Statwatch #25

I am no longer ill with swine flu. So I thought I’d celebrate by doing a Statwatch. Commodities have had a clean sweep of doing well, as have equities, with the Dow briefly nipping above 10000 points during the last week. The recovery in the interbank lending rates has been supported by some surges in IRS rates, while euro has sustained its strength of recent weeks, reaching 94p against sterling on Monday after news of Gordon Brown’s plans to sell off £16bn of government assets in a bid to pay off the considerable budget deficit, before dropping back to 91p by the end of the week. All in all an exciting week…

Markets summary:

£/€ XR: 0.9108 (-0.0033 from last fortnight)

$/£ XR: 1.6355 (+0.0359)

€/$ XR: 0.6709 (-0.0130)

FTSE 100: 5190.24 (+196.86)

Dax: 5743.39 (+271.05)

Nikkei 225: 10257.56 (+583.07)

Dow Jones: 9995.91 (+508.24)

S&P 500: 1087.68 (+62.47)

SONIA: 0.45pc (+0.01)

EONIA: 0.34pc (0.00)

Fed Funds: 0.13pc (+0.02)

£ Libor 3m: 0.57250pc (+0.03125)

€ Euribor 3m: 0.74pc (-0.01)

US$ Libor 3m: 0.28406pc (0.00000)

Interest-rate swaps:

€ 2yr: 1.84pc (+0.15)

€ 5yr: 2.79pc (+0.11)

€ 10yr: 3.53pc (+0.09)

£ 2yr: 1.87pc (+0.09)

£ 5yr: 3.25pc (+0.08)

£ 10yr: 3.92pc (+0.11)

$ 2yr: 1.32pc (+0.08)

$ 5yr: 2.73pc (+0.17)

$ 10yr: 3.61pc (+0.24)

Commodities:

Brent crude oil: $77.14 (+$9.39)

Heating oil: $2.03 (+$0.25)

Natural gas: $4.79 (+$0.11)

Ethanol: $1.79 (+$0.04)

Gold: $1054.00 (+$47.00)

Silver: 1749 (+116)

Copper: 283.80 (+13.80)

Platinum: $1354.00 (+$66.00)

Palladium: $332.90 (+$32.15)

Cocoa: £2119.00 (+£134.00)

Coffee (Robusta): $1460.00 (+$68.00)

Coffee (Arabica): $142.85 (+$11.45)

Corn: 372.00 (+38.50)

~ by Marius Ostrowski on October 18, 2009.