0.18 -0.15 0.49 0.09 -0.25 -0.22 -0.19 0.35
2017-03-10 0.48 0.2 0.34 0.53 0.76 0.48 0.17 0.58 0.2 0.24 0.59 0.13 -0.49 -0.06 -0.27 -0.06 -0.26 0.26 0.21 -0.18 -0.33 -0.38 0.06 -0.34 -0.02 -0.22 -0.18 -0.15 0.49 0.09 -0.25 -0.22 -0.19 0.35
2017-03-13 0.48 0.2 0.34 0.53 0.76 0.48 0.17 0.58 0.2 0.24 0.59 0.13 -0.5 -0.04 -0.26 -0.05 -0.25 0.25 0.22 -0.17 -0.35 -0.38 0.06 -0.34 -0.02 -0.22 -0.18 -0.15 0.49 0.09 -0.25 -0.22 -0.19 0.35
2017-03-14 0.48 0.2 0.34 0.53 0.76 0.48 0.17 0.58 0.2 0.24 0.59 0.13 -0.49 -0.04 -0.26 -0.04 -0.25 0.25 0.22 -0.16 -0.33 -0.36 0.06 -0.34 -0.02 -0.22 -0.18 -0.15 0.49 0.09 -0.25 -0.22 -0.19 0.35
2017-03-15 0.48 0.2 0.34 0.53 0.76 0.48 0.17 0.58 0.2 0.24 0.59 0.13 -0.49 -0.03 -0.25 -0.05 -0.25 0.26 0.22 -0.12 -0.33 -0.36 0.07 -0.45 -0.03 -0.2 -0.2 -0.23 0.48 0.09 -0.19 -0.22 -0.19 0.36
2017-03-16 0.55 0.19 0.33 0.55 0.74 0.5 0.22 0.56 0.21 0.25 0.65 0.16 -0.51 -0.03 -0.24 -0.04 -0.25 0.26 0.2 -0.12 -0.34 -0.36 0.05 -0.45 -0.03 -0.2 -0.2 -0.23 0.48 0.09 -0.19 -0.22 -0.19 0.36
2017-03-17 0.55 0.19 0.33 0.55 0.74 0.5 0.22 0.56 0.21 0.25 0.65 0.16 -0.51 -0.03 -0.24 -0.04 -0.25 0.26 0.2 -0.12 -0.34 -0.36 0.05 -0.45 -0.03 -0.2 -0.2 -0.23 0.48 0.09 -0.19 -0.22 -0.19 0.36
2017-03-20 0.55 0.19 0.33 0.55 0.74 0.5 0.22 0.56 0.21 0.25 0.65 0.16 -0.52 -0.02 -0.24 -0.03 -0.25 0.26 0.2 -0.13 -0.33 -0.35 0.05 -0.45 -0.03 -0.2 -0.2 -0.23 0.48 0.09 -0.19 -0.22 -0.19 0.36
2017-03-21 0.55 0.19 0.33 0.55 0.74 0.5 0.22 0.56 0.21 0.25 0.65 0.16 -0.52 -0.02 -0.25 -0.02 -0.25 0.26 0.21 -0.15 -0.33 -0.32 0.04 -0.45 -0.03 -0.2 -0.2 -0.23 0.48 0.09 -0.19 -0.22 -0.19 0.36
2017-03-22 0.55 0.19 0.33 0.55 0.74 0.5 0.22 0.56 0.21 0.25 0.65 0.16 -0.53 -0.02 -0.25 -0.03 -0.25 0.27 0.21 -0.16 -0.33 -0.32 0.05 -0.52 -0.06 -0.2 -0.02 -0.24 0.51 0.1 -0.23 -0.3 -0.15 0.36
2017-03-23 0.55 0.18 0.33 0.54 0.72 0.44 0.16 0.61 0.2 0.24 0.65 0.14 -0.53 -0.03 -0.25 -0.03 -0.25 0.27 0.21 -0.16 -0.33 -0.32 0.05 -0.52 -0.06 -0.2 -0.02 -0.24 0.51 0.1 -0.23 -0.3 -0.15 0.36
2017-03-24 0.55 0.18 0.33 0.54 0.72 0.44 0.16 0.61 0.2 0.24 0.65 0.14 -0.53 -0.03 -0.24 -0.02 -0.25 0.27 0.21 -0.15 -0.33 -0.31 0.05 -0.52 -0.06 -0.2 -0.02 -0.24 0.51 0.1 -0.23 -0.3 -0.15 0.36
2017-03-27 0.55 0.18 0.33 0.54 0.72 0.44 0.16 0.61 0.2 0.24 0.65 0.14 -0.51 -0.03 -0.24 -0.01 -0.26 0.28 0.19 -0.15 -0.31 -0.31 0 -0.52 -0.06 -0.2 -0.02 -0.24 0.51 0.1 -0.23 -0.3 -0.15 0.36
2017-03-28 0.55 0.18 0.33 0.54 0.72 0.44 0.16 0.61 0.2 0.24 0.65 0.14 -0.5 -0.02 -0.26 0.03 -0.27 0.28 0.2 -0.2 -0.28 -0.29 -0.01 -0.52 -0.06 -0.2 -0.02 -0.24 0.51 0.1 -0.23 -0.3 -0.15 0.36
2017-03-29 0.55 0.18 0.33 0.54 0.72 0.44 0.16 0.61 0.2 0.24 0.65 0.14 -0.5 -0.03 -0.26 0.03 -0.27 0.29 0.2 -0.2 -0.28 -0.29 -0.01 -0.48 -0.08 -0.27 0.02 -0.24 0.51 0.15 -0.32 -0.24 -0.13 0.32
2017-03-30 0.47 0.09 0.23 0.49 0.69 0.36 0.12 0.59 0.17 0.15 0.57 0.08 -0.48 -0.01 -0.25 0.04 -0.27 0.28 0.21 -0.2 -0.27 -0.27 -0.01 -0.48 -0.08 -0.27 0.02 -0.24 0.51 0.15 -0.32 -0.24 -0.13 0.32
2017-03-31 0.47 0.09 0.23 0.49 0.69 0.36 0.12 0.59 0.17 0.15 0.57 0.08 -0.48 -0.01 -0.23 0.04 -0.27 0.28 0.21 -0.2 -0.27 -0.27 -0.01 -0.48 -0.08 -0.27 0.02 -0.24 0.51 0.15 -0.32 -0.24 -0.13 0.32
2017-04-03 0.47 0.09 0.23 0.49 0.69 0.36 0.12 0.59 0.17 0.15 0.57 0.08 -0.48 0 -0.23 0.05 -0.27 0.28 0.22 -0.2 -0.27 -0.27 0 -0.48 -0.08 -0.27 0.02 -0.24 0.51 0.15 -0.32 -0.24 -0.13 0.32
2017-04-04 0.47 0.09 0.23 0.49 0.69 0.36 0.12 0.59 0.17 0.15 0.57 0.08 -0.47 0.01 -0.23 0.06 -0.28 0.28 0.22 -0.19 -0.27 -0.27 -0.01 -0.48 -0.08 -0.27 0.02 -0.24 0.51 0.15 -0.32 -0.24 -0.13 0.32
2017-04-05 0.47 0.09 0.23 0.49 0.69 0.36 0.12 0.59 0.17 0.15 0.57 0.08 -0.48 0.01 -0.23 0.06 -0.28 0.28 0.21 -0.19 -0.27 -0.27 0 -0.49 -0.06 -0.25 -0.01 -0.28 0.52 0.14 -0.29 -0.26 -0.17 0.31

Index/Cmdty (Daily)

HSCEI.Crude Stoxx.Crude SPX.Crude KOSPI200.Crude
2017-02-23 -0.02 0.22 0.27 0.09
2017-02-24 -0.01 0.21 0.22 0.06
2017-02-27 0 0.21 0.22 0.08
2017-02-28 -0.01 0.2 0.19 0.09
2017-03-01 -0.01 0.18 0.18 0.09
2017-03-02 -0.01 0.18 0.19 0.07
2017-03-03 -0.02 0.17 0.18 0.06
2017-03-06 -0.02 0.17 0.18 0.06
2017-03-07 -0.02 0.17 0.18 0.06
2017-03-08 -0.04 0.16 0.17 0.05
2017-03-09 -0.03 0.14 0.16 0.04
2017-03-10 -0.04 0.12 0.14 0.04
2017-03-13 -0.02 0.16 0.17 0.04
2017-03-14 -0.01 0.16 0.19 0.05
2017-03-15 -0.01 0.15 0.19 0.07
2017-03-16 -0.02 0.15 0.21 0.06
2017-03-17 -0.01 0.15 0.2 0.07
2017-03-20 -0.02 0.15 0.21 0.07
2017-03-21 -0.02 0.16 0.2 0.07
2017-03-22 -0.02 0.16 0.2 0.08
2017-03-23 -0.03 0.16 0.2 0.07
2017-03-24 -0.03 0.15 0.2 0.07
2017-03-27 -0.02 0.14 0.19 0.07
2017-03-28 -0.03 0.14 0.19 0.06
2017-03-29 -0.03 0.14 0.19 0.06
2017-03-30 -0.04 0.14 0.19 0.06
2017-03-31 -0.04 0.15 0.19 0.06
2017-04-03 -0.04 0.15 0.19 0.06
2017-04-04 -0.05 0.15 0.19 0.06
2017-04-05 -0.04 0.15 0.18 0.06

Index/Cmdty (Weekly)

HSCEI.Crude Stoxx.Crude SPX.Crude KOSPI200.Crude
2016-09-14 0.44 0.31 0.3 0.3
2016-09-21 0.42 0.29 0.31 0.28
2016-09-28 0.3 0.21 0.3 0.29
2016-10-05 0.31 0.21 0.26 0.28
2016-10-12 0.32 0.21 0.27 0.27
2016-10-19 0.28 0.16 0.22 0.23
2016-10-26 0.36 0.14 0.21 0.28
2016-11-02 0.43 0.21 0.33 0.35
2016-11-09 0.42 0.2 0.3 0.34
2016-11-16 0.42 0.19 0.3 0.35
2016-11-23 0.41 0.21 0.3 0.32
2016-11-30 0.36 0.11 0.22 0.25
2016-12-07 0.35 0.08 0.21 0.24
2016-12-14 0.36 0.16 0.24 0.3
2016-12-21 0.27 0.12 0.28 0.28
2016-12-28 0.39 0.29 0.38 0.4
2017-01-04 0.38 0.28 0.37 0.37
2017-01-11 0.4 0.34 0.36 0.4
2017-01-18 0.37 0.32 0.36 0.39
2017-01-25 0.35 0.33 0.37 0.39
2017-02-01 0.23 0.49 0.42 0.47
2017-02-08 0.18 0.52 0.39 0.49
2017-02-15 0.2 0.55 0.39 0.5
2017-02-22 0.18 0.54 0.38 0.49
2017-03-01 0.04 0.45 0.26 0.38
2017-03-08 0.02 0.44 0.35 0.27
2017-03-15 0.07 0.45 0.33 0.17
2017-03-22 0.03 0.45 0.43 0.15
2017-03-29 0.02 0.48 0.45 0.14
2017-04-05 0.01 0.44 0.41 0.09

Cmdty/FX

US

Consumption

##            Personal.Consumption.Expenditure Household.Saving.Rate
## 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
## 2017-01-31                          112.082                   5.5
##            Personal.Consumption.Expenditure..YoY.
## 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
## 2017-01-31                                   1.89

##     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
## 2015-07-01 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 0.021950422
## 2016-02-01 0.006804905 0.028754927
## 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 0.008598588 0.041402794
## 2016-11-01 0.006138200 0.036300612
## 2016-12-01 0.006612894 0.046430650
## 2017-01-01 0.003950617 0.059633284
## 2017-02-01 0.003558719 0.059358565

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   397.0 -0.122263984
## [1] "Domestic Auto Sales Average (K): 461.833"
## [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   17.463 -0.007558536
## [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   1353.7 -0.014989449
## [1] "Total Vehicle Sales (Thousand) Average: 1324.89"
## [1] "Total Vehicle Sales (YoY) Average: 1.49 %"

Manufacturing

## [1] "TCU"
##             TCU
## 2015-07-01 76.8
## 2015-08-01 76.8
## 2015-09-01 76.5
## 2015-10-01 76.4
## 2015-11-01 76.0
## 2015-12-01 75.6
## 2016-01-01 76.1
## 2016-02-01 75.9
## 2016-03-01 75.4
## 2016-04-01 75.6
## 2016-05-01 75.6
## 2016-06-01 75.8
## 2016-07-01 75.9
## 2016-08-01 75.8
## 2016-09-01 75.6
## 2016-10-01 75.8
## 2016-11-01 75.6
## 2016-12-01 76.0
## 2017-01-01 75.9
## 2017-02-01 75.9

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
## 2015-07-01     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     231752    384321   156869         1115125
## 2017-02-01     235964    385154   157947         1115261
## [1] "Durable Goods"

ISM Manufacturing

## [1] "ISM Manufacturing"

##            New Order - Inventory
## 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
## 2017-02-28                  13.6
## 2017-03-31                  15.5

##            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
## 2015-08-01     -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
## 2017-03-01      16.4       21.3      -2.7        8.8
## [1] "New York Manufacturing"

Philadelphia

## [1] "GACDFSA066MSFRBPHI"
## [1] "NOBNDIF066MNFRBPHI"
## [1] "IVCDFSA066MSFRBPHI"
## [1] "NECDFSA066MSFRBPHI"
##            Composite New Orders Inventory Employment
## 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
## 2017-03-01      32.8   22.55718      11.8       17.5
## [1] "Philadelphia Manufacturing"

Regional Fed

##              x1    x2 x3
## 2016-11-30 10.2  2.94  4
## 2016-12-31 10.2  2.94  8
## 2017-01-31 10.2  2.94 12
## 2017-02-28 24.5  2.94 17
## 2017-03-01 24.5 30.99 17
## 2017-03-31 16.9 30.99 22
## [1] "Regional Fed Maufacturing"

Non-Mfg

## [1] "ISM Non-Manufacturing"

Housing

## [1] "TTLCONS"
##            TTLCONS  TTLCONS.1
## 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 1188941 0.04874665
## 2017-01-01 1183840 0.03398642
## 2017-02-01 1192822 0.03033418
## [1] "Total Construction Spending"

##            미국.신규.주택판매 미국.신규.주택공급 미국.신규.주택가격
## 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
## 2017-01-31                555                5.7              360.9
## 2017-02-28                592                5.4              390.4

##            Existing.Home.Sales.M. Existing.Home.Price Existing.Home.Supply
## 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
## 2017-02-28                   5.48               228.4                  3.8

## [1] "PERMIT"
##            Building Permit
## 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
## 2017-02-01            1216

## [1] "HOUST"
##            HOUST
## 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  1275
## 2017-01-01  1251
## 2017-02-01  1288
## [1] "Housing Start Average: 993.778"
## [1] "Housing Start (YoY) Average: NA %"

Housing Affordability

## [1] "COMPHAI"
##            Housing Affordability Index
## 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                       162.1
## 2017-01-01                       162.0

MBA

##            MBA.Refinance MBA.purchase
## 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
## 2017-02-24        1290.8        231.0
## 2017-03-03        1357.6        235.0
## 2017-03-10        1413.3        240.3
## 2017-03-17        1366.1        235.3
## 2017-03-24        1327.1        238.1
## 2017-03-31        1271.9        239.8

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
## 2016-11-30 262000 249750  1.5 1.085311
## 2016-12-03 251000 250000  1.5 1.085311
## 2016-12-10 251000 253000  1.5 1.085311
## 2016-12-17 265000 257250  1.5 1.085311
## 2016-12-24 258000 256250  1.5 1.085311
## 2016-12-31 241000 253750 -0.3 1.085311
## 2017-01-07 245000 252250 -0.3 1.085311
## 2017-01-14 241000 246250 -0.3 1.085311
## 2017-01-21 252000 244750 -0.3 1.085311
## 2017-01-28 250000 247000 -0.3 1.085311
## 2017-01-31 250000 247000  1.3 1.085311
## 2017-02-04 237000 245000  1.3 1.085311
## 2017-02-11 248000 246750  1.3 1.085311
## 2017-02-18 247000 245500  1.3 1.085311
## 2017-02-25 227000 239750  1.3 1.085311
## 2017-02-28 227000 239750  1.3 1.085311
## 2017-03-04 252000 243500  1.3 1.085311
## 2017-03-11 246000 243000  1.3 1.085311
## 2017-03-18 261000 246500  1.3 1.085311
## 2017-03-25 258000 254250  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
## 2017-03-02             2.01            1.84
## 2017-03-03             2.04            1.92
## 2017-03-06             2.01            1.90
## 2017-03-07             2.03            1.92
## 2017-03-08             2.01            1.90
## 2017-03-09             2.00            1.89
## 2017-03-10             2.01            1.90
## 2017-03-13             2.01            1.86
## 2017-03-14             1.99            1.88
## 2017-03-15             2.01            1.84
## 2017-03-16             2.02            1.87
## 2017-03-17             2.01            1.89
## 2017-03-20             2.00            1.86
## 2017-03-21             1.98            1.80
## 2017-03-22             1.97            1.79
## 2017-03-28             1.97            1.73
## 2017-03-29             1.98            1.80
## 2017-03-30             1.96            1.81
## 2017-03-31             1.97            1.77
## 2017-04-03             1.96            1.73

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
## 2016-11-07 0.07012409
## 2016-11-14 0.07250980
## 2016-11-21 0.07442099
## 2016-11-28 0.07443669
## 2016-12-05 0.07296802
## 2016-12-12 0.07179475
## 2016-12-19 0.06776008
## 2016-12-26 0.06869975
## 2017-01-02 0.07110228
## 2017-01-09 0.06698480
## 2017-01-16 0.06758104
## 2017-01-23 0.06558231
## 2017-01-30 0.06282107
## 2017-02-06 0.06592455
## 2017-02-13 0.06291234
## 2017-02-20 0.06168790
## 2017-02-27 0.06476461
## 2017-03-06 0.06445182
## 2017-03-13 0.06783253
## 2017-03-20 0.06514640

Sentiment

##            AAII.Bullish AAII.Bearish AAII.Neutral Bull...Neutral
## 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
## 2017-03-02        37.91        35.62        26.47          11.44
## 2017-03-09        30.00        46.50        23.50           6.50
## 2017-03-16        31.17        38.70        30.13           1.04
## 2017-03-23        35.28        30.50        34.22           1.06
## 2017-03-30        30.22        37.38        32.40          -2.18

Small Business

##            SB.낙관지수 SB.자본지출.계획 SB.채용계획 SB.Credit.Conditions
## 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
## 2017-02-28       105.3               26          15                   -4

Financial Market

## [1] "COMPOUT"
##            COMPOUT   COMPOUT.1
## 2016-11-16   912.0 -0.14470599
## 2016-11-23   921.5 -0.12868759
## 2016-11-30   923.5 -0.11525196
## 2016-12-07   935.4 -0.09753980
## 2016-12-14   950.0 -0.06367041
## 2016-12-21   965.8 -0.05526753
## 2016-12-28   986.5 -0.06652157
## 2017-01-04   949.5 -0.12278271
## 2017-01-11   958.8 -0.08222456
## 2017-01-18   966.6 -0.08109136
## 2017-01-25   962.9 -0.09280196
## 2017-02-01   965.3 -0.09352991
## 2017-02-08   965.0 -0.10399257
## 2017-02-15   964.4 -0.11049622
## 2017-02-22   966.1 -0.10247120
## 2017-03-01   970.3 -0.10398005
## 2017-03-08   962.9 -0.11204353
## 2017-03-15   961.2 -0.12419134
## 2017-03-22   965.1 -0.11442467
## 2017-03-29   984.1 -0.10593259
## [1] "Commercial Paper Outstanding Average: NA"
## [1] "Commercial Paper Outstanding (YoY) Average: NA %"

## [1] "DAAA"
## [1] "DBAA"
##            DAAA DBAA
## 2017-03-08 4.07 0.65
## 2017-03-09 4.11 0.66
## 2017-03-10 4.11 0.65
## 2017-03-13 4.13 0.66
## 2017-03-14 4.13 0.65
## 2017-03-15 4.07 0.64
## 2017-03-16 4.08 0.66
## 2017-03-17 4.06 0.66
## 2017-03-20 4.03 0.67
## 2017-03-21 3.99 0.67
## 2017-03-22 3.96 0.67
## 2017-03-23 3.97 0.68
## 2017-03-24 3.94 0.68
## 2017-03-27 3.92 0.69
## 2017-03-28 3.95 0.69
## 2017-03-29 3.92 0.70
## 2017-03-30 3.94 0.71
## 2017-03-31 3.94 0.70
## 2017-04-03 3.91 0.70
## 2017-04-04 3.93 0.69
## [1] "Aaa Corporate Bond yield Average: 4.65108"
## [1] "Baa - Aaa Yield Average: 1.14508"

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
## 2015-08-31               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
## 2017-02-28               10.4               17.1
## 2017-03-31               12.8               25.6

Inflation

##            EU inflation rate (MoM)
## 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
## 2017-03-31                     1.5

##            EU core inflation rate (MoM)
## 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
## 2017-03-31                          0.7

##                  EU PPI
## 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  0.038652131
## 2017-02-28  0.044865404

##            German.Import.Price.Index German.Import.Price.Index..YoY.
## 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
## 2017-01-31                     102.2                     0.060165975
## 2017-02-28                     102.9                     0.074112735
##            German.Export.Price.Index German.Export.Price.Index..YOY.
## 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
## 2017-01-31                     105.8                    0.0182868142
## 2017-02-28                     106.0                    0.0251450677

Monetary Base

##            EU aggregate M3(YoY)
## 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                  5.1
## 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                  4.8
## 2017-02-28                  4.7

##             ECB.M1 ECB.M1..YoY.   ECB.M2 ECB.M2..YoY.
## 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
## 2017-01-31 7229021          7.9 10550039          4.5
## 2017-02-28 7262395          8.5 10768469          4.8

Loan Growth

##            Loan Growth (YoY)
## 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
## 2017-02-28               2.0

##            EU.Loans.to.Non.Financial.Corps.
## 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
## 2017-01-31                             0.46
## 2017-02-28                             0.42
##            EU.Loans.to.Household.Consumer.Credit
## 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
## 2017-01-31                                   4.1
## 2017-02-28                                   4.1
##            EU.Loans.to.Household.Purchase
## 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
## 2017-01-31                            2.7
## 2017-02-28                            2.9

Employment

##            EU unemployment rate
## 2015-07-31                10.78
## 2015-08-31                10.68
## 2015-09-30                10.60
## 2015-10-31                10.58
## 2015-11-30                10.47
## 2015-12-31                10.43
## 2016-01-31                10.35
## 2016-02-29                10.34
## 2016-03-31                10.22
## 2016-04-30                10.20
## 2016-05-31                10.14
## 2016-06-30                10.09
## 2016-07-31                 9.97
## 2016-08-31                 9.91
## 2016-09-30                 9.85
## 2016-10-31                 9.76
## 2016-11-30                 9.73
## 2016-12-31                 9.63
## 2017-01-31                 9.58
## 2017-02-28                 9.49

##            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
## 2015-08-31               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
## 2017-02-28               111.0               104.0
## 2017-03-31               112.3               105.7

UK

Manufacturing

##            Markit.UK.S.PMI Markit.UK.M.PMI
## 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
## 2017-02-28            53.3            54.6
## 2017-03-31            55.0            54.2

Japan

Manufacturing

##            Japan.M..PMI Japan.S..PMI
## 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
## 2017-02-28         53.3         51.3
## 2017-03-31         52.6         52.9

Export/Import

##            Japan.Import..YoY. Japan.Export..YoY. Japan.Trade.Balance
## 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
## 2017-02-28                1.2               11.3             680.272

Monetary Policy

##            Japan.M1 Japan.M1..Y. Japan.M2 Japan.M2..Y.
## 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
## 2017-02-28    691.7          9.5    958.3          4.2

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.
## 2016-12-09                               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
## 2017-02-24                               12.4
## 2017-02-28                               12.4
## 2017-03-03                               12.4
## 2017-03-10                               12.4
## 2017-03-17                               12.4
## 2017-03-24                               12.4
## 2017-03-31                               12.4
##            China.Export..Containerized.Freight.Index
## 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
## 2017-02-24                                    815.46
## 2017-02-28                                    815.46
## 2017-03-03                                    794.99
## 2017-03-10                                    791.09
## 2017-03-17                                    785.66
## 2017-03-24                                    778.15
## 2017-03-31                                    778.83

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
## 2015-08-31            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
## 2017-02-28            51.6                      53.0
## 2017-03-31            51.8                      53.3
##            CFL.China.M.PMI.Employment CFL.China.M.PMI.Production
## 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
## 2017-02-28                       49.7                       53.7
## 2017-03-31                       50.0                       54.2
##            CFL.China.M.PMI.Inventory CFL.China.M.PMI.Export.Order
## 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
## 2017-02-28                      47.6                         50.8
## 2017-03-31                      47.3                         51.0

Inventory

##            중국.구리재고 중국.철강석재고 중국.Coal.재고 중국.Rebar.재고
## 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
## 2017-02-24        102548         11784.1          15430          823.59
## 2017-03-03        102548         11897.0          15430          784.34
## 2017-03-10        102548         12059.0          15430          735.39
## 2017-03-17        102548         12200.0          15430          707.70
## 2017-03-24        102548         12429.0          15430          687.50
## 2017-03-31        102548         12574.0          15430          655.80

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
2015-07-31 -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
2017-02-28 10.28 19.95 13.73 5.89

Export/Import

##            중국총수출액 중국총수출액.Y. 중국총수입액 중국총수입액.Y.
## 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
## 2017-02-28       120.08            -1.3       129.23            38.1
##            중국.무역수지 중국.무역수지..YoY.
## 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
## 2017-02-28         -9.15         -1.15344625

Inflation

##            중국.CPI..YoY. 중국.PPI
## 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
## 2017-02-28            0.8      7.8

Monetary Policy

##            PBOC.OMO PBOC.OMO.Cumulative  중국.M2 중국.M2.Y.
## 2016-12-16      250                5412 153043.2       11.4
## 2016-12-23      375                5787 153043.2       11.4
## 2016-12-30     -245                5542 153043.2       11.4
## 2016-12-31     -245                5542 155010.0       11.3
## 2017-01-06     -595                4947 155010.0       11.3
## 2017-01-13      100                5047 155010.0       11.3
## 2017-01-20     1130                6177 155010.0       11.3
## 2017-01-26     -310                5867 155010.0       11.3
## 2017-01-31     -310                5867 157590.0       11.3
## 2017-02-05      -70                5797 157590.0       11.3
## 2017-02-10     -625                5172 157590.0       11.3
## 2017-02-11     -625                4547 157590.0       11.3
## 2017-02-17     -150                4397 157590.0       11.3
## 2017-02-24      155                4552 157590.0       11.3
## 2017-02-28      155                4552 158290.0       11.1
## 2017-03-03     -280                4272 158290.0       11.1
## 2017-03-10     -110                4162 158290.0       11.1
## 2017-03-17     -120                4042 158290.0       11.1
## 2017-03-24       80                4122 158290.0       11.1
## 2017-03-31     -290                3832 158290.0       11.1

##            중국.M1.Y. 중국.M2.Y. 중국.New.Loan 중국.New.Loan..YoY.
## 2015-07-31        6.6       13.3        1480.0          2.84215992
## 2015-08-31        9.3       13.3         809.6          0.15245552
## 2015-09-30       11.4       13.1        1050.0          0.22491834
## 2015-10-31       14.0       13.5         513.6         -0.06328652
## 2015-11-30       15.7       13.7         708.9         -0.16864079
## 2015-12-31       15.2       13.3         597.8         -0.14269325
## 2016-01-31       18.6       14.0        2510.0          0.70748299
## 2016-02-29       17.4       13.3         726.6         -0.28764706
## 2016-03-31       22.1       13.4        1370.0          0.16101695
## 2016-04-30       22.9       12.8         555.6         -0.21514338
## 2016-05-31       23.7       11.8         985.5          0.09402753
## 2016-06-30       24.6       11.8        1380.0          0.07889202
## 2016-07-31       25.4       10.2         463.6         -0.68675676
## 2016-08-31       25.3       11.4         948.7          0.17181324
## 2016-09-30       24.7       11.5        1220.0          0.16190476
## 2016-10-31       23.9       11.6         651.3          0.26810748
## 2016-11-30       22.7       11.4         794.6          0.12089152
## 2016-12-31       21.4       11.3        1040.0          0.73971228
## 2017-01-31       14.5       11.3        2030.0         -0.19123506
## 2017-02-28       21.4       11.1        1170.0          0.61023947

Capital

##            CNH...CNY China..10Y....US..10Y. China.Foreign.Reserve USDCNY
## 2017-03-07   -0.0087                 0.8501               3005120 6.9025
## 2017-03-08    0.0031                 0.8513               3005120 6.9131
## 2017-03-09   -0.0064                 0.8127               3005120 6.9110
## 2017-03-10   -0.0143                 0.8465               3005120 6.9093
## 2017-03-13   -0.0180                 0.7532               3005120 6.9143
## 2017-03-14   -0.0145                 0.7708               3005120 6.9150
## 2017-03-15   -0.0672                 0.8480               3005120 6.9149
## 2017-03-16   -0.0277                 0.7918               3005120 6.8980
## 2017-03-17   -0.0169                 0.8215               3005120 6.9034
## 2017-03-20   -0.0196                 0.8713               3005120 6.9085
## 2017-03-21   -0.0151                 0.9075               3005120 6.8874
## 2017-03-22   -0.0182                 0.9060               3005120 6.8819
## 2017-03-23   -0.0163                 0.8896               3005120 6.8863
## 2017-03-24   -0.0108                 0.8317               3005120 6.8837
## 2017-03-27   -0.0175                 0.8668               3005120 6.8729
## 2017-03-28   -0.0058                 0.8562               3005120 6.8795
## 2017-03-29   -0.0233                 0.9035               3005120 6.8901
## 2017-03-30   -0.0053                 0.8763               3005120 6.8894
## 2017-03-31   -0.0157                 0.9056               3005120 6.8872
## 2017-04-05   -0.0123                 0.9926               3005120 6.8948

CNH CCS 1Y CNH CCS 2Y CNH CCS 5Y CNH CCS 10Y
2017-03-09 5.01 5.02 4.97 4.6
2017-03-10 4.8 4.9 4.83 4.48
2017-03-13 4.53 4.79 4.76 4.39
2017-03-14 4.73 4.91 4.88 4.53
2017-03-15 4.35 4.72 4.76 4.41
2017-03-16 4.38 4.62 4.65 4.35
2017-03-17 4.26 4.56 4.6 4.26
2017-03-20 4.27 4.56 4.63 4.35
2017-03-21 4.33 4.58 4.62 4.27
2017-03-22 4.15 4.44 4.54 4.35
2017-03-23 4.05 4.39 4.55 4.23
2017-03-24 4.13 4.45 4.57 4.18
2017-03-27 3.93 4.29 4.5 4.18
2017-03-28 3.96 4.27 4.47 4.26
2017-03-29 4.08 4.34 4.5 4.18
2017-03-30 4.01 4.31 4.52 4.27
2017-03-31 4.52 4.32 4.55 4.32
2017-04-03 4.02 4.32 4.5 4.32
2017-04-04 4.02 4.33 4.53 4.32
2017-04-05 3.99 4.25 4.48 4.28

HKD 1M IRS HKD 3M IRS HKD 1Y IRS HKD 2Y IRS HKD 3Y IRS HKD 10Y IRS
2017-03-09 0.43 0.94 1.33 1.65 1.88 2.52
2017-03-10 0.43 0.94 1.33 1.67 1.91 2.54
2017-03-13 0.43 0.94 1.32 1.63 1.89 2.5
2017-03-14 0.43 0.94 1.29 1.63 1.87 2.53
2017-03-15 0.43 0.94 1.3 1.64 1.88 2.54
2017-03-16 0.43 0.94 1.27 1.59 1.8 2.47
2017-03-17 0.43 0.94 1.29 1.6 1.83 2.49
2017-03-20 0.43 0.94 1.25 1.55 1.77 2.43
2017-03-21 0.43 0.94 1.24 1.53 1.75 2.38
2017-03-22 0.43 0.94 1.22 1.48 1.69 2.31
2017-03-23 0.43 0.94 1.22 1.48 1.71 2.31
2017-03-24 0.43 0.94 1.23 1.51 1.72 2.35
2017-03-27 0.43 0.94 1.19 1.46 1.66 2.29
2017-03-28 0.43 0.94 1.19 1.47 1.67 2.29
2017-03-29 0.43 0.94 1.2 1.48 1.68 2.3
2017-03-30 0.43 0.94 1.19 1.46 1.67 2.29
2017-03-31 0.43 0.94 1.21 1.49 1.7 2.34
2017-04-03 0.43 0.95 1.22 1.5 1.71 2.34
2017-04-04 0.43 0.59 1.22 1.5 1.7 2.33
2017-04-05 0.42 0.93 1.18 1.45 1.65 2.26

중국 RP(7일) CNY IRS 3M CNY IRS 1Y CNY IRS 2Y CNY IRS 5Y CNY IRS 10Y
2017-03-10 2.53 3.33 3.52 3.68 4.04 4.55
2017-03-13 2.81 3.25 3.46 3.63 3.96 4.47
2017-03-14 3.01 3.26 3.46 3.63 3.96 4.47
2017-03-15 3.1 3.24 3.43 3.59 3.9 4.42
2017-03-16 3.34 3.43 3.57 3.69 3.96 4.47
2017-03-17 3.44 3.45 3.59 3.72 3.98 4.49
2017-03-20 3.3 3.48 3.64 3.75 4 4.51
2017-03-21 5.5 3.78 3.69 3.76 3.99 4.5
2017-03-22 3.44 3.73 3.66 3.73 3.94 4.46
2017-03-23 3.3 3.58 3.61 3.69 3.92 4.44
2017-03-24 2.85 3.55 3.58 3.66 3.9 4.42
2017-03-27 2.7 3.54 3.57 3.65 3.88 4.4
2017-03-28 2.95 3.51 3.55 3.63 3.88 4.4
2017-03-29 3.44 3.41 3.59 3.68 3.91 4.42
2017-03-30 2.83 3.45 3.59 3.68 3.9 4.42
2017-03-31 3.17 3.56 3.6 3.68 3.9 4.42
2017-04-01 2.65 3.56 3.6 3.68 3.9 4.42
2017-04-03 2.65 3.55 3.6 3.68 3.9 4.42
2017-04-04 2.65 3.57 3.6 3.68 3.9 4.42
2017-04-05 3.2 3.48 3.57 3.65 3.9 4.42

CNY CRS 6M CNY CRS 1Y CNY CRS 2Y CNY CRS 5Y
2017-03-08 3.44 3.3 3.52 3.84
2017-03-09 3.55 3.33 3.55 3.88
2017-03-10 3.53 3.34 3.57 3.91
2017-03-13 3.44 3.26 3.51 3.85
2017-03-14 3.32 3.23 3.5 3.98
2017-03-15 3.3 3.15 3.42 3.85
2017-03-16 3.3 3.22 3.48 3.81
2017-03-17 3.45 3.25 3.49 3.8
2017-03-20 3.44 3.27 3.5 3.78
2017-03-21 3.44 3.36 3.55 3.79
2017-03-22 3.52 3.27 3.45 3.7
2017-03-23 3.39 3.24 3.42 3.7
2017-03-24 3.34 3.19 3.4 3.71
2017-03-27 3.36 3.19 3.38 3.73
2017-03-28 3.36 3.19 3.39 3.69
2017-03-29 3.35 3.19 3.41 3.72
2017-03-30 3.29 3.14 3.34 3.68
2017-03-31 3.19 3.09 3.35 3.71
2017-04-03 3.19 3.09 3.35 3.66
2017-04-04 3.19 3.08 3.29 3.6

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)
2017-03-09 0.63 0.39 0.86 0.61 0.4 2.57
2017-03-10 0.62 0.37 0.84 0.58 0.45 2.56
2017-03-13 0.55 0.37 0.79 0.5 0.44 2.42
2017-03-14 0.56 0.34 0.79 0.49 0.49 2.28
2017-03-15 0.02 0.3 0.76 0.44 0.44 2.09
2017-03-16 0.21 0.52 0.85 0.53 0.48 2.19
2017-03-17 0.23 0.51 0.88 0.56 0.44 2.27
2017-03-20 0.25 0.58 0.91 0.63 0.45 2.26
2017-03-21 0.56 0.62 0.89 0.61 0.42 2.3
2017-03-22 0.51 0.67 0.87 0.58 0.38 2.34
2017-03-23 0.36 0.58 0.84 0.54 0.36 2.28
2017-03-24 0.33 0.55 0.82 0.47 0.32 2.22
2017-03-27 0.32 0.54 0.81 0.51 0.35 2.2
2017-03-28 0.29 0.7 0.81 0.51 0.33 2.28
2017-03-29 0.36 0.88 0.87 0.47 0.36 2.3
2017-03-30 0.43 0.88 0.88 0.55 0.35 2.21
2017-03-31 0.54 0.9 0.88 0.53 0.41 2.3
2017-04-03 0.52 0.9 0.88 0.53 0.41 2.3
2017-04-04 0.65 0.9 0.85 0.59 0.41 1.63
2017-04-05 0.56 0.87 0.82 0.59 0.41 2.29

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
2015-08-31 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
2017-02-28 51.7 52.6 46.9 50.7 49.3 49.7 49.4 49.2 54.2
2017-03-31 51.2 52.6 49.6 52.5 50.5 52.3 49.5 48.4 54.6

M.PMI (Global)

##            JP.Global.M.PMI JP.Global.S.PMI
## 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
## 2017-02-28            52.9            53.3
## 2017-03-31            53.0            53.6

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