Friday, March 17, 2017

Treasuries Pare Fed-Fueled Gains, Late Bund Selloff Weighs.

RHB FIC DAILY SNAPSHOT






3/17/2017 8:20









1-Day
3-Mth
6-Mth


16-Mar-17
15-Mar-17
Chg (%)
Avg
Avg

Commodities






Brent Crude May 17
51.74
51.81
-0.14
55.90
54.20

Brent Crude Jun 17
51.90
51.97
-0.13
56.23
54.54

Brent Crude Jul 17
52.07
52.14
-0.13
56.45
54.81

WTI Crude Oil
48.75
48.86
-0.23
53.32
52.00

CPO Future May 17
2,796
2,817
-0.75
3,000
2,913

CPO Future Jun 17
2,737
2,741
-0.15
2,943
2,880

CPO Future Jul 17
2,695
2,681
0.52
2,890
2,849

GOLD spot US$/Oz
1,226
1,220
0.55
1,203
1,224

DJ-UBS Metals Subindex
116.3
115.5
0.67
114.3
109.9

DJ-UBS Agriculture Subindex
54.08
53.89
0.37
55.59
55.68








Forex






USD/MYR
4.438
4.449
-0.24
4.455
4.362

GBP/USD
1.236
1.229
0.56
1.237
1.245

EUR/USD
1.077
1.073
0.30
1.060
1.075

USD/JPY
113.3
113.4
-0.06
114.5
110.8

AUD/USD
0.768
0.771
-0.40
0.751
0.753

USD/SGD
1.401
1.401
0.01
1.424
1.411

USD/HKD
7.764
7.766
-0.02
7.760
7.758

USD/KRW
1,132
1,144
-1.01
1,166
1,155

USD/CNY
6.898
6.915
-0.24
6.899
6.850

USD/THB
34.92
35.06
-0.41
35.33
35.27

USD/IDR
13,347
13,364
-0.13
13,367
13,278

USD/PHP
50.18
50.33
-0.29
49.95
49.40

USD/INR
65.41
65.69
-0.43
67.46
67.35















Equity Indices






FBM KLCI
1,737.1
1,717.4
1.15
1,682.7
1,666.1

DJIA
20,934.6
20,950.1
-0.07
20,274.3
19,421.3

S&P 500
2,381.4
2,385.3
-0.16
2,310.2
2,238.0

NASDAQ
5,900.8
5,900.0
0.01
5,670.2
5,472.2











1-Day
3-Mth
6-Mth

Government Bonds
16-Mar-17
15-Mar-17
Chg (bps)
Avg
Avg

MGS 3/19 (3y)
3.42
3.44
-1.70
3.38
3.33

MGS 11/21 (5y)
3.84
3.88
-3.50
3.71
3.61

MGS 08/23 (7y)
4.00
4.03
-3.00
4.01
3.87

MGS 11/26 (10y)
4.08
4.15
-6.70
4.16
4.01

MGS 06/31 (15y)
4.48
4.55
-6.80
4.59
4.41

MGS 03/46 (30y)
4.83
4.83
0.00
4.77
4.71

UST 2YR
1.33
1.30
3.28
1.23
1.08

UST 5YR
2.05
2.00
4.69
1.95
1.72

UST 10YR
2.54
2.49
4.72
2.46
2.23

UST30YR
3.15
3.11
4.35
3.06
2.89

UK 2YR
0.08
0.04
4.00
0.12
0.14

UK 10YR
1.25
1.21
3.80
1.30
1.23

GE 2YR
-0.79
-0.82
3.00
-0.78
-0.73

GE 10YR
0.45
0.42
3.30
0.33
0.24

JGB 2YR
-0.26
-0.25
-1.30
-0.22
-0.22

JGB 10YR
0.08
0.10
-2.20
0.08
0.03

AU 2YR
1.82
1.88
-5.60
1.85
1.77

AU 10YR
2.82
2.92
-10.10
2.78
2.60

SGS 2YR
1.24
1.29
-5.10
1.25
1.12

SGS 10YR
2.35
2.43
-7.76
2.35
2.21

HK 2YR
1.05
1.13
-8.10
1.06
0.98

HK 10YR
1.87
1.97
-9.90
1.89
1.56

SK 2YR
1.60
1.63
-3.80
1.61
1.56

SK 10YR
2.18
2.27
-8.80
2.16
1.99

CH 10YR
3.33
3.34
-0.90
3.31
3.08

TH 2YR
1.54
1.54
0.00
1.54
1.54

TH 10YR
2.75
2.78
-2.80
2.72
2.53

ID 2YR
6.93
6.85
8.20
7.09
7.04

ID 10YR
7.27
7.38
-10.50
7.62
7.52

PH 2YR
1.15
1.38
-22.60
2.00
1.74

PH 10YR
4.62
4.67
-4.60
4.41
4.25

IN 2YR
6.69
6.72
-2.80
6.47
6.45

IN 10YR
6.84
6.83
1.20
6.62
6.62








Daily Headlines






Malaysia






Palm Oil Futures Extend Advance on Bets Demand Increasing.


Malaysia May Miss 2020 Target to Balance Fiscal Budget.










Global







Treasuries Pare Fed-Fueled Gains, Late Bund Selloff Weighs.


Poland Sells Eurobonds as Fed, Dutch Vote Bring Relief.



Japanese Funds Say Allure of Treasuries Will Bring Them Back.


Dollar Pares Loss as Mnuchin Says Long-Term Strength Is ‘Good’.


Pound Climbs, Gilts Fall as Forbes Vote Catches Market Off-Guard.



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