Bonds

Bonds Risk

2 Year Bonds
2 Year Bonds
Country 2Y 1W 1M Y/Y
USA 2.45 -2.7 -2.39 -1.37
Japan -0.172 -0.58 8.18 15.44
Germany -0.549 -4.36 -3.51 -15.54
UK 0.754 4 -0.13 -15.19
China 2.602 -0.84 -66.47 -26.5
Canada 1.779 0.51 -4.51 -3.73
Brazil 0.754 -89.37 -89.7 -90.05
Mexico 8.18 -0.61 -3.42 5.01
France -0.452 -1.31 1.12 -17.37
Italy 0.524 18.02 81.94 -408.24
Spain -0.149 -11.83 -39.68 -14.37
Portugal -0.242 9.01 44.05 -2788.89
Netherlands -0.546 -0.55 -2.5 -14.02
Austria -0.482 -0.82 -138.56 -8.54
Greece 1.5 0 0.67 5.63
Denmark -0.598 10.95 6.6 65.19
Sweden -0.425 8.7 0.47 -12.91
Norway 1.124 0.72 3.21 146.49
Switzerland -0.769 1.99 -0.9 -9.21
Russia 7.75 -0.9 -0.51 21.09
Turkey 18.06 0.89 2.85 42.32
Poland 1.571 -5.25 14.42 3.83
Hungary 0.45 0 -70 542.86
Czech Republic 1.817 -0.55 4.61 116.31
South Africa 6.3 -12.01 -1.56 -6.39
Australia 1.734 -2.47 -5.86 -16.35
New Zealand 1.708 -2.12 -0.7 -39.33
Singapore 1.945 -0.61 -1.82 0.26
Hong Kong 1.478 -0.94 -12.34 9.16
India 6.705 0.28 -4.56 -1.59
Indonesia 7.083 -0.69 10.62 39.21
South Korea 1.83 0.83 1.39 -12.31
Malaysia 3.3 0 0 -1.49
Taiwan 0.61 5.17 1.67 45.24
Philippines 6.118 0.74 -0.91 42.25
Thailand 1.95 -1.02 -351.29 35.42
Vietnam 3.318 6.48 -7.53 25.73
Nigeria 16.471 -0.94 6.08 16.88
10 Year Bonds
10 Year Bonds
10Y Wrt Mrt Yrt
2.666 -0.26 -0.63 -9.9
-0.036 56.52 3500 -202.86
0.094 -5.05 -54.37 -82.1
1.16 -0.6 -7.79 -18.08
3.148 1.88 0.58 -18.57
1.891 0.59 -2.12 -16.1
8.93 1.82 -1.54 -8.41
8.32 0.6 -2.12 13.82
0.516 -3.73 -15.55 -33.16
2.875 3.87 5.16 62.61
1.18 -5.45 -4.99 -5.9
1.486 -1.98 -9 -9.45
0.312 52.94 0.65 -51.25
0.462 0 11.59 -36.19
3.805 -0.37 -6.67 -8.86
0.462 103.52 216.44 -34.47
0.306 0 0 0
1.66 2.72 -5.14 -13
-0.294 1.38 61.54 -377.36
8.43 1.81 1.69 19.57
14.78 2.28 -1.07 27.52
2.754 2.49 -0.18 -15.29
2.76 -1.43 -4.17 5.75
1.88 1.68 2.51 -3.09
8.43 -5.07 -3.21 3.82
2.088 -1.74 -5.86 -23.6
2.19 -2.45 -4.07 -22.34
2.141 -99.92 -1.88 -16.92
1.768 -1.23 -10.39 -8.06
7.605 0.37 0.78 1.4
7.957 -0.75 -1.74 25.05
2.002 0.3 0.96 -26.15
3.897 0.05 -4.56 -3.97
0.83 1.22 -5.14 -22.43
6.379 0.57 -1.88 7.59
2.5 1.63 2.88 2.88
4.754 1.24 95.64 15.56
39.6 0.61 5.63 10
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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Riskvar monitors major currency markets risk and trends, and implied volatility of major currencies. FX markets are analyzed in conjuction with other investment factors like yield curves and credit risk of developed and emerging countries.

RiskVar Global Risk Snapshot

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Stocks
Stocks
Indvr Last Wrt Mrt Yrt
ACWIGlobal
505.69 1.17 5 -1.21
2792.67 1.71 5.69 3.38
373.64 1.27 4.59 -1.58
NIKKEIJapan
21425.5 2.51 4.14 0.85
SSECChina
2804.23 4.54 8.02 -19
EEMEmerging
43.04 2.26 -0.14 -11.82
Stocks Risk
Stocks Risk
Ind Last Wrt Mrt Yrt
VIX 13.51 -14.28 -28.48 -32.52
VSTOXX 13.894 -4.93 -13.41 -21.01
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