Indicators


GDP Growth Rate %
  Quarter* 2012 E 2013 E
US 3.0 2.1 2.2
UK -1.2 0.2 1.6
Euro Area -1.3 -0.6 0.7
Japan -0.7 1.7 1.5
 
Inflation %
  Latest Year Ago 2012 E
US 2.9 2.1 2.1
UK 3.4 4.4 2.5
Euro Area 2.7 2.4 2.0
Japan 0.1 -0.6 -0.3
* % change on previous quarter, annual rate
SOURCE: ECONOMIST (MARCH 31, 2012)

Equity Summary
Index Value Quarter (%)* 1 yr (%)* 5 yr (%)* 10 yr (%)*
S&P 500 1,408.47 12.59 8.54 2.01 4.12
Russell 1000 Value $ 426.92 11.12 4.79 -0.81 4.58
Russell 2000 $ (Small) 2,063.51 12.44 -0.18 2.13 6.45
MSCI EAFE $ 1,553.46 10.86 -5.77 -3.51 5.70
MSCI EAFE Value $ 2,499.94 8.75 -11.56 -8.50 2.57
MSCI EAFE Small $ 159.26 14.86 -6.23 -2.79 9.92
FTSE 100 £ 5,768.45 4.64 1.24 1.95 4.56
FTSE 250 £ (Small) 11,538.88 14.70 2.45 2.62 9.50
MSCI UK Value £ 4,231.59 2.44 0.52 -4.16 0.27
MSCI Europe € 91.00 7.87 -1.47 -4.00 1.06
MSCI Europe Value € 136.85 5.98 -6.45 -7.21 0.37
MSCI Europe Small € 182.10 15.68 -4.26 -3.73 6.01
MSCI Emerging Markets. $ 1,041.45 14.08 -8.80 4.67 14.13
MSCI AC World Index $ 333.30 11.88 -0.73 -0.19 5.33
* Annualised Total Return
SOURCE: MSCI BARRA & MORNINGSTAR (MARCH 31, 2012)

Fixed Income Summary
Index YTM % Total Return YTD (%) Spread to benchmark (bps)
US Invt Grade (CS LUCI) 3.36 1.63 145.00
UK Invt Grade (CS LEI) 4.42 1.51 226.00
EUR  Invt Grade (CS LEI) 2.86 4.72 196.00
JPM Emg Mkt (EMBI)+ 5.52 5.23 326.00
CS High Yield Index 7.16 5.01 610.00
 
Foreign Exchange
Index Spot Rate End 2011 Change
GBP/USD 1.5978 1.5541 2.83%
EUR/USD 1.3317 1.2982 2.62%
GBP/EUR 1.1998 1.1972 0.25%
USD/JPY 82.29 76.94 6.95%
GBP/JPY 131.49 119.57 9.96%
CHF/USD 0.9039 0.9351 -3.32%
SOURCE: CREDIT SUISSE (MARCH, 2012)
  
SOURCE: FINANCIAL TIMES (MARCH 31, 2012)

Interest Rates %
  CBR* 3M Libor 12M Libor 10 yr Govt.
US 0.00-0.25 0.4681 1.0485 2.2100
UK 0.50 1.0269 1.8631 2.2100
Euro Area (DE) 1.50 0.6753 1.3806 1.8200
Switzerland 0.00-0.25 0.1100 0.3920 0.8600
Japan 0.00-0.10 0.1957 0.5529 0.9900
 
Real Assets
Index Price Quarter
(%)*		 1 yr
(%)*		 5 yr
(%)*		 10 yr
(%)*
Gold (Lon. PM) 1,662.50 8.59 15.53 20.23 18.62
Oil (WTI) 103.03 4.25 -2.98 9.34 14.67
S&P GSCI Commodity Index 688.71 6.79 -5.09 8.03 13.09
S&P Global REITs Index 333.36 10.99 6.93 -2.98 10.00
* Central Bank Rate
SOURCE: FINANCIAL TIMES (MARCH 31, 2012)
   * Annualised Total Return
SOURCE: MORNINGSTAR (MARCH 31, 2012)

Economic Indicators
  Unemployment
(%)		 Current A/C
Balance*		 Budget
Balance*		 Industrial
Production
US 8.3 -3.0 -7.8 4.0
UK 8.4 -1.4 -7.6 -3.8
Euro Area 10.7 -0.3 -3.3 -1.5
Japan 4.6 2.0 -8.3 -1.3
 
Volatility Index
Index Current End
2010		 YTD % Change 52 Week Hi 52 Week Low
VIX (S&P500) 15.50 23.40 -33.76 48.00 13.66
VDAX (DAX) 18.81 28.59 -34.21 26.86 17.73
* % of GDP 2011 estimate
SOURCE: ECONOMIST
(MARCH 31, 2011))
    
SOURCE: FINANCIAL TIMES (MARCH 31, 2011)

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