Market Monitor: 3rd Jan

Page 1

MARKET VALUATIONS

OVERNIGHT ECO.EVENTS Germany - Markit/BME Mfg PMI-Dec Eurozone - Markit Mfg PMI-Dec U.S.A - Construction spending mm-Nov U.S.A - ISM Manufacturing PMI-Dec

Country

TODAY’S ECO. EVENTS Germany, Unemployment rate sa-Dec Eurozone, Inflation, flash yy-Dec U.K., BoE consumer Credit-Nov United States, Factory orders mm-Nov

KEY INDICES

P-E (1 Yr fwd)

India (Sensex)

20.24

USA (Dow Jones)

14.52

UK (FTSE 100)

12.68

China (SSEA)

16.48

Brazil (Bovespa)

13.46

Russia (MCX)

8.36

France (CAC40)

12.77

Hong Kong (Hang Seng)

13.99 9.12

South Korea (Kospi)

ASIAN Index

Close

All Ord -Australia SSEA-China Hang Seng KLSE Composite Kospi Nikkei Straits Times Taiwan Weighted

Change (%)

4846.884 2808.0771 23436.05 1533.42 2070.08 10228.92 3235.77 9025.3

-0.81 1.76 1.74 0.96 0.93 -1.12 1.43 0.59

MARKET CAP RANKINGS Country

WORLD Index

Last *

Change (%)

1271.61 1.11 S&P 500(US) 2689.69 Nasdaq composite(US) 1.39 5,899.94 -1.19 FTSE100 (UK) 17.88 0.73 CBOE-VIX

Market Cap ($ bln)

US (Dow Jones)

$3,656.07

China (SSEA)

$2,670.63

UK (FTSE100)

$2,584.39

Japan (Nikkei)

$2,506.67

Australia (All Ordinary)

$1,375.90

France (CAC40)

$1,336.08

Brazil (Bovespa)

$1,051.80

Germany (DAX)

$986.08

Russia (MCX)

$708.62

India (Sensex)

$689.79

* As at 7.30 pm IST

KEY INDICATORS MONEY Index

KEY INDICATORS ECONOMIC Change

Interbank overnight average CD yield - 1 month CD yield - 3 month Investment govt sec(Rs bn) Aggregate deposits (Rs bn) Bank credit (food) (Rs bn) Bank credit (non-food) (Rs bn) Money supply Forex reserves (currency) ($mn) Forex reserves (SDRs) ($mn)

KEY RATES DOMESTIC Index

Index

6.78 7.7 9.15 14382.68 47997.89 625.21 35773.45 265905 5043

Change

External debt ($ bn) Current account balance ($ bn) Trade deficit ($ bn) Fiscal deficit (INR bn)-monthly 2009/10 GDP Manufacturing output-monthly Industrial output-monthly WPI inflation- monthly CRR HSBC markit mfg PMI

251.4 -12.03 -30.73 1865.22 7.4 +11.3 +10.8 7.48 6 56.7

GLOBAL Close

Change

Close

Change

98.94 0.000 Euro dom int rates 10Y GOI sec 1.00 6.7 3.4500 Euribor 1M Call rate 0.774 INR overnight implied deposit5.306 26.5744 US$ Libor (3-month) 0.30281 6.69 0.000 US$ Libor (1-month) NSE - Mibor (FIX) 0.26063 6.50 5.3485 10-year US treasury yield 3.3887 USD/INR 1m ann fwd 44.89 -0.0330 10-year UK treasury yield 3.392 Implied INR 1M curr fut

Index

0.000 -1.0230 0.000 0.000 0.1007 -0.003

KEY COMMODITIES Gold futures (Comex)* in $ Close

Gold futures (MCX) in R

Change (%)

1419.7

Close

Crude futures (Nymex)* in $ Close

Close

Copper futures (LME)* in $

1.17

Copper futures (MCX) in R

Change (%)

9660

Change (%)

4135

0.60

Close

0.26

Crude futures (MCX) in R

Change (%)

91.98

Change (%)

20804

0.02

Close

Change (%)

441.3

0.01

0.4 * As at 7 pm IST

KEY CURRENCIES

$/R €/R €/$ £ /R ¥/R USD/INR

EUR/INR

EUR/USD

GBP/INR

JPY/INR

44.70

59.55

1.3349

69.137

0.547

0.00%

-0.40%

-0.21%

-0.85%

-0.60%

CURRENCY FUTURES Index

USDINR 270111 USDINR 240211 USDINR 290311 USDINR 270411 USDINR 270511 USDINR 280611 USDINR 270711 Total

Rate

44.9225 45.15 45.4125 45.745 45.95 46.085 46.345

Volume

1537365 36291 4704 4342 369 62 1002 1584135


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