DXYCurncy

90

EURUSDCurncy
1.6

1YearHigh:84.61
1.5
1YearLow:72.93
LastPrice:74.21
1.4

85

GBPUSDCurncy

1.7

1.6

80
1.3
75

1.2

70

1.1

USDJPYCurncy
90
88
86
84
82
80
78
76
74
72

1.2
1.1

1.5
1YearHigh:1.48
1YearLow:1.25
LastPrice:1.46
1.4

1YearHigh:1.67
1YearLow:1.50
LastPrice:1.61

AUDUSDCurncy

USDCNYCurncy

6.9
1YearHigh:1.10
1YearLow:0.84
LastPrice:1.07

6.8
6.7

1
6.6
1YearHigh:88.74
1YearLow:78.89
LastPrice:80.82

1.1
1.05
1
0.95

0.9
0.8

CADUSDCurncy
0.9
1YearHigh:1.06
1YearLow:0.94
LastPrice:1.04

0.85
0.8
0.75
0.7
0.65

0.9

6.5

0.6

1YearHigh:6.81
1YearLow:6.46
LastPrice:6.46

6.4

NZDUSDCurncy
1YearHigh:0.83
1YearLow:0.69
LastPrice:0.83

DXY
EURUSD
GBPUSD
JPNUSD
AUDUSD
CNYUSD*
USDCAD
USDNZD

1W
1.6%
1.8%
0.5%
0.1%
2.8%
0.2%
2.8%
3.1%

1M
0.6%
0.6%
2.2%
0.6%
0.2%
0.2%
1.9%
1.8%

3M
2.2%
2.3%
0.4%
4.1%
3.6%
1.2%
0.8%
8.1%

6M
6.6%
9.3%
3.1%
1.5%
6.9%
2.2%
4.0%
8.3%

YTD
6.1%
8.7%
2.9%
0.4%
5.0%
2.2%
4.0%
6.4%

1Y
12.1%
15.8%
5.8%
7.9%
27.6%
4.7%
10.7%
20.6%

*The12monthNDFsuggeststheRMBtoappreciateby1.4%inthenext12
months

Dataasof4Jul201111:39AM
Source:Bloomberg&iFASTCompilations

%
5.0
4.0
3.0

USYieldCurve

%
5.0

LastUpdate:
1Month:0.013Month:0.02
6Month:0.101Year:0.19
2Year:0.475Year:1.78
10Year:3.1830Year:4.39

4.0
3.0

%
2.5

EurozoneYieldCurve
LastUpdate:
3Month:1.186Month:1.31
1Year:1.442Year:1.65
5Year:2.2910Year:3.03
30Year:3.73

2.0
1.5

2.0

2.0

1.0

1.0

0.5

0.0

0.0

0.0

7/4/2011

%
3.5
3.0
2.5
2.0
1.5
1.0
0.5
0.0

6/4/2011

1/4/2011

3.25
3

1/4/2011

7/4/2010

HighYieldBondYTM

1/4/2011

1YearHigh:3.48
1YearLow:2.61
LastUpdate:3.13

7/4/2011

6/4/2011

1/4/2011

7/4/2010

AsianBondYTM
1YearHigh:5.24
1YearLow:4.10
LastUpdate:5.18

8
4.5

6/4/2011

LastUpdate:
3Month:0.106Month:0.11
1Year:0.132Year:0.17
5Year:0.4410Year:1.16
30Year:2.05

%
5.5

1YearHigh:8.82
1YearLow:6.68
LastUpdate:7.50

7/4/2010

%
4.5
4
3.5
3

2.75
2.5

6/4/2011

GlobalCorporateBondYTM

3.5

%
10

LastUpdate:
1Month:0.033Month:0.06
6Month:0.091Year:0.14
2Year:0.285Year:1.30
10Year:2.2715Year:2.52

4
3.75

7/4/2011

HongKongYieldCurve

7/4/2011

7/4/2010

1.0

JapanYieldCurve

2.5

USCorporateBondYTM
1YearHigh:3.91
1YearLow:2.80
LastUpdate:3.17

%Point(PP)
Change
1Month
3Month
6Month
1Year
2Year
5Year
10Year
30Year

US
1W
0.01
0.01
0.02
0.04
0.08
0.33
0.25
0.10

1M
0.02
0.02
0.00
0.02
0.05
0.18
0.20
0.17

Eurozone
1W
1M
NA
NA
0.06
0.17
0.03
0.11
0.07
0.02
0.27
0.04
0.25
0.07
0.14
0.02
0.11
0.15

Japan
1W
1M
NA
NA
0.01
0.00
0.00
0.01
0.01
0.01
0.00
0.01
0.05
0.03
0.06
0.02
0.03
0.02

HongKong
1W
1M
0.02
0.04
0.02
0.06
0.02
0.06
0.01
0.06
0.00
0.17
0.12
0.07
0.13
0.02
0.12
0.10

Source:Bloomberg&iFASTCompilations

SpotGold

US$perOnce

1500
1400

120

1YearHigh:1563.70
1YearLow:1161.60
LastPrice:1490.85

1300
1200

110
100

1000

60

BalticDryIndex

1YearHigh:113.93
1YearLow:71.63
LastPrice:95.10

500

1YearHigh:579.68
1YearLow:419.87
LastPrice:550.30

450
400

VIXIndex

50

5000

550

80
70

3000

CRBCommodityIndex

90

1100

4000

NymexCrudeFuture
600

US$perBarrel

1600

1.4
1YearHigh:30.12
1YearLow:14.62
1.2
Millions
LastUpdate:15.87

1YearHigh:2995
40
1YearLow:1043
LastPrice:1422
30

1.0

1100000

2000

20

0.8

1000000

1000

10

0.6

900000

HKMAAggregateBalanceClosing
1YearHigh:153638
1YearLow:148563
LastUpdate:148641

800000
0
700000
VIXIndex(LHS)
VIX:VXVIndex(RHS)
*VIXandVXVaretheimpliedvolatilityofS&P500optionwith30and90
days seperately
130

HangSengChinaAHPremiIndex

LIBOR/HIBOR

%
0.6
0.5

120
110

1YearHigh:106.47
0.4
1YearLow:92.68
LastPrice:100.35
0.3
0.2

100
90

600000

0.1
0

3monthLIBOR(USD)(LHS)

MonetaryBaseTotal(Ex.Aggregatebalance)
1YearHigh:0.53
1YearLow:0.25
IndexChange(%)
1W
1M
3M
LastUpdate:0.25

GOLDS
OILS
CRBCMDY
BDIY
1YearHigh:0.54
1YearLow:0.19
VIX
LastUpdate:0.26
AGGBALCLOSE
HSAHP
3MLIBOR(PPChg)
3MHIBOR(PPChg)
3monthHIBOR(HKD)(RHS)

0.5
5.0
0.2
1.4
22.8
0.0
1.5
0.0
0.0

3.3
5.1
2.3
4.5
11.6
0.0
1.9
2.5
0.0

0.0
0.1
0.0
0.1
0.1
0.0
0.0
0.2
0.0

AggregateBalance

6M
8.0
6.4
5.5
16.0
8.7
0.0
2.8
18.8
3.9

YTD
4.9
4.1
5.8
19.8
10.6
0.0
1.6
18.8
6.9

1Y
23.0
31.8
31.0
37.6
47.3
0.0
0.5
53.9
52.0

Source:Bloomberg&iFASTCompilations

BRIC5YrCDS

bps
230

bps

MajorDevelopedCountries5YrCDS

bps
2300

1YearHigh:161.72
1YearHigh:73.34
1YearLow:108.69
1YearLow:48.80
110
LastUpdate:130.10
LastUpdate:64.39

210

2100

PIIGS5YrCDS
1YearHigh:867.21
1YearLow:288.98
LastUpdate:759.56

1900

190

1700
170

90
1500

150

1300

130

1100

70

900

110

700

90

50
500

70

300
50

30

CHINA

RUSSIA

BRAZIL

INDIA*

AVERAGE
UK
GERMANY

*IndiaCDS usesStateBankofIndia'sCDSwhileothersusedsovereignCDS

100

TreasurayInflationProtectedSecurities

JAPAN
FRANCE

US
AVERAGE

2.0
1.5
1.0

1W

1M

3M

6M

YTD

1Y

BRIC(AVG)
MajorDeveloped
Countries(AVG)
PIIGS(AVG)

10.1

4.4

15.6

15.3

6.9

31.6

6.3

5.5

5.8

7.0

4.9

2.4

92.1

146.7

247.5

215.6

204.2

385.8

6.6

13.0

18.7

25.4

30.9

64.6

8.2
6.5
21.7
16.2

0.8
2.3
0.2
17.5

18.2
0.3
26.7
14.1

26.1
10.0
26.4
6.8

27.8
6.4
31.7
12.7

51.6
22.0
58.1
63.8

11.6

19.8

6.9

9.1

10.9

60.4

5YR

0.5

TIPS

10YR
20YR
5YR
BREAKEVEN 10YR
RATE
20YR

1.5

0.5
1.0

1.0

5Years

10Years

20Year

SPAIN
AVERAGE

PPChange(%)

2.0

0.0

PORTUGAL
IRELAND

BreakevenRate

3.0
LastUpdate:
LastUpdate:
5Years:0.37
5Years:2.05
10Years:0.69
10Years:2.40
20Year:1.54
2.5
20Year:2.59

2.5

GREECE
ITALY

5Years

10Years

20Year

Source:Bloomberg&iFASTCompilations