Friday, January 13, 2017

Treasuries Yield Curve Steepens After Mixed Long-Bond Auction

RHB FIC DAILY SNAPSHOT 

1/13/2017 8:30









1-Day
3-Mth
6-Mth


12-Jan-17
11-Jan-17
Chg (%)
Avg
Avg

Commodities






Brent Crude Mar 17
56.01
55.10
1.65
52.86
51.19

Brent Crude Apr 17
56.49
55.60
1.60
53.45
51.68

Brent Crude May 17
56.98
56.09
1.59
53.93
52.10

WTI Crude Oil
53.01
52.25
1.45
50.56
49.32

CPO Future Feb 17
3,177
3,192
-0.47
2,970
2,817

CPO Future Mar 17
3,116
3,133
-0.54
2,952
2,725

CPO Future Apr 17
3,074
3,085
-0.36
2,936
2,936

GOLD spot US$/Oz
1,195
1,192
0.32
1,204
1,264

DJ-UBS Metals Subindex
114.2
112.3
1.77
108.5
104.0

DJ-UBS Agriculture Subindex
56.16
55.38
1.41
55.52
55.37








Forex






USD/MYR
4.459
4.472
-0.30
4.365
4.216

GBP/USD
1.216
1.221
-0.42
1.238
1.272

EUR/USD
1.061
1.058
0.29
1.070
1.093

USD/JPY
114.7
115.4
-0.60
111.4
107.0

AUD/USD
0.748
0.744
0.58
0.746
0.752

USD/SGD
1.427
1.427
0.01
1.419
1.388

USD/HKD
7.754
7.755
-0.01
7.757
7.757

USD/KRW
1,185
1,196
-0.96
1,169
1,143

USD/CNY
6.894
6.938
-0.63
6.865
6.771

USD/THB
35.36
35.45
-0.27
35.49
35.16

USD/IDR
13,281
13,319
-0.29
13,299
13,206

USD/PHP
49.49
49.58
-0.19
49.28
48.25

USD/INR
68.08
68.33
-0.36
67.63
67.26















Equity Indices






FBM KLCI
1,677.8
1,675.2
0.15
1,645.7
1,658.1

DJIA
19,891.0
19,954.3
-0.32
19,078.4
18,728.6

S&P 500
2,270.4
2,275.3
-0.21
2,199.7
2,182.6

NASDAQ
5,547.5
5,563.6
-0.29
5,338.3
5,273.8











1-Day
3-Mth
6-Mth

Government Bonds
12-Jan-17
11-Jan-17
Chg (bps)
Avg
Avg

MGS 3/19 (3y)
3.37
3.37
-0.20
3.44
3.17

MGS 11/21 (5y)
3.72
3.70
2.20
3.66
3.42

MGS 08/23 (7y)
4.07
4.09
-1.60
3.91
3.66

MGS 11/26 (10y)
4.24
4.28
-3.50
4.05
3.81

MGS 06/31 (15y)
4.72
4.77
-5.50
4.45
4.16

MGS 03/46 (30y)
4.87
4.87
0.00
4.73
4.59

UST 2YR
1.17
1.19
-1.22
1.05
0.90

UST 5YR
1.87
1.88
-1.82
1.70
1.43

UST 10YR
2.36
2.37
-0.90
2.23
1.91

UST30YR
2.96
2.96
0.48
2.90
2.61

UK 2YR
0.16
0.17
-1.20
0.16
0.15

UK 10YR
1.30
1.35
-4.80
1.31
1.02

GE 2YR
-0.71
-0.72
0.20
-0.70
-0.67

GE 10YR
0.32
0.33
-1.20
0.23
0.09

JGB 2YR
-0.22
-0.24
2.30
-0.20
-0.22

JGB 10YR
0.04
0.07
-2.50
0.02
-0.04

AU 2YR
1.82
1.86
-4.20
1.77
1.65

AU 10YR
2.67
2.73
-6.30
2.62
2.29

SGS 2YR
1.17
1.22
-4.70
1.11
0.99

SGS 10YR
2.30
2.39
-9.04
2.23
2.01

HK 2YR
1.02
1.02
0.50
0.92
0.79

HK 10YR
1.73
1.75
-1.70
1.40
1.24

SK 2YR
1.57
1.60
-2.80
1.59
1.44

SK 10YR
2.06
2.13
-7.30
1.98
1.73

CH 10YR
3.19
3.21
-1.70
2.97
2.88

TH 2YR
1.54
1.55
-0.90
1.55
1.54

TH 10YR
2.65
2.71
-6.00
2.51
2.31

ID 2YR
7.03
7.06
-3.20
7.21
6.93

ID 10YR
7.65
7.75
-9.40
7.67
7.32

PH 2YR
2.29
2.06
23.30
1.73
1.65

PH 10YR
4.14
4.30
-16.00
4.39892403
3.81

IN 2YR
6.35
6.35
-0.80
6.34
6.59

IN 10YR
6.37
6.39
-2.10
6.52
6.78








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Treasuries Yield Curve Steepens After Mixed Long-Bond Auction

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