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Analysis & Comment  > The Monthly Banker

The Monthly Banker: 6 January 2017

Latest Fixed Income Market Statistics.

    

Benchmark Bond Futures

Instrument Close 1 Day 1 Week YTD
US 10 yr T-Bond Future 131.38 -0.11 -0.06 +6.72
UK Gilt Futures (cont) 124.95 +0.14 -0.92 -0.88
Euro 10yr Bund (cont) 163.54 +0.35 -1.06 -0.61
JGB (cont) 150.16 +0.13 -0.05 -0.10

 

 

10yr Benchmark Yields

Instrument Yield 1 Day 1 Week 12 Months
US 10yr Bond Yield 2.35% -0.09bp -0.13bp 0.18bp
UK 10yr Bond Yield 1.33% +0.00bp +0.10bp -0.54bp
Germany 10yr Bond Yield 0.28% +0.01bp +0.10bp -0.26bp
Japan 10yr Bond Yield 0.33% -0.01bp -0.08bp -0.27bp

 

 

Yield Curve

  3 month Bill 2-year 5-year 10-year 30-year
USD Gov 0.5127 1.1641 1.845 2.3461 2.942
Euro Gov 0.081 -0.246 -0.069 0.207 0.648
GBP Gov   0.435 1.119 1.335 2.261


Signals

Top 5 Gains.

Symbol Stock Close % Change
GSWISS10 Swiss 10yr Bond Yield -0.122 17.3%
FTR8.5 Frontier Communications 8.5% 04/15/2020 109.14 +2.7%
BRAZIL7.125 Brazil US$7.125 Jan 2037 110.275 +2.4%
TLT US 20+yrs 121.98 +1.6%
PHILIP7.75 PHILIP7.75 01/31 Corp 144.692 +1.6%

Top 5 Losses.

Symbol Stock Close % Change
USGG5YR US 5yr Bond Yield 1.845 -4.4%
USGG2YR US 2yr Bond Yield 1.1641 -4.1%
GAGB10YR Austrian Gov 10yr Bond Yield 0.498 -4.0%
USGG10YR US 10yr Bond Yield 2.3461 -3.7%
USGG30YR US 30yr Bond Yield 2.942 -3.2%

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