Bonds

Bonds Risk

2 Year Bonds
2 Year Bonds
Country 2Y 1W 1M Y/Y
USA 2.616 2.87 -0.19 15.45
Japan -0.166 11.41 11.41 19.42
Germany -0.206 -66.88 -65.2 -63.67
UK 0.813 -0.37 12.76 -3.21
China 2.589 -2.49 -7.83 -28.66
Canada 1.946 2.85 1.2 7.45
Brazil 7.51 -0.27 -0.27 -6.71
Mexico 8.5 -0.47 -1.28 10.82
France -0.484 1.04 5.68 7.56
Italy 0.322 -34.02 -39.93 -243.75
Spain -0.206 -5.94 -11.97 -28.47
Portugal -0.159 51.43 -44.98 15.22
Netherlands -0.549 -4.69 -9.56 -9.26
Austria -0.468 -14.6 -11.36 17.88
Greece 1.48 1.37 5.71 -11.38
Denmark -0.569 8.8 -1.04 76.71
Sweden -0.389 0.26 -9.32 -8.9
Norway 1.06 2.02 23.4 143.68
Switzerland -0.389 -50.88 -15.98 -52.96
Russia 7.73 0.13 -2.4 13.34
Turkey 17.46 -3.8 -11.19 34.62
Poland 1.387 2.36 3.51 -10.4
Hungary 0.46 6.98 6.98 557.14
Czech Republic 1.742 1.52 14.15 225.61
South Africa 6.315 2.27 2.93 -10.43
Australia 1.873 -0.21 -2.7 -8.23
New Zealand 1.705 0.29 -2.57 -38.78
Singapore 5068.02 268618 260601 263311
Hong Kong 1.726 -13.09 -8.97 47.14
India 7.03 0.43 -0.57 3.95
Indonesia 6.458 -0.94 -2.27 23.31
South Korea 1.801 0.28 -1.85 -16.74
Malaysia 3.3 0 0 0
Taiwan 0.6 0 11.11 42.86
Philippines 6.131 -3.95 -10.14 56.88
Thailand 1.95 1.04 1.04 36.36
Vietnam 3.611 -80.1 11.11 20.13
Nigeria 15.486 1.27 0.8 13.55
10 Year Bonds
10 Year Bonds
10Y Wrt Mrt Yrt
2.788 3.3 6489660 -1.17
0.011 -26.67 -68.57 -77.55
0.26 42.08 4 -66.01
1.356 4.47 2.88 -9.24
3.118 -0.64 -6.7 -21.14
2.036 3.93 1.04 -10.07
34.86 281.61 268.89 252.12
8.67 -0.23 -0.46 15.29
0.663 -0.15 -6.22 -32.35
2.735 -4 -0.62 36.82
1.359 -6.92 -2.58 -11.29
1.591 -8.09 -5.63 -8.03
0.363 8.36 -8.79 -48.44
0.468 -0.64 -9.48 -47.06
4.178 28.67 -4.35 11.35
0.197 20.12 -14.72 -72.9
0.459 15.62 -3.37 0
1.79 1.47 -3.3 5.36
-0.142 -2.74 129.03 -558.06
8.26 -1.2 -5.6 12.84
15.51 -3.12 -3.6 31.11
2.84 2.97 0.96 -7.67
2.98 -81.39 -9.7 46.08
1.857 1.03 -7.06 3.05
8.895 1.43 -2.41 6.53
2.343 2.36 0.9 -17.64
2.348 1.08 -3.29 -16.14
2.2 -1.08 5.52 -11.5
1.982 -0.2 -4.94 -2.8
7.596 1.24 4.46 4.14
8.088 1.61 -0.54 33.27
2.012 2.24 2.86 -28.27
4.069 0.02 -0.78 2.65
0.875 -0.57 0.57 -18.07
6.435 631.25 -9.97 5.93
2.48 -1.98 -1.2 6.21
4.943 -1.14 -4.52 14.87
35.86 1.36 7.78 -0.88
Yield Curve
Yield Curve
YC Wrt Mrt Yrt
0.16 0 23.08 -70.91
0.16 6.67 -15.79 -20
0.83 2.47 -3.49 -36.64
0.48 -4 -7.69 -33.33
0.47 6.82 -9.62 56.67
0.07 0 -96.96 -83.33
1.68 -3.45 -18.84 -10.64
0.08 0 -80.49 -147.06
1.12 -3.45 -4.27 -16.42
2.42 2.11 1.68 5.22
1.63 -6.32 3.16 -4.68
1.83 -8.04 -6.63 -5.67
0.91 -2.15 -5.21 -35
0.94 -6.93 -11.32 -29.32
2.84 -4.05 -1.05 33.33
0.73 -3.95 -9.88 -21.51
0.79 97.5 -14.13 154.84
0.73 5.8 -22.34 -39.67
0.63 12.5 3.28 -21.25
0.58 -37.63 -19.44 -7.94
-1.58 -43.57 -47.68 1.94
1.4 -0.71 -7.28 -20.9
2.45 -2.39 -15.52 28.95
0.15 0 -63.41 -89.13
2.61 -4.4 -11.22 100.77
0.41 0 -2.38 -36.92
0.62 -11.43 -8.82 6100
0.27 -25 80 -46
0.29 11.54 141.67 -64.2
0.46 2.22 84 -19.3
1.47 -15.03 -16.48 61.54
0.17 -37.04 30.77 -70.69
0.78 0 -1.27 23.81
-2.84 -1151.85 -960.61 -523.88
0.16 -11.11 -48.39 -91.35
0.57 7.55 -28.75 -35.23
1.29 16.22 40.22 25.24
0.74 85 76.19 -257.45

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Stocks
Stocks
Indvr Last Wrt Mrt Yrt
ACWIGlobal
483.496 2.16 8.71 -11.45
2670.71 2.87 6.53 -4.55
357.05 2.25 4.87 -11.21
NIKKEIJapan
20666.1 2.49 -5.27 -13.35
SSECChina
2596.01 1.65 1.82 -23.46
EEMEmerging
41.55 2.01 6.76 -17.36
Stocks Risk
Stocks Risk
Ind Last Wrt Mrt Yrt
VIX 17.8 -2.14 -30.41 45.66
VSTOXX 14.28 -18.02 -25.49 20.51
VXJ 21.23 9.04 -5.01 26.44
VFXI 24.8 -8.39 -19.45 14.97
Bonds
Bonds
Indvr Last Wrt Mrt Yrt
2.91 -4.93 -8.66 14.57
0.252 -16 -37.16 -41.94
0.039 -43.48 -64.55 -50.63
3.309 -1.08 -1.63 -15.52
-1.19857 -45.68 -2.55 -202.78
Credit Risk
Credit Risk
Ind Last Wrt Mrt Yrt
CDX IG 79.1 2.99 39.26 50.67
CDX HY 399.4 0.76 24.62 23.96
ITRAXX IG 82.2 3.66 44.46 69.14
ITRAXX HY 330.5 -1.99 19.06 40.22
FX
FX
Indvr Last Wrt Mrt Yrt
96.96 0.18 -0.04 7.14
1854.78 59.75 75.7 2198.36
0.00887 0.68 1.03 -4.42
6.8448 -1.38 -1.5 7.81
18.51 1.2 1.31 -3.44
FX Risk
FX Risk
Ind Last Wrt Mrt Yrt
EUR IV 6.35 -6.89 -16.12 8.55
JPY IV 5.42 -9.97 -21.11 -11.87
CNH IV 5.4 -9.85 -8.78 31.71
AUDJPY IV 8.2 -9.79 -3.53 36.67
Commodities
Commodities
Indvr Last Wrt Mrt Yrt
52.94 2.68 -12.05 -17.02
2.758 1.17 2.64 -13.81
328.8 -5.03 -0.36 -23.98
1243.6 1.94 3.08 -7.01
1182.1 2.25 7.54 5.39
488.21 0.43 0.71 -3.43
Commodities Risk
Commodities Risk
Ind Last Wrt Mrt Yrt
Vol. Oil 48.63 -11 48.81 105.36
Vol. Gold 11.29 -2.92 -6.92 -1.48
Manufacturing PMIs
Manufacturing PMIs
Indvr Last Mrt Yrt Diff
Risk Indicators
Risk Indicators
Ind Last Wrt Mrt Yrt
RiskVar Risk -0.34 (-312.5%) -134.34 325 -66.34
SPY/CDX
VIX/VXV
USDMXN IV 15.0 1.69 1.28 52.28
EURHUF IV 4.45 -2.2 -1.98 25