Currencies

FX Risk

Last Wrt Mrt Yrt Bonds CDS IV PMI YDiff Momentum
96.48 -0.31 1.2 5.82 2.666
(0.45%)
21.4616
(-0.25%)
2.34
(23.34%)
54
(2.86%)
0.34
(2.23%)
EuroEUR/USD
1.1342 0.26 -1.25 -7.95 0.094
(-24.19%)
26.7305
(5.54%)
5.57
(-3.13%)
55.6
(1.28%)
-2.52
(-1.18%)
0.00903 -0.22 -100 -1.42 -0.036
(-5.26%)
24.0395
(-0%)
5.442
(0.41%)
52
(0%)
-2.69
(-1.1%)
1.3065 1.09 -0.28 -4.03 1.16
(0.17%)
38.3619
(2.55%)
11
(-4.1%)
53.7
(3.67%)
-1.41
(-4.08%)
0.7157 0.35 -1.59 -4.45 2.088
(2.81%)
20.2068
(-0%)
8.41
(1.45%)
47.39
(-11.05%)
-0.4
(5.26%)
0.7614 0.77 -0.09 -1.91 1.891
(-29.7%)

(%)
6.21
(0.81%)
56.3
(2.74%)
-0.74
(-2.63%)
1 0.46 -0.56 -0.07 -0.294
(-117.64%)

(%)
4.93
(-4.27%)
61.5
(4.41%)
-2.85
(-1.38%)
0.2668 -0.41 -0.74 -7.3 8.93
(-0.89%)
159.473
(-2.77%)

(%)
48.5
(-0.41%)
216.01
(-1%)
0.05224 0.56 -0.11 -0.31 8.32
(-0.12%)
131.049
(-2.83%)
10.13
(-1.65%)
50.4
(-0.98%)
5.99
(2.39%)
0.188 -0.16 -2.89 -21.47 14.78
(-0.27%)
310.697
(-0.84%)
13.14
(2.34%)
52
(0.58%)
13.31
(-1.19%)
0.01529 1.26 -98.83 -1.99 8.43
(-0.12%)
132.96
(-2.28%)

(%)
50
(-0.79%)
5.66
(0%)
0.152 0.26 -0.85 -5.24 0.462
(95.76%)
13.8555
(-12.64%)

(%)
62.8
(-7%)
-2.54
(-1.17%)
0.1072 -0.74 -2.99 -4.37 0.306
(0%)
15.2795
(-0.61%)

(%)
71.4
(6.25%)
-2.7
(-1.82%)
0.1163 0.09 5.25 -5.52 1.66
(-0.42%)
15.2885
(9.48%)

(%)
57.3
(-0.17%)
-0.86
(-4.44%)
0.2613 0.04 -2.72 -6.68 2.754
(-0.25%)
66.5645
(-0%)
8.13
(1.12%)
55.6
(-0.54%)
-2.54
(-1.17%)
0.003567 0.31 -1.57 -6.38 2.76
(0%)
85.6702
(-3.24%)
4.77
(-1.24%)
53.6
(6.35%)
13.31
(6905.26%)
22.617 -0.52 0.52 5.54 1.88
(0.05%)
42.6828
(-2.19%)

(%)
49.2
(0.82%)
1.62
(-2.41%)
0.07163 1.1 -5.06 -8.98 8.43
(348.64%)
180.254
(-1.95%)
14.35
(-1.17%)
52.05
(-5.1%)
6.07
(0.83%)
361.5 -0.08 17.66 18.33 39.6
(0%)

(%)

(%)
51.3
(3.22%)
12.68
(0.32%)
0.6865 0.13 -5.61 -1.87 2.19
(-0.82%)

(%)

(%)
56.91
(-2.82%)
-0.35
(2.94%)
0.7406 0.46 -0.35 -1.02 2.141
(-1.15%)

(%)

(%)
50.4
(0.4%)
-0.48
(-5.88%)
6.7024 -1 -0.75 6.74 3.148
(46.97%)
63.2071
(-0%)
5.37
(-1.29%)
48.7
(-0.2%)
0.44
(12.82%)
0.1274 0 0 0 1.768
(0.11%)

(%)

(%)
49.7
(-4.24%)
-0.71
(-7.79%)
0.01408 0.93 0.28 -5.95 7.605
(330.63%)

(%)

(%)
54.9
(0.18%)
4.8
(1.48%)
0.00711 0.99 -0.7 -0.84 7.957
(0.28%)
109.079
(-0.44%)

(%)
51.4
(-0.39%)
5.26
(1.74%)
Korean WonKRW/USD
0.00089 0.11 -1 -4.4 2.002
(0%)
37.4055
(-0%)

(%)
51.24
(0.22%)
-0.7
(-1.41%)
0.2452 0.16 0.82 -3.92 3.897
(0.05%)
72.7633
(0.66%)

(%)
48.8
(-1.41%)
1.37
(0%)
0.03251 0.34 -0.28 -3.24 0.83
(1.22%)

(%)

(%)
48.6
(-6%)
-1.82
(-2.67%)
52.05 -0.52 -0.21 0.54 6.379
(-0.61%)
66.0739
(1.1%)

(%)
53
(-2.03%)
-1.82
(-145.39%)
31.3 0.29 0.29 -1.48 2.5
(0%)
47.4398
(-4.79%)

(%)
49.3
(-1%)
-0.17
(-15%)
0.00004308 -0.05 -0.07 -2.02 4.754
(0.91%)
146.355
(0.66%)

(%)
43.6
(-8.98%)
-0.71
(-7.79%)
Last Wrt Mrt Yrt vs SPY YoY% Momentum
Last Wrt Mrt Yrt vs SPY YoY% Momentum
Last Wrt Mrt Yrt vs SPY YoY% Momentum

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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
49.28 -4.99 -11.85
54 2.86 3.25
55.6 1.28 13.01
52 0 57.58
48.7 -0.2 -3.56
50.39 0.75 -5.67
Risk Indicators
Risk Indicators
Ind Last Wrt Mrt Yrt
USDMXN IV 15.0 1.28 52.28
EURHUF IV 4.45 -1.98 25