Chart Book and Financial Market Update (1/27/14)
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Transcript of Chart Book and Financial Market Update (1/27/14)
Weekly Chart BookJanuary 27, 2014
Global Clients…Global Portfolios
disclosure: The opinions expressed in this Weekly Chart Book report are those of the author. The materials and commentary are strictly informational and should be used for research use only. This bulletin is not intended to provide investing or other advice or guidance with respect to the matters addressed in the bulletin. All relevant facts, including individual circumstances, need to be considered by the reader to arrive at investment conclusions that comply with matters addressed in this bulletin. Charts and information used in this report are sourced from Bloomberg.
Financial Conditions
4
Developed Markets
5
Emerging Markets
6
US Financial Conditions vs. 52 weeks & 2000-2007 Period
7
The VIX Index (S&P 500 Implied Volatility)
8
Global Financial Stress Index
9
Citi Macro Risk Index
10
Margin Debt
Fixed Income & Credit
12
US Yield Curve (Current vs. 1 Month & 12 Months Ago)
13
UST Curve vs. US Investment Grade Curve
14
U.S. Treasury 30 Year Yield
15
U.S. Treasury 10 Year Yield
16
U.S. Treasury 10 Year Yield – Forecast
17
Fed’s 5 Year Forward Breakeven (Inflation Expectations)
18
Investment Grade Bond Prices
19
Investment Grade Credit Spread (BBB – 10 Yr. UST Yield)
20
High Yield Bond Prices
21
High Yield Credit Spreads (HY – 10 Yr. UST Yield)
22
Emerging Market Debt (USD Denominated)
23
Emerging Market Bond Spreads
Global Equities
25
World Equity Indices
26
MSCI All Country World Index
27
ACWI Earnings Estimates (Forward 12 Months)
28
S&P 500 Index
29
S&P 500 Earnings Estimates (Forward 12 Months)
30
MSCI EAFE (Europe, Australia, Far East) Index
31
MSCI EAFE Earnings Estimates (Forward 12 Months)
32
MSCI Emerging Markets Index
33
MSCI EM Earnings Estimates (Forward 12 Months)
34
Equity Risk Premiums by Country
The Economy
36
Last week’s Economic Calendar
37
Next week’s Economic Calendar
38
Economic Surprise Monitor (Deviations from Expectations)
Currencies & Commodities
40
World Currencies vs. U.S. Dollar (6 Month Spot Returns)
41
World Currencies vs. U.S. Dollar (Spot Forecast: Q1 2014)
42
Currency Implied Volatility
43
Currency Implied Volatility – Time Series
44
US Dollar Index
45
Euro €
46
Japanese Yen ¥
47
Mexican Peso
48
Turkish Lira
49
Russian Ruble
50
Indian Rupee
51
Argentine Peso
52
Global Commodity Prices
53
Continuous Commodity Index – 5 Years
54
Gold Prices – 5 Years
55
Crude Oil Prices – 5 Years
56
Copper Prices – 5 Years