Citibank

*:

2015112
20151030

1 - 4

5 - 9

10 - 14

2013 Citibank
Citibank and Arc Design is a registered service mark of Citibank, N.A. or Citigroup Inc.
Citibank (Hong Kong) Limited

85.99

12.5%

7.4%

1.2600

1.0458

-12.7%

-9.0%

120.07

125.86

112.45

-9.5%

-0.7%

1.5468

1.5243

1.6023

1.4566

-3.6%

-1.0%

1.3080

1.3280

1.3056

1.3457

1.1192

-14.5%

-11.2%

0.7138

0.7270

0.7068

0.8796

0.6896

-19.2%

-12.7%

0.6778

0.6813

0.6623

0.7975

0.6130

-13.6%

-13.1%

0.9879

0.9958

0.9757

1.0240

0.7406

-3.2%

0.6%

6.3174

6.3608

6.3174

6.4489

6.1092

-3.2%

-1.8%

6.3219

6.4061

6.3152

6.5946

6.1151

-3.2%

-1.7%

1142.16

1183.10

1139.03

1307.98

1072.35

-4.7%

-3.6%

52 52

96.95

97.82

96.47

100.39

1.1006

1.1096

1.0897

120.62

121.56

1.5428

: (20151030)

-0.19%

-0.11%

0.70%

0.74%

0.68%
-1.08%

0.37%
-0.95%

0.60%
1.15%

-1.92%
-2.50%-2.00%-1.50%-1.00%-0.50%0.00% 0.50% 1.00% 1.50%
: (20151030)

90.1%
0.2%96.95: 98.33

120
0.7%120.62: 118.07-121.75

0.7%0.5%0.72
1.1%0.7138: 0.6937

QE1.9%
1,142.16: 1,120-1,183

0.6%6.31741.2%6.3219
1

1.

QE
118.07-121.75 (63.66-65.64)

2.

0.6937 (5.38)

3.

12
1.0809 (8.38)
2

: 3

2016312

55

50

50%

45
40

35

30

10

25

20
7/1/2015

8/1/2015

9/1/2015

10/1/2015

20151030

1012

20163
3
1217

123

10
()12
32%50%

96.7098.338

: 1

:
8:
118.07-121.75

2015/20162016/2017
1.7%1.2%1.5%1.4%
2015/20162016/2017
0.7%0.1%1.9%1.4%

20151030

2%
2016

121.75

3-3.5%

()
118.07-121.7510828
6125.86

(USD/JPY)
118.07-121.75 (65.64-63.66)
7.7506

0-3

6-12

116.18
(66.71)

120
(64.58)

128
(60.55)

120.62
(64.26)

121.56
(63.76)

120.07
(64.55)

118.07
(65.64)

121.75
(63.66)

125.86
(61.58)

2%

:
118.07-121.75 (65.6463.66)

125.86 (6)

121.75 (828)

118.07 (1015)
116-18 (8)

: (20151030)

(AUD/USD)
0.6937 (5.38)
7.7506

0-3

6-12

0.6896
(5.34)

0.75
(5.81)

0.67
(5.19)

0.7138
(5.53)

0.7270
(5.63)

0.7068
(5.48)

0.6937
(5.38)

0.7301
(5.66)

0.7382
(5.72)

113:
114:

:

0.7%0.5%

0.7301 (100)

0.6896-0.6937 (9
729)

:
0.6896-0.6937 (5.345.38)

: (20151030)

(EUR/USD)
1.0809 (8.38)
7.7506

0-3

6-12

1.0458
(8.11)

1.16
(8.99)

1.07
(8.29)

1.1006
(8.53)

1.1096
(8.60)

1.0897
(8.45)

1.0809
(8.38)

1.1234
(8.71)

1.1495
(8.91)

112:
115: ()

:

10

1.1234-1.1236 (fibo
0.38255)

12

12
10
-0.3
150
9

1.0809 (7)
1.0458 (3)

:
1.0809 (8.38)

: (20151030)

(NZD/USD)

7.7506

0-3M

6-12M

0.6778
(5.25)

0.6813
(5.28)

0.6623
(5.13)

0.6237
(4.83)

0.6511
(5.05)

0.6937
(5.38)

0.7177
(5.56)

0.66
(5.11)

0.63
(4.88)

12
:

: 0.4%
1-3%
12
: 0.6511-0.6937
(5.05-5.38)

0.6937 (fibo 0.50)

0.6511-0.6516 (fibo
0.236 55)

: (20151030)

(USD/CAD)

0-3M

6-12M

1.3080
(5.93)

1.3280
(5.84)

1.3056
(5.94)

1.2689
(6.11)

1.2832
(6.04)

1.3280
(5.84)

1.3457
(5.76)

1.25
(6.20)

1.27
(6.10)

1.3280-1.3457
(9)
1.2832 (1015)

:
20182017

: 1.28321.3280 (6.04-5.84)

: (20151030)
8

(GBP/USD)

7.7506
0-3M

6-12M

1.55
1.5428 1.5468 1.5243 1.5089 1.5201 1.5508 1.5659
1.55
(11.96) (11.99) (11.81) (11.69) (11.78) (12.02) (12.14) (12.01) (12.01)

1.5508-1.5659 (10229)

1.5089-1.5201 (51013)
:

: 1.5201-1.5659 (11.7812.13)

: (20151030)

(USD/CNY)

0-3M

6-12M

6.3174

6.3608

6.3174

6.36

6.80

6.80 (6-12)

:
3

(SDR)
6-126.80

6.36 (0-3)

: (20151030)
9

10
102089

116 ():

20
14.2

10

251.75

115 ():

113 ():

1.75%
2.00%

114 ():

0.50%
0.30%

10

1: 2015

/
/
/
/
/
/
/
/

0-3
93.21
1.16
1.55
120
0.95
0.75
0.66
1.25
6.36

: (20151023)

6-12
99.20
1.07
1.55
128
1.03
0.67
0.63
1.27
6.80

10/30/15
0.25
0.05
0.50
0.10
-0.75
2.00
2.75
0.50
1.50

4Q 15
0.25
0.05
0.50
0.10
-0.75
1.75
2.50
0.50
1.50

1Q 16
0.50
0.05
0.50
0.10
-0.75
1.75
2.50
0.50
1.50

2Q 16
0.50
0.05
0.50
0.10
-0.75
1.75
2.50
0.50
1.50

1.15-1.2012QE
6-121.07

()
1.55

0-30.7511
6-120.67

QE

1QE
6-12128
11

2:

3Q 15

4Q '15

1Q '16

2Q '16

3Q '16

4Q '16

1Q '17

2Q '17

3Q '17

94.3

96.5

98.8

99.0

98.7

98.4

98.2

97.9

96.9

1.14

1.11

1.08

1.07

1.08

1.09

1.09

1.10

1.11

1.55

1.55

1.55

1.54

1.23

1.51

1.50

1.49

1.49

121

124

127

128

129

129

130

130

130

0.96

0.99

.02

1.02

1.02

1.01

1.01

1.00

0.99

0.74

0.71

0.68

0.67

0.67

0.68

0.68

0.68

0.69

0.65

0.64

0.63

0.63

0.63

0.62

0.62

0.62

0.63

1.25

1.26

1.27

1.27

1.26

1.26

1.25

1.25

1.24

6.44

6.61

6.77

6.77

6.73

6.69

6.65

6.61

6.56

1.43

1.44

1.46

1.45

1.44

1.43

1.41

1.40

1.39

4.20

4.20

4.20

4.17

4.13

4.09

4.05

4.01

3.93

66.3

68.4

70.4

69.7

68.3

67.0

65.7

64.3

62.4

13.80

13.89

13.98

13.88

13.74

13.60

13.47

13.32

13.11

: (20151016)

12

3:

10/26/2015 17:00

IFO

108.2

107.8

109

10/26/2015 22:00

()

-11.50%

-0.60%

5.20%

10/27/2015 05:45

!!

-1222m

-825m

-1079m

10/27/2015 17:30

!!

()

2.30%

2.40%

2.40%

10/27/2015 20:30

!!

-1.20%

-1.50%

-3.00%

10/28/2015 07:50

!!

()

-0.20%

0.40%

0.80%

10/28/2015 08:30

!!!

()

0.50%

0.70%

0.70%

10/29/2015 02:00

!!!

0.25%

0.25%

0.25%

10/29/2015 04:00

!!!

2.75%

2.75%

2.75%

10/29/2015 07:50

!!

()

-0.90%

-2.60%

-0.40%

10/29/2015 17:30

68.9k

72.4k

70.7k

10/29/2015 18:00

!!

-7.7

-7.7

-7.7

10/29/2015 20:30

!!

260k

265k

259k

10/29/2015 20:30

!!!

()

1.50%

1.60%

3.90%

10/29/2015 21:00

()

0.30%

0.20%

0.00%

10/29/2015 22:00

()

-2.30%

1.00%

-1.40%

10/30/2015

!!!

10/30/2015 07:30

!!

3.40%

3.40%

3.40%

10/30/2015 07:30

!!

()

0.00%

0.00%

0.20%

10/30/2015 18:00

10.80%

11.00%

10.90%

10/30/2015 18:00

!!

()

0.00%

0.00%

-0.10%

10/30/2015 20:30

!!

()

0.90%

1.00%

0.70%

10/30/2015 22:00

!!

90.0

92.5

92.1

13

4: (2015112 - 116)
1

----

24.10%
2.00%
-2900m
0.40%

5.10%
2.00%
-3095m
0.40%

-----

-----

-2.53b
53.7
7.10%
12.1k

---

52
--

52
0.00%

--

47.6

47.2

---

6.00%
0.40%

5.90%
0.30%

------

51.4
0.50%

51.5
0.50%

-0.10%
0.20%

1.00%
0.50%

-------

11/02/2015 08:30
11/03/2015 11:30
11/04/2015 08:30
11/04/2015 08:30

!
!!!
!
!

()

()

11/04/2015 21:30
11/05/2015 23:00
11/06/2015 21:30
11/06/2015 21:30

!
!
!!
!!

Ivey()

/
11/02/2015 17:00
11/05/2015 18:00

!!
!

()

11/02/2015 09:45

!!

11/04/2015 05:45
11/04/2015 05:45

!!
!!

()

11/02/2015 17:30
11/05/2015 20:00
11/05/2015 20:00
11/06/2015 17:30
11/06/2015 17:30

!!
!!
!!
!!
!!

11/02/2015 23:00
11/04/2015 21:15
11/04/2015 21:30
11/05/2015 21:30
11/06/2015 21:30
11/06/2015 21:30

!!
!!
!!
!!
!!!
!!!

()
()

ISM
ADP

50
50.2
180k
200k
-$44.50b -$48.33b
-260k
5.10%
5.10%
180k
142k
14


(Citi Research)(Citi Global Markets)

()

Citigroup Inc.

: https://www.citivelocity.com/cvr/eppublic/citi_research_disclosures
:
https://ir.citi.com/PuXs6xELNHAu7UqkjgvWxnihtUeLtAtDxeEh%2B2qaPpPb7uukpx8Qw1vzcuidtMtqgn1BWqJqak8%3D

()()

15