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2016 7 11

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6 CPI

IF1607

3171.4

-11.8

-0.37%

IF1608

3128.4

-13.4

-0.43%

IF1609

3091.2

-14.0

-0.45%

90%

IF1612

3019.4

-15.6

-0.51%

IMF

WIND

A 0.95% 2988.09

0.01%

0.12%

0.46%

0.08% 10611.80 0.23% 2239

0.05%

0.17%

0.62%

0.08% 6987.70

-0.11%

-0.34%

0.52%

-0.80%

1.19%

1.66%

()

0.00%

0.00%

0.00%

500 32 1.53% 2,129.90


79.95 1.64% 4,956.76

WIND

250.86 1.4% 18,146.86

1 1.1043 1 1.2953
1 0.7568 1 100.54 1
0.9834 1 1.3047

-0.95%

1.90%

2.08%

0.04% 45.12 /

300

-0.55%

1.21%

0.89%

-0.08%

1.47%

2.86%

AAA3M 1BP 2.71%6M

-0.08%

1.63%

2.62%

2.72%AAA3

0.23%

1.26%

2.40%

WIND

3.02%5 2BP 3.26%10 3BP


3.72%
AAA2 2BP 2.93%
AA 3 4BP 3.48%5
5BP 3.85%AA25
5BP 4.04%

16 CPI
6 CPI 1% CPI 2.1% 3%

2
2012 345 2013 2014 244 371
2.1 1.5~1.6 1.7

3
50 2016

4 5

490%

90%

5
28.7 5.9
3.9 1.9 1.5 1.5
3.8

6IMF
IMF
GDP 1.6%
1.4%
IMF 2%
0.2% 1.1%

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78

6 (%)

3.5

3.5

3.3

-105.26

-107

-98.79

6 ()

1.1

18.0

28.7

6 (%)

4.7

4.8

4.9

5 (%)

-11

3.2

5 (%)

1.7

-2.0

6 (LMCI)

-4.8

0.0

6 CPI (%)

0.3

0.3

5 (%)

0.5

5 ()

7 11

7 12

Bloomberg

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2988.09

-0.95%

10611.80

-0.08%

20564.17

-0.69%

8640.91

+0.76%

225

15106.98

-1.11%

2847.04

-0.53%

1963.10

-0.56%

4971.58

-0.90%

SENSEX

27126.90

-0.27%

18146.74

+1.40%

4956.76

+1.64%

500

2129.90

+1.53%

FTSE100

6590.64

+0.87%

DAX

9629.66

+2.24%

CAC

4190.68

+1.77%

120%

100%

100

100%

DAX

80%

500

CAC40

80%

60%

60%

40%
40%

20%

20%

-20%

-40%

-40%
11/01
11/05
11/09
11/12
12/04
12/08
12/12
13/04
13/08
13/12
14/04
14/08
14/12
15/04
15/08
15/12
16/04

-20%

11/01
11/05
11/09
11/12
12/04
12/08
12/12
13/04
13/08
13/12
14/04
14/08
14/12
15/04
15/08
15/12
16/04

0%

0%

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300

IF1607

3171.4

-11.8

-0.37%

3171.2

3172.0

300

IF1608

3128.4

-13.4

-0.43%

3128.2

3130.0

300

IF1609

3091.2

-14.0

-0.45%

3092.0

3094.4

300

IF1612

3019.4

-15.6

-0.51%

3018.8

3023.8

B
180
50
300

-0.95%
-0.45%
-0.80%
-0.84%
-0.55%
-0.08%
-0.08%
0.23%
-0.14%
0.20%

-15.57%
-17.93%
-14.19%
-11.24%
-14.44%
-16.21%
-16.75%
-17.50%
-12.85%
-14.70%

1.90%
0.83%
1.67%
1.02%
1.21%
1.47%
1.63%
1.26%
2.11%
0.88%

-0.62%
-0.27%
-0.25%
0.05%
-0.30%
-0.58%
-0.34%
-0.40%
-0.69%
-0.60%
-0.09%
-0.86%
-0.50%
-0.43%
-0.32%
-1.30%
-0.25%

-13.85%
-18.25%
-16.34%
-19.98%
-16.93%
-12.70%
-19.00%
-15.45%
-13.42%
-11.25%
-11.11%
-16.73%
-18.53%
-16.77%
-10.06%
-34.92%
16.58%

1.55%
2.92%
2.77%
2.09%
2.42%
0.87%
1.53%
3.16%
1.23%
2.84%
2.44%
2.03%
3.48%
4.07%
2.34%
2.04%
6.26%

10

20

60

120

250

4.69%
2.93%
4.21%
3.49%
3.74%
4.57%
4.94%
5.25%
5.88%
4.57%

2.08%
-0.43%
1.11%
0.74%
0.89%
2.86%
2.62%
2.40%
4.88%
2.62%

-1.18%
-7.04%
-0.83%
0.23%
-0.81%
0.74%
1.37%
-1.10%
3.96%
-1.68%

-0.95%
-1.76%
-0.46%
1.35%
-0.01%
3.91%
3.59%
6.30%
8.88%
-5.38%

-26.29%
-15.16%
-25.63%
-21.49%
-24.94%
-22.26%
-21.31%
-18.86%
-14.23%
-21.98%

10

20

60

120

250

4.05%
6.41%
6.09%
6.63%
6.11%
3.27%
5.95%
6.62%
3.57%
7.00%
5.62%
4.39%
7.23%
6.39%
5.62%
5.00%
16.01%

1.20%
3.92%
5.22%
4.53%
4.90%
0.98%
3.23%
5.76%
1.03%
4.31%
4.71%
1.93%
4.49%
4.52%
3.86%
3.57%
21.64%

-0.35%
-0.50%
3.04%
-0.14%
3.50%
-0.11%
0.27%
3.78%
-1.38%
4.18%
3.05%
-3.42%
-0.29%
0.52%
2.51%
1.01%
34.35%

-0.13%
2.85%
6.24%
1.94%
7.11%
1.35%
3.55%
5.14%
-1.08%
9.69%
9.43%
-5.95%
1.34%
3.43%
8.74%
-17.85%
41.38%

-25.32%
-27.35%
-21.32%
-33.32%
-20.42%
-18.31%
-24.12%
-18.40%
-23.24%
-24.21%
-15.60%
-28.97%
-24.12%
-27.99%
-12.92%
-64.57%
20.73%

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10

20

60

120

250

0.80%
0.57%
0.17%
-0.01%
-0.01%

-11.59%
-20.72%
-18.07%
-25.28%
-21.16%

7.94%
0.99%
1.67%
1.10%
3.18%

14.88%
5.42%
4.10%
6.44%
6.52%

15.61%
4.17%
4.51%
-0.88%
1.27%

10.30%
1.79%
3.14%
-6.15%
-4.36%

8.77%
3.84%
0.77%
-3.23%
-1.63%

-29.60%
-22.65%
-16.70%
-27.71%
-28.27%

-0.95%
-0.98%
-1.08%
-1.12%
-1.42%

-20.33%
-10.32%
-11.46%
-8.61%
3.43%

2.07%
1.67%
2.99%
-0.72%
8.21%

4.55%
5.22%
5.46%
0.90%
11.17%

0.47%
4.24%
3.79%
-1.21%
11.83%

-8.95%
3.28%
-4.29%
0.53%
14.78%

-16.23%
11.47%
-2.55%
0.46%
22.77%

-46.91%
-12.60%
-33.64%
-13.37%
-8.49%

USD/EUR

0.90555

0.11

0.84

3.41

3.56

USD/GBP

0.77202

-0.41

2.77

13.31

9.48

USD/AUD

1.32135

-1.20

-1.47

-2.01

-1.12

USD/JPY

100.54

-0.22

-2.43

-8.23

-9.43

USD/CHF

0.9834

0.45

0.88

1.94

2.94

USD/CAD

1.3047

0.23

1.45

2.80

-1.04

60%

USD/ERU

USD/GBP

%
1W
1M

USD/AUD

1D

70%

USD/JPY

USD/CHF

3M

USD/CAD

50%

40%

30%

20%
10%

0%

-10%
-30%

11/01
11/05
11/09
11/12
12/04
12/08
12/12
13/04
13/08
13/12
14/04
14/08
14/12
15/04
15/08
15/12
16/04

11/01
11/05
11/09
11/12
12/04
12/08
12/12
13/04
13/08
13/12
14/04
14/08
14/12
15/04
15/08
15/12
16/04

-20%

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1M

3M
6M

12M

USD/RMB

6.6852

0.06684

0.066945

0.067105

0.067403

ERU/RMB

7.3883

0.073703

0.073994

0.074446

0.075331

RMB/JPY

15.05321

15.09913

15.03872

14.94545

14.76429

GBP/RMB

8.6551

0.085825

0.08604

0.086354

0.086951

HKD/RMB

0.86165

0.008599

0.008618

0.008638

0.00867

30
5
100

10

20

60

120

250

0.01%
0.05%
0.05%
-0.11%
0.06%
0.05%
0.12%
-0.80%
0.06%
0.04%
0.05%
0.06%
-0.22%
-0.69%
0.04%
0.00%

2.21%
3.55%
2.65%
-1.84%
3.27%
2.08%
-11.89%
-2.76%
2.75%
2.79%
-6.54%
-10.91%
0.68%
0.00%

0.12%
0.17%
0.18%
-0.34%
0.15%
0.17%
0.18%
1.19%
0.15%
0.24%
0.18%
0.18%
1.18%
1.18%
0.06%
0.00%

0.27%
0.33%
0.33%
0.09%
0.38%
0.35%
0.45%
1.76%
0.25%
0.37%
0.29%
0.31%
1.56%
1.72%
0.12%
0.00%

0.46%
0.62%
0.55%
0.52%
0.65%
0.59%
0.74%
1.66%
0.64%
0.54%
0.63%
0.69%
2.50%
1.82%
0.17%
0.00%

0.75%
1.20%
0.79%
1.62%
0.59%
1.01%
0.70%
-5.09%
0.98%
0.89%
0.94%
1.03%
0.83%
-4.09%
-0.07%
0.00%

1.98%
3.26%
2.48%
3.82%
1.79%
2.94%
1.98%
-4.93%
2.44%
2.55%
2.51%
2.58%
0.24%
-3.99%
0.56%
0.00%

5.61%
8.32%
7.00%
8.09%
4.74%
7.56%
5.36%
-20.67%
6.52%
6.98%
6.81%
6.86%
-17.13%
-20.95%
2.18%
0.00%

iFind

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2Shibor
6.0

BP

O/N

1.996

-0.1

5.0

1W

2.327

-0.3

4.0

2W

2.753

-0.7

1M

2.8495

-0.4

3M

2.936

-0.95

6M

2.983

-0.4

9M

1Y

3.05

BP

0.0
-0.2
-0.4

3.0
-0.6
2.0
-0.8

1.0
0.0

-1.0
O/N 1W 2W

shibor

1M

BP

3M

6M

9M

77

1Y
78

()

2016/7/7

2016/7/8

( bp)

()

2016/7/7

2016/7/8

( bp)

0.25
0.5
0.75
1
3
5
7
10

2.23
2.25
2.33
2.33
2.54
2.67
2.83
2.84

2.18
2.2
2.27
2.31
2.52
2.65
2.81
2.8

-5
-5
-6
-2
-2
-2
-2
-4

0.25
0.5
0.75
1
3
5

2.33
2.37
2.44
2.48
2.82
3.09

2.32
2.34
2.39
2.44
2.81
3.05

-1
-3
-5
-4
-1
-4

7
10

3.29
3.28

3.26
3.24

-3
-4

BP

5.0
4.0

-1.0

5.0

-1.0

4.0

-2.0

3.0

-3.0

2.0

-4.0

-6.0

1.0

-5.0

-7.0

0.0

-6.0

3.0

-3.0

2.0

-4.0
-5.0

0.0
0.25Y0.5Y0.75Y 1Y

3Y

77

5Y

7Y 10Y

0.25Y 0.5Y0.75Y 1Y

7 8

3Y

77

5Y

7Y

0.0

10Y

7 8

Tel021-5298 7638

BP

6.0

-2.0

1.0

0.0

E-mailresearch@likeinv.com

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