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Weekly Chart Book
October 27, 2013

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
Developed Markets

3
Emerging Markets

4
US Financial Conditions

5
The VIX Index (S&P 500 Implied Volatility)

6
Global Financial Stress Index

7
Citi Macro Risk Index

8
Fixed Income & Credit
US Yield Curve (Current vs. 1 Month & 12 Months Ago)

10
UST Curve vs. US Investment Grade Curve

11
U.S. Treasury 10 Year Yield

12
U.S. Treasury 10 Year Yield

13
U.S. Treasury 2yr-10yr Slope

14
U.S. Treasury 10 Year Yield – Forecast

15
Fed’s 5 Year Forward Breakeven (Inflation Expectations)

16
Investment Grade Bond Prices

17
Investment Grade Credit Spread (BBB – 10 Yr. UST Yield)

18
High Yield Bond Prices

19
High Yield Credit Spreads (HY – 10 Yr. UST Yield)

20
Emerging Market Debt (Local Currency)

21
Emerging Market Bond Spreads

22
Global Equities
World Equity Indices

24
MSCI All Country World Index

25
ACWI Earnings Estimates (Forward 12 Months)

26
MSCI ACWI – Price, Price/Earnings, & Basic EPS

27
S&P 500 Index

28
S&P 500 Earnings Estimates (Forward 12 Months)

29
S&P 500 – Price, Price/Earnings, & Basic EPS

30
MSCI EAFE (Europe, Australia, Far East) Index

31
MSCI EAFE Earnings Estimates (Forward 12 Months)

32
MSCI EAFE - Price/Earnings and Basic EPS

33
MSCI Emerging Markets Index

34
MSCI EM Earnings Estimates (Forward 12 Months)

35
MSCI Emerging Markets - Price/Earnings and Basic EPS

36
Equity Risk Premiums by Country

37
AGO Constituents – Japan, China, Russia, Germany, Korea, & Austria

38
Global Heat Map – Sectors & Regions YTD

39
The Economy
Last week’s Economic Calendar

41
Next week’s Economic Calendar

42
Economic Surprise Monitor (Deviations from Expectations)

43
US Economic Surprise Index (Data’s Deviation from Expectations)

44
30 Year Mortgage Rates

45
Initial Jobless Claims – 4 Week Moving Average

46
Currencies & Commodities
World Currencies vs. U.S. Dollar (6 Month Spot Returns)

48
World Currencies vs. U.S. Dollar (Spot Forecast: Q1 2014)

49
US Dollar Index

50
Euro €

51
Japanese Yen ¥

52
Mexican Peso

53
Global Commodity Prices

54
Continuous Commodity Index – 5 Years

55
Gold Prices – 5 Years

56
Crude Oil Prices – 5 Years

57

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