Chart Book and Financial Market Update (2/17/14)
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Transcript of Chart Book and Financial Market Update (2/17/14)
Weekly Chart BookFebruary 17, 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
1 Year Default Probability – Developed Markets
8
1 Year Default Probability – Emerging Markets
9
Developed Market – CDS
10
Emerging Market – CDS
11
The VIX Index (S&P 500 Implied Volatility)
12
Global Financial Stress Index
13
Citi Macro Risk Index
14
Margin Debt & S&P 500
Fixed Income & Credit
16
US Yield Curve (Current vs. 1 Month & 12 Months Ago)
17
UST Curve vs. US Investment Grade Curve
18
U.S. Treasury 30 Year Yield
19
U.S. Treasury 10 Year Yield
20
Fed’s 5 Year Forward Breakeven (Inflation Expectations)
21
Investment Grade Bond Prices
22
Investment Grade Credit Spread (BBB – 10 Yr. UST Yield)
23
High Yield Bond Prices
24
High Yield Credit Spreads (HY – 10 Yr. UST Yield)
25
Emerging Market Debt (USD Denominated)
26
Emerging Market Bond Spreads
Global Equities
28
World Equity Indices
29
Earnings Scorecard
30
MSCI All Country World Index
31
S&P 500 Index
32
MSCI EAFE (Europe, Australia, Far East) Index
33
MSCI Emerging Markets Index
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
Emerging Mrkt. Currency Implied Volatility – Time Series
43
US Dollar Index
44
Euro €
45
Japanese Yen ¥
46
Mexican Peso
47
Turkish Lira
48
Russian Ruble
49
Indian Rupee
50
Global Commodity Prices
51
Continuous Commodity Index – 5 Years
52
Gold Prices – 5 Years
53
Crude Oil Prices – 5 Years
54
Copper Prices – 5 Years