Jun. 27, 2012 Fixed Income Analyst
June 27, 2012 FX Analyst
10 (%) 5 3 0 5 10 15 20
500 440 380 320 CRB 30 1800 115 (yoy,) (%) 1600 110 20 105 1400 10 100 1200 0 95 260 200 Jan 05 Sep 06 May 08 Jan 10 Sep 11 10 20 1000 800 S&P500 JP FX () 600 04/01 06/01 08/01 10/01 12/01 90 85 80
20 8 (%) 1 ( ) 7 1 16 6 12 8 5 4 3 4 ( ) 2 1 0 0 05/05 07/01 08/09 10/05 12/01 2006 2007 2008 2009 2010 2011 2012 2013
4 3 2 1 0 25 ( ) ( ) 20 15 10 5 0
20 250 (%) 12.1~412.5/1~6/26 (bp) 2011 16 2011 200 12.5/1~6/26 12 8 4 0 150 100 50 0 KRW RUB IDR BRL SGD MYR KRW RUB IDR BRL MYR NZD
70 300 ( ) 60 200 50 100 40 0 30 (100) 20 (200) 10 ( ) 0 (300) 11/01 11/05 11/09 12/01 12/05 09/01 09/10 10/07 11/04 12/01
Jun 27, 2012 Commodity Analyst 30.0% 20.0% 10.0% 0.0% -10.0% -20.0% -30.0% -40.0% -20.1% 18.4% 13.8% 11.2% 12.2% 12.1% 10.0% 1.5% 5.6% 0.6% 1.2% 1.3% 0.8% 0.7% -0.4% -2.7% -1.4% -0.8% -2.6% -3.1% -2.5% -3.8% -2.7% -2.0% -6.5% -8.0% -5.6% -7.7% -11.3% -12.2% -12.9% -16.1% -17.2% -20.3% -20.3% -27.0% -29.9% -8.8%
620 / 12Y.6.22 580 12Y.6.15 12Y.6.1 540 500 C1 C2 C3 C4 C5 C6 C7 C8
Jun.4, 2012 FX Analyst
2008-06-29-2012-06-17 (UTC) Price /USD 52 50 48 46 44 42 2009 2010 2011 2012 2000 2010
2007-08-31-2012-08-31 (GMT) Price 8 7 6 5 2008 2009 2010 2011 2012 2000 2010 2008-07-31-2012-11-30 (GMT) 2008-07-13-2012-08-19 (BOM) Price Price 310 INR 300 18,000 290 15,000 280 270 12,000 260 250 9,000 2009 2010 2011 2012 2009 2010 2011 2012 2000 2010 2000 2010
Jun. 27, 12 Fixed Income Analyst
1500 1400 1300 S&P500 1200 1100 1000 11Y.2 11Y.6 11Y.9 11Y.12 12Y.3 1.5 1.4 1.3 EURUSD 1.2 11Y.8 11Y.11 12Y.1 12Y.3 12Y.6 87 84 USDJPY 81 78 75 11Y.8 11Y.11 12Y.1 12Y.3 12Y.6 120 / 100 80 60 WTI 11Y.8 11Y.11 12Y.1 12Y.3 12Y.6
02Y.10 04Y.11 06Y.12 09Y.1 11Y.2 1600 / 1400 1200 1000 11Y.8 11Y.11 12Y.1 12Y.3 12Y.6 120 Ifo 110 100 90 80 70 04Y.7 06Y.1 07Y.7 09Y.1 10Y.7 12Y.1 8 (%) 7 6 5 1 4 07Y.04 08Y.07 09Y.10 11Y.01 12Y.04