20091027
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Global Market Report Index
currency Local Local Local Local Local Local Local Local
Close 1,657.1 10,362.6 22,589.7 3,109.6 7,668.4 5,191.7 9,868.0 2,141.9
change 16.9 79.6 379.2 1.7 19.1 -50.8 -104.2 -12.6
1D 1.0 0.8 1.7 0.1 0.2 -1.0 -1.0 -0.6
1W 0.5 1.2 3.0 2.3 -1.1 -1.7 -2.2 -1.6
1M -2.0 0.9 7.4 9.5 4.4 2.2 2.1 2.4
3M 8.7 2.7 13.0 -9.5 9.1 13.4 8.5 8.9
6M 23.7 18.8 48.0 29.3 34.4 24.9 22.2 26.4
1Y 75.1 44.7 79.0 80.4 75.6 33.7 17.8 38.0
KOSPI USD NIKKEI USD HangSeng USD Shanghai USD Taiwan USD FTSE100 USD DOW USD NASDAQ USD Treasury bond Market
1.4 112.4 2,914.8 455.6 236.8 8,459.9 9,868.0 2,141.9
0.0 -0.0 -0.0 0.0 -0.0 0.0 -104.2 -12.6
1.6 0.7 1.7 0.1 0.2 -1.2 -1.0 -0.6
0.6 -0.4 3.0 2.3 -1.4 -2.2 -2.2 -1.6
-0.9 -1.9 7.4 9.5 4.7 4.8 2.1 2.4
14.9 6.0 13.0 -9.4 10.5 12.1 8.5 8.9
41.6 24.6 48.0 29.3 39.9 39.0 22.2 26.4
118.9 45.5 79.1 81.1 82.0 40.1 17.8 38.0
Yield 2.64 3.58 4.46 0.15 0.16 0.27 0.56 0.39 0.87 0.18 0.39 1.03
Change 0.01 0.02 0.03 0.00 0.00 0.00 0.02 -0.02 -0.00 0.00 -0.00 0.00
KOSPI NIKKEI HangSeng Shanghai Taiwan FTSE100 DOW NASDAQ
KOREA
JAPAN
UK
US
6m 1y 2y 6m 1y 2y 6m 1y 2y 6m 1y 2y
7.0 curve(current) yield
6.0
6.0
5.0
3y 5y 10y 3y 5y 10y 3y 5y 10y 3y 5y 10y
yield curve(1m)
yield 4.62 5.09 5.63 0.38 0.68 1.38 1.65 2.75 3.69 1.60 2.49 3.55 6.0
yield curve(6m)
6.0 5.0
4.0
4.0
4.0
3.0
3.0
3.0
2.0
2.0
2.0
2.0
1.0
1.0
1.0
1.0
-
-
-
-
4.0
3.0
1.5 116.7 2,918.7 509.5 241.2 8,635.6 10,119.5 2,190.6
yield curve(1y)
FX
Korea VIX Korea VIX Japan VIX HK VIX US VIX Commodity WTI Brent Natural Gas Gasoline Gold Spot Silver Spot Aluminum Copper Corn Wheat BDI
0.8 75.8 1,377.6 243.9 122.1 5,639.2 6,470.0 1,265.5
KOREA UK USA JAPAN
(Curr/1M/6M/1Y)
/KRW USD/KRW USD/JPY GBP/USD EUR/USD USD/RMB Volatility
his.High 1,723.2 10,767.0 22,620.0 3,478.0 7,811.9 5,299.6 10,119.5 2,190.6
change Corr. (3M)(3M ago) 0.03 0.7 0.8 0.03 0.6 0.6 0.03 0.6 0.7 0.00 -0.4 0.1 0.00 -0.6 0.2 0.00 -0.3 0.1 0.01 0.0 -0.3 0.02 -0.0 -0.1 0.02 -0.2 0.2 0.00 -0.4 -0.5 0.00 -0.6 0.1 -0.00 0.2 -0.2
5.0
5.0
6m Vol 35.8 40.6 44.4 38.0 31.5 33.9 35.6 39.3
27-Oct-2009 60일 기준 his. Low 892.2 6,994.9 10,676.3 1,664.9 3,955.4 3,460.7 6,470.0 1,265.5
1USD 100yen 1GBP 1EUR 1RMB Close 22.2 22.0 23.1 26.3 24.3 market nymx ICE Nymex Nymex
LME LME CBOT CBOT
1,177.9 1,276.9 1,918.7 1,750.1 172.5 1D
Close 1,177.9 92.2 1.6 1.5 6.8
1D 0.3 -0.0 -0.3 -0.1 0.0
1W -0.6 -1.6 -0.5 -0.6 -0.0
1M 1.5 -2.8 2.6 1.6 -0.0
3M 5.6 3.2 -1.2 4.4 0.0
3M
6M
1Y
1W -1.1 -1.0 -0.6 -1.1 2.8
1M
0.2 -0.9 -0.8 -0.5 2.0
-1.9 -2.0 -3.0 -1.3
-3.6 -2.7 -7.1 1.2
-12.3 -12.7 -13.5 -12.5
-46.0 -43.2 -42.9 -54.8
Close 78.6 77.3 4.5 203.4 1,038.3 17.1 1,998.0 6,610.0 377.3 522.0 3,044.0
1D -0.1 -2.1 0.1 -0.5 -0.0 -0.1 1.3 -0.6 -0.2 -0.9 0.0
1W -0.7 -0.7 -12.5 2.3 -1.6 -2.5 2.7 2.2 -1.9 0.9 10.1
1M 19.0 18.7 -8.7 25.5 4.8 6.2 10.1 10.4 12.9 16.1 39.4
3M 14.9 9.9 -3.9 6.2 8.9 21.5 10.6 19.7 13.0 -4.7 -9.0
6M 56.7 49.5 -0.9 41.0 14.6 32.1 37.1 47.9 -6.0 -8.2 62.5
6M 14.0 4.9 11.3 14.0 -0.0
1Y 22.5 0.6 4.8 18.9 0.4
1Y 24.3 24.5 -39.2 37.6 42.1 88.1 1.4 75.3 -14.9 -14.8 176.2
(dow) Corr -0.7 -0.7 -0.5 -0.4 0.5 0.6 -0.6 0.6 -0.0 -0.5 -0.6
(t-bill) Corr 0.5 0.4 0.5 0.6 -0.6 -0.6 0.6 -0.2 0.4 0.8 0.6
8:26:04 AM
currency Local Local Local Local Local Local Local Local
Close 1,657.1 10,362.6 22,589.7 3,109.6 7,668.4 5,191.7 9,868.0 2,141.9
change 16.9 79.6 379.2 1.7 19.1 -50.8 -104.2 -12.6
1D 1.0 0.8 1.7 0.1 0.2 -1.0 -1.0 -0.6
1W 0.5 1.2 3.0 2.3 -1.1 -1.7 -2.2 -1.6
1M -2.0 0.9 7.4 9.5 4.4 2.2 2.1 2.4
3M 8.7 2.7 13.0 -9.5 9.1 13.4 8.5 8.9
6M 23.7 18.8 48.0 29.3 34.4 24.9 22.2 26.4
1Y 75.1 44.7 79.0 80.4 75.6 33.7 17.8 38.0
KOSPI USD NIKKEI USD HangSeng USD Shanghai USD Taiwan USD FTSE100 USD DOW USD NASDAQ USD Treasury bond Market
1.4 112.4 2,914.8 455.6 236.8 8,459.9 9,868.0 2,141.9
0.0 -0.0 -0.0 0.0 -0.0 0.0 -104.2 -12.6
1.6 0.7 1.7 0.1 0.2 -1.2 -1.0 -0.6
0.6 -0.4 3.0 2.3 -1.4 -2.2 -2.2 -1.6
-0.9 -1.9 7.4 9.5 4.7 4.8 2.1 2.4
14.9 6.0 13.0 -9.4 10.5 12.1 8.5 8.9
41.6 24.6 48.0 29.3 39.9 39.0 22.2 26.4
118.9 45.5 79.1 81.1 82.0 40.1 17.8 38.0
Yield 2.64 3.58 4.46 0.15 0.16 0.27 0.56 0.39 0.87 0.18 0.39 1.03
Change 0.01 0.02 0.03 0.00 0.00 0.00 0.02 -0.02 -0.00 0.00 -0.00 0.00
KOSPI NIKKEI HangSeng Shanghai Taiwan FTSE100 DOW NASDAQ
KOREA
JAPAN
UK
US
6m 1y 2y 6m 1y 2y 6m 1y 2y 6m 1y 2y
7.0 curve(current) yield
6.0
6.0
5.0
3y 5y 10y 3y 5y 10y 3y 5y 10y 3y 5y 10y
yield curve(1m)
yield 4.62 5.09 5.63 0.38 0.68 1.38 1.65 2.75 3.69 1.60 2.49 3.55 6.0
yield curve(6m)
6.0 5.0
4.0
4.0
4.0
3.0
3.0
3.0
2.0
2.0
2.0
2.0
1.0
1.0
1.0
1.0
-
-
-
-
4.0
3.0
1.5 116.7 2,918.7 509.5 241.2 8,635.6 10,119.5 2,190.6
yield curve(1y)
FX
Korea VIX Korea VIX Japan VIX HK VIX US VIX Commodity WTI Brent Natural Gas Gasoline Gold Spot Silver Spot Aluminum Copper Corn Wheat BDI
0.8 75.8 1,377.6 243.9 122.1 5,639.2 6,470.0 1,265.5
KOREA UK USA JAPAN
(Curr/1M/6M/1Y)
/KRW USD/KRW USD/JPY GBP/USD EUR/USD USD/RMB Volatility
his.High 1,723.2 10,767.0 22,620.0 3,478.0 7,811.9 5,299.6 10,119.5 2,190.6
change Corr. (3M)(3M ago) 0.03 0.7 0.8 0.03 0.6 0.6 0.03 0.6 0.7 0.00 -0.4 0.1 0.00 -0.6 0.2 0.00 -0.3 0.1 0.01 0.0 -0.3 0.02 -0.0 -0.1 0.02 -0.2 0.2 0.00 -0.4 -0.5 0.00 -0.6 0.1 -0.00 0.2 -0.2
5.0
5.0
6m Vol 35.8 40.6 44.4 38.0 31.5 33.9 35.6 39.3
27-Oct-2009 60일 기준 his. Low 892.2 6,994.9 10,676.3 1,664.9 3,955.4 3,460.7 6,470.0 1,265.5
1USD 100yen 1GBP 1EUR 1RMB Close 22.2 22.0 23.1 26.3 24.3 market nymx ICE Nymex Nymex
LME LME CBOT CBOT
1,177.9 1,276.9 1,918.7 1,750.1 172.5 1D
Close 1,177.9 92.2 1.6 1.5 6.8
1D 0.3 -0.0 -0.3 -0.1 0.0
1W -0.6 -1.6 -0.5 -0.6 -0.0
1M 1.5 -2.8 2.6 1.6 -0.0
3M 5.6 3.2 -1.2 4.4 0.0
3M
6M
1Y
1W -1.1 -1.0 -0.6 -1.1 2.8
1M
0.2 -0.9 -0.8 -0.5 2.0
-1.9 -2.0 -3.0 -1.3
-3.6 -2.7 -7.1 1.2
-12.3 -12.7 -13.5 -12.5
-46.0 -43.2 -42.9 -54.8
Close 78.6 77.3 4.5 203.4 1,038.3 17.1 1,998.0 6,610.0 377.3 522.0 3,044.0
1D -0.1 -2.1 0.1 -0.5 -0.0 -0.1 1.3 -0.6 -0.2 -0.9 0.0
1W -0.7 -0.7 -12.5 2.3 -1.6 -2.5 2.7 2.2 -1.9 0.9 10.1
1M 19.0 18.7 -8.7 25.5 4.8 6.2 10.1 10.4 12.9 16.1 39.4
3M 14.9 9.9 -3.9 6.2 8.9 21.5 10.6 19.7 13.0 -4.7 -9.0
6M 56.7 49.5 -0.9 41.0 14.6 32.1 37.1 47.9 -6.0 -8.2 62.5
6M 14.0 4.9 11.3 14.0 -0.0
1Y 22.5 0.6 4.8 18.9 0.4
1Y 24.3 24.5 -39.2 37.6 42.1 88.1 1.4 75.3 -14.9 -14.8 176.2
(dow) Corr -0.7 -0.7 -0.5 -0.4 0.5 0.6 -0.6 0.6 -0.0 -0.5 -0.6
(t-bill) Corr 0.5 0.4 0.5 0.6 -0.6 -0.6 0.6 -0.2 0.4 0.8 0.6
8:26:04 AM
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