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Global Financial Markets
Statistical Summary
Pinaki Mahata Mukherjee
February 7, 2014

Contents
1 Interest Rate

2

2 Global Equity

3

3 Currency

4

4 Metals

5

5 Crude Oil

5

1
1

Interest Rate

10 Year Sovereign bond Yields1

1
2
3
4

Americas
United States
Canada
Mexico (USD)
Brazil (USD)

Yield
2.70%
2.43%
3.99%
4.80%

1 Day
+3
+5
-2
-1

1 Month
-26
-28
-12
-3

1 Year
+74
+44
+132
+196

Time
02/06/2014
17:00:00
08:59:42
09:00:41

Europe
Germany
Britain
France
Italy
Spain
Netherlands
Portugal
Greece
Switzerland

Yield
1.69%
2.74%
2.28%
3.76%
3.65%
1.91%
4.92%
7.65%
1.00%

1 Day
+6
+6
+5
0
-6
+5
-4
-17
+5

1 Month
-21
-23
-24
-18
-25
-28
-60
-38
-18

1 Year
+7
+65
0
-82
-179
+8
-157
-308
+27

Time
11:59:55
11:59:55
11:59:53
11:59:59
11:59:56
11:59:57
11:59:58
11:59:58
11:49:35

1
2
3
4
5
6
7
8
9

1
2
3
4
5
6
7

1
2
3
4
5

1

Asia
Japan
Australia
New Zealand
Hong Kong
Singapore
South Korea
India

Name
Muni Bonds
Muni Bonds
Muni Bonds
Muni Bonds
Muni Bonds

Yield
0.60%
4.08%
4.53%
2.16%
2.38%
3.54%
8.72%

1 Year Yield
2 Year Yield
5 Year Yield
10 Year Yield
30 Year Yield

1 Day
+1
+7
+3
+4
0
0
+1

Yield
0.22%
0.38%
1.22%
2.69%
3.89%

1 Month
-11
-29
-20
-17
-14
-13
-7

1 Day
0
0
0
+5
-1

Change in basis points, Time in ET

2

1 Year
-16
+56
+76
+92
+87
+47
+81

1 Month
-3
-5
-32
-30
-30

Time
02:59:10
02/06/2014
14:41:40
02/06/2014
05:29:02
05:29:35
02/06/2014

1 Year
+2
+3
+37
+81
+97

Time
02/06/2014
02/06/2014
02/06/2014
02/06/2014
02/06/2014
2

Global Equity

1
2
3
4
5
6

Index Future
Dow Jones Indus. Avg
S&P 500
NASDAQ 100
S&P/TSX
Mexico IPC
Bovespa

1
2
3
4
5
6
7
8
9

Index Future
Euro Stoxx 50
FTSE 100
CAC 40
DAX
IBEX 35
FTSE MIB
AEX
OMX Stockholm 30
Swiss Market

1
2
3
4

Index Future
Nikkei 225
Hang Seng
S&P/ASX 200
CSI 300

Future Date
MAR 14
MAR 14
MAR 14
MAR 14
MAR 14
FEB 14

Future Date
MAR 14
MAR 14
FEB 14
MAR 14
FEB 14
MAR 14
FEB 14
FEB 14
MAR 14

Future Date
MAR 14
FEB 14
MAR 14
FEB 14

Last
15,558.00
1,767.80
3,490.50
784.30
40,347.00
47,861.00

Last
3,009.00
6,502.00
4,189.00
9,251.00
9,957.50
19,507.00
387.80
1,307.00
8,139.00

Last
14,420.00
21,483.00
5,111.00
2,209.00

3

Net Change
+9.00
+1.20
+3.25
+9.90
+377.00
+1,161.00

Net Change
+44.00
+91.00
+70.00
+124.00
+179.20
+449.00
+5.60
+15.25
+105.00

Net Change
+270.00
+151.00
+29.00
-29.20

Open
15,390.00
1,767.90
3,450.25
776.10
40,000.00
46,950.00

Open
2,964.00
6,435.00
4,125.50
9,126.50
9,841.00
19,200.00
382.85
1,299.50
8,045.00

Open
14,150.00
21,327.00
5,075.00
2,233.00

High
15,563.00
1,767.90
3,491.50
785.90
40,585.00
48,135.00

High
3,020.00
6,524.50
4,202.00
9,278.00
9,985.00
19,565.00
389.10
1,313.75
8,170.00

High
14,450.00
21,488.00
5,125.00
2,236.60

Time
18:30:53
18:27:29
18:27:37
17:10:04
17:36:30
15:00:00

Time
16:03:30
16:53:00
16:53:00
16:03:30
14:00:00
12:16:36
16:53:00
13:46:27
16:03:00

Time
13:00:00
09:59:57
18:31:02
02:15:00
3

1
2
3
4
5
6
7
8
9
10
11
12
13

Currency
Currency
AUD-USD
NZD-USD
USD-JPY
USD-HKD
USD-SGD
USD-TWD
USD-KRW
USD-PHP
USD-IDR
USD-INR
USD-CNY
USD-MYR
USD-THB

Value
0.8952
0.8246
102.0700
7.7595
1.2684
30.3120
1,079.0200
45.1800
12,194.0000
62.3875
6.0622
3.3242
32.8100

Change
-0.0007
-0.0002
-0.0400
-0.0001
0.0000
-0.0080
+1.1100
-0.1470
0.0000
-0.1925
+0.0020
+0.0044
+0.0130

% Change
-0.08%
-0.02%
-0.04%
-0.00%
0.00%
-0.03%
+0.10%
-0.32%
0.00%
-0.31%
+0.03%
+0.13%
+0.04%

EURUSD

52 Week High
1.0582
0.8676
105.4400
7.7678
1.2862
30.4260
1,162.9000
45.4850
12,281.0000
68.8450
6.2492
3.3511
33.1480

52 Week Low
0.8660
0.7684
90.8800
7.7514
1.2268
29.2930
1,048.1000
40.5550
9,603.0000
53.0700
6.0393
2.9570
28.5600

Date
18:40:38
18:40:22
18:37:30
18:36:36
18:37:57
02/06/2014
02/06/2014
02/06/2014
02/06/2014
02/06/2014
02/06/2014
02/06/2014
18:37:14

[2013−02−07/2014−02−06]
1.38

Last 1.352

1.36
1.34
1.32
1.30
1.28
Feb 07 2013

May 01 2013

Aug 01 2013

USDINR

Nov 01 2013

Feb 01 2014

[2013−02−07/2014−02−06]

Last 62.4123
65
60
55

Feb 07 2013

May 01 2013

Aug 01 2013

4

Nov 01 2013

Feb 01 2014
4

Metals

1
2
3
4
5
6
7

Commodity
COMEX Gold
TOCOM Gold
Gold Spot
Euro Spot
British Pound Spot
Japanese Yen Spot
Indian Rupee Spot

Units
USD/t oz.
JPY/g
USD/t oz.
EUR/t oz.
GBP/t oz.
JPY/t oz.
INR/t oz.

Price
1,257.20
4,124.00
1,257.39
925.20
770.52
128,287.31
78,275.69

1
2
3
4
5
6
7

Commodity
COMEX Silver
TOCOM Silver
US Dollar Spot
Euro Spot
British Pound Spot
Japanese Yen Spot
Indian Rupee Spot

Units
USD/t oz.
JPY/g
USD/t oz.
EUR/t oz.
GBP/t oz.
JPY/t oz.
INR/t oz.

Price
19.92
65.70
19.95
14.68
12.22
2,035.48
1,241.73

1
2

Commodity
Platinum Spot
Palladium Spot

5

1
2
3
4

Units
USD/t oz.
USD/t oz.

Price
1,377.63
710.80

Change
0.00
+15.00
-0.81
-0.60
-0.33
-184.13
+14.11

Change
-0.01
+0.10
-0.02
-0.01
-0.01
-2.92
-1.26

% Change
0.00%
+0.37%
-0.06%
-0.06%
-0.04%
-0.14%
+0.02%

% Change
-0.04%
+0.15%
-0.10%
-0.09%
-0.10%
-0.14%
-0.10%

Change
+1.63
+0.33

% Change
+0.10%
+0.05%

Price
97.91
107.19
65,350.00
5.04

Change
+0.07
+0.94
+620.00
+0.11

Contract
Apr 14
Dec 14
N/A
N/A
N/A
N/A
N/A

Contract
Mar 14
Dec 14
N/A
N/A
N/A
N/A
N/A

Contract
N/A
N/A

Time(ET)
18:05:39
13:59:58
18:06:57
18:05:11
18:06:11
18:06:15
18:05:19

Time(ET)
18:05:35
10:12:39
18:07:00
18:06:12
18:05:50
18:06:38
18:05:59

Time(ET)
18:34:09
18:15:54

Crude Oil
Commodity
Crude Oil (WTI)
Crude Oil (Brent)
TOCOM Crude Oil
NYMEX Natural Gas

Units
USD/bbl.
USD/bbl.
JPY/kl
USD/MMBtu

5

% Change
+0.07%
+0.88%
+0.96%
+2.15%

Contract
Mar 14
Mar 14
Jul 14
Mar 14

Time(ET)
18:16:19
18:00:00
12:36:54
18:15:31

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Daily marketstats 07 Feb 2014

  • 1. Global Financial Markets Statistical Summary Pinaki Mahata Mukherjee February 7, 2014 Contents 1 Interest Rate 2 2 Global Equity 3 3 Currency 4 4 Metals 5 5 Crude Oil 5 1
  • 2. 1 Interest Rate 10 Year Sovereign bond Yields1 1 2 3 4 Americas United States Canada Mexico (USD) Brazil (USD) Yield 2.70% 2.43% 3.99% 4.80% 1 Day +3 +5 -2 -1 1 Month -26 -28 -12 -3 1 Year +74 +44 +132 +196 Time 02/06/2014 17:00:00 08:59:42 09:00:41 Europe Germany Britain France Italy Spain Netherlands Portugal Greece Switzerland Yield 1.69% 2.74% 2.28% 3.76% 3.65% 1.91% 4.92% 7.65% 1.00% 1 Day +6 +6 +5 0 -6 +5 -4 -17 +5 1 Month -21 -23 -24 -18 -25 -28 -60 -38 -18 1 Year +7 +65 0 -82 -179 +8 -157 -308 +27 Time 11:59:55 11:59:55 11:59:53 11:59:59 11:59:56 11:59:57 11:59:58 11:59:58 11:49:35 1 2 3 4 5 6 7 8 9 1 2 3 4 5 6 7 1 2 3 4 5 1 Asia Japan Australia New Zealand Hong Kong Singapore South Korea India Name Muni Bonds Muni Bonds Muni Bonds Muni Bonds Muni Bonds Yield 0.60% 4.08% 4.53% 2.16% 2.38% 3.54% 8.72% 1 Year Yield 2 Year Yield 5 Year Yield 10 Year Yield 30 Year Yield 1 Day +1 +7 +3 +4 0 0 +1 Yield 0.22% 0.38% 1.22% 2.69% 3.89% 1 Month -11 -29 -20 -17 -14 -13 -7 1 Day 0 0 0 +5 -1 Change in basis points, Time in ET 2 1 Year -16 +56 +76 +92 +87 +47 +81 1 Month -3 -5 -32 -30 -30 Time 02:59:10 02/06/2014 14:41:40 02/06/2014 05:29:02 05:29:35 02/06/2014 1 Year +2 +3 +37 +81 +97 Time 02/06/2014 02/06/2014 02/06/2014 02/06/2014 02/06/2014
  • 3. 2 Global Equity 1 2 3 4 5 6 Index Future Dow Jones Indus. Avg S&P 500 NASDAQ 100 S&P/TSX Mexico IPC Bovespa 1 2 3 4 5 6 7 8 9 Index Future Euro Stoxx 50 FTSE 100 CAC 40 DAX IBEX 35 FTSE MIB AEX OMX Stockholm 30 Swiss Market 1 2 3 4 Index Future Nikkei 225 Hang Seng S&P/ASX 200 CSI 300 Future Date MAR 14 MAR 14 MAR 14 MAR 14 MAR 14 FEB 14 Future Date MAR 14 MAR 14 FEB 14 MAR 14 FEB 14 MAR 14 FEB 14 FEB 14 MAR 14 Future Date MAR 14 FEB 14 MAR 14 FEB 14 Last 15,558.00 1,767.80 3,490.50 784.30 40,347.00 47,861.00 Last 3,009.00 6,502.00 4,189.00 9,251.00 9,957.50 19,507.00 387.80 1,307.00 8,139.00 Last 14,420.00 21,483.00 5,111.00 2,209.00 3 Net Change +9.00 +1.20 +3.25 +9.90 +377.00 +1,161.00 Net Change +44.00 +91.00 +70.00 +124.00 +179.20 +449.00 +5.60 +15.25 +105.00 Net Change +270.00 +151.00 +29.00 -29.20 Open 15,390.00 1,767.90 3,450.25 776.10 40,000.00 46,950.00 Open 2,964.00 6,435.00 4,125.50 9,126.50 9,841.00 19,200.00 382.85 1,299.50 8,045.00 Open 14,150.00 21,327.00 5,075.00 2,233.00 High 15,563.00 1,767.90 3,491.50 785.90 40,585.00 48,135.00 High 3,020.00 6,524.50 4,202.00 9,278.00 9,985.00 19,565.00 389.10 1,313.75 8,170.00 High 14,450.00 21,488.00 5,125.00 2,236.60 Time 18:30:53 18:27:29 18:27:37 17:10:04 17:36:30 15:00:00 Time 16:03:30 16:53:00 16:53:00 16:03:30 14:00:00 12:16:36 16:53:00 13:46:27 16:03:00 Time 13:00:00 09:59:57 18:31:02 02:15:00
  • 4. 3 1 2 3 4 5 6 7 8 9 10 11 12 13 Currency Currency AUD-USD NZD-USD USD-JPY USD-HKD USD-SGD USD-TWD USD-KRW USD-PHP USD-IDR USD-INR USD-CNY USD-MYR USD-THB Value 0.8952 0.8246 102.0700 7.7595 1.2684 30.3120 1,079.0200 45.1800 12,194.0000 62.3875 6.0622 3.3242 32.8100 Change -0.0007 -0.0002 -0.0400 -0.0001 0.0000 -0.0080 +1.1100 -0.1470 0.0000 -0.1925 +0.0020 +0.0044 +0.0130 % Change -0.08% -0.02% -0.04% -0.00% 0.00% -0.03% +0.10% -0.32% 0.00% -0.31% +0.03% +0.13% +0.04% EURUSD 52 Week High 1.0582 0.8676 105.4400 7.7678 1.2862 30.4260 1,162.9000 45.4850 12,281.0000 68.8450 6.2492 3.3511 33.1480 52 Week Low 0.8660 0.7684 90.8800 7.7514 1.2268 29.2930 1,048.1000 40.5550 9,603.0000 53.0700 6.0393 2.9570 28.5600 Date 18:40:38 18:40:22 18:37:30 18:36:36 18:37:57 02/06/2014 02/06/2014 02/06/2014 02/06/2014 02/06/2014 02/06/2014 02/06/2014 18:37:14 [2013−02−07/2014−02−06] 1.38 Last 1.352 1.36 1.34 1.32 1.30 1.28 Feb 07 2013 May 01 2013 Aug 01 2013 USDINR Nov 01 2013 Feb 01 2014 [2013−02−07/2014−02−06] Last 62.4123 65 60 55 Feb 07 2013 May 01 2013 Aug 01 2013 4 Nov 01 2013 Feb 01 2014
  • 5. 4 Metals 1 2 3 4 5 6 7 Commodity COMEX Gold TOCOM Gold Gold Spot Euro Spot British Pound Spot Japanese Yen Spot Indian Rupee Spot Units USD/t oz. JPY/g USD/t oz. EUR/t oz. GBP/t oz. JPY/t oz. INR/t oz. Price 1,257.20 4,124.00 1,257.39 925.20 770.52 128,287.31 78,275.69 1 2 3 4 5 6 7 Commodity COMEX Silver TOCOM Silver US Dollar Spot Euro Spot British Pound Spot Japanese Yen Spot Indian Rupee Spot Units USD/t oz. JPY/g USD/t oz. EUR/t oz. GBP/t oz. JPY/t oz. INR/t oz. Price 19.92 65.70 19.95 14.68 12.22 2,035.48 1,241.73 1 2 Commodity Platinum Spot Palladium Spot 5 1 2 3 4 Units USD/t oz. USD/t oz. Price 1,377.63 710.80 Change 0.00 +15.00 -0.81 -0.60 -0.33 -184.13 +14.11 Change -0.01 +0.10 -0.02 -0.01 -0.01 -2.92 -1.26 % Change 0.00% +0.37% -0.06% -0.06% -0.04% -0.14% +0.02% % Change -0.04% +0.15% -0.10% -0.09% -0.10% -0.14% -0.10% Change +1.63 +0.33 % Change +0.10% +0.05% Price 97.91 107.19 65,350.00 5.04 Change +0.07 +0.94 +620.00 +0.11 Contract Apr 14 Dec 14 N/A N/A N/A N/A N/A Contract Mar 14 Dec 14 N/A N/A N/A N/A N/A Contract N/A N/A Time(ET) 18:05:39 13:59:58 18:06:57 18:05:11 18:06:11 18:06:15 18:05:19 Time(ET) 18:05:35 10:12:39 18:07:00 18:06:12 18:05:50 18:06:38 18:05:59 Time(ET) 18:34:09 18:15:54 Crude Oil Commodity Crude Oil (WTI) Crude Oil (Brent) TOCOM Crude Oil NYMEX Natural Gas Units USD/bbl. USD/bbl. JPY/kl USD/MMBtu 5 % Change +0.07% +0.88% +0.96% +2.15% Contract Mar 14 Mar 14 Jul 14 Mar 14 Time(ET) 18:16:19 18:00:00 12:36:54 18:15:31