Monthly Statistical Bulletin - EPRA

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36 Months Correlations (in Local Currency) Australia Singapore Hong Kong Japan US Canada UK Switzerland Sweden Austria Netherlands Norway Italy France Germany Greece Belgium Finland Global Equities Global Bonds Australia 1.00 0.31 0.22 0.45 0.64 0.83 0.67 0.61 0.27 0.64 0.60 0.36 0.33 0.57 0.39 0.51 0.49 0.56 0.71 0.04 Singapore 0.31 1.00 0.89 0.66 0.53 0.65 0.40 0.57 0.39 0.53 0.53 0.36 0.44 0.52 0.51 0.21 0.24 0.46 0.58 -0.21 Hong Kong 0.22 0.89 1.00 0.57 0.44 0.53 0.32 0.58 0.33 0.54 0.47 0.33 0.40 0.46 0.46 0.19 0.30 0.35 0.58 -0.19 Japan 0.45 0.66 0.57 1.00 0.60 0.63 0.55 0.52 0.28 0.54 0.50 0.24 0.38 0.43 0.51 0.22 0.27 0.47 0.66 -0.24 US 0.64 0.53 0.44 0.60 1.00 0.74 0.88 0.74 0.62 0.62 0.77 0.51 0.43 0.73 0.76 0.47 0.55 0.74 0.74 -0.07 Canada 0.83 0.65 0.53 0.63 0.74 1.00 0.74 0.75 0.49 0.77 0.77 0.48 0.58 0.72 0.57 0.49 0.57 0.72 0.80 -0.16 UK 0.67 0.40 0.32 0.55 0.88 0.74 1.00 0.71 0.67 0.65 0.82 0.61 0.41 0.77 0.62 0.68 0.62 0.76 0.68 -0.06 Switzerland 0.61 0.57 0.58 0.52 0.74 0.75 0.71 1.00 0.54 0.66 0.76 0.34 0.47 0.77 0.64 0.49 0.60 0.60 0.65 0.05 Sweden 0.27 0.39 0.33 0.28 0.62 0.49 0.67 0.54 1.00 0.46 0.72 0.46 0.58 0.70 0.74 0.35 0.61 0.78 0.35 0.06 Austria 0.64 0.53 0.54 0.54 0.62 0.77 0.65 0.66 0.46 1.00 0.73 0.62 0.49 0.74 0.55 0.43 0.59 0.78 0.77 -0.29 Netherlands 0.60 0.53 0.47 0.50 0.77 0.77 0.82 0.76 0.72 0.73 1.00 0.56 0.64 0.94 0.65 0.57 0.72 0.87 0.66 -0.22 Norway 0.36 0.36 0.33 0.24 0.51 0.48 0.61 0.34 0.46 0.62 0.56 1.00 0.33 0.53 0.28 0.65 0.43 0.65 0.55 -0.29 Italy 0.33 0.44 0.40 0.38 0.43 0.58 0.41 0.47 0.58 0.49 0.64 0.33 1.00 0.61 0.45 0.34 0.77 0.65 0.35 -0.26 France 0.57 0.52 0.46 0.43 0.73 0.72 0.77 0.77 0.70 0.74 0.94 0.53 0.61 1.00 0.65 0.54 0.77 0.82 0.61 -0.16 Germany 0.39 0.51 0.46 0.51 0.76 0.57 0.62 0.64 0.74 0.55 0.65 0.28 0.45 0.65 1.00 0.16 0.41 0.67 0.46 0.04 Greece 0.51 0.21 0.19 0.22 0.47 0.49 0.68 0.49 0.35 0.43 0.57 0.65 0.34 0.54 0.16 1.00 0.58 0.52 0.43 -0.09 Belgium 0.49 0.24 0.30 0.27 0.55 0.57 0.62 0.60 0.61 0.59 0.72 0.43 0.77 0.77 0.41 0.58 1.00 0.68 0.49 -0.12 Finland 0.56 0.46 0.35 0.47 0.74 0.72 0.76 0.60 0.78 0.78 0.87 0.65 0.65 0.82 0.67 0.52 0.68 1.00 0.60 -0.22 Global Equities 0.71 0.58 0.58 0.66 0.74 0.80 0.68 0.65 0.35 0.77 0.66 0.55 0.35 0.61 0.46 0.43 0.49 0.60 1.00 -0.37 Global Bonds 0.04 -0.21 -0.19 -0.24 -0.07 -0.16 -0.06 0.05 0.06 -0.29 -0.22 -0.29 -0.26 -0.16 0.04 -0.09 -0.12 -0.22 -0.37 1.00 Version: July 2011 198 Square de Meeus 23 ■ B-1000 Brussels, Belgium ■ T +32 2739 1010 ■ F +32 2739 1020 ■ E info@epra.com ■ W www.epra.com
36 Months Correlations (in Local Currency) Australia - RE Australia - ASX Australia Bds Singapore - RE Singapore - STI Singapore Bonds UK - FTSE 100 UK Bonds Australia - RE 1.00 0.71 -0.12 Singapore - RE 1.00 0.91 -0.13 UK - RE 1.00 0.75 0.04 Australia - ASX 0.71 1.00 -0.48 Singapore - STI 0.91 1.00 -0.17 UK - FTSE 100 0.75 1.00 -0.03 Australia Bonds -0.12 -0.48 1.00 Singapore Bonds -0.13 -0.17 1.00 UK Bonds 0.04 -0.03 1.00 Japan - RE Japan Bonds US - RE US - S&P 500 US Bonds Netherlands - AEX Netherlands Bonds Japan - RE 1.00 0.82 -0.10 United States - RE 1.00 0.83 -0.11 Netherlands - RE 1.00 0.75 -0.36 Japan - Nikkei 0.82 1.00 -0.16 United States - S&P 500 0.83 1.00 -0.15 Netherlands - AEX 0.75 1.00 -0.36 Japan Bonds -0.10 -0.16 1.00 United States Bonds -0.11 -0.15 1.00 Netherlands Bonds -0.36 -0.36 1.00 HK - RE HK - Hang Seng Japan - Nikkei HK Bonds Canada - RE Canada - TSX Canada Bonds France - RE France - CAC 40 France Bonds Hong Kong - RE 1.00 0.90 -0.30 Canada - RE 1.00 0.83 -0.16 France - RE 1.00 0.78 -0.32 Hong Kong - Hang Seng 0.90 1.00 -0.35 Canada - TSX 0.83 1.00 -0.20 France - CAC 40 0.78 1.00 -0.36 Hong Kong Bonds -0.30 -0.35 1.00 Canada Bonds -0.16 -0.20 1.00 France Bonds -0.32 -0.36 1.00 Netherlands - RE UK - RE Version: July 2011 199 Square de Meeus 23 ■ B-1000 Brussels, Belgium ■ T +32 2739 1010 ■ F +32 2739 1020 ■ E info@epra.com ■ W www.epra.com
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July 2011 ` 160
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Contents Page 4 Section 1 - Size of
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Size of the total real estate marke
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Size of the total real estate marke
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FTSE EPRA/NAREIT Global Developed I
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Foreign Exchange Performance Foreig
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Section 3 FTSE EPRA/NAREIT Asia Dev
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FTSE EPRA/NAREIT Asia Developed Ind
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FTSE EPRA/NAREIT Europe Developed I
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FTSE EPRA/NAREIT Developed Europe I
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Section 5 FTSE EPRA/NAREIT North Am
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FTSE EPRA/NAREIT North America Deve
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Section 6 FTSE EPRA/NAREIT Global D
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FTSE EPRA/NAREIT Global Developed R
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Section 7 FTSE EPRA/NAREIT Global D
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FTSE EPRA/NAREIT Developed Investme
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Section 8 FTSE EPRA/NAREIT Develope
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FTSE EPRA/NAREIT Developed Sector I
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Page 203 and 204: Section 11 Details on Methodology V
Page 205 and 206: Methodology Velocity This liquidity
Page 207 and 208: Data Vendor Codes - Indices * Bold
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Page 219 and 220: Data Vendor Codes - Index Constitue
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Page 223 and 224: Disclaimer EPRA DISCLAIMER EPRA® d
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