Global Market Report

3-Sep-2009
Index 60일 기준
currency Close change 1D 1W 1M 3M 6M 1Y 6m Vol his.High his. Low
KOSPI Local 1,613.2 -9.9 -0.6 -0.1 3.1 14.0 57.3 13.1 35.8 1,624.3 892.2
NIKKEI Local 10,280.5 -249.6 -2.4 -3.4 -0.7 5.5 42.2 -19.0 41.0 12,767.5 6,994.9
HangSeng Local 19,522.0 -350.3 -1.8 -4.6 -6.2 5.1 62.2 -5.2 44.9 21,196.8 10,676.3
Shanghai Local 2,715.0 31.3 1.2 -8.5 -21.6 -2.3 31.1 19.3 40.4 3,478.0 1,664.9
Taiwan Local 7,039.8 20.0 0.3 4.8 -0.2 2.1 58.7 6.9 31.6 7,185.5 3,955.4
FTSE100 Local 4,817.6 -2.2 -0.0 -2.0 4.5 7.6 32.9 -14.3 33.9 5,646.5 3,460.7
DOW Local 9,280.7 -29.9 -0.3 -2.8 1.2 6.2 37.2 -19.4 35.7 11,790.2 6,470.0
NASDAQ Local 1,594.3 -1.6 -0.1 -2.6 -0.6 7.7 48.1 -13.8 39.2 1,912.7 1,018.9
KOSPI USD 1.3 -0.0 -0.4 -0.2 0.9 13.8 95.6 3.4 1.3 0.7
NIKKEI USD 111.5 -0.0 -2.3 -2.0 2.6 9.9 51.4 -4.8 138.5 75.9
HangSeng USD 2,518.5 -0.0 -1.8 -4.6 -6.2 5.1 62.4 -4.5 2,734.6 1,377.3
Shanghai USD 397.5 -0.0 1.2 -8.5 -21.6 -2.3 31.3 19.5 509.2 243.7
Taiwan USD 213.9 0.0 0.3 4.8 -0.7 0.8 69.1 3.2 218.3 120.2
FTSE100 USD 7,841.0 -0.0 -0.0 -2.0 0.5 7.3 53.9 -21.5 9,190.2 5,632.7
DOW USD 9,280.7 -29.9 -0.3 -2.8 1.2 6.2 37.2 -19.4 11,790.2 6,470.0
NASDAQ USD 1,594.3 -1.6 -0.1 -2.6 -0.6 7.7 48.1 -13.8 1,912.7 1,018.9
Treasury bond Market
Yield Change yield change Corr. (3M)(3M ago)
KOREA 6m 2.49 -0.02 3y 4.31 -0.06 0.7 0.8
1y 3.39 -0.04 5y 4.83 -0.08 0.6 0.7
2y 4.23 -0.06 10y 5.38 -0.07 0.6 0.7
JAPAN 6m 0.15 0.00 3y 0.28 0.00 -0.4 0.2
1y 0.21 0.00 5y 0.57 0.00 -0.6 0.2
2y 0.23 0.00 10y 1.30 0.00 -0.3 0.3
UK 6m 0.60 0.01 3y 1.73 -0.03 0.0 -0.2
1y 0.33 0.01 5y 2.58 -0.02 -0.0 -0.0
2y 0.86 0.01 10y 3.54 -0.01 -0.2 0.2
US 6m 0.21 -0.01 3y 1.37 -0.03 -0.4 -0.2
1y 0.38 -0.01 5y 2.27 -0.01 -0.6 0.4
2y 0.89 -0.02 10y 3.31 -0.06 0.2 0.1

6.0 curve(current)
yield 6.0
yield curve(1m) 6.0
yield curve(6m) 7.0
yield curve(1y) KOREA
5.0 5.0 5.0 6.0

4.0 4.0 4.0

5.0 UK
3.0 3.0
4.0 USA
3.0
2.0 2.0
3.0 JAPAN
2.0
2.0
1.0 1.0 1.0 1.0
- - - -

FX
/KRW Close 1D 1W 1M 3M 6M 1Y
USD/KRW 1won 1,249.8 1,249.8 -0.7 -0.3 -2.2 -0.8 25.7 -9.2
USD/JPY 100yen 1,355.9 92.2 0.0 1.5 3.3 4.1 6.5 17.5
GBP/USD 1GBP 2,030.8 1.6 0.0 -0.1 -3.9 -0.3 15.8 -8.4
EUR/USD 1EUR 1,780.4 1.4 0.1 -0.5 -1.0 0.8 13.6 -1.6
USD/RMB 1RMB 183.0 6.8 -0.0 0.0 -0.0 -0.0 0.2 0.1
Volatility
Close 1D 1W 1M 3M 6M 1Y
Korea VIX 23.6 0.6 -0.2
Korea VIX 25.1 0.0 -0.5 -1.6 -7.4 -25.3 -1.2
Japan VIX 28.4 0.5 1.5 1.8 -1.4 -19.3 4.0
HK VIX 31.9 0.2 -1.4 -5.3 -5.5 -18.4 1.4
US VIX 28.9 -0.3 3.9 3.0 -0.7 -23.8 6.9
Commodity (dow) (t-bill)
market Close 1D 1W 1M 3M 6M 1Y Corr Corr
WTI nymx 68.4 0.4 -5.7 -4.5 3.4 64.1 -37.5 -0.7 0.3
Brent ICE 67.7 -0.1 -5.6 -5.6 -0.7 60.3 -37.5 -0.7 0.2
Natural Gas Nymex 2.8 -2.3 -2.3 -22.2 -34.9 -38.4 -66.4 -0.3 0.2
Gasoline Nymex 198.6 -3.7 0.2 -1.3 4.2 58.2 -31.5 0.1 0.4
Gold Spot 978.0 -0.0 3.2 2.2 1.6 6.7 22.1 0.8 -0.1
Silver Spot 15.4 0.0 7.7 8.0 0.3 20.1 19.3 0.5 0.2
Aluminum LME 1,846.0 0.1 -2.8 -2.3 25.4 40.1 -31.5 0.8 -0.2
Copper LME 6,174.0 -0.4 -2.2 8.0 22.3 82.4 -15.0 0.9 -0.1
Corn CBOT 319.0 -0.1 -3.1 -13.6 -29.9 -16.2 -46.6 -0.0 0.4
Wheat CBOT 485.0 -0.1 -3.5 -15.9 -27.5 -13.2 -43.8 0.2 0.3
BDI 2,413.0 -0.4 -0.6 -28.0 -41.2 19.8 -62.7 0.1 0.3 8:08:07 AM