July in Figures
August 1, 2009
A frequent risk assumption trade in July boosted equities, depressed the dollar, and produced mixed interest rate movements. Oil prices had fallen around $10 by the 14th but recovered just about all its losses by month-end. Gold recouped half its June decline.
| 10-Yr Yield | 06/30/09 | 07/31/09 | Chg vs End-June |
| U.S. | 3.53% | 3.48% | -5 Basis Points |
| Germany | 3.39% | 3.28% | -11 |
| Japan | 1.35% | 1.42% | +7 |
| U.K. | 3.69% | 3.80% | +11 |
| Canada | 3.36% | 3.47% | +11 |
| 3-month euros | |||
| U.S. | 0.60% | 0.48% | -12 Basis Points |
| Euroland | 1.10% | 0.86% | -24 |
| Japan | 0.46% | 0.41% | +5 |
| U.K. | 1.19% | 0.89% | -30 |
| Canada | 0.60% | 0.60% | 0 |
| Swiss | 0.40% | 0.36% | -4 |
| FX | Pct Chg in US$ | ||
| EUR/$ | 1.4022 | 1.4250 | -1.6% |
| $/JPY | 96.36 | 94.67 | -1.8% |
| $/CHF | 1.0867 | 1.0690 | -1.6% |
| GBP/$ | 1.6448 | 1.6700 | -1.5% |
| AUD/$ | 0.8053 | 0.8357 | -3.6% |
| NZ$/$ | 0.6452 | 0.6617 | -2.5% |
| $/CAD | 1.1632 | 1.0784 | -7.3% |
| Equities | |||
| Nasdaq | 1835 | 1979 | +7.8% |
| Djia | 8477 | 9172 | +8.2% |
| Dax | 4809 | 5332 | +10.9% |
| Nikkei | 9958 | 10357 | +4.0% |
| Ftse | 4249 | 4608 | +8.4% |
| Canada TSE | 10375 | 10787 | +4.0% |
| Swiss SMI | 5404 | 5951 | +10.1% |
| Commodities | |||
| Oil, $ per brl | 69.89 | 69.45 | -0.6% |
| Gold, $ per oz | 926.60 | 954.00 | +3.0% |
Tags: G7
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