March and 1Q12 in Figures
March 31, 2012
The dollar posted strong gains in March against the Australian dollar and yen but was narrowly mixed otherwise. Sovereign bond yields rose, led by a 24-bp in the 10-year Treasury. Three-month euribor rates sank sharply. Most equities performed well, while strong January-February gains in gold and oil prices were reversed partly.
| 10-Yr Yield | 03/30/12 | Chg vs End-Feb | Chg vs End-2011 |
| U.S. | 2.21% | +24 Basis Points | +33 Basis Points |
| Germany | 1.79% | -3 | -4 |
| Japan | 0.99% | +3 | 0 |
| U.K. | 2.20% | +5 | +22 |
| Canada | 2.11% | +13 | +17 |
| Switzerland | 0.86% | +15 | +17 |
| 3-month euros | Chg vs End-Feb | Chg vs End-2011 | |
| U.S. | 0.47% | -2 Basis Points | -11 Basis Points |
| Euroland | 0.68% | -30 | -68 |
| Japan | 0.20% | 0 | 0 |
| U.K. | 1.03% | -3 | -5 |
| Canada | 1.38% | -2 | +1 |
| Swiss | 0.11% | +2 | +6 |
| FX | Pct Chg in USD | Pct Chg in USD | |
| EUR/USD | 1.3336 | -0.1% | -3.0% |
| USD/JPY | 82.74 | +1.9% | +7.5% |
| USD/CHF | 0.9025 | -0.2% | -3.8% |
| GBP/USD | 1.5996 | -0.5% | -2.9% |
| AUD/USD | 1.0359 | +3.6% | -1.3% |
| NZD/USD | 0.8274 | +0.8% | -5.9% |
| USD/CAD | 0.9973 | +0.8% | -2.2% |
| USD/CNY | 6.2975 | 0.0% | +0.1% |
| Equities | Chg vs End-Feb | Chg vs End-2011 | |
| S&P 500 | 1408 | +3.1% | +11.9% |
| Nasdaq | 3092 | +4.2% | +18.7% |
| Djia | 13212 | +2.0% | +8.1% |
| Dax | 6947 | +1.3% | +17.8% |
| Nikkei | 10084 | +3.7% | +19.3% |
| Ftse | 5768 | -1.8% | +3.5% |
| Canada TSE | 12392 | -2.0% | +3.7% |
| Swiss SMI | 6236 | +2.1% | +5.1% |
| Commodities | Pct Change | Pct Change | |
| Oil, $ per brl | 103.02 | -3.8% | +4.2% |
| Gold, $ per oz | 1669.30 | -2.4% | +6.6% |
Copyright Larry Greenberg 2012. All rights reserved. No secondary distribution without express permission.
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