Chart Book and Financial Market Update (3/17/14)
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Transcript of Chart Book and Financial Market Update (3/17/14)
Weekly Chart BookMarch 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
5 Year CDS
10
SHIBOR (Shanghai Interbank Overnight Lending Rate)
11
The VIX Index (S&P 500 Implied Volatility)
12
Global Financial Stress Index
13
Citi Macro Risk Index
14
AAII Bullishness Index - % Bullish
15
StateStreet Investor Confidence Index
16
S&P 500, Advance-Decline Index, & Margin Debt
17
S&P 500 – This Week
Fixed Income & Credit
19
US Yield Curve (Current vs. 1 Month & 12 Months Ago)
20
UST Curve vs. US Investment Grade Curve
21
U.S. Treasury 30 Year Yield
22
U.S. Treasury 10 Year Yield
23
U.S. 10 Year Yield vs. Japanese Yen
24
U.S. Treasury 2s10s Yield Curve Slope
25
Fed’s 5 Year Forward Breakeven (Inflation Expectations)
26
Investment Grade Bond Prices
27
Investment Grade Credit Spread (BBB – 10 Yr. UST Yield)
28
High Yield Bond Prices
29
High Yield Credit Spreads (HY – 10 Yr. UST Yield)
30
Emerging Market Debt (USD Denominated)
31
Emerging Market Bond Spreads
Global Equities
33
World Equity Indices
34
Earnings Scorecard
35
MSCI All Country World Index
36
S&P 500 Index
37
MSCI EAFE (Europe, Australia, Far East) Index
38
MSCI Emerging Markets Index
39
Equity Risk Premiums by Country
40
Sector Performance (YTD)
41
Sector Performance by Region (YTD)
The Economy
43
Last week’s Economic Calendar
44
Next week’s Economic Calendar
45
Economic Surprise Monitor (Deviations from Expectations)
46
Economic Trends – National Accounts
47
Economic Trends – Economic Activity
48
Economic Trends – Business Conditions
49
Economic Trends – Credit Conditions
50
Economic Trends – Credit Conditions
51
Economic Trends – Leading Indicators
52
Economic Trends – Housing Market
53
Economic Trends – Housing Market
54
Economic Trends – Retail Sector
55
Economic Trends – Personal Sector