Monday, April 17, 2017

Treasury Yields Decline as Markets Reopen After Long Holiday

RHB FIC DAILY SNAPSHOT





4/17/2017 8:48








1-Day
3-Mth
6-Mth

14-Apr-17
13-Apr-17
Chg (%)
Avg
Avg
Commodities





Brent Crude May 17
52.83
52.83
0.00
54.65
54.29
Brent Crude Jun 17
55.89
55.89
0.00
54.95
54.67
Brent Crude Jul 17
56.37
56.37
0.00
55.18
54.93
WTI Crude Oil
53.18
53.18
0.00
52.37
52.42
CPO Future May 17
2,554
2,566
-0.47
2,858
2,918
CPO Future Jun 17
2,503
2,513
-0.40
2,797
2,877
CPO Future Jul 17
2,469
2,476
-0.28
2,747
2,840
GOLD spot US$/Oz
1,286
1,288
-0.17
1,234
1,218
DJ-UBS Metals Subindex
112.2
112.2
0.00
115.8
112.4
DJ-UBS Agriculture Subindex
52.55
52.55
0.00
54.93
55.22






Forex





USD/MYR
4.407
4.412
-0.10
4.438
4.405
GBP/USD
1.252
1.250
0.16
1.244
1.241
EUR/USD
1.062
1.061
0.05
1.067
1.068
USD/JPY
108.6
109.1
-0.41
112.6
112.1
AUD/USD
0.758
0.757
0.15
0.761
0.753
USD/SGD
1.398
1.398
-0.01
1.410
1.415
USD/HKD
7.773
7.774
-0.02
7.763
7.760
USD/KRW
1,140
1,130
0.89
1,143
1,157
USD/CNY
6.885
6.890
-0.07
6.884
6.877
USD/THB
34.41
34.37
0.09
34.91
35.21
USD/IDR
13,274
13,256
0.14
13,337
13,322
USD/PHP
49.55
49.40
0.31
50.04
49.68
USD/INR
64.41
64.41
0.00
66.44
67.09












Equity Indices





FBM KLCI
1,731.0
1,738.2
-0.41
1,714.9
1,679.8
DJIA
20,453.3
20,453.3
0.00
20,510.5
19,816.5
S&P 500
2,329.0
2,329.0
0.00
2,337.8
2,270.4
NASDAQ
5,805.2
5,805.2
0.00
5,786.6
5,566.4









1-Day
3-Mth
6-Mth
Government Bonds
14-Apr-17
13-Apr-17
Chg (bps)
Avg
Avg
MGS 03/19 (3y)
3.33
3.46
-12.60
3.39
3.42
MGS 03/22 (5y)
3.80
3.81
-1.80
3.82
3.82
MGS 09/24 (7y)
3.97
4.02
-5.00
4.03
4.03
MGS 11/26 (10y)
4.10
4.10
-0.60
4.11
4.09
MGS 06/31 (15y)
4.48
4.48
0.00
4.52
4.50
MGS 03/46 (30y)
4.84
4.83
0.60
4.78
4.76
UST 2YR
1.21
1.21
0.00
1.24
1.15
UST 5YR
1.77
1.77
0.00
1.93
1.82
UST 10YR
2.24
2.24
0.00
2.43
2.33
UST30YR
2.89
2.89
0.00
3.04
2.98
UK 2YR
0.11
0.11
0.00
0.12
0.14
UK 10YR
1.04
1.04
0.00
1.23
1.28
GE 2YR
-0.86
-0.86
0.00
-0.78
-0.74
GE 10YR
0.19
0.19
0.00
0.35
0.29
JGB 2YR
-0.23
-0.21
-1.40
-0.23
-0.22
JGB 10YR
0.01
0.03
-2.10
0.07
0.05
AU 2YR
1.63
1.63
0.00
1.80
1.79
AU 10YR
2.47
2.47
0.00
2.74
2.69
SGS 2YR
1.18
1.18
0.00
1.24
1.17
SGS 10YR
2.13
2.13
0.00
2.29
2.27
HK 2YR
0.88
0.88
0.00
1.01
0.97
HK 10YR
1.60
1.60
0.00
1.84
1.61
SK 2YR
1.58
1.58
0.00
1.60
1.60
SK 10YR
2.18
2.18
0.90
2.18
2.09
CH 10YR
3.37
3.33
4.40
3.35
3.16
TH 2YR
1.49
1.49
0.00
1.53
1.54
TH 10YR
2.66
2.66
0.00
2.71
2.61
ID 2YR
6.58
6.58
0.00
6.90
7.06
ID 10YR
7.04
7.04
0.00
7.39
7.54
PH 2YR
3.19
3.19
0.00
2.95
3.10
PH 10YR
4.64
4.64
0.00
4.43
4.42
IN 2YR
6.66
6.66
0.00
6.57
6.44
IN 10YR
6.82
6.82
0.00
6.72
6.61






Daily Headlines





Malaysia





BNM to allow shortselling of resident-owned MGS






Global





Treasury Yields Decline as Markets Reopen After Long Holiday
BOJ Bond Buy Tests Drive to Zero 10-Year Yield
Russian Funds Play Vultures With Croatia’s Distressed Debt
Turkey’s Lira Gains as Erdogan Victory Sparks Relief Rally
EGBs Extend Gains as Treasuries Hold Advance Amid Risk-Off Tone

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