October in Figures

November 1, 2011

A revival of risk aversion drove equities and commodities higher and the dollar downward over the bulk of October.  News of a Greek voter referendum on November 4 that will quite plausibly torpedo the October 26 EU agreement resulted in a significant trimming of these trends on the final trading day of the month and first day of November and caused ten-year sovereign bond yields to hit an air pocket.  Short-term interest rates were generally steady last month. 

10-Yr Yield 09/30/11 10/31/11 Chg vs End-Sep
U.S. 1.92% 2.11% +19 Basis Points
Germany 1.89% 2.03% +14
Japan 1.03% 1.05% +2
U.K. 2.43% 2.44% +1
Canada 2.15% 2.28% +13
Switzerland 0.96% 1.05% +9
3-month euros     Chg vs End-Sep
U.S. 0.37% 0.43%   +6 Basis Points
Euroland 1.55% 1.59% +4
Japan 0.19% .19 0
U.K. 0.95% 0.99% +4
Canada 1.20% 1.28% +8
Swiss 0.02% 0.04% +2
FX     Pct Chg in USD
EUR/USD 1.3386 1.3840 -3.3%
USD/JPY 77.13 78.15 +1.3%
USD/CHF 0.9083 0.8775 -3.4%
GBP/USD 1.5585 1.6081 -3.1%
AUD/USD 0.9663 1.0538 -8.3%
NZD/USD 0.7612 0.8085 -5.9%
USD/CAD 1.0500 0.9967 -5.1%
USD/CNY 6.3875 6.3547 -0.5%
Equities     Pct Change
S&P 500 1131 1253 +13.5%
Nasdaq 2415 2684 +11.1%
Djia 10913 11955 +9.5%
Dax 5502 6141 +11.6%
Nikkei 8700 8988 +3.3%
Ftse 5128 5544 +8.1%
Canada TSE 11624 12252 +5.4%
Swiss SMI 5532 5731 +3.6%
Commodities     Pct Change
Oil, $ per brl 79.20 93.19 +17.7%
Gold, $ per oz 1620.40 1724.20 +6.4%

Copyright Larry Greenberg 2011.  All rights reserved.  No secondary distribution without express permission.

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