CHART BOOK: FULL
CONTENTS SA Inflation SA Interest Rates Global Interest Rates Debt Equity Geographic Equities Relative Equities Macroeconomics SA Macroeconomics Global Macroeconomics SA Property Rand US Dollar Market Relative Commodities, Other
SA INFLATION
SA CPI YEAR-ON-YEAR
SA CPI SELECTED COMPONENTS YEAR-ON-YEAR
SA CPI SELECTED COMPONENTS YEAR-ON-YEAR CPI = Consumer Price Index
SA CPI BREAKEVEN ANALYSIS, CURRENT CPI = Consumer Price Index Nominal Bonds Inflation Linked Bonds Implied Breakeven Inflation Rates
SA CPI BREAKEVEN ANALYSIS, 1 WEEK AGO CPI = Consumer Price Index Nominal Bonds Inflation Linked Bonds Implied Breakeven Inflation Rates
SA CPI BREAKEVEN ANALYSIS, 3 MONTHS AGO CPI = Consumer Price Index Nominal Bonds Inflation Linked Bonds Implied Breakeven Inflation Rates
SA CPI BREAKEVEN ANALYSIS, 12 MONTHS AGO CPI = Consumer Price Index Nominal Bonds Inflation Linked Bonds Implied Breakeven Inflation Rates
IMPLIED BREAKEVEN INFLATION RATES IBI = Implied Breakeven Inflation
MODEL IMPLIED INFLATION LINKED BOND PICK UP
STATIC 2017 CPI WEIGHTINGS Restaurants & Hotels, 3.09% Education, 2.53% Recreation & Culture, 5.16% Communication, 2.63% Transport, 14.28% Miscellaneous, 15.05% Health, 1.40% Household Contents, Equipment & Maintenance, 4.35% Food & NAB, 17.24% Alcohlic Beverages & Tobacco, 5.82% Clothing & Footwear, 3.83% Housing & Utilities, 24.62% CPI = Consumer Price Index Statistics South Africa has recently moved to the internationally accepted 5-yearly update of the inflation basket. These three charts plot the composition of the basket between 2000 and 2013. Please note the change in the colour of the heading; this colour will be used throughout Chart Book to indicate charts that will remain largely static. The three largest components account for around 55% of the inflation basket: Food and Non- Alcoholic Beverages; Housing and Utilities and Transport.
STATIC 2013 CPI WEIGHTINGS Restaurants & Hotels, 3.09% Education, 2.53% Recreation & Culture, 5.16% Communication, 2.63% Transport, 14.28% Miscellaneous, 15.05% Health, 1.40% Household Contents, Equipment & Maintenance, 4.35% Food & NAB, 17.24% Alcohlic Beverages & Tobacco, 5.82% Clothing & Footwear, 3.83% Housing & Utilities, 24.62% CPI = Consumer Price Index Statistics South Africa has recently moved to the internationally accepted 5-yearly update of the inflation basket. These three charts plot the composition of the basket between 2000 and 2013. Please note the change in the colour of the heading; this colour will be used throughout Chart Book to indicate charts that will remain largely static. The three largest components account for around 55% of the inflation basket: Food and Non- Alcoholic Beverages; Housing and Utilities and Transport.
STATIC 2008 CPI WEIGHTINGS Education, 2.19% Recreation & Culture, 4.19% Communication, 3.22% Miscellaneous, 13.56% Restaurants & Hotels, 2.78% Food & NAB, 15.68% Alcohlic Beverages & Tobacco, 5.58% Clothing & Footwear, 4.11% CPI = Consumer Price Index Statistics South Africa has recently moved to the internationally accepted 5-yearly update of the inflation basket. These three charts plot the composition of the basket between 2000 and 2013. Please note the change in the colour of the heading; this colour will be used throughout Chart Book to indicate charts that will remain largely static. Transport, 18.80% Health, 1.47% Household Contents, Equipment & Maintenance, 5.86% Housing & Utilities, 22.56%
STATIC 2000 CPI WEIGHTINGS Transport, 13.72% Restaurants & Hotels, 0.00% Education, 3.73% Recreation & Culture, 3.04% Communication, 2.86% Miscellaneous, 7.18% Food & NAB, 24.15% Alcohlic Beverages & Tobacco, 2.73% Clothing & Footwear, 3.64% CPI = Consumer Price Index Statistics South Africa has recently moved to the internationally accepted 5-yearly update of the inflation basket. These three charts plot the composition of the basket between 2000 and 2013. Please note the change in the colour of the heading; this colour will be used throughout Chart Book to indicate charts that will remain largely static. Health, 6.90% Household Contents, Equipment & Maintenance, 7.50% Housing & Utilities, 24.54%
SA INTEREST RATES
SA REPURCHASE RATE
SA REAL REPURCHASE RATE
SOUTH AFRICA YIELD
SOUTH AFRICA REAL YIELD
SA FORWARD RATE AGREEMENTS NCD = Negotiable Certificate of Deposit; FRA = Forward Rate Agreement
MODEL SA FRA S, IMPLIED INTEREST RATE CHANGES FRA = Forward Rate Agreement
MODEL SA FRA S, IMPLIED INTEREST RATE CHANGES FRA = Forward Rate Agreement
MODEL FORWARD RATES V ACTUAL REPO RATE FRA = Forward Rate Agreement
SA YIELD CURVE
GLOBAL INTEREST RATES
US FED FUNDS RATE
US YIELD CURVE
US YIELD
US REAL YIELD
EU REPO RATE
EU YIELD CURVE
GERMANY YIELD
GERMANY REAL YIELD
UK BASE RATE
UK YIELD CURVE
UK YIELD
UK REAL YIELD
JAPAN REPO RATE
JAPAN YIELD CURVE
JAPAN YIELD
JAPAN REAL YIELD
DEVELOPED MARKETS YIELD CURVES
GLOBAL MARKETS YIELD 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y 50Y SWITZERLAND -0.830-0.810-0.740-0.650-0.474-0.101 0.242 0.385 0.452 EU -0.766-0.749-0.712-0.641-0.364 0.281 0.696 0.902 1.355 GERMANY -0.766-0.749-0.712-0.641-0.364 0.281 0.696 0.902 NA JAPAN -0.277-0.260-0.283-0.132-0.094 0.028 0.482 0.616 NA UK 0.197 0.242 0.126 0.299 0.683 1.428 1.945 2.052 1.836 USA 1.414 1.578 1.787 2.060 2.287 2.482 NA 2.815 NA AUSTRALIA 2.250 2.310 1.707 1.906 2.206 2.705 NA NA NA CHINA 3.640 3.550 2.246 2.436 2.683 2.907 3.247 3.384 NA INDIA 6.087 6.062 6.181 6.132 6.275 6.304 NA 6.873 NA RUSSIA 10.120 10.080 8.810 8.800 8.820 8.710 NA NA NA SOUTH AFRICA 7.650 7.660 7.570 7.550 7.895 8.600 9.685 9.775 NA BRAZIL 13.695 13.340 12.520 11.730 11.760 11.920 NA NA NA Sub 0% 0% - 2% 2% - 5% 5% +
EM CREDIT DEFAULT SWAPS EM = Emerging Markets This graph shows credit default swap spreads, as measured by 5 year spreads on USD denominated sovereign debt. Listed CDS spread is the premium paid by the buyer to the seller of the CDS. This varies from conventional understanding of yield spreads i.e. over US treasury yield. What s important to note in this graph is than the market has priced South African 5Y USD denominated debt at a level considered more risky than both Turkey and Russia (both junk at S&P; Russia junk at Moody's). Note: The default event typically used for EM debt is CR (Credit Restructuring) which triggers an event when a debt obligation is restructured i.e. interest payments reduced; principal reduced; maturity extended; becoming subordinated to another obligation or having its currency changed.
EM CREDIT DEFAULT SWAPS, LAST YEAR EM = Emerging Markets
EM CREDIT DEFAULT SWAPS, LAST YEAR REBASED EM = Emerging Markets
EQUITY
GEOGRAPHIC EQUITIES
GLOBAL EQUITIES
MSCI AC WORLD INDEX AC = All Countries
MSCI AC WORLD INDEX, 1Y RATE OF CHANGE AC = All Countries
MSCI AC WORLD INDEX, LAST YEAR AC = All Countries
MSCI AC WORLD INDEX, PERCENTAGE CHANGES AC = All Countries
MSCI WORLD INDEX
MSCI WORLD INDEX, 1Y RATE OF CHANGE
MSCI WORLD, LAST YEAR
MSCI WORLD INDEX, PERCENTAGE CHANGES
MSCI EM INDEX EM = Emerging Markets
MSCI EM INDEX, 1Y RATE OF CHANGE EM = Emerging Markets
MSCI EM INDEX, LAST YEAR EM = Emerging Markets
MSCI EM INDEX, PERCENTAGE CHANGES EM = Emerging Markets
SOUTH AFRICA
JSE ALSI ALSI = All Share Index
JSE ALSI INDEX, 1Y RATE OF CHANGE ALSI = All Share Index
JSE ALSI INDEX, LAST YEAR ALSI = All Share Index
JSE SECTOR INDICES LAST YEAR, REBASED
JSE ALSI PE ALSI = All Share Index PE = Price Earnings
JSE ALSI DY ALSI = All Share Index DY = Dividend Yield
JSE ALSI, PERCENTAGE CHANGES ALSI = All Share Index
JSE ALSI EY ALSI = All Share Index EY = Earnings Yield
JSE ALSI REAL EY ALSI = All Share Index EY = Earnings Yield
JSE SWIX INDEX
JSE SWIX INDEX, 1Y RATE OF CHANGE
JSE SWIX INDEX, LAST YEAR
JSE SWIX INDEX PE PE = Price Earnings
JSE SWIX INDEX DY DY = Dividend Yield
JSE SWIX INDEX, PERCENTAGE CHANGES
JSE SWIX INDEX EY EY = Earnings Yield
JSE SWIX REAL EY EY = Earnings Yield
USA
S&P 500 INDEX
S&P 500 INDEX, 1Y RATE OF CHANGE
S&P 500 INDEX, LAST YEAR
S&P 500 INDEX PE PE = Price Earnings
S&P 500 INDEX DY DY = Dividend Yield
S&P 500 INDEX, PERCENTAGE CHANGES
S&P 500 EY EY = Earnings Yield
DOW JONES INDUSTRIALS INDEX
DOW JONES INDUSTRIALS INDEX, 1Y RATE OF CHANGE
DOW JONES INDUSTRIALS INDEX, LAST YEAR
DOW JONES INDUSTRIALS INDEX PE PE = Price Earnings
DOW JONES INDUSTRIALS INDEX DY DY = Dividend Yield
DOW JONES INDUSTRIALS INDEX, PERCENTAGE CHANGES
DOW JONES INDUSTRIES INDEX EY EY = Earnings Yield
NASDAQ 100 INDEX
NASDAQ 100 INDEX, 1Y RATE OF CHANGE
NASDAQ 100 INDEX, LAST YEAR
NASDAQ 100 INDEX PE PE = Price Earnings
NASDAQ 100 INDEX DY DY = Dividend Yield
NASDAQ 100 INDEX, PERCENTAGE CHANGES
NASDAQ 100 INDEX EY EY = Earnings Yield
RUSSELL 2000 INDEX
RUSSELL 2000 INDEX, 1Y RATE OF CHANGE
RUSSELL 2000 INDEX, LAST YEAR
RUSSELL 2000 INDEX, PERCENTAGE CHANGES
CENTRAL & SOUTH AMERICA
MEXICO (BOLSA) INDEX
MEXICO (BOLSA) INDEX, 1Y RATE OF CHANGE
MEXICO (BOLSA) INDEX, LAST YEAR
MEXICO (BOLSA) INDEX PE PE = Price Earnings
MEXICO (BOLSA) INDEX DY DY = Dividend Yield
MEXICO (BOLSA) INDEX, PERCENTAGE CHANGES
MEXICO (BOLSA) INDEX EY EY = Earnings Yield
BRAZIL (IBX) INDEX
BRAZIL (IBX) INDEX, 1Y RATE OF CHANGE
BRAZIL (IBX) INDEX, LAST YEAR
BRAZIL (IBX) INDEX, PERCENTAGE CHANGES
ARGENTINA (MERVAL) INDEX
ARGENTINA (MERVAL) INDEX, 1Y RATE OF CHANGE
ARGENTINA (MERVAL) INDEX, LAST YEAR
ARGENTINA (MERVAL) INDEX, PERCENTAGE CHANGES
EUROPE
EUROPE (EURO STOXX 50) INDEX
EUROPE (EURO STOXX 50) INDEX, 1Y RATE OF CHANGE
EUROPE (EURO STOXX 50) INDEX, LAST YEAR
EUROPE (EURO STOXX 50) INDEX PE PE = Price Earnings
EUROPE (EURO STOXX 50) INDEX DY DY = Dividend Yield
EUROPE (EURO STOXX 50) INDEX, PERCENTAGE CHANGES
EUROPE (EURO STOXX 50) INDEX EY EY = Earnings Yield
UK (FTSE 100) INDEX
UK (FTSE 100) INDEX, 1Y RATE OF CHANGE
UK (FTSE 100) INDEX, LAST YEAR
UK (FTSE 100) INDEX PE PE = Price Earnings
UK (FTSE 100) INDEX DY DY = Dividend Yield
UK (FTSE 100) INDEX, PERCENTAGE CHANGES
UK (FTSE 100) INDEX EY EY = Earnings Yield
GERMANY (DAX 30) INDEX
GERMANY (DAX 30) INDEX, 1Y RATE OF CHANGE
GERMANY (DAX 30) INDEX, LAST YEAR
GERMANY (DAX 30) INDEX PE PE = Price Earnings
GERMANY (DAX 30) INDEX DY DY = Dividend Yield
GERMANY (DAX 30) INDEX, PERCENTAGE CHANGES
GERMANY (DAX 30) INDEX EY EY = Earnings Yield
FRANCE (CAC 40) INDEX
FRANCE (CAC 40) INDEX, 1Y RATE OF CHANGE
FRANCE (CAC 40) INDEX, LAST YEAR
FRANCE (CAC 40) INDEX PE PE = Price Earnings
FRANCE (CAC 40) INDEX DY DY = Dividend Yield
FRANCE (CAC 40) INDEX, PERCENTAGE CHANGES
FRANCE (CAC 40) INDEX EY EY = Earnings Yield
MIDDLE EAST AND AFRICA
TURKEY (BIST ALL SHARE) INDEX
TURKEY (BIST ALL SHARE) INDEX, 1Y RATE OF CHANGE
TURKEY (BIST ALL SHARE) INDEX, LAST YEAR
TURKEY (BIST ALL SHARE) INDEX PE PE = Price Earnings
TURKEY (BIST ALL SHARE) INDEX DY DY = Dividend Yield
TURKEY (BIST ALL SHARE) INDEX, PERCENTAGE CHANGES
TURKEY (BIST ALL SHARE) INDEX EY EY = Earnings Yield
NIGERIA (ALL SHARE) INDEX
NIGERIA (ALL SHARE) INDEX, 1Y RATE OF CHANGE
NIGERIA (ALL SHARE) INDEX, LAST YEAR
NIGERIA (ALL SHARE) INDEX, PERCENTAGE CHANGES
ASIA & PACIFIC
JAPAN (NIKKEI 225) INDEX
JAPAN (NIKKEI 225) INDEX, 1Y RATE OF CHANGE
JAPAN (NIKKEI 225) INDEX, LAST YEAR
JAPAN (NIKKEI 225) INDEX PE PE = Price Earnings
JAPAN (NIKKEI 225) INDEX, PERCENTAGE CHANGES
JAPAN (NIKKEI 225) INDEX EY EY = Earnings Yield
HONG KONG (HANG SENG) INDEX
HONG KONG (HANG SENG) INDEX, 1Y RATE OF CHANGE
HONG KONG (HANG SENG) INDEX, LAST YEAR
HONG KONG (HANG SENG) INDEX PE PE = Price Earnings
HONG KONG (HANG SENG) INDEX DY DY = Dividends Yield
HONG KONG (HANG SENG) INDEX, PERCENTAGE CHANGES
HONG KONG (HANG SENG) INDEX EY EY = Earnings Yield
SINGAPORE (STRAITS TIMES) INDEX
SINGAPORE (STRAITS TIMES) INDEX, 1Y RATE OF CHANGE
SINGAPORE (STRAITS TIMES) INDEX, LAST YEAR
SINGAPORE (STRAITS TIMES) INDEX PE PE = Price Earnings
SINGAPORE (STRAITS TIMES) INDEX DY DY = Dividend Yield
SINGAPORE (STRAITS TIMES) INDEX, PERCENTAGE CHANGES
SINGAPORE (STRAITS TIMES) INDEX EY PE = Price Earnings
CHINA (SHANGHAI COMPOSITE), LAST YEAR
CHINA (SHANGHAI COMPOSITE), PERCENTAGE CHANGES
RUSSIA (MOEX) INDEX
RUSSIA (MOEX) INDEX, 1Y RATE OF CHANGE
RUSSIA (MOEX) INDEX, LAST YEAR
RUSSIA (MOEX) INDEX, PERCENTAGE CHANGES
INDIA (S&P BSE 100) INDEX
INDIA (S&P BSE 100) INDEX,1Y RATE OF CHANGE
INDIA (S&P BSE 100) INDEX, LAST YEAR
INDIA (S&P BSE 100) INDEX, PERCENTAGE CHANGES
AUSTRALIA (S&P/ASX 200) INDEX
AUSTRALIA (S&P/ASX 200) INDEX,1Y RATE OF CHANGE
AUSTRALIA (S&P/ASX 200) INDEX, LAST YEAR
AUSTRALIA (S&P/ASX 200) INDEX PE PE = Price Earnings
AUSTRALIA (S&P/ASX 200) INDEX DY DY = Dividend Yield
AUSTRALIA (S&P/ASX 200) INDEX, PERCENTAGE CHANGES
AUSTRALIA (S&P/ASX 200) INDEX EY EY = Earnings Yield
RELATIVE EQUITIES
GLOBAL MARKETS
GLOBAL INDICES RELATIVE, LAST YEAR (USD)
GLOBAL MARKETS RELATIVE, LAST YEAR (USD)
ASIAN EQUITY MARKETS RELATIVE, LAST YEAR (USD)
MODEL GLOBAL MARKETS PE S PE = Price Earnings
GLOBAL MARKETS DY DY = Dividend Yield
GLOBAL MARKETS EY EY = Earnings Yield
DEVELOPED MARKETS
DEVELOPED MARKETS RELATIVE, LAST YEAR (USD)
MODEL DEVELOPED MARKETS PE S PE = Price Earnings
DEVELOPED MARKETS DY DY = Dividend Yield
DEVELOPED MARKETS EY EY = Earnings Yield
EMERGING MARKETS
EM RELATIVE, LAST YEAR (USD) EM = Emerging Markets
MODEL EMERGING MARKETS PE S PE = Price Earnings
EMERGING MARKETS DY DY = Dividend Yield
EMERGING MARKETS EY EY = Earnings Yield
COMMODITY LINKED MARKETS
COMMODITY MARKETS RELATIVE, LAST YEAR (USD)
MODEL COMMODITY MARKETS PE S
COMMODITY MARKETS DY DY = Dividend Yield
COMMODITY MARKETS EY EY = Earnings Yield
SA PROPERTY INDICES
SA LISTED PROPERTY INDEX
SA LISTED PROPERTY INDEX, 1Y RATE OF CHANGE
SA LISTED PROPERTY INDEX, LAST YEAR
SA LISTED PROPERTY INDEX PE PE = Price Earnings
SA LISTED PROPERTY INDEX DY DY = Dividend Yield
SA LISTED PROPERTY INDEX, PERCENTAGE CHANGES
SA LISTED PROPERTY INDEX EY EY = Earnings Yield
MACROECONOMICS
SA MACROECONOMICS
GDP
SA OFFICIAL UNEMPLOYMENT RATE
SA CURRENT ACCOUNT BALANCE
SA FISCAL BALANCE
SA TRADE BALANCE
SA OFFICIAL FOREIGN RESERVES
SA OFFICIAL FOREIGN RESERVES (USD)
SA EQUITY MARKET FLOWS
SA BOND MARKET FLOWS
SA BOND MARKET FLOWS
SA MONEY SUPPLY M3 = Money Supply
SA NEW PASSENGER VEHICLE SALES
CONSUMER CONFIDENCE INDEX
GLOBAL MACROECONOMICS
NORTH & SOUTH AMERICA
USA GDP, 1Y ANNUALIZED CHANGE
USA UNEMPLOYMENT
USA LABOUR FORCE PARTICIPATION RATE
USA INFLATION CPI = Inflation
USA POLICY RATE
USA CURRENT ACCOUNT BALANCE
USA FISCAL BALANCE
MEXICO GDP
MEXICO UNEMPLOYMENT RATE
MEXICO INFLATION CPI = Inflation
MEXICO POLICY RATE
MEXICO CURRENT ACCOUNT BALANCE
ARGENTINA UNEMPLOYMENT RATE
ARGENTINA POLICY RATE
ARGENTINA CURRENT ACCOUNT BALANCE
BRAZIL GDP
BRAZIL UNEMPLOYMENT RATE
BRAZIL INFLATION CPI = Inflation Period prior to 1996 has been intentionally removed certain periods of hyper inflation which heavily skew the data.
BRAZIL POLICY RATE
BRAZIL CURRENT ACCOUNT BALANCE
BRAZIL FISCAL BALANCE
EUROPE
EUROPE GDP
EUROPE POLICY RATE
FRANCE GDP
FRANCE UNEMPLOYMENT RATE
FRANCE INFLATION CPI = Inflation
FRANCE POLICY RATE
FRANCE CURRENT ACCOUNT BALANCE
FRANCE FISCAL BALANCE
GERMANY GDP
GERMANY UNEMPLOYMENT RATE
GERMANY INFLATION CPI = Inflation
GERMANY POLICY RATE
GERMANY CURRENT ACCOUNT BALANCE
GERMANY FISCAL BALANCE
UK GDP
UK UNEMPLOYMENT RATE
UK INFLATION CPI = Inflation
UK POLICY RATE
UK CURRENT ACCOUNT BALANCE
UK FISCAL BALANCE
MIDDLE EAST AND AFRICA
NIGERIA GDP
NIGERIA INFLATION CPI = Inflation
NIGERIA POLICY RATE
NIGERIA CURRENT ACCOUNT BALANCE
TURKEY GDP
TURKEY UNEMPLOYMENT RATE
TURKEY INFLATION CPI = Inflation
TURKEY POLICY RATE
TURKEY CURRENT ACCOUNT BALANCE
TURKEY FISCAL BALANCE
ASIA & PACIFIC
AUSTRALIA GDP
AUSTRALIA UNEMPLOYMENT RATE
AUSTRALIA INFLATION CPI = Inflation
AUSTRALIA POLICY RATE
AUSTRALIA CURRENT ACCOUNT BALANCE
AUSTRALIA FISCAL BALANCE
CHINA GDP
CHINA UNEMPLOYMENT RATE
CHINA INFLATION CPI = Inflation
CHINA POLICY RATE
CHINA CURRENT ACCOUNT BALANCE
CHINA FISCAL BALANCE
HONG KONG GDP
HONG KONG UNEMPLOYMENT RATE
HONG KONG INFLATION CPI = Inflation
HONG KONG POLICY RATE
HONG KONG CURRENT ACCOUNT BALANCE
INDIA GDP
INDIA INFLATION CPI = Inflation
INDIA POLICY RATE
INDIA CURRENT ACCOUNT BALANCE
INDIA FISCAL BALANCE
JAPAN GDP
JAPAN UNEMPLOYMENT RATE
JAPAN INFLATION CPI = Inflation
JAPAN POLICY RATE
JAPAN CURRENT ACCOUNT BALANCE
JAPAN FISCAL BALANCE
RUSSIA GDP
RUSSIA UNEMPLOYMENT RATE
RUSSIA INFLATION CPI = Inflation Period pre 1996 has been intentionally excluded to remove certain periods of hyper inflation.
RUSSIA POLICY RATE
RUSSIA CURRENT ACCOUNT BALANCE
RUSSIA FISCAL BALANCE
SINGAPORE GDP
SINGAPORE UNEMPLOYMENT
SINGAPORE INFLATION CPI = Inflation
SINGAPORE POLICY RATE Singapore has a policy rate that is controlled by exchange rate factors. The central bank is not in charge of interest rate policy, but rather the Monetary Authority of Singapore. The policy rate is managed against a basket of major trading partner currencies. Although the basket constituents are concealed, major partners are Hong Kong; China; Malaysia; Indonesia and the United States. This is the only nation in the world to follow this policy.
SINGAPORE CURRENT ACCOUNT BALANCE
RELATIVE MACROS
MODEL GLOBAL MARKETS UNEMPLOYMENT RATE
MODEL GLOBAL MARKETS POLICY RATE
MODEL DEVELOPED MARKETS UNEMPLOYMENT
MODEL DEVELOPED MARKETS POLICY RATE
DEVELOPED MARKETS POLICY RATES
MODEL EMERGING MARKETS UNEMPLOYMENT
MODEL EMERGING MARKETS POLICY RATE
MODEL COMMODITY MARKETS UNEMPLOYMENT
MODEL COMMODITY MARKETS POLICY RATE
GLOBAL ASSET CLASS RETURN
GLOBAL ASSET CLASS RETURNS (ZAR)
GLOBAL ASSET CLASS RETURNS (USD)
GLOBAL ASSET CLASS RETURNS (EUR)
GLOBAL ASSET CLASS RETURNS (GBP)
GLOBAL ASSET CLASS RETURNS (BASE CURRENCY)
RAND
USDZAR
GBPZAR
EURZAR
AUDZAR
ZAR V SELECTED CURRENCIES, LAST YEAR, REBASED TO 100
USDZAR FORWARD
MODEL USDZAR FORWARD V ACTUAL USDZAR
GBPZAR FORWARD
MODEL GBPZAR FORWARD V ACTUAL GBPZAR
EURZAR FORWARD
MODEL EURZAR FORWARD V ACTUAL EURZAR
USDZAR 1 MONTH VOLATILITY
USDZAR 1 MONTH VOLATILITY, LAST YEAR
US DOLLAR
GBPUSD
EURUSD
AUDUSD
JPYUSD
USD LAST YEAR VS SELECTED CURRENCIES, REBASED TO 100
USD LAST YEAR, REBASED TO 100
GBPUSD FORWARD
MODEL GBPUSD FORWARD V ACTUAL GBPUSD
EURUSD FORWARD
MODEL EURUSD FORWARD V ACTUAL EURUSD
MARKET RELATIVE
USD V COMMODITY CURRENCIES
USD V EMERGING MARKETS
COMMODITIES, OTHER
OIL PRICE
OIL PRICE, LAST YEAR
OIL PRICE IN ZAR
OIL PRICE IN ZAR, LAST YEAR
GOLD PRICE (USD)
GOLD PRICE (USD), LAST YEAR
GOLD PRICE (ZAR)
GOLD PRICE (ZAR), LAST YEAR
GOLD PRICE (GBP)
GOLD PRICE (GBP), LAST YEAR
GOLD PRICE (EUR)
GOLD PRICE (EUR), LAST YEAR
CBOE VIX CBOE = Chicago Board Options Exchange
CBOE VIX, LAST YEAR CBOE = Chicago Board Options Exchange
MOVE INDEX (BOND VOLATILITY)
MOVE INDEX (BOND VOLATILITY), LAST YEAR
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