Professional Documents
Culture Documents
Comentarios
Abu Dhabi ha prometido 10.000 millones de dólares a la sociedad pública Dubai World, para ayudarle a cumplir sus obligaciones. El apetito de riesgo ha
aumentado por las noticias, y los futuros han subido.
Las Ventas Minoristas de los EE.UU. arrojaron resultados ligeramente mejores de lo esperado, al tomar en cuenta las revisiones. Los Inventarios
de Empresas subieron un 0,2% guiados por las ventas mayoristas y los productores, y apuntan a otra contribución positiva de los inventarios al PIB del 4T, que se
publica el 22 de diciembre.
Muchos datos en los próximos 9 días, aunque el día de hoy es la excepción. Los próximos dos días tendremos el IPP de EE.UU., la Producción Industrial de EE.UU.,
el IPC de EE.UU. y la reunión del FOMC.
Datos publicaciones económicas
País Hora (GMT) Nombre Saxo Consenso Anterior
CE 10:00 Producción Industrial Intermens. (OCT) -0,7% 0,3%
CA 13:30 Tasa de Utilización de la Capacidad (3T) 66,9% 67,4%
Publicaciones de ganancias
País Hora (GMT) Nombre GPA prevista GPA anterior Comentario
(G(GMT)(GMT)
Informe Diario de Mercado
3
Top 100 Global Stocks CDS Index
US Breakeven 10 Year 140
2,5
2 120
1,5
100
80
0,5
60
0
-0,5
40
04-aug 04-okt 04-dec 04-feb 04-apr 04-jun 04-aug 04-okt 04-dec
15-12-2008 15-02-2009 15-04-2009 15-06-2009 15-08-2009 15-10-2009
US Breakeven 10 Year Saxo CDS Index
USD breakeven 10 Year – an expression for measuring Credit Default Swaps are expressions for the
inflation expectations. perceived default risk in a company. Now at 50.
AAA and BAA Corporate Bonds vs. 30yr US Treasuries
EURUSD Opt. Vol.
35 7
30 6
25 5
20 4
15 3
2
10
1
5
0
0
apr-08 jul-08 okt-08 jan-09 apr-09 jul-09 okt-09
dec-07 feb-08 apr-08 jun-08 aug-08 okt-08 dec-08 feb-09 apr-09 jun-09 aug-09 okt-09 dec-09
EUR-USD OPT VOL 1W EUR-USD OPT VOL 1M EUR-USD OPT VOL 1Y Moody BAA - US Generic Govt 30 Year Yield Moody AAA - US Generic Govt 30 Year Yield
Volatility at different time horizons. Too low, now? Spreads are easing, but still showing tight
corporate debt markets.
CEE-German Govt. Bond Spreads CBOE SPX VOLATILITY INDEX
12 35
30
10
25
8
20
6
15
4
10
2 5
0
0
maj-09 jun-09 jul-09 aug-09 sep-09 okt-09 nov-09
feb-09 mar-09 apr-09 maj-09 jun-09 jul-09 aug-09 sep-09 okt-09 nov-09 dec-09
CBOE SPX VOLATILITY INDX
GDMA Hungarian - German Czech Republic - German Poland - German
1
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