DXY Curncy
90
EURUSD Curncy
1.5
1‐Year High: 81.40 1‐Year Low: 72.93 1.4
Last Price: 77.18
85
GBPUSD Curncy 1.7
1.65
1.6
80
1.3
75
70
1.2
USDJPY Curncy 88
1.2
86
1.1
84
82
1‐Year High: 1.48 1.55
1‐Year Low: 1.29 Last Price: 1.37
1.5
1‐Year High: 1.67 1‐Year Low: 1.54 Last Price: 1.57
AUDUSD Curncy USDCNY Curncy 6.9
1‐Year High: 1.10 1‐Year Low: 0.94 Last Price: 1.03
6.8
6.7
6.6
1
6.5
80
78
1‐Year High: 85.86 1‐Year Low: 76.55 Last Price: 76.91
76
74
1.1
1.05
1
0.95
6.3
0.8
CADUSD Curncy
0.9
1‐Year High: 1.06 1‐Year Low: 0.97 Last Price: 1.02
0.85
0.8
0.75
0.7
0.65
0.9
6.4
0.9
0.6
1‐Year High: 6.73 1‐Year Low: 6.38 Last Price: 6.39
6.2
NZDUSD Curncy
1‐Year High: 0.88 1‐Year Low: 0.72 Last Price: 0.82
DXY
EURUSD
GBPUSD
JPNUSD
AUDUSD
CNYUSD*
USDCAD
USDNZD
1 W
‐0.5%
‐0.2%
‐1.0%
0.4%
‐0.9%
0.3%
0.9%
0.1%
1 M
4.3%
‐5.1%
‐4.6%
‐0.5%
‐1.5%
0.1%
0.6%
0.7%
3 M
2.9%
‐4.5%
‐3.0%
4.1%
‐3.5%
1.4%
‐0.4%
1.4%
6 M
1.9%
‐3.7%
‐3.3%
4.8%
2.9%
2.9%
0.1%
12.7%
YTD
‐2.3%
2.0%
0.6%
5.5%
0.2%
3.5%
1.5%
5.7%
1 Y
‐5.2%
4.6%
0.5%
10.4%
9.5%
5.4%
5.0%
13.6%
* The 12‐month NDF suggests the RMB to appreciate by 0.9% in the next 12 months
Data as of 19 Sep 2011 9:54 AM
Source: Bloomberg & iFAST Compilations
%
5.0
4.0
3.0
2.0
US Yield Curve
%
5.0
Last Update: ‐1 Month: ‐0.01 ‐3 Month: 0.00 ‐6Month: 0.02 ‐1 Year: 0.07 ‐2 Year: 0.17 ‐5 Year: 0.91 ‐10 Year: 2.05 ‐30 Year: 3.31
4.0
3.0
2.0
1.0
0.0
‐1.0
9/19/2011
%
3.0
2.5
2.0
1.5
1.0
0.5
0.0
8/19/2011
4
3.75
3.5
3.25
3
2.75
2.5
2.25
2
Last Update: ‐3 Month: 0.48 ‐6Month: 0.52 ‐1 Year: 0.66 ‐2 Year: 0.51 ‐5 Year: 1.01 ‐10 Year: 1.86 ‐30 Year: 2.70
1.5
1.0
0.5
0.0
0.0
9/19/2011
8/19/2011
3/19/2011
9/19/2010
High Yield Bond YTM
%
10
Last Update: ‐1 Month: 0.04 ‐3 Month: 0.10 ‐6 Month: 0.11 ‐1 Year: 0.13 ‐2 Year: 0.18 ‐5 Year: 0.70 ‐10 Year: 1.54 ‐15 Year: 1.77
2.0
1.0
9/19/2010
Hong Kong Yield Curve
1‐Year High: 8.63 1‐Year Low: 6.68 Last Update: 8.52
9
3/19/2011
Global Corporate Bond YTM
1‐Year High: 3.48 1‐Year Low: 2.53 Last Update: 2.64
Last Update: ‐3 Month: 0.10 ‐6Month: 0.10 ‐1 Year: 0.12 ‐2 Year: 0.14 ‐5 Year: 0.35 ‐10 Year: 1.01 ‐30 Year: 1.94
9/19/2011
8/19/2011
5
3/19/2011
9/19/2010
Asian Bond YTM
1‐Year High: 5.22 1‐Year Low: 4.10 Last Update: 5.12
8
4.5
6
8/19/2011
Japan Yield Curve
%
5.5
7
9/19/2011
%
3/19/2011
%
2.5
Eurozone Yield Curve
4
9/19/2010
%
4.5
4
3.5
3
2.5
2
US Corporate Bond YTM
1‐Year High: 3.91 1‐Year Low: 2.44 Last Update: 2.60
% Point (PP) Change
1 Month
3 Month
6Month
1 Year
2 Year
5 Year
10 Year
30 Year
US
1W
0.00
‐0.01
‐0.03
‐0.02
‐0.04
0.04
0.10
0.06
1M
‐0.01
0.00
‐0.01
‐0.01
‐0.02
0.01
‐0.01
‐0.08
Eurozone
1W
1M
NA
NA
0.02
‐0.22
0.05
‐0.18
0.09
‐0.06
0.08
‐0.14
0.13
‐0.20
0.12
‐0.24
0.03
‐0.24
Japan
1W
1M
NA
NA
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.01
0.04
0.01
0.02
‐0.04
‐0.03
Hong Kong
1W
1M
0.00
‐0.03
0.00
0.02
0.00
0.02
0.00
0.02
0.00
0.02
0.02
0.01
0.01
‐0.08
0.01
‐0.12
Source: Bloomberg & iFAST Compilations
Spot Gold
110
550
90
500
450
400
VIX Index
50
1.4
1‐Year High: 48.00 1‐Year Low: 14.62 1.2
Last Update: 30.98
Millions
1‐Year High: 2784 40
1‐Year Low: 1043 Last Price: 1814
30
2000
1.0
1100000
20
0.8
1000000
10
0.6
900000
1500
1000
1‐Year High: 579.68 1‐Year Low: 475.49 Last Price: 535.35
80
60
Baltic Dry Index
2500
100
CRB Commodity Index
600
1‐Year High: 113.93 1‐Year Low: 73.52 Last Price: 86.84
70
3500
3000
Nymex Crude Future
120
1‐Year High: 1900.23 1‐Year Low: 1274.30 Last Price: 1816.99
US$ per Barrel
US$ per Once
2000
1900
1800
1700
1600
1500
1400
1300
1200
1100
HKMA Aggregate Balance Closing
1‐Year High: 153638 1‐Year Low: 148563 Last Update: 148649
800000
500
700000
VIX Index (LHS)
VIX:VXV Index (RHS)
*VIX and VXV are the implied volatility of S&P 500 option with 30 and 90 days seperately 120
115
110
Hang Seng China AH Premi Index
1‐Year High: 116.84 1‐Year Low: 92.68 Last Price: 114.93
%
0.4
LIBOR/HIBOR
Monetary Base Total (Ex. Aggregate balance)
1‐Year High: 0.35 1‐Year Low: 0.25 Index Change (%)
1 W
1 M
3 M
Last Update: 0.35
0.3
GOLDS
OILS
CRB CMDY
BDIY
1‐Year High: 0.36 1‐Year Low: 0.19 VIX
Last Update: 0.28
AGG BAL CLOSE
HSAHP
3M LIBOR (PP Chg)
3M HIBOR (PP Chg)
105
100
0.2
95
90
600000
0.1
3‐month LIBOR (USD) (LHS)
3‐month HIBOR (HKD) (RHS)
0.1
‐1.5
‐0.6
‐3.3
‐19.7
0.0
‐1.6
2.5
0.0
‐1.9
5.6
‐0.8
24.1
‐28.0
0.0
2.4
16.0
0.3
0.2
‐0.1
0.0
0.3
0.4
0.0
0.1
0.4
0.1
Aggregate Balance
6 M
28.1
‐14.1
‐4.4
18.5
26.8
‐0.1
12.1
13.7
8.1
YTD
27.9
‐5.0
2.9
2.3
74.5
0.0
16.3
16.0
0.3
1 Y
42.6
17.9
12.6
‐32.2
40.8
‐0.1
22.7
20.5
‐2.5
Source: Bloomberg & iFAST Compilations
BRIC 5‐Yr CDS
bps
350
bps
Major Developed Countries 5‐Yr CDS
bps
5100
1‐Year High: 208.56 1‐Year Low: 108.69 Last Update: 202.72
300
190
170
250
1‐Year High: 108.03 1‐Year Low: 48.80 Last Update: 99.93
4600
PIIGS 5‐Yr CDS
1‐Year High: 1572.81 1‐Year Low: 353.69 Last Update: 1240.74
4100
150
3600
130
3100
200
2600
110
2100
150
90
1600
70
100
1100
50
50
30
CHINA
RUSSIA
BRAZIL
INDIA*
100
AVERAGE
UK
GERMANY
*India CDS uses State Bank of India's CDS while others used sovereign CDS
%
600
Treasuray Inflation Protected Securities
%
JAPAN
FRANCE
US
AVERAGE
2.0
1.5
1.0
1 W
1 M
3 M
6 M
YTD
1 Y
BRIC (AVG)
Major Developed Countries (AVG)
PIIGS (AVG)
‐0.6
29.8
71.5
76.7
79.5
67.7
‐6.3
6.7
35.2
34.5
30.7
40.5
‐91.3
361.2
450.6
758.7
685.4
816.7
1.0
4.4
‐37.4
‐9.9
‐77.2
‐95.0
9.2
8.4
4.8
0.9
7.8
12.3
‐5.0
‐9.4
‐62.9
‐80.0
‐31.3
‐20.6
‐75.4
‐73.5
‐65.3
‐46.8
‐89.5
‐83.1
‐11.2
‐30.9
‐88.3
‐75.3
42.1
18.6
‐0.5
‐16.4
‐17.6
‐44.8
‐34.2
13.2
5YR
0.0
TIPS
‐0.5
Last Update: ‐5 Years: 1.62 ‐10 Years: 1.97 ‐20 Year: 2.14
10YR
20YR
5YR
BREAKEVEN 10YR
RATE
20YR
1.5
‐1.0
‐1.5
1.0
5 Years
10 Years
20 Year
SPAIN
AVERAGE
PP Change (%)
2.0
0.5
PORTUGAL
IRELAND
Breakeven Rate
3.0
Last Update: ‐5 Years: ‐0.83 ‐10 Years: 0.07 ‐20 Year: 0.77
2.5
2.5
GREECE
ITALY
5 Years
10 Years
20 Year
Source: Bloomberg & iFAST Compilations