Global Interest & Currency Rates

boliviahonorableManagement

Nov 18, 2013 (3 years and 6 months ago)

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Weekly Rate Sheet

Nov
15
th
, 2013

For more information or with any questions, please contact:

Eric
Pflaum
, CFA • 617 248 6195 • epflaum@standish.com

**Unless otherwise specified the above are versus USD.

Global Interest
& Currency
Rates

*Unless otherwise specified the above are versus USD.

Canada (15yr)
France
Germany
Italy
Japan (5Yr)
US
UK
AUS
10Yr Real Yield
0.52
0.54
1.71
3.07
-0.38
0.51
-0.24
1.77
10Yr BEI Yield
2.04
1.64
1.46
1.02
0.59
2.19
2.98
2.43
INFLATION
TICKER
LAST
WoW
CHANGE
SPREAD
TO DE
Germany (DBR)
2 Year
0.11
0.02
---
5 Year
0.65
0.02
---
10 Year
1.71
0.02
---
France (FRN)
2 Year
0.25
0.01
14
5 Year
1.03
0.03
38
10 Year
2.18
0.02
48
Italy (BTP)
2 Year
1.20
(0.07)
109
5 Year
2.66
(0.09)
202
10 Year
4.09
(0.00)
238
Spain (SPAIN)
2 Year
1.36
(0.06)
125
5 Year
2.62
(0.11)
198
10 Year
4.07
0.02
236
Portugal (PORTB)
2 Year
3.32
0.09
321
10 Year
5.90
0.11
420
Ireland (IRISH)
2 Year
0.99
(0.07)
88
5 Year
2.27
(0.05)
163
10 Year
3.52
0.02
182
Greece (GGB)
10 Year
8.34
0.45
664
United States (USD)
2 Year
0.29
0.01
---
5 Year
1.34
0.04
---
10 Year
2.70
0.10
---
30 Year
3.79
0.09
---
Australia (Aussie)
2 Year
2.73
(0.04)
---
5 Year
3.49
(0.01)
---
10 Year
4.20
0.04
---
Canada (CAD)
2 Year
1.11
0.02
---
5 Year
1.78
0.02
---
10 Year
2.56
0.04
---
United Kingdom (UKT)
2 Year
0.42
0.03
---
5 Year
1.49
0.03
---
10 Year
2.74
0.08
---
30 Year
3.56
0.02
---
Japan (JGB)
2 Year
0.09
(0.00)
---
5 Year
0.21
0.01
---
10 Year
0.63
0.04
---
30 Year
1.65
0.03
---
POLICY RATES
Fed Funds
0.25
ECB Refi Rate
0.25
UK Base Rate
0.50
RBA Cash Rate
2.50
NZ Cash Rate
2.50
SWAP SPREADS
SPREAD
WoW
CHANGE
US 5 Yr Swaps
10.25
(2.75)
US 10 Yr Swaps
6.75
(6.69)
Germany 5 Yr Swaps
42.37
(0.90)
Germany 10 Yr Swaps
28.10
(0.72)
UK 5 Yr Swaps
21.17
(0.99)
UK 10 Yr Swaps
(5.18)
(5.29)
This

information

is

not

provided

as

a

sales

or

advertising

communication
.

It

does

not

constitute

investment

advice
.

It

is

not

an

offer

to

sell

or

a

solicitation

of

an

offer

to

buy

any

security
.

Past

performance

is

not

an

indication

of

future

performance
.

This

information

is

not

intended

to

provide

specific

advice,

recommendations

or

projected

returns

of

any

particular

product

offered

by

Standish

Mellon

Asset

Management

Company

LLC

(“Standish”)
.

Some

information

contained

herein

has

been

obtained

from

third

party

sources

and

has

not

been

verified

by

Standish
.

Standish

makes

no

representations

as

to

the

accuracy

or

the

completeness

of

any

information

herein
.

Views

expressed

are

subject

to

change

rapidly

as

market

and

economic

conditions

dictate
.

Portfolio

composition

is

also

subject

to

change
.

BNY

Mellon

Asset

Management

is

the

umbrella

organization

for

The

Bank

of

New

York

Mellon

Corporation’s

affiliated

investment

management

firms

and

global

distribution

companies
.



CURRENCY*
LEVEL
WoW
CHANGE
% CHANGE
Currencies - Developed Markets
AUD
0.94
(0.01)
(0.92)%
CAD
0.96
0.00
0.21%
CHF
1.09
0.00
0.09%
DXY
80.85
0.00
0.00%
EUR
1.35
0.01
0.57%
GBP
1.61
0.00
0.13%
JPY
100.19
2.10
(2.14)%
NOK
6.11
0.07
(1.12)%
NZD
0.83
0.00
0.18%
SEK
6.63
0.10
(1.55)%
EUR / NOK
8.25
0.14
1.69%
EUR / SEK
8.95
0.19
2.12%
GBP / JPY
161.49
3.59
2.27%
KRW / JPY
9.43
0.20
2.21%
CURRENCY**
LEVEL
WoW
CHANGE
% CHANGE
Currencies - Emerging Markets
BRL
2.31
0.01
(0.36)%
MXN
12.93
(0.29)
2.19%
HUF
221.04
(0.24)
0.11%
PLN
3.10
(0.02)
0.74%
RUB
32.59
0.20
(0.61)%
IDR
11,623.00
230.00
(2.02)%
KRW
1,063.53
2.06
(0.19)%
MYR
3.20
0.02
(0.62)%
SGD
1.25
0.00
(0.12)%
Source
:

Standish,

Bloomberg