A Collective Sigh of Relief - Deloitte

Yield curves (as on April 6, 2012)*
U.S. Treasury
Bonds & Notes
UK
Gilts
Eurozone Govt.
Bencmark
Japan
Sovereign
Brazil Govt.
Benchmark
China
Sovereign
Appendix
India Govt.
Actives Russia‡
3 Months 0.01 0.00 0.09 0.10 8.98 2.75 8.92 6.06
1 Year 0.07 0.45 0.28 0.10 8.93 2.84 8.26 6.33
5 Years 1.01 1.07 0.77 0.33 10.73 3.14 8.72 7.51
10 Years 2.18 2.21 1.79 1.00 11.29 3.52 8.78 8.16
Composite Median GDP Forecasts (as on April 6, 2012)*
US UK Eurozone Japan Brazil China Russia
2012 2.2 0.6 -0.4 1.54 3.4 8.3 3.5
2013 2.4 1.75 1.05 1.49 4.5 8,4 3.7
2014 2.85 1.95 2.4 1.1 4
Composite median currency forecasts (as on January 9, 2012)*
Q2 12 Q3 12 Q4 12 Q1 13 2012 2013 2014
GBP-USD 0.83 0.83 0.83 0.83 0.83 0.82 0.81
Euro-USD 1.29 1.3 1.31 1.33 1.31 1.31 1.29
USD-Yen 82 83 84 84.5 84 87.5 94
USD-Brazilian Real 1.78 1.75 1.74 1.75 1.74 1.75 1.75
USD-Chinese Yuan 6.25 6.21 6.12 6.08 6.12 5.96 6
USD-Indian Rupee* 51 50 49 48.13 49 47 46
USD-Russian Ruble 29.65 29.7 29.6 29.7 29.6 29.75 33.49
OECD Composite leading indicators (Amplitude adjusted)†
U.S. UK Eurozone Japan Brazil China India Russia
Mar 10 99.9 104.1 103.2 99.9 103.3 102.5 103.4 98.4
Apr 10 100 103.9 103.4 100 103.4 102.1 103.2 98.9
May 10 100 103.5 103.5 100.1 103.3 101.6 102.9 99.3
Jun 10 99.8 103.2 103.5 100.1 103.1 101.2 102.6 99.9
Jul 10 99.6 102.9 103.6 100.1 102.9 100.9 102.3 100.5
Aug 10 99.6 102.7 103.6 100.2 102.8 100.9 102.2 101.2
Sep 10 99.8 102.6 103.7 100.5 102.9 101.1 102.1 101.9
Oct 10 100.1 102.6 103.9 100.8 103.2 101.4 101.9 102.6
Nov 10 100.6 102.6 104.1 101.3 103.4 101.6 101.7 103.1
Dec 10 101.2 102.7 104.2 101.9 103.5 101.8 101.4 103.6
Jan 11 101.7 102.7 104.3 102.3 103.2 101.8 100.9 103.7
Feb 11 102 102.6 104.1 102.6 102.8 101.7 100.2 103.8
Mar 11 102.1 102.5 103.8 102.6 102.2 101.5 99.3 103.5
Apr 11 102 102.2 103.3 102.3 101.4 101.2 98.3 103.2
May 11 101.7 101.8 102.6 102 100.3 101 97.3 102.8
Jun 11 101.3 101.3 101.7 101.7 99.1 100.8 96.4 102.5
Jul 11 100.8 100.7 100.8 101.4 97.7 100.6 95.7 102.2
Aug 11 100.4 100 100 101.2 96.5 100.4 95.2 101.9
Sep 11 100.4 99.4 99.2 101.2 95.5 100.2 94.9 101.8
Oct 11 100.6 99 98.7 101.3 94.6 99.9 94.9 101.7
Nov 11 101.1 98.7 98.5 101.6 93.8 99.5 95.4 101.8
Dec 11 101.8 98.7 98.5 102.1 93.4 99 96 101.9
Jan 12 102.5 98.9 98.7 102.6 93.2 98.4 96.7 102.1
*Source: Bloomberg
‡MICEX rates
†Source: OCED
Note: A rising CLI reading points to an economic expansion if the index is above 100 and a recovery if it is below 100. A CLI which is declining
points to an economic downturn if it is above 100 and a slowdown if it is below 100. Source: OECD
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