(2012-01-16, )

: UNIVERSITY OF MICHIGAN
CONFIDENCE
(index)
120
100

80
60

2011/12

2010/12

2009/12

2008/12

2007/12

2006/12

2005/12

2004/12

2003/12

2002/12

2001/12

40

(2012-01-13)

(WTI)
USD/bar
98.70
-0.40%

(Urals)
USD/bar.
109.68
-0.51%

USD/OZ
1639.0
-0.68%
0

USD/MT
8000.0
-0.06%
0

USD/bu.
6.02
-0.45%

USD/bu.
11.58
-2.05%
(2012-01-13)
EUR / USD
1.268
-1.05%
USD / JPY
76.97
0.27%
GBP / USD
1.5317
-0.10%
(2012-01-13)
Libor 6 . (USD)
0.79
-0.80 bp
Euribor 6 .
1.51
-1.30 bp
10
1.86
-5.92 bp

10

1.77

-7.00 bp

S&P.
,
. , ,
,
,

.


.
.

(2012-01-16)
( 9:00)

KOSPI 200 Index (
243.10
-0.89%
)
HANG SENG Index
19033.67
-0.89%
()
CSI 300 Index ()
2370.07
-1.01%
BSE Sensex Index ()
16071.43
-0.51%
NIKKEI 225 Index ()
8378.36
-1.43%
(2012-01-13)
Dow Jones Industrial Average
12422.06
-0.39%
S&P 500 Index
1289.09
-0.49%
NASDAQ Index
2710.67
-0.51%
(2012-01-13)
BOVESPA Index ()
59146.58
-1.29%
MEXBOL Index ()
36548.56
-2.07%
MERVAL Index ()
2753.52
-2.36%
IPSA Index ()
4205.05
-0.20%
(2012-01-13)
FTSE 100 Index
5636.64
-0.46%
()
DAX Index ()
6143.08
-0.58%
CAC 40 Index ()
3196.49
-0.11%
(2012-01-13)
OMXV Index ()
307.77
0.25%
OMXR Index ()
382.08
0.63%
OMXT Index (Estonia)
553.15
0.34%
(2012-01-13)
RTS Index ()
1446.46
-0.81%
BELEX Index ()
486.67
-0.09%
BET Index ()
4382.60
0.14%
PFTS Index ()
CROBEX Index ()
BUX Index ()
WIG Index ()
PX Index ()
SOFIX Index ()

540.69
1726.63
17350.24
37991.91
890.6
314.52

-0.89%
-0.64%
1.88%
-0.19%
-0.78%
0.23%

(Trade Balance)

(Industrial
Production)

+12.0

+11.6

-0.5%/
+3.9% /

+0.8%/
+4.1% /

. ,
( ). Finasta
. ( , ..)
, .

 (2012-01-16, )

,
.
, S&P

AAA
,

,
.
,
, , 16 ,

.



2011. 47,75 USD.
.
13 2012. Dow Jones
48,96 (-0,39%) - 12422,10
, S&P 500 6,41 (-0,49%) 1289,09 , NASDAQ 14,03
(-0,51%) - 2710,67 .
,

- J.P.Morgan
Chase & Co., IV
2011. 23%, 3,73 USD.,
4,83 USD. IV

2010.

J.P.Morgan

, ,
,
11% IV 2011. 16%

"
".
J.P.Morgan Chase
2011.
2,52%.
""
: Bank of America 2,65%, Morgan
Stanley 3,14%, Citigroup - 2,72%
Goldman Sachs - 2,22%, Wells Fargo American
Express, , - 0,2% 0,22%
.
ExxonMobil
0,16%, Chevron - 1,06%. ConocoPhillips
0,59%. ,
Brent

. FTSE 100 0,46%,

CAC 40 0,11%, DAX
0,58%.

6,9 .

4,8%,
.
.
, , S&P
,
, , , .

. , ,

.
Royal Bank of
Scotland 4,78%, Lloyds Banking - 1,20%, Barclays 4,1%.

Societe
Generale
0,06%, Credit Agricole - 0,38%, BNP
Paribas 3,51%. Deutsche Bank
Commerzbank 0,11% 0,86% .
Vodafone Group Plc. 2,51%.
Nokia 3,34%.
Tesco
2,06%.

.
1998
$3,18 2011 , ,
$3,274 .

( 2011
$155,14 ,
14,5% 2010), .

,
Agricultural Bank Of China 1,7%.
,


. Nissan Motor 0,3%,
Honda Motor 0,2%.

( ),

. +0,63%, OMX
Tallinn OMX Vilnius +0,34% +0,25%, .
1 103 . EUR.

 (2012-01-16, )
12 233,8 .
, 11,3%
, .
2011
() 66,7 . LTL,
- 2011 3 . LTL ,
2010 ,
1,6 . LTL, 2,2 ,
.
OMX Riga.
Olainfarm SAF tehnika, +2,63% -1,19%
.
Valmieras stikla iedra ,
25 2012
,
.
OMX Tallinn.

Olympic
Entertainment Group, 543 . EUR, 2/3
2 .
-0.7%.
4 .
OMX Vilnius.
Rokikio sris, 118 . EUR,
,
-1,46%.
Rokikio sris
.
Linas Agro Group,
+3,82%.
Lietuvos Energija , ,


. 18
EUR,
LE. ,

.
,

,

, . ,
0.81%,
0.08%.

.

(+4,82%).
-5 (+2,31%), (+1,98%),
(+1,69%) - (+1.41%).
,
(-3,23%).

2011 .
13% --. , 411
31% --
. ,
,
311.
,

.

390 .
,
112 2,35 (.. /
48%). 2012
10,5 (+67% /).

,

.

2011 .,
-.
3.9% --.
,
, ,
.
0,7%.

, , .
: Bloomberg, CNN Money, Reuters, DailyFX, MarketWatch, Wall Street Journal, Finam, .

 (2012-01-16, )

0.88%
0.50%
1.36%

5.69%
4.68%
6.08%

-0.32%
5.38%
5.38%

0.59%
1.71%
1.41%
1.88%
-0.23%
1.00%

5.66%
6.14%
7.74%
7.54%
4.63%
8.64%

-13.24%
-19.94%
-13.18%
-19.75%
-6.09%
-15.52%

0.66%
0.69%
1.31%

1.40%
0.23%
-0.28%

-22.59%
-22.04%
-20.20%

0.40%
-0.59%
0.93%
0.08%
-0.69%
1.48%
1.35%

3.54%
13.16%
5.44%
1.57%
1.37%
4.24%
0.52%

-12.15%
-22.20%
-16.62%
-14.73%
-3.81%
-13.52%
78.54%

1.84%
0.59%
0.04%
-0.42%
0.67%
-1.46%
-1.42%
7.71%
-0.68%

4.73%
4.03%
4.35%
3.96%
2.68%
-5.25%
-0.24%
1.69%
-1.57%

-17.73%
-22.46%
-15.42%
-28.30%
-19.61%
-47.18%
-29.48%
-22.06%
-22.93%

1.88%
1.60%
1.58%

5.53%
4.97%
4.87%

-21.13%
-22.89%
-16.84%

2.56%
2.18%
1.93%
1.77%
4.53%
0.86%

4.57%
4.31%
3.74%
1.05%
-0.84%
0.15%

-14.09%
-20.44%
-14.79%
-11.81%
-23.34%
-20.83%

S&P 500
Dow Jones Industrial Average
Nasdaq

MSCI Europe
Eurostoxx 50
DAX
CAC 40
FTSE 100
OMXS

MSCI Japan Local

TOPIX
Nikkei 225

MSCI Emerging Markets Latin America
MERVAL
BOVESPA
IPSA
BOLSA
IGBC
IBVC

MSCI Emerging Markets Europe
OMXBGI
SOFIX
PX
WSE WIG
PFTS
BELEX15
BUX
CROBEX

MSCI Russia
RTS
MICEX

MSCI Emerging Markets Asia

MSCI Hong Kong
SENSEX
KOSPI
CSI 300
TAIEX

 (2012-01-16, )

116

EUR/USD

112

EUR/JPY

EUR / USD
EUR / JPY
EUR / CNY

1.2680
97.6
8.11

-0.29%
-0.34%
0.54%

-2.81%
-3.84%
-1.79%

-5.29%
-12.05%
-8.20%

EUR/CNY

108
104
100
96

92
88
84
80
2011/1/16

2011/3/16

2011/5/16

EUR / LVL
EUR / LTL

EUR / CZK
EUR / PLN
EUR / RON
EUR / UAH
EUR / HUF

EUR / ALL
EUR / BGN
EUR / HRK
EUR / MKD
EUR / CSD

EUR / RUB
EUR / KZT
EUR / GEL
EUR / TRY

2011/7/16

2011/9/16

2011/11/16

0.70

3.45


25.61

4.41

4.34

10.15

310.50

138.16

1.96

7.55

61.46

104.76


40.44

187.87

2.12

2.36

0.00%
0.00%

0.00%
0.00%

0.00%
0.00%

-1.01%
-1.99%
-0.24%
-0.73%
-1.22%

0.99%
-1.96%
0.21%
-2.74%
2.13%

5.06%
13.76%
1.82%
-4.63%
12.45%

0.01%
0.00%
0.22%
1.66%
0.00%

-0.06%
0.00%
0.48%
0.53%
2.58%

-0.47%
0.00%
2.04%
-0.02%
-0.47%

-0.61%
-0.44%
-0.23%
-1.45%

-3.13%
-2.62%
-1.74%
-4.01%

0.74%
-4.27%
-12.25%
13.73%

 (2012-01-16, )

Reuters/Jefferies

-0.58%

4.31%

-7.61%

1.30%
5.54%
3.56%
4.53%
6.28%
3.26%
5.77%
2.68%
6.30%

2.57%
8.92%
8.41%
5.66%
5.13%
-0.01%
4.93%
2.63%
12.23%

20.44%
-17.10%
-9.05%
-24.25%
-17.65%
4.42%
-20.23%
-24.94%
-21.42%

5.53%
6.03%
4.58%
-6.53%
-14.61%

7.82%
12.32%
14.99%
-16.23%
-42.99%

3.17%
10.64%
6.70%
1.65%
-11.26%

-22.11%
-32.50%
-4.51%
-12.40%
-13.14%

-44.23%
-6.67%

-26.82%
16.67%

"WTI""
"BRENT"
"URALS"

DAP ()
Baltic Dry
VLCC

-2.82%
-2.27%
-1.39%
-8.33%
-12.80%

-3.60%
-0.41%
-0.40%
-3.20%
1.99%

-21.83%
7.69%

 (2012-01-16, )

(USD/OZ)

(USD/OZ)

1950

50

1850

46

1750

42

1650

38

1550

34

1450

30

1350
1250
2011/1/16

26
2011/4/16

2011/7/16

2011/10/16

2012/1/16

22
2011/1/16

(USD/OZ)

2011/4/16

2011/7/16

2011/10/16

2012/1/16

(USD/MT)
10500

1900

10000

1800

9500

1700

9000
8500

1600

8000

1500

7500

1400

7000
1300
2011/1/16

2011/4/16

2011/7/16

2011/10/16

2012/1/16

6500
2011/1/16

2011/4/16

(USD/MT)

2011/7/16

2011/10/16

2012/1/16

2011/10/16

2012/1/16

(USD/MT)

30000

2500

27500
25000

2300

22500
2100
20000

1900

17500
15000
2011/1/16

2011/4/16

2011/7/16

2011/10/16

2012/1/16

1700
2011/1/16

(EUR/MT)
750
700
650
600
550
500
450
400
350
300
2011/1/16

2011/4/16

2011/7/16

(USD/MT)
2600
2500
2400

2300
2200
2100

2011/4/16

2000

1900

2011/7/16

2011/10/16

2012/1/16

1800
2011/1/16

2011/4/16

2011/7/16

2011/10/16

2012/1/16

 (2012-01-16, )

Brent (USD/bar.)

WTI (USD/bar.)

132

110

124

100
116
90

108
80

100
92
2011/1/16

2011/4/16

2011/7/16

2011/10/16

2012/1/16

70
2011/1/16

(USD/MT)
80
78
76
74
72
70
68
66
64
62
60
58
2011/1/16

2011/4/16

2011/7/16

2011/10/16

2012/1/16

(. )

370000

363000
356000
349000
342000

335000
328000

2011/4/16

2011/7/16

2011/10/16

2012/1/16

321000
2011/1/16

2011/4/16

2011/7/16

2011/10/16

2012/1/16

(USD/MMBtu)
5
4.5
4
3.5
3
2.5
2
2011/1/16

2011/4/16

2011/7/16

2011/10/16

2012/1/16

 (2012-01-16, )

(USD/bu.)

(USD/bu.)

900

1440
840

1380

780

1320

720

1260

660

1200

600

1140

540
2011/1/16

2011/4/16

2011/7/16

2011/10/16

2012/1/16

1080
2011/1/23

2011/4/23

(EUR/MT)

2011/7/23

2011/10/23

(USD/MT)

485

3700

470
3400

455

3100

440

2800

425
410

2500

395

2200

380
2011/1/16

2011/4/16

2011/7/16

2011/10/16

2012/1/16

1900
2011/1/16

DA (USD/MT)

2011/4/16

2011/7/16

2011/10/16

2012/1/16

Reuters/Jefferies
380

690

660

360

630

600

340

570
320

540
510

300

480
450
2011/1/16

2011/4/16

2011/7/16

2011/10/16

2012/1/16

280
2011/1/16

2011/4/16

2011/7/16

2011/10/16

2012/1/16

 (2012-01-16, )

(%)

(%)

2.0

7.0

1.8

6.0

1.6

5.0

1.4

4.0

1.2

Euribor 6 .

1.0

Libor (USD) 6 .

3.0
2.0

0.8

1.0

0.6

0.0
2009/3/24

0.4
0.2
2011/1/14

2011/4/14

2011/7/14

2011/10/14

2012/1/14

2009/12/24

2010/9/24

2011/6/24

10 - (%)
4.0

3.6

3.2
2.8
2.4

2.0
1.6
1.2
2011/1/16

2011/4/16

2011/7/16

2011/10/16

2012/1/16

Baltic dry

( - , USD)
46

2150
2000

43

1850
1700

40

1550

37

1400

34

1250
1100

31

950
800
2011/1/16

2011/4/16

2011/7/16

2011/10/16

2012/1/16

28
2011/1/16

2011/4/16

2011/7/16

2011/10/16

2012/1/16

10