Monday, May 29, 2017

Treasury Gains Reverse Into Close as Curve Flattens

RHB FIC DAILY SNAPSHOT





5/29/2017 8:29








1-Day
3-Mth
6-Mth

26-May-17
25-May-17
Chg (%)
Avg
Avg
Commodities





Brent Crude Jul 17
52.15
51.46
1.34
52.65
53.89
Brent Crude Aug 17
52.51
51.77
1.43
52.96
54.30
Brent Crude Sep 17
52.75
52.00
1.44
53.19
54.64
WTI Crude Oil
49.80
48.90
1.84
50.57
52.77
CPO Future Jul 17
2,677
2,720
-1.58
2,752
2,932
CPO Future Aug 17
2,555
2,607
-1.99
2,668
2,866
CPO Future Sep 17
2,483
2,529
-1.82
2,611
2,812
GOLD spot US$/Oz
1,267
1,256
0.89
1,247
1,218
DJ-UBS Metals Subindex
111.5
112.1
-0.58
113.4
113.7
DJ-UBS Agriculture Subindex
50.94
51.00
-0.10
52.74
54.16






Forex





USD/MYR
4.269
4.279
-0.24
4.394
4.424
GBP/USD
1.280
1.294
-1.07
1.262
1.253
EUR/USD
1.118
1.121
-0.24
1.080
1.070
USD/JPY
111.3
111.8
-0.46
111.9
113.3
AUD/USD
0.745
0.745
-0.08
0.754
0.751
USD/SGD
1.382
1.387
-0.34
1.400
1.414
USD/HKD
7.793
7.792
0.02
7.774
7.766
USD/KRW
1,121
1,117
0.39
1,132
1,152
USD/CNY
6.856
6.869
-0.19
6.893
6.896
USD/THB
34.05
34.14
-0.26
34.63
35.05
USD/IDR
13,294
13,282
0.09
13,324
13,352
USD/PHP
49.77
49.85
-0.16
50.01
49.91
USD/INR
64.45
64.62
-0.27
65.04
66.45












Equity Indices





FBM KLCI
1,772.3
1,774.0
-0.09
1,747.0
1,706.1
DJIA
21,080.3
21,083.0
-0.01
20,810.8
20,378.7
S&P 500
2,415.8
2,415.1
0.03
2,372.3
2,324.8
NASDAQ
6,210.2
6,205.3
0.08
5,953.1
5,757.0









1-Day
3-Mth
6-Mth
Government Bonds
26-May-17
25-May-17
Chg (bps)
Avg
Avg
MGS 3/19 (3y)
3.29
3.32
-2.30
3.37
3.42
MGS 03/22 (5y)
3.56
3.55
0.70
3.73
3.73
MGS 09/24 (7y)
3.78
3.81
-2.30
3.92
3.92
MGS 11/27 (10y)
3.87
3.87
0.00
3.87
3.87
MGS 04/33 (15y)
4.28
4.28
0.00
4.46
4.59
MGS 03/46 (30y)
4.76
4.76
0.60
4.78
4.77
UST 2YR
1.29
1.29
0.00
1.28
1.23
UST 5YR
1.79
1.79
-0.49
1.89
1.91
UST 10YR
2.25
2.26
-0.89
2.36
2.40
UST30YR
2.91
2.92
-0.86
3.00
3.03
UK 2YR
0.09
0.09
0.60
0.11
0.12
UK 10YR
1.01
1.04
-2.50
1.13
1.24
GE 2YR
-0.68
-0.67
-0.90
-0.76
-0.76
GE 10YR
0.33
0.36
-3.10
0.34
0.33
JGB 2YR
-0.16
-0.17
0.20
-0.22
-0.21
JGB 10YR
0.04
0.05
-0.80
0.05
0.06
AU 2YR
1.57
1.59
-1.60
1.72
1.78
AU 10YR
2.41
2.44
-3.00
2.65
2.71
SGS 2YR
1.20
1.19
0.30
1.23
1.24
SGS 10YR
2.07
2.08
-0.77
2.22
2.29
HK 2YR
0.66
0.70
-4.30
0.91
0.97
HK 10YR
1.34
1.40
-6.10
1.63
1.72
SK 2YR
1.58
1.58
-0.40
1.60
1.61
SK 10YR
2.24
2.25
-1.00
2.22
2.18
CH 10YR
3.67
3.66
0.40
3.44
3.34
TH 2YR
1.50
1.51
-0.50
1.51
1.53
TH 10YR
2.62
2.65
-3.60
2.71
2.71
ID 2YR
6.54
6.59
-4.90
6.73
6.98
ID 10YR
6.95
6.95
0.20
7.17
7.46
PH 2YR
2.88
2.88
0.00
3.08
3.07
PH 10YR
4.62
4.62
0.50
4.62
4.53
IN 2YR
6.63
6.67
-3.50
6.68
6.51
IN 10YR
6.65
6.66
-1.20
6.83
6.66






Daily Headlines





Malaysia





Ringgit To Maintain Strength With Upside Bias This Week







Global





Treasury Gains Reverse Into Close as Curve Flattens

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