October in Figures
November 3, 2012
The 10-year minus 3-month yield curve flattened last month. Ahead of the election in early November, U.S. equities performed worse than stocks in other countries. The yen and Canadian dollar underperformed other major currencies, and the yuan strengthened for a second straight month. Oil and gold prices each declined in October.
| 10-Yr Yield | 09/28/12 | 10/31/12 | Chg vs End-Sept |
| U.S. | 1.63% | 1.69% | +6 Basis Point |
| Germany | 1.44% | 1.47% | +3 |
| Japan | 0.78% | 0.78% | 0 |
| U.K. | 1.73% | 1.84% | +11 |
| Canada | 1.73% | 1.78% | +5 |
| Switzerland | 0.56% | 0.49% | -7 |
| 3-month euros | 09/28/12 | 10/31/12 | Chg vs End-Sept |
| U.S. | 0.36% | 0.31% | -5 Basis Points |
| Euroland | 0.15% | 0.13% | -2 |
| Japan | 0.19% | 0.19% | 0 |
| U.K. | 0.60% | 0.53% | -7 |
| Canada | 1.27% | 1.24% | -3 |
| Swiss | 0.04% | 0.03% | -1 |
| FX | 09/28/12 | 10/31/12 | Pct Chg in USD |
| EUR/USD | 1.2847 | 1.2920 | -0.6% |
| USD/JPY | 78.00 | 79.80 | +2.3% |
| USD/CHF | 0.9406 | 0.9316 | -1.0% |
| GBP/USD | 1.6143 | 1.6029 | +0.7% |
| AUD/USD | 1.0373 | 1.0374 | 0.0% |
| NZD/USD | 0.8287 | 0.8223 | +0.8% |
| USD/CAD | 0.9833 | 1.0001 | +1.7% |
| USD/CNY | 6.2855 | 6.2372 | -0.8% |
| Equities | 09/28/12 | 10/31/12 | Chg vs End-Sept |
| S&P 500 | 1441 | 1412 | -2.0% |
| Nasdaq | 3116 | 2977 | -4.5% |
| Djia | 13437 | 13096 | -2.5% |
| Dax | 7216 | 7261 | +0.6% |
| Nikkei | 8871 | 8928 | +0.6% |
| Ftse | 5742 | 5783 | +0.7% |
| Canada TSE | 12317 | 12424 | +0.9% |
| Swiss SMI | 6496 | 6595 | +1.5% |
| Commodities | 09/28/12 | 10/31/12 | Pct Change |
| Oil, $ per brl | 92.19 | 86.24 | -6.5% |
| Gold, $ per oz | 1771.10 | 1717.50 | -3.0% |
Copyright Larry Greenberg 2012. All rights reserved. No secondary distribution without express permission.
Tags: bonds, commodities, foreign exchange, stocks
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