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Heat Map Bolsas.xls Plan1 BRASIL Câmbio Bolsa Prod. Ind. Selic Volatilidade - Heat Map: Brasil Subprime RMBS Prime RMBS Case & Shiller 20 S&P 500 spread Libor FF 1/1/07 0.505 0.446 0.419 0.644 1/1/07 0.868193218 -0.4598485209 2.228 0.678 1.0134332413 -1.0889772875 2/1/07 0.391 0.611 0.457 0.708 2/1/07 6.8835182611 -0.8351903854 2.005 0.609 1.0383474938 -1.8478706487 3/1/07 0.352 1.074 0.697 0.497 3/1/07 5.9020345873 -1.1293297345 1.861 0.715 1.3474258763 -2.654907789 4/2/07 0.359 0.522 0.205 0.363 4/2/07 5.4549973524 -1.4481784679 1.789 0.369 0.8945390457 -3.988497469 5/1/07 0.432 0.615 0.709 0.436 5/1/07 14.5039186557 -1.5454131145 1.749 0.380 1.232850315 -4.5963238956 6/1/07 0.047 0.399 0.002 0.470 6/1/07 28.7889198933 -0.7706530006 1.963 0.438 1.3968999058 -4.287809925 7/2/07 0.316 0.709 0.306 0.123 7/2/07 27.7850827971 0.1406262537 1.998 0.497 0.9463601242 -4.6876888418 8/1/07 0.529 0.844 0.986 0.305 8/1/07 48.8999471752 1.3134407502 2.520 1.570 1.1188166075 -4.9235956147 9/3/07 0.085 0.687 1.001 1.065 9/3/07 53.0534696777 2.9579702739 2.803 1.085 1.3784094502 -5.2526901262 10/1/07 0.301 0.606 2.783 0.521 10/1/07 61.7697784471 5.141710602 3.685 0.481 0.817983267 -4.8081267349 11/1/07 0.093 0.692 1.693 0.222 11/1/07 77.825706264 8.3318549799 4.863 1.283 0.5338438326 -4.3204767621 12/3/07 0.193 0.595 0.662 0.325 12/3/07 81.214913039 10.2827250799 4.875 1.306 0.7562991237 -4.3861153996 1/1/08 0.028 0.967 0.920 0.553 1/1/08 94.7278408084 12.5205798958 5.240 1.139 0.7244664182 -4.5040739342 2/1/08 0.195 1.344 0.332 0.172 2/1/08 104.8231008862 16.3746098593 5.731 1.330 3.5779814113 -4.6476308474 3/3/08 0.036 0.736 0.271 0.042 3/3/08 103.6837793484 19.1675440309 4.935 1.633 0.9658577878 -3.2689797321 4/1/08 0.192 0.713 0.071 0.180 4/1/08 117.52648978 26.804729997 3.526 1.660 1.5433352054 2.8147386837 5/1/08 0.201 0.427 1.109 0.072 5/1/08 140.2538283871 33.4313329707 2.738 0.576 2.935196748 8.7436471085 6/2/08 0.313 0.488 2.356 0.078 6/2/08 144.9226841867 42.8077750287 2.203 0.815 2.4668276245 13.2786705473 7/1/08 0.309 0.463 0.015 0.308 7/1/08 157.8961774032 48.0357101559 2.795 1.143 2.9253413557 17.0199967659 8/1/08 0.078 0.609 1.475 0.327 8/1/08 171.2479066871 54.1000534196 3.104 1.468 2.3072190083 20.3090780828 9/1/08 0.737 2.018 0.879 0.038 9/1/08 187.1420056133 62.7658642086 4.411 2.658 0.8159067624 23.125605584 10/1/08 2.296 5.260 1.887 1.166 10/1/08 225.6658743419 66.8875953115 5.034 7.119 4.453972427 24.0674617575 11/3/08 2.006 5.588 5.833 4.184 11/3/08 272.7022474667 71.7686686129 5.159 7.829 12.9066275128 26.0185325818 12/1/08 1.431 2.669 9.584 3.685 12/1/08 272.1854529871 71.1839015867 5.648 6.491 6.2574940292 25.777574438 1/1/09 0.503 1.763 1.882 2.776 1/1/09 270.1486807387 73.4479345883 6.029 2.497 3.9880400914 26.4116676016 2/2/09 0.389 1.079 1.408 1.131 2/2/09 268.88992385 84.6061696288 5.052 2.935 2.8641747017 29.554357583 3/2/09 0.210 1.355 0.635 0.859 3/2/09 267.1169582258 80.2155527246 4.926 4.324 1.6583589656 26.9459137345 4/1/09 0.067 0.948 0.695 0.659 4/1/09 266.3947791367 84.8627094972 2.343 3.620 1.8966892311 27.766188886 5/1/09 0.261 1.029 0.841 0.465 5/1/09 265.1478155645 85.247711774 0.565 2.238 1.4821558448 27.1689857663 6/1/09 0.170 0.573 0.357 0.039 6/1/09 264.9401825933 92.2480096347 0.899 1.543 1.5688174644 29.5819273201 7/1/09 0.099 0.346 1.493 0.526 7/1/09 264.3465858935 93.3548717177 1.275 1.522 1.4666880651 28.8352473787 8/3/09 0.030 0.425 0.429 0.480 8/3/09 263.5842300893 107.9930918707 0.607 0.815 0.7695720067 32.1438864882 9/1/09 0.183 0.487 0.979 0.158 9/1/09 1.6911669868 0.827 0.744 0.3475454424 0.5033718242 10/1/09 0.207 0.656 1.839 0.018 10/1/09 1.563 0.840 0.2746228952 11/2/09 0.019 1.046 0.799 0.127 11/2/09 1.753 1.208 0.1063408178 12/1/09 0.100 0.515 0.381 0.236 12/1/09 1.720 0.407 0.2231131546 1/1/10 0.039 0.777 0.550 0.025 1/1/10 2.069 0.460 0.3569908965 2/1/10 0.183 0.349 0.104 2/1/10 2.818 1.083 0.2351297235 3/1/10 0.406 0.745 0.044 3/1/10 2.225 0.445 0.6159501194 4/1/10 0.011 0.511 0.6770345545 Rússia Câmbio Bolsa Prod. Ind. Juros Volatilidade - Heat Map: Rússia 1/31/07 -0.352 0.442 2.627 0.838 2/28/07 0.122 0.404 0.083 0.925 3/30/07 -0.135 0.326 1.975 0.971 4/30/07 0.021 0.470 1.359 1.026 5/31/07 -0.748 0.522 0.045 1.192 6/29/07 -0.678 0.273 0.635 1.170 7/31/07 0.700 0.402 0.063 1.064 8/31/07 0.068 0.375 0.544 0.946 9/28/07 1.080 0.275 0.135 0.843 10/31/07 0.527 0.321 1.163 0.809 11/30/07 0.610 0.457 0.227 0.892 12/31/07 0.158 0.377 0.841 0.895 1/31/08 0.419 0.762 2.829 1.064 2/29/08 0.382 0.827 0.403 1.042 3/31/08 2.937 0.326 1.827 1.015 4/30/08 0.254 0.345 0.932 1.023 5/30/08 0.542 0.306 0.445 0.937 6/30/08 -0.136 0.370 0.353 1.143 7/31/08 0.521 0.562 0.457 1.115 8/29/08 4.472 0.790 0.277 0.902 9/30/08 5.401 2.017 0.140 0.829 10/31/08 5.885 4.026 0.368 0.684 11/28/08 4.216 4.045 2.105 0.658 12/31/08 4.337 2.035 0.548 0.752 1/30/09 21.717 0.855 3.984 0.652 2/27/09 22.647 1.723 0.971 0.732 3/31/09 10.899 1.798 1.727 1.070 4/30/09 5.320 1.435 1.586 1.090 5/29/09 8.118 1.044 0.485 0.927 6/30/09 5.172 1.113 0.660 1.160 7/31/09 5.709 0.959 0.694 1.171 8/31/09 6.379 0.846 0.637 1.163 9/30/09 6.428 0.630 0.760 1.112 10/30/09 4.533 0.593 0.020 1.090 11/30/09 1.964 0.626 0.237 1.119 12/31/09 7.139 0.430 0.746 1.103 1/29/10 4.529 0.342 4.103 1.044 2/26/10 2.894 0.367 3.895 1.120 3/3/10 1.314 0.349 4.237 1.140 4/1/10 0.438 China Câmbio Bolsa Prod. Ind. Juros Volatilidade - Heat Map: China 1/31/07 0.199 1.489 0.252 0.831 2/28/07 0.242 2.020 0.254 0.831 3/30/07 0.389 2.050 1.195 0.831 4/30/07 0.386 0.742 0.046 0.831 5/31/07 0.266 0.991 0.164 0.831 6/29/07 0.248 2.426 0.302 0.831 7/31/07 0.382 2.250 0.323 0.831 8/31/07 0.459 1.397 0.116 0.831 9/28/07 0.513 0.944 0.327 0.831 10/31/07 0.494 0.881 0.231 0.831 11/30/07 0.306 1.329 0.139 0.831 12/31/07 0.589 1.324 0.024 0.831 1/31/08 0.480 0.987 0.001 0.653 2/29/08 0.332 2.596 0.471 1.201 3/31/08 0.298 1.291 0.567 1.573 4/30/08 0.377 2.905 0.493 1.844 5/30/08 0.611 2.336 0.072 2.042 6/30/08 0.605 1.748 0.001 2.183 7/31/08 0.512 2.426 0.309 2.273 8/29/08 0.729 1.701 0.458 2.317 9/30/08 0.845 2.350 0.342 2.317 10/31/08 0.863 2.249 0.800 2.273 11/28/08 0.945 2.810 0.720 2.454 12/31/08 0.736 2.056 0.079 2.849 1/30/09 0.872 1.016 0.682 3.191 2/27/09 0.690 1.081 0.665 3.491 3/31/09 0.214 2.054 0.676 3.759 4/30/09 0.074 0.850 0.254 3.999 5/29/09 0.009 0.590 0.408 4.216 6/30/09 0.016 0.367 0.452 4.306 7/31/09 0.118 0.602 0.026 4.321 8/31/09 0.006 1.466 0.371 4.261 9/30/09 0.064 2.236 0.390 4.124 10/30/09 0.060 0.717 0.527 3.903 11/30/09 0.027 0.660 0.725 3.586 12/31/09 0.065 0.810 0.161 3.149 1/29/10 0.043 0.440 2.546 2/26/10 0.049 0.365 1.660 3/3/10 0.054 0.432 4/1/10 0.030 0.438 Índia Câmbio Bolsa Prod. Ind. Juros Volatilidade - Heat Map: Índia 1/31/07 0.063 0.288 0.005 7.975 2/28/07 0.029 0.407 1.113 0.955 3/30/07 0.251 0.616 2.467 35.952 4/30/07 0.182 0.414 2.849 42.454 5/31/07 1.170 0.281 0.785 9.217 6/29/07 1.015 0.374 0.708 8.633 7/31/07 1.080 0.416 0.157 5.163 8/31/07 0.097 0.624 0.258 7.999 9/28/07 0.580 0.324 0.120 2.744 10/31/07 0.501 0.796 0.019 1.016 11/30/07 0.350 0.618 0.251 1.851 12/31/07 0.139 0.427 1.521 3.677 1/31/08 0.014 0.949 0.323 5.121 2/29/08 0.241 1.520 0.523 4.117 3/31/08 0.477 1.061 1.749 2.607 4/30/08 0.832 0.809 2.713 1.825 5/30/08 0.451 0.350 0.450 1.243 6/30/08 1.481 0.550 0.513 3.608 7/31/08 1.298 1.337 0.014 5.837 8/29/08 0.673 0.717 0.603 2.580 9/30/08 1.997 0.601 0.676 5.641 10/31/08 2.216 1.617 1.074 10.502 11/28/08 2.645 2.019 0.203 7.847 12/31/08 3.569 0.984 0.999 1.121 1/30/09 2.488 0.936 0.081 0.699 2/27/09 2.561 0.578 0.677 0.877 3/31/09 1.904 0.672 1.770 0.184 4/30/09 1.967 0.855 2.562 0.216 5/29/09 1.551 1.446 0.628 0.756 6/30/09 1.744 1.206 0.619 0.877 7/31/09 2.562 0.906 0.187 0.931 8/31/09 1.619 0.570 0.004 0.923 9/30/09 1.724 0.291 0.455 0.754 10/30/09 0.621 0.453 0.900 0.277 11/30/09 0.981 0.451 0.454 0.979 12/31/09 1.493 0.306 1.830 0.268 1/29/10 1.042 0.418 0.659 2/26/10 0.807 0.274 0.791 3/3/10 0.902 0.371 0.817 4/1/10 0.426 0.484 EUA Câmbio Bolsa Prod. Ind. Juros Volatilidade - Heat Map: E.U.A. 1/31/07 0.730 0.678 1.350 1.594 2/28/07 0.706 0.609 1.169 1.600 3/30/07 0.650 0.715 0.741 1.600 4/30/07 0.765 0.369 0.345 1.594 5/31/07 0.922 0.380 0.229 1.594 6/29/07 0.773 0.438 0.292 1.594 7/31/07 0.729 0.497 0.208 1.600 8/31/07 0.327 1.570 0.256 1.452 9/28/07 0.533 1.085 0.286 1.403 10/31/07 0.421 0.481 1.379 1.292 11/30/07 0.405 1.283 0.697 1.126 12/31/07 0.320 1.306 0.198 0.972 1/31/08 0.386 1.139 0.478 0.787 2/29/08 0.378 1.330 0.881 0.195 3/31/08 0.402 1.633 1.049 0.033 4/30/08 0.353 1.660 1.486 0.236 5/30/08 0.375 0.576 0.927 0.421 6/30/08 0.360 0.815 0.780 0.409 7/31/08 0.410 1.143 0.507 0.403 8/29/08 0.673 1.468 2.489 0.409 9/30/08 1.402 2.658 8.046 0.526 10/31/08 2.480 7.119 2.005 1.044 11/28/08 2.613 7.829 2.904 1.401 12/31/08 1.303 6.491 4.772 1.543 1/30/09 1.067 2.497 4.599 1.549 2/27/09 1.590 2.935 1.857 1.506 3/31/09 1.002 4.324 3.446 1.531 4/30/09 0.823 3.620 1.382 1.549 5/29/09 0.810 2.238 2.404 1.531 6/30/09 0.359 1.543 1.270 1.512 7/31/09 0.268 1.522 1.974 8/31/09 0.377 0.815 1.886 9/30/09 0.344 0.744 0.703 10/30/09 0.278 0.840 0.063 11/30/09 0.427 1.208 0.682 12/31/09 0.443 0.407 0.862 1/29/10 0.398 0.460 1.384 2/26/10 0.271 1.083 3/3/10 0.445 4/1/10 0.511 Alemanha Câmbio Bolsa Prod. Ind. Juros 1/31/07 0.549 0.388 2/28/07 0.608 0.466 3/30/07 0.933 0.386 4/30/07 1.051 0.277 5/31/07 1.208 0.342 6/29/07 0.998 0.383 7/31/07 1.119 0.381 8/31/07 1.075 0.396 9/28/07 0.654 0.258 10/31/07 1.154 0.399 11/30/07 0.765 0.500 12/31/07 0.531 0.229 1/31/08 0.353 0.862 2/29/08 0.179 1.078 3/31/08 0.066 0.611 4/30/08 0.055 0.462 5/30/08 0.698 0.273 6/30/08 0.006 0.394 7/31/08 0.149 0.507 8/29/08 0.188 0.339 9/30/08 0.542 0.642 10/31/08 0.825 2.442 11/28/08 2.605 2.733 12/31/08 3.139 2.044 1/30/09 2.728 0.765 2/27/09 4.098 0.985 3/31/09 2.673 1.549 4/30/09 1.524 1.298 5/29/09 2.183 0.699 6/30/09 0.382 0.637 7/31/09 0.966 0.827 8/31/09 0.156 0.476 9/30/09 0.350 0.393 10/30/09 0.169 0.477 11/30/09 0.496 0.518 12/31/09 0.026 0.372 1/29/10 0.363 0.404 2/26/10 0.210 0.344 3/3/10 0.033 0.286 4/1/10 0.230 0.464 1/31/07 0.3769132465 França 2/28/07 0.4080256893 3/30/07 0.440750334 4/30/07 0.2962736742 5/31/07 0.3865750729 6/29/07 0.3920776384 7/31/07 0.4389462174 8/31/07 0.9364052933 9/28/07 0.6835812087 10/31/07 0.3706721466 11/30/07 0.5109267155 12/31/07 0.4168076088 1/31/08 0.9341729125 2/29/08 1.4974860139 3/31/08 0.7646456752 4/30/08 0.6382315156 5/30/08 0.2929979682 6/30/08 0.4069858731 7/31/08 0.8922512818 8/29/08 0.7087158225 9/30/08 1.330422367 10/31/08 3.6298358429 11/28/08 3.3353755509 12/31/08 2.655999789 1/30/09 1.0297073205 2/27/09 1.1207498772 3/31/09 1.7456632962 4/30/09 1.5047886656 5/29/09 0.8498431769 6/30/09 0.6898192756 7/31/09 0.9335676345 8/31/09 0.5006122385 9/30/09 0.423972223 10/30/09 0.5720357636 11/30/09 0.6778749029 12/31/09 0.5392476577 1/29/10 0.3811011772 2/26/10 0.6705949339 3/3/10 0.3697009894 4/1/10 0.4800900956 1/31/07 0.3652377524 Euro 2/28/07 0.4329658874 3/30/07 0.4829194147 4/30/07 0.3277515405 5/31/07 0.3528499678 6/29/07 0.3849860845 7/31/07 0.3975583385 8/31/07 0.7930877004 9/28/07 0.4746442658 10/31/07 0.3072585271 11/30/07 0.4590770186 12/31/07 0.250212443 1/31/08 0.9675459278 2/29/08 1.4285317659 3/31/08 0.7798619658 4/30/08 0.666194779 5/30/08 0.2713287637 6/30/08 0.4141959469 7/31/08 0.7341421542 8/29/08 0.5421267984 9/30/08 1.1450368178 10/31/08 3.2316669667 11/28/08 2.9651376098 12/31/08 2.489998365 1/30/09 0.966954319 2/27/09 1.1203950233 3/31/09 1.9115437613 4/30/09 1.6178139771 5/29/09 0.7999159285 6/30/09 0.7325813497 7/31/09 0.9459435567 8/31/09 0.5642503316 9/30/09 0.4304193003 10/30/09 0.5788150046 11/30/09 0.6714178649 12/31/09 0.5321202478 1/29/10 0.3848260284 2/26/10 0.6769958025 3/3/10 0.3711256681 4/1/10 0.4542007367 heat map (english) Euro 0.365 0.433 0.483 0.328 0.353 0.385 0.398 0.793 0.475 0.307 0.459 0.250 0.968 1.429 0.780 0.666 0.271 0.414 0.734 0.542 1.145 3.232 2.965 2.490 0.967 1.120 1.912 1.618 0.800 0.733 0.946 0.564 0.430 0.579 0.671 0.532 0.385 0.677 0.371 Alemanha 0.388 0.466 0.386 0.277 0.342 0.383 0.381 0.396 0.258 0.399 0.500 0.229 0.862 1.078 0.611 0.462 0.273 0.394 0.507 0.339 0.642 2.442 2.733 2.044 0.765 0.985 1.549 1.298 0.699 0.637 0.827 0.476 0.393 0.477 0.518 0.372 0.404 0.344 0.286 França 0.377 0.408 0.441 0.296 0.387 0.392 0.439 0.936 0.684 0.371 0.511 0.417 0.934 1.497 0.765 0.638 0.293 0.407 0.892 0.709 1.330 3.630 3.335 2.656 1.030 1.121 1.746 1.505 0.850 0.690 0.934 0.501 0.424 0.572 0.678 0.539 0.381 0.671 0.370 Índia 0.288 0.407 0.616 0.414 0.281 0.374 0.416 0.624 0.324 0.796 0.618 0.427 0.949 1.520 1.061 0.809 0.350 0.550 1.337 0.717 0.601 1.617 2.019 0.984 0.936 0.578 0.672 0.855 1.446 1.206 0.906 0.570 0.291 0.453 0.451 0.306 0.418 0.274 0.371 Rússia 0.442 0.404 0.326 0.470 0.522 0.273 0.402 0.375 0.275 0.321 0.457 0.377 0.762 0.827 0.326 0.345 0.306 0.370 0.562 0.790 2.017 4.026 4.045 2.035 0.855 1.723 1.798 1.435 1.044 1.113 0.959 0.846 0.630 0.593 0.626 0.430 0.342 0.367 0.349 Brasil 0.446 0.611 1.074 0.522 0.615 0.399 0.709 0.844 0.687 0.606 0.692 0.595 0.967 1.344 0.736 0.713 0.427 0.488 0.463 0.609 2.018 5.260 5.588 2.669 1.763 1.079 1.355 0.948 1.029 0.573 0.346 0.425 0.487 0.656 1.046 0.515 0.777 0.349 0.745 China 1.489 2.020 2.050 0.742 0.991 2.426 2.250 1.397 0.944 0.881 1.329 1.324 0.987 2.596 1.291 2.905 2.336 1.748 2.426 1.701 2.350 2.249 2.810 2.056 1.016 1.081 2.054 0.850 0.590 0.367 0.602 1.466 2.236 0.717 0.660 0.810 0.440 0.365 0.432 Inglaterra 0.383 0.352 0.617 0.387 0.315 0.401 0.503 1.536 1.137 0.611 0.840 0.993 1.056 1.749 1.157 1.059 0.415 0.608 1.163 0.899 1.754 4.579 4.198 2.982 1.299 1.225 2.304 1.840 1.038 0.757 0.963 0.550 0.481 0.635 0.793 0.770 0.371 0.595 0.320 EUA 0.678 0.609 0.715 0.369 0.380 0.438 0.497 1.570 1.085 0.481 1.283 1.306 1.139 1.330 1.633 1.660 0.576 0.815 1.143 1.468 2.658 7.119 7.829 6.491 2.497 2.935 4.324 3.620 2.238 1.543 1.522 0.815 0.744 0.840 1.208 0.407 0.460 1.083 0.445 Spread Libor-FF 1.013 1.038 1.347 0.895 1.233 1.397 0.946 1.119 1.378 0.818 0.534 0.756 0.724 3.578 0.966 1.543 2.935 2.467 2.925 2.307 0.816 4.454 12.907 6.257 3.988 2.864 1.658 1.897 1.482 1.569 1.467 0.770 0.348 0.275 0.106 0.223 0.357 0.235 0.616 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 above 3.5 between 0.5 e 2 between 2 and 3.5 below 0.5 Heat Map Bolsas Euro 0.365 0.433 0.483 0.328 0.353 0.385 0.398 0.793 0.475 0.307 0.459 0.250 0.968 1.429 0.780 0.666 0.271 0.414 0.734 0.542 1.145 3.232 2.965 2.490 0.967 1.120 1.912 1.618 0.800 0.733 0.946 0.564 0.430 0.579 0.671 0.532 0.385 0.677 0.371 India 0.288 0.407 0.616 0.414 0.281 0.374 0.416 0.624 0.324 0.796 0.618 0.427 0.949 1.520 1.061 0.809 0.350 0.550 1.337 0.717 0.601 1.617 2.019 0.984 0.936 0.578 0.672 0.855 1.446 1.206 0.906 0.570 0.291 0.453 0.451 0.306 0.418 0.274 0.371 Russia 0.442 0.404 0.326 0.470 0.522 0.273 0.402 0.375 0.275 0.321 0.457 0.377 0.762 0.827 0.326 0.345 0.306 0.370 0.562 0.790 2.017 4.026 4.045 2.035 0.855 1.723 1.798 1.435 1.044 1.113 0.959 0.846 0.630 0.593 0.626 0.430 0.342 0.367 0.349 Brazil 0.446 0.611 1.074 0.522 0.615 0.399 0.709 0.844 0.687 0.606 0.692 0.595 0.967 1.344 0.736 0.713 0.427 0.488 0.463 0.609 2.018 5.260 5.588 2.669 1.763 1.079 1.355 0.948 1.029 0.573 0.346 0.425 0.487 0.656 1.046 0.515 0.777 0.349 0.745 China 1.489 2.020 2.050 0.742 0.991 2.426 2.250 1.397 0.944 0.881 1.329 1.324 0.987 2.596 1.291 2.905 2.336 1.748 2.426 1.701 2.350 2.249 2.810 2.056 1.016 1.081 2.054 0.850 0.590 0.367 0.602 1.466 2.236 0.717 0.660 0.810 0.440 0.365 0.432 acima de 3.5 entre 0,5 e 2 MSCI BRIC -0.086 -0.586 -0.578 -0.306 -0.127 -0.295 -0.143 -0.289 -0.629 0.596 1.305 0.501 0.038 -0.507 -0.276 -0.163 -0.557 -0.618 -0.442 -0.529 -0.138 -0.420 1.138 0.367 -0.727 -0.531 -0.165 -0.474 -0.636 0.483 0.840 0.582 0.393 0.372 0.683 0.311 0.005 1.808 0.798 MSCI -0.070 -0.579 -0.547 -0.278 -0.172 -0.291 -0.143 -0.314 -0.553 0.480 1.317 0.512 0.105 -0.528 -0.278 -0.154 -0.537 -0.699 -0.415 -0.515 -0.123 -0.460 1.096 0.449 -0.701 -0.569 -0.177 -0.430 -0.681 0.364 0.937 0.517 0.449 0.377 0.668 0.338 -0.123 1.808 0.886 England 0.383 0.352 0.617 0.387 0.315 0.401 0.503 1.536 1.137 0.611 0.840 0.993 1.056 1.749 1.157 1.059 0.415 0.608 1.163 0.899 1.754 4.579 4.198 2.982 1.299 1.225 2.304 1.840 1.038 0.757 0.963 0.550 0.481 0.635 0.793 0.770 0.371 0.595 0.320 entre 2 e 3,5 abaixo de 0,5 USA 0.678 0.609 0.715 0.369 0.380 0.438 0.497 1.570 1.085 0.481 1.283 1.306 1.139 1.330 1.633 1.660 0.576 0.815 1.143 1.468 2.658 7.119 7.829 6.491 2.497 2.935 4.324 3.620 2.238 1.543 1.522 0.815 0.744 0.840 1.208 0.407 0.460 1.083 0.445 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Heat Map Juros Brazil -0.574 -0.878 -0.747 -0.847 -0.675 -0.494 -0.777 -0.832 -0.363 -0.572 -0.801 -0.815 -0.613 -0.835 -0.782 -0.420 -0.528 -0.203 -0.561 -0.533 -0.880 -0.822 -0.101 0.569 1.259 0.117 -0.526 -0.036 -0.692 -0.454 -0.652 -0.713 -0.817 -0.724 -0.428 -0.816 -0.682 -0.830 -0.862 India -0.118 -0.232 0.396 -0.010 0.780 -0.289 0.435 3.001 3.590 -0.283 -0.378 0.451 -0.768 0.446 -0.404 -0.318 -0.002 -0.127 1.305 3.353 0.187 0.531 3.375 1.990 4.946 2.427 0.216 0.638 3.047 1.153 0.437 0.111 0.526 0.655 0.806 -0.283 0.245 0.035 -0.282 China -0.689 -0.683 -0.809 -0.767 0.088 -0.635 -0.206 1.464 -0.734 -0.491 0.383 0.900 0.001 -0.571 0.714 -0.509 -0.604 -0.380 -0.315 -0.516 -0.508 0.424 1.911 2.167 4.242 0.213 -0.050 -0.337 -0.460 -0.572 -0.697 1.233 0.504 -0.463 -0.538 -0.776 -0.533 -0.637 -0.673 TED Spread -1.013 -1.038 -1.347 -0.895 -1.233 -1.397 -0.946 -1.119 1.045 0.818 0.446 0.756 0.511 3.578 0.851 0.744 2.935 2.467 2.925 2.307 0.816 4.454 12.907 6.257 3.988 2.864 1.658 1.897 1.482 1.569 1.467 0.770 0.348 0.263 -0.106 0.136 -0.323 -0.232 -0.616 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Heat Map EMBI India -0.334 -0.160 -0.216 -0.190 -0.314 -0.150 -0.091 0.721 0.134 0.129 -0.107 0.305 0.350 0.218 0.229 0.392 0.116 0.120 0.295 -0.021 -0.333 0.868 4.412 0.953 1.494 0.173 0.401 1.385 1.432 0.220 0.138 0.095 0.096 0.010 0.032 -0.081 0.099 -0.079 -0.146 Russia 0.032 0.345 0.636 0.891 0.029 2.004 2.238 1.572 1.033 1.140 1.098 1.494 1.433 1.519 1.654 1.126 0.677 1.324 1.160 1.035 1.710 5.185 5.655 1.710 0.449 1.143 0.350 0.195 0.294 0.455 0.226 0.340 0.489 1.220 3.498 1.253 0.546 0.494 0.114 Brazil -0.551 -0.258 0.524 -0.399 -0.124 0.480 1.190 2.432 1.323 0.594 1.456 1.502 1.042 1.005 1.464 0.678 0.427 1.249 0.418 0.431 1.572 4.382 4.184 1.432 1.014 1.802 0.731 0.163 0.401 0.973 0.812 1.052 0.738 0.978 0.744 0.303 0.509 0.568 0.355 China 1.031 -0.240 -0.132 -0.001 1.013 -0.102 -0.006 0.342 0.089 1.782 0.708 0.143 0.239 0.535 0.542 0.451 0.459 0.590 0.277 0.441 0.965 1.897 0.841 1.332 0.173 0.878 0.983 0.594 0.111 1.123 0.816 0.471 0.519 0.646 0.571 0.287 2.491 1.607 0.347 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Heat Map EUA TED Spread 1.013 1.038 1.347 0.895 1.233 1.397 0.946 1.119 1.378 0.818 0.534 0.756 0.724 3.578 0.966 1.543 2.935 2.467 2.925 2.307 0.816 4.454 12.907 6.257 3.988 2.864 1.658 1.897 1.482 1.569 1.467 0.770 0.348 0.275 0.106 0.223 0.357 0.235 0.616 S&P 500 0.678 0.609 0.715 0.369 0.380 0.438 0.497 1.570 1.085 0.481 1.283 1.306 1.139 1.330 1.633 1.660 0.576 0.815 1.143 1.468 2.658 7.119 7.829 6.491 2.497 2.935 4.324 3.620 2.238 1.543 1.522 0.815 0.744 0.840 1.208 0.407 0.460 1.083 0.445 Case & Shiller 20 2.228 2.005 1.861 1.789 1.749 1.963 1.998 2.520 2.803 3.685 4.863 4.875 5.240 5.731 4.935 3.526 2.738 2.203 2.795 3.104 4.411 5.034 5.159 5.648 6.029 5.052 4.926 2.343 0.565 0.899 1.275 0.607 0.827 1.563 1.753 1.720 2.069 2.818 2.225 Prime RMBS -0.460 -0.835 -1.129 -1.448 -1.545 -0.771 0.141 1.313 2.958 5.142 8.332 10.283 12.521 16.375 19.168 26.805 33.431 42.808 48.036 54.100 62.766 66.888 71.769 71.184 73.448 84.606 80.216 84.863 85.248 92.248 93.355 107.993 1.691 Subprime RMBS 0.868 6.884 5.902 5.455 14.504 28.789 27.785 48.900 53.053 61.770 77.826 81.215 94.728 104.823 103.684 117.526 140.254 144.923 157.896 171.248 187.142 225.666 272.702 272.185 270.149 268.890 267.117 266.395 265.148 264.940 264.347 263.584 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Heat Map Câmbio China 1.521 -1.034 0.577 0.354 0.804 0.416 -0.179 0.908 0.767 0.016 -0.357 2.036 1.136 1.084 0.181 0.541 0.821 -0.003 0.844 2.157 -0.505 0.771 0.721 6.020 0.715 -0.038 0.846 0.151 0.115 -0.108 0.334 -0.201 -0.090 -0.037 0.001 -0.159 0.006 -0.044 0.068 -0.0723392199 Brazil -0.857 -1.291 -0.346 -0.712 -0.853 -0.761 -0.402 0.275 1.110 -0.784 0.566 0.372 -0.394 0.072 -0.773 0.067 0.017 0.074 -0.537 -0.849 0.473 2.621 5.295 3.819 2.222 1.433 2.360 -0.602 0.074 0.267 0.214 -1.053 1.519 0.730 0.660 -1.037 -0.825 -1.202 0.087 -0.6289727373 India -0.270 -0.297 -0.638 -0.011 1.431 0.526 0.397 0.418 0.639 0.423 0.462 -0.569 -0.056 -0.121 2.760 0.126 0.674 1.397 2.091 0.359 2.552 1.256 -1.090 4.638 3.075 1.944 5.372 1.198 1.082 2.554 1.366 0.433 2.467 -0.864 4.049 0.577 1.115 2.183 0.632 -1.35815792 Russia -0.072 0.010 0.542 -0.139 0.147 -0.249 -0.810 0.507 0.083 0.168 0.597 0.466 1.280 1.958 1.118 3.257 2.703 1.494 0.797 1.518 3.823 4.503 4.110 5.263 3.421 12.074 9.243 4.454 3.631 -0.379 2.456 3.240 6.215 2.546 2.615 1.416 5.272 2.489 2.196 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 heat map Euro 0.365 0.433 0.483 0.328 0.353 0.385 0.398 0.793 0.475 0.307 0.459 0.250 0.968 1.429 0.780 0.666 0.271 0.414 0.734 0.542 1.145 3.232 2.965 2.490 0.967 1.120 1.912 1.618 0.800 0.733 0.946 0.564 0.430 0.579 0.671 0.532 0.385 0.677 0.371 Alemanha 0.388 0.466 0.386 0.277 0.342 0.383 0.381 0.396 0.258 0.399 0.500 0.229 0.862 1.078 0.611 0.462 0.273 0.394 0.507 0.339 0.642 2.442 2.733 2.044 0.765 0.985 1.549 1.298 0.699 0.637 0.827 0.476 0.393 0.477 0.518 0.372 0.404 0.344 0.286 França 0.377 0.408 0.441 0.296 0.387 0.392 0.439 0.936 0.684 0.371 0.511 0.417 0.934 1.497 0.765 0.638 0.293 0.407 0.892 0.709 1.330 3.630 3.335 2.656 1.030 1.121 1.746 1.505 0.850 0.690 0.934 0.501 0.424 0.572 0.678 0.539 0.381 0.671 0.370 Índia 0.288 0.407 0.616 0.414 0.281 0.374 0.416 0.624 0.324 0.796 0.618 0.427 0.949 1.520 1.061 0.809 0.350 0.550 1.337 0.717 0.601 1.617 2.019 0.984 0.936 0.578 0.672 0.855 1.446 1.206 0.906 0.570 0.291 0.453 0.451 0.306 0.418 0.274 0.371 Rússia 0.442 0.404 0.326 0.470 0.522 0.273 0.402 0.375 0.275 0.321 0.457 0.377 0.762 0.827 0.326 0.345 0.306 0.370 0.562 0.790 2.017 4.026 4.045 2.035 0.855 1.723 1.798 1.435 1.044 1.113 0.959 0.846 0.630 0.593 0.626 0.430 0.342 0.367 0.349 Brasil 0.446 0.611 1.074 0.522 0.615 0.399 0.709 0.844 0.687 0.606 0.692 0.595 0.967 1.344 0.736 0.713 0.427 0.488 0.463 0.609 2.018 5.260 5.588 2.669 1.763 1.079 1.355 0.948 1.029 0.573 0.346 0.425 0.487 0.656 1.046 0.515 0.777 0.349 0.745 China 1.489 2.020 2.050 0.742 0.991 2.426 2.250 1.397 0.944 0.881 1.329 1.324 0.987 2.596 1.291 2.905 2.336 1.748 2.426 1.701 2.350 2.249 2.810 2.056 1.016 1.081 2.054 0.850 0.590 0.367 0.602 1.466 2.236 0.717 0.660 0.810 0.440 0.365 0.432 Inglaterra 0.383 0.352 0.617 0.387 0.315 0.401 0.503 1.536 1.137 0.611 0.840 0.993 1.056 1.749 1.157 1.059 0.415 0.608 1.163 0.899 1.754 4.579 4.198 2.982 1.299 1.225 2.304 1.840 1.038 0.757 0.963 0.550 0.481 0.635 0.793 0.770 0.371 0.595 0.320 EUA 0.678 0.609 0.715 0.369 0.380 0.438 0.497 1.570 1.085 0.481 1.283 1.306 1.139 1.330 1.633 1.660 0.576 0.815 1.143 1.468 2.658 7.119 7.829 6.491 2.497 2.935 4.324 3.620 2.238 1.543 1.522 0.815 0.744 0.840 1.208 0.407 0.460 1.083 0.445 Spread Libor-FF 1.013 1.038 1.347 0.895 1.233 1.397 0.946 1.119 1.378 0.818 0.534 0.756 0.724 3.578 0.966 1.543 2.935 2.467 2.925 2.307 0.816 4.454 12.907 6.257 3.988 2.864 1.658 1.897 1.482 1.569 1.467 0.770 0.348 0.275 0.106 0.223 0.357 0.235 0.616 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 above 3.5 between 0.5 e 2 between 2 and 3.5 below 0.5 Heat Map Bolsas Euro 0.365 0.433 0.483 0.328 0.353 0.385 0.398 0.793 0.475 0.307 0.459 0.250 0.968 1.429 0.780 0.666 0.271 0.414 0.734 0.542 1.145 3.232 2.965 2.490 0.967 1.120 1.912 1.618 0.800 0.733 0.946 0.564 0.430 0.579 0.671 0.532 0.385 0.677 0.371 Índia 0.288 0.407 0.616 0.414 0.281 0.374 0.416 0.624 0.324 0.796 0.618 0.427 0.949 1.520 1.061 0.809 0.350 0.550 1.337 0.717 0.601 1.617 2.019 0.984 0.936 0.578 0.672 0.855 1.446 1.206 0.906 0.570 0.291 0.453 0.451 0.306 0.418 0.274 0.371 Rússia 0.442 0.404 0.326 0.470 0.522 0.273 0.402 0.375 0.275 0.321 0.457 0.377 0.762 0.827 0.326 0.345 0.306 0.370 0.562 0.790 2.017 4.026 4.045 2.035 0.855 1.723 1.798 1.435 1.044 1.113 0.959 0.846 0.630 0.593 0.626 0.430 0.342 0.367 0.349 Brasil 0.446 0.611 1.074 0.522 0.615 0.399 0.709 0.844 0.687 0.606 0.692 0.595 0.967 1.344 0.736 0.713 0.427 0.488 0.463 0.609 2.018 5.260 5.588 2.669 1.763 1.079 1.355 0.948 1.029 0.573 0.346 0.425 0.487 0.656 1.046 0.515 0.777 0.349 0.745 China 1.489 2.020 2.050 0.742 0.991 2.426 2.250 1.397 0.944 0.881 1.329 1.324 0.987 2.596 1.291 2.905 2.336 1.748 2.426 1.701 2.350 2.249 2.810 2.056 1.016 1.081 2.054 0.850 0.590 0.367 0.602 1.466 2.236 0.717 0.660 0.810 0.440 0.365 0.432 acima de 3.5 entre 0,5 e 2 MSCI BRIC -0.086 -0.586 -0.578 -0.306 -0.127 -0.295 -0.143 -0.289 -0.629 0.596 1.305 0.501 0.038 -0.507 -0.276 -0.163 -0.557 -0.618 -0.442 -0.529 -0.138 -0.420 1.138 0.367 -0.727 -0.531 -0.165 -0.474 -0.636 0.483 0.840 0.582 0.393 0.372 0.683 0.311 0.005 1.808 0.798 MSCI -0.070 -0.579 -0.547 -0.278 -0.172 -0.291 -0.143 -0.314 -0.553 0.480 1.317 0.512 0.105 -0.528 -0.278 -0.154 -0.537 -0.699 -0.415 -0.515 -0.123 -0.460 1.096 0.449 -0.701 -0.569 -0.177 -0.430 -0.681 0.364 0.937 0.517 0.449 0.377 0.668 0.338 -0.123 1.808 0.886 Inglaterra 0.383 0.352 0.617 0.387 0.315 0.401 0.503 1.536 1.137 0.611 0.840 0.993 1.056 1.749 1.157 1.059 0.415 0.608 1.163 0.899 1.754 4.579 4.198 2.982 1.299 1.225 2.304 1.840 1.038 0.757 0.963 0.550 0.481 0.635 0.793 0.770 0.371 0.595 0.320 entre 2 e 3,5 abaixo de 0,5 EUA 0.678 0.609 0.715 0.369 0.380 0.438 0.497 1.570 1.085 0.481 1.283 1.306 1.139 1.330 1.633 1.660 0.576 0.815 1.143 1.468 2.658 7.119 7.829 6.491 2.497 2.935 4.324 3.620 2.238 1.543 1.522 0.815 0.744 0.840 1.208 0.407 0.460 1.083 0.445 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Heat Map Juros Brasil -0.574 -0.878 -0.747 -0.847 -0.675 -0.494 -0.777 -0.832 -0.363 -0.572 -0.801 -0.815 -0.613 -0.835 -0.782 -0.420 -0.528 -0.203 -0.561 -0.533 -0.880 -0.822 -0.101 0.569 1.259 0.117 -0.526 -0.036 -0.692 -0.454 -0.652 -0.713 -0.817 -0.724 -0.428 -0.816 -0.682 -0.830 -0.862 India -0.118 -0.232 0.396 -0.010 0.780 -0.289 0.435 3.001 3.590 -0.283 -0.378 0.451 -0.768 0.446 -0.404 -0.318 -0.002 -0.127 1.305 3.353 0.187 0.531 3.375 1.990 4.946 2.427 0.216 0.638 3.047 1.153 0.437 0.111 0.526 0.655 0.806 -0.283 0.245 0.035 -0.282 China -0.689 -0.683 -0.809 -0.767 0.088 -0.635 -0.206 1.464 -0.734 -0.491 0.383 0.900 0.001 -0.571 0.714 -0.509 -0.604 -0.380 -0.315 -0.516 -0.508 0.424 1.911 2.167 4.242 0.213 -0.050 -0.337 -0.460 -0.572 -0.697 1.233 0.504 -0.463 -0.538 -0.776 -0.533 -0.637 -0.673 TED Spread -1.013 -1.038 -1.347 -0.895 -1.233 -1.397 -0.946 -1.119 1.045 0.818 0.446 0.756 0.511 3.578 0.851 0.744 2.935 2.467 2.925 2.307 0.816 4.454 12.907 6.257 3.988 2.864 1.658 1.897 1.482 1.569 1.467 0.770 0.348 0.263 -0.106 0.136 -0.323 -0.232 -0.616 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Heat Map EMBI India -0.334 -0.160 -0.216 -0.190 -0.314 -0.150 -0.091 0.721 0.134 0.129 -0.107 0.305 0.350 0.218 0.229 0.392 0.116 0.120 0.295 -0.021 -0.333 0.868 4.412 0.953 1.494 0.173 0.401 1.385 1.432 0.220 0.138 0.095 0.096 0.010 0.032 -0.081 0.099 -0.079 -0.146 Russia 0.032 0.345 0.636 0.891 0.029 2.004 2.238 1.572 1.033 1.140 1.098 1.494 1.433 1.519 1.654 1.126 0.677 1.324 1.160 1.035 1.710 5.185 5.655 1.710 0.449 1.143 0.350 0.195 0.294 0.455 0.226 0.340 0.489 1.220 3.498 1.253 0.546 0.494 0.114 Brasil -0.551 -0.258 0.524 -0.399 -0.124 0.480 1.190 2.432 1.323 0.594 1.456 1.502 1.042 1.005 1.464 0.678 0.427 1.249 0.418 0.431 1.572 4.382 4.184 1.432 1.014 1.802 0.731 0.163 0.401 0.973 0.812 1.052 0.738 0.978 0.744 0.303 0.509 0.568 0.355 China 1.031 -0.240 -0.132 -0.001 1.013 -0.102 -0.006 0.342 0.089 1.782 0.708 0.143 0.239 0.535 0.542 0.451 0.459 0.590 0.277 0.441 0.965 1.897 0.841 1.332 0.173 0.878 0.983 0.594 0.111 1.123 0.816 0.471 0.519 0.646 0.571 0.287 2.491 1.607 0.347 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Heat Map EUA TED Spread 1.013 1.038 1.347 0.895 1.233 1.397 0.946 1.119 1.378 0.818 0.534 0.756 0.724 3.578 0.966 1.543 2.935 2.467 2.925 2.307 0.816 4.454 12.907 6.257 3.988 2.864 1.658 1.897 1.482 1.569 1.467 0.770 0.348 0.275 0.106 0.223 0.357 0.235 0.616 S&P 500 0.678 0.609 0.715 0.369 0.380 0.438 0.497 1.570 1.085 0.481 1.283 1.306 1.139 1.330 1.633 1.660 0.576 0.815 1.143 1.468 2.658 7.119 7.829 6.491 2.497 2.935 4.324 3.620 2.238 1.543 1.522 0.815 0.744 0.840 1.208 0.407 0.460 1.083 0.445 Case & Shiller 20 2.228 2.005 1.861 1.789 1.749 1.963 1.998 2.520 2.803 3.685 4.863 4.875 5.240 5.731 4.935 3.526 2.738 2.203 2.795 3.104 4.411 5.034 5.159 5.648 6.029 5.052 4.926 2.343 0.565 0.899 1.275 0.607 0.827 1.563 1.753 1.720 2.069 2.818 2.225 Prime RMBS -0.460 -0.835 -1.129 -1.448 -1.545 -0.771 0.141 1.313 2.958 5.142 8.332 10.283 12.521 16.375 19.168 26.805 33.431 42.808 48.036 54.100 62.766 66.888 71.769 71.184 73.448 84.606 80.216 84.863 85.248 92.248 93.355 107.993 1.691 Subprime RMBS 0.868 6.884 5.902 5.455 14.504 28.789 27.785 48.900 53.053 61.770 77.826 81.215 94.728 104.823 103.684 117.526 140.254 144.923 157.896 171.248 187.142 225.666 272.702 272.185 270.149 268.890 267.117 266.395 265.148 264.940 264.347 263.584 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Heat Map Câmbio China 1.521 -1.034 0.577 0.354 0.804 0.416 -0.179 0.908 0.767 0.016 -0.357 2.036 1.136 1.084 0.181 0.541 0.821 -0.003 0.844 2.157 -0.505 0.771 0.721 6.020 0.715 -0.038 0.846 0.151 0.115 -0.108 0.334 -0.201 -0.090 -0.037 0.001 -0.159 0.006 -0.044 0.068 -0.0723392199 Brasil -0.857 -1.291 -0.346 -0.712 -0.853 -0.761 -0.402 0.275 1.110 -0.784 0.566 0.372 -0.394 0.072 -0.773 0.067 0.017 0.074 -0.537 -0.849 0.473 2.621 5.295 3.819 2.222 1.433 2.360 -0.602 0.074 0.267 0.214 -1.053 1.519 0.730 0.660 -1.037 -0.825 -1.202 0.087 -0.6289727373 Índia -0.270 -0.297 -0.638 -0.011 1.431 0.526 0.397 0.418 0.639 0.423 0.462 -0.569 -0.056 -0.121 2.760 0.126 0.674 1.397 2.091 0.359 2.552 1.256 -1.090 4.638 3.075 1.944 5.372 1.198 1.082 2.554 1.366 0.433 2.467 -0.864 4.049 0.577 1.115 2.183 0.632 -1.35815792 Rússia -0.072 0.010 0.542 -0.139 0.147 -0.249 -0.810 0.507 0.083 0.168 0.597 0.466 1.280 1.958 1.118 3.257 2.703 1.494 0.797 1.518 3.823 4.503 4.110 5.263 3.421 12.074 9.243 4.454 3.631 -0.379 2.456 3.240 6.215 2.546 2.615 1.416 5.272 2.489 2.196 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 França França média 2003-2006 0.00 média do desvpad (janela móvel) 0.0081076745 CAC Index desvpad 2003-2006 0.01 desvpad do desvpad (janela móvel) 0.004034642 Date PX_LAST 12/31/99 3063.91 1/2/03 3195.02 0.04 4.5891136554 1/3/03 3187.88 -0.00 -0.2923116441 1/4/03 3187.88 0.00 -0.0448901203 1/5/03 3187.88 0.00 -0.0448901203 1/6/03 3210.27 0.01 0.72914127 1/7/03 3160.99 -0.02 -1.7557370573 1/8/03 3094.09 -0.02 -2.4106296921 1/9/03 3152.29 0.02 2.0160447924 1/10/03 3160.13 0.00 0.2298218119 1/11/03 3160.13 0.00 -0.0448901203 1/12/03 3160.13 0.00 -0.0448901203 1/13/03 3169.82 0.00 0.2937052078 1/14/03 3174.03 0.00 0.1018964688 1/15/03 3134.66 -0.01 -1.4252393912 1/16/03 3142.59 0.00 0.2345322148 1/17/03 3056.93 -0.03 -3.1012519658 1/18/03 3056.93 0.00 -0.0448901203 1/19/03 3056.93 0.00 -0.0448901203 1/20/03 3020.07 -0.01 -1.3865070974 1/21/03 2992.39 -0.01 -1.0631862162 1/22/03 2931.38 -0.02 -2.3230034129 1/23/03 2917.97 -0.00 -0.5519731249 1/24/03 2898.6 -0.01 -0.7814726124 1/25/03 2898.6 0.00 -0.0448901203 1/26/03 2898.6 0.00 -0.0448901203 1/27/03 2795.78 -0.04 -4.0391423272 0.0 1/28/03 2800.07 0.00 0.1246796522 0.0 1/29/03 2840.05 0.01 1.5230116283 0.0 1/30/03 2914.13 0.03 2.8028388323 0.0 1/31/03 2937.88 0.01 0.8527826746 0.0151960399 1.7568759338 1.3048293042 1.3048293042 1 1.3048293042 1 0.0 2/1/03 2937.88 0.00 -0.0448901203 0.0128184637 1.1675854301 0.5613476549 0.5613476549 2 0.5613476549 1 0.0 2/2/03 2937.88 0.00 -0.0448901203 0.0128283356 1.1700322147 0.5625710472 0.5625710472 2 1.1239187021 2 0.0 2/3/03 2957.79 0.01 0.7020690598 0.01293657 1.1968584753 0.9494637676 0.9494637676 2 2.0733824697 3 0.0 2/4/03 2863.5 -0.03 -3.6278464077 0.0140272063 1.4671764834 -1.0803349622 1.0803349622 2 3.1537174319 4 0.0 2/5/03 2884.62 0.01 0.767804092 0.0140364375 1.4694644708 1.1186342814 1.1186342814 2 4.2723517133 5 0.0 2/6/03 2836.18 -0.02 -1.9177913447 0.0140817673 1.480699601 -0.2185458718 0.2185458718 2 4.4908975851 6 0.0 2/7/03 2796.66 -0.01 -1.5967545237 0.0138231311 1.4165957351 -0.0900793943 0.0900793943 2 4.5809769794 7 0.0 2/8/03 2796.66 0.00 -0.0448901203 0.0132051137 1.2634179768 0.6092639283 0.6092639283 2 5.1902409076 8 0.0 2/9/03 2796.66 0.00 -0.0448901203 0.0131708627 1.254928745 0.6050193123 0.6050193123 2 5.79526022 9 0.0 2/10/03 2772.26 -0.01 -1.0140127864 0.013174591 1.2558528058 0.1209200097 0.1209200097 2 5.9161802297 10 0.0 2/11/03 2841.84 0.02 2.6965807982 0.0141956007 1.5089136191 2.1027472087 2.1027472087 2 8.0189274383 11 0.0 2/12/03 2770.62 -0.03 -2.8518043868 0.014681064 1.6292373826 -0.6112835021 0.6112835021 2 8.6302109404 12 0.0 2/13/03 2758.65 -0.00 -0.5237232116 0.0146400847 1.6190805008 0.5476786446 0.5476786446 2 9.177889585 13 0.0 2/14/03 2827.75 0.02 2.6911678426 0.015507255 1.8340116826 2.2625897626 2.2625897626 2 11.4404793477 14 0.0 2/15/03 2827.75 0.00 -0.0448901203 0.0154806013 1.8274054751 0.8912576774 0.8912576774 2 12.3317370251 15 0.0 2/16/03 2827.75 0.00 -0.0448901203 0.0148034265 1.6595653379 0.8073376088 0.8073376088 2 13.1390746339 16 0.0 2/17/03 2882.12 0.02 2.0613280915 0.0153180752 1.787122803 1.9242254472 1.9242254472 2 15.0633000811 17 0.0 2/18/03 2938.63 0.02 2.1025305552 0.0158063183 1.9081355467 2.005333051 2.005333051 2 17.0686331321 18 0.0 2/19/03 2859.19 -0.03 -3.0757008219 0.0164014952 2.0556522049 -0.5100243085 0.5100243085 2 17.5786574406 19 0.0 2/20/03 2804.49 -0.02 -2.1811753971 0.0166602116 2.1197759597 -0.0306997187 0.0306997187 2 17.6093571594 20 0.0 2/21/03 2829.83 0.01 0.9498855488 0.0164050618 2.056536213 1.5032108809 1.5032108809 2 19.1125680402 21 0.0 2/22/03 2829.83 0.00 -0.0448901203 0.0163935526 2.0536836081 1.0043967439 1.0043967439 2 20.1169647841 22 0.0 2/23/03 2829.83 0.00 -0.0448901203 0.0163596316 2.0452761812 1.0001930305 1.0001930305 2 21.1171578146 23 0.0 2/24/03 2785.61 -0.02 -1.786701201 0.01658423 2.1009436739 0.1571212365 0.1571212365 2 21.2742790511 24 0.0 2/25/03 2683.37 -0.04 -4.180334949 0.0178389368 2.4119271092 -0.8842039199 0.8842039199 2 22.158482971 25 0.0 2/26/03 2658.57 -0.01 -1.0717540999 0.0167377453 2.1389929595 0.5336194298 0.5336194298 2 22.6921024008 26 0.0 2/27/03 2715.8 0.02 2.3105372905 0.0172496474 2.2658696725 2.2882034815 2.2882034815 2 24.9803058822 27 0.0 2/28/03 2754.07 0.01 1.5026633688 0.01724409 2.2644922651 1.8835778169 1.8835778169 2 26.8638836992 28 * 0.96 3/1/03 2754.07 0.00 -0.0448901203 0.0164897891 2.0775361731 1.0163230264 1.0163230264 3 1.0163230264 1 0.0 3/2/03 2754.07 0.00 -0.0448901203 0.0163863186 2.0518906428 1.0035002612 1.0035002612 3 2.0198232876 2 0.0 3/3/03 2762.25 0.00 0.2831004026 0.0164086902 2.0574355191 1.1702679609 1.1702679609 3 3.1900912485 3 0.0 3/4/03 2676.34 -0.03 -3.5391133805 0.0172639338 2.2694106173 -0.6348513816 0.6348513816 3 3.8249426301 4 0.0 3/5/03 2655.07 -0.01 -0.9273294104 0.0171830829 2.2493714241 0.6610210068 0.6610210068 3 4.4859636369 5 0.0 3/6/03 2634.53 -0.01 -0.9037788717 0.016326697 2.0371132267 0.5666671775 0.5666671775 3 5.0526308144 6 0.0 3/7/03 2574.91 -0.02 -2.5763847959 0.016610908 2.1075559145 -0.2344144407 0.2344144407 3 5.2870452551 7 0.0 3/8/03 2574.91 0.00 -0.0448901203 0.0164354738 2.0640739347 1.0095919072 1.0095919072 3 6.2966371623 8 0.0 3/9/03 2574.91 0.00 -0.0448901203 0.0163164404 2.0345710777 0.9948404787 0.9948404787 3 7.291477641 9 0.0 3/10/03 2513.61 -0.02 -2.7095827675 0.0167631166 2.1452813266 -0.2821507205 0.2821507205 3 7.5736283614 10 0.0 3/11/03 2493.42 -0.01 -0.9367889704 0.016768774 2.1466835301 0.6049472798 0.6049472798 3 8.1785756413 11 0.0 3/12/03 2403.04 -0.04 -4.128051832 0.0178103356 2.4048381901 -0.8616068209 0.8616068209 3 9.0401824622 12 0.0 3/13/03 2554.71 0.06 6.7238482673 0.0208717526 3.1636210162 4.9437346418 4.9437346418 3 13.983917104 13 0.0 3/14/03 2740.01 0.07 7.6991384712 0.0244006431 4.0382687524 5.8687036118 5.8687036118 3 19.8526207158 14 0.0 3/15/03 2740.01 0.00 -0.0448901203 0.0243892187 4.0354371879 1.9952735338 1.9952735338 3 21.8478942496 15 0.0 3/16/03 2740.01 0.00 -0.0448901203 0.0239298818 3.9215889488 1.9383494142 1.9383494142 3 23.7862436638 16 0.0 3/17/03 2831.73 0.03 3.5965197271 0.0247217114 4.1178466551 3.8571831911 3.8571831911 3 27.6434268549 17 0.0 3/18/03 2794.89 -0.01 -1.4931128744 0.0248379024 4.1466449918 1.3267660587 1.3267660587 3 28.9701929136 18 0.0 3/19/03 2837.68 0.02 1.6354653668 0.0247437774 4.1233157939 2.8793905804 2.8793905804 3 31.849583494 19 0.0 3/20/03 2794.83 -0.02 -1.727619813 0.0245890365 4.0849627158 1.1786714514 1.1786714514 3 33.0282549454 20 0.0 3/21/03 2890.68 0.03 3.6843552864 0.0249136028 4.1654076069 3.9248814466 3.9248814466 3 36.953136392 21 0.0 3/22/03 2890.68 0.00 -0.0448901203 0.0246354551 4.0964677203 2.0257888 2.0257888 3 38.978925192 22 0.0 3/23/03 2890.68 0.00 -0.0448901203 0.0245896037 4.085103309 2.0201065943 2.0201065943 3 40.9990317863 23 0.0 3/24/03 2726.85 -0.06 -6.4973948215 0.0268509251 4.6455796438 -0.9259075889 0.9259075889 3 41.9249393752 24 0.0 3/25/03 2795.79 0.02 2.7163503486 0.0272741498 4.7504773655 3.733413857 3.733413857 3 45.6583532322 25 0.0 3/26/03 2787.56 -0.00 -0.3709237669 0.0271255064 4.7136355847 2.1713559089 2.1713559089 3 47.8297091411 26 0.0 3/27/03 2722.84 -0.02 -2.6428502329 0.026577459 4.5778001272 0.9674749472 0.9674749472 3 48.7971840883 27 0.0 3/28/03 2733 0.00 0.3670079043 0.026518589 4.563208996 2.4651084502 2.4651084502 3 51.2622925385 28 0.0 3/29/03 2733 0.00 -0.0448901203 0.02623784 4.493624389 2.2243671344 2.2243671344 3 53.4866596728 29 0.0 3/30/03 2733 0.00 -0.0448901203 0.0261084309 4.4615498959 2.2083298878 2.2083298878 3 55.6949895606 30 0.0 3/31/03 2618.46 -0.04 -4.779763301 0.0272395721 4.7419071704 -0.0189280653 0.0189280653 3 55.7139176259 31 * 1.80 4/1/03 2635.04 0.01 0.6531724568 0.0272773718 4.7512759572 2.702224207 2.702224207 4 2.702224207 1 0.0 4/2/03 2743.88 0.04 4.431313718 0.0283272604 5.0114944831 4.7214041006 4.7214041006 4 7.4236283076 2 0.0 4/3/03 2788.69 0.02 1.7466009504 0.0278418151 4.8911751646 3.3188880575 3.3188880575 4 10.7425163651 3 0.0 4/4/03 2837.96 0.02 1.8919817257 0.0279354801 4.9143903689 3.4031860473 3.4031860473 4 14.1457024124 4 0.0 4/5/03 2837.96 0.00 -0.0448901203 0.0278756637 4.8995646733 2.4273372765 2.4273372765 4 16.5730396888 5 0.0 4/6/03 2837.96 0.00 -0.0448901203 0.027467594 4.7984231688 2.3767665242 2.3767665242 4 18.9498062131 6 0.0 4/7/03 2935.68 0.03 3.6990798506 0.0280196527 4.9352528435 4.3171663471 4.3171663471 4 23.2669725601 7 0.0 4/8/03 2893.51 -0.01 -1.6450378916 0.0282212788 4.9852265625 1.6700943354 1.6700943354 4 24.9370668956 8 0.0 4/9/03 2888.03 -0.00 -0.2545398364 0.0277493407 4.8682550687 2.3068576162 2.3068576162 4 27.2439245117 9 0.0 4/10/03 2808.58 -0.03 -3.1299436201 0.0282930119 5.0030058625 0.9365311212 0.9365311212 4 28.1804556329 10 0.0 4/11/03 2838.14 0.01 1.1130051194 0.0272345637 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