Market monitor: 7th Jan 2011

Page 1

MARKET VALUATIONS

OVERNIGHT ECO.EVENTS Eurozone, Retail sales mm-Nov Eurozone, Consumer sentiment-Dec U.K., Markit/CIPS Serv PMI-Dec United States, Initial Claims

Country

TODAY’S ECO. EVENTS Eurozone, GDP revised qq Q3 Eurozone, Unemployment rate-Nov Germany, Industrial output mm-Nov United States, Non-farm payrolls-Dec

P-E (1 Yr fwd)

India (Sensex)

20.04

USA (Dow Jones)

14.65

UK (FTSE 100)

12.74

China (SSEA)

16.65

Brazil (Bovespa)

13.30 8.53

Russia (MCX)

KEY INDICES

France (CAC40)

13.10

Hong Kong (Hang Seng)

14.43 9.12

South Korea (Kospi)

ASIAN Index

Close

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

Change (%)

4831.093 2824.1968 23786.3 1568.37 2077.61 10529.76 3279.7 8883.21

0.21 -0.51 0.12 0.14 -0.24 1.44 0.78 0.42

MARKET CAP RANKINGS Country

WORLD Index

Last *

Market Cap ($ bln)

$3,712.85

US (Dow Jones)

Change (%)

1276.56 0.50 S&P 500(US) 2702.20 Nasdaq composite(US) 0.78 6,066.37 0.37 FTSE100 (UK) 17.02 -2.07 CBOE-VIX

China (SSEA)

$2,701.35

UK (FTSE100)

$2,606.28

Japan (Nikkei)

$2,529.96

Australia (All Ordinary)

$1,353.57

France (CAC40)

$1,345.75

Brazil (Bovespa)

$1,071.42

Germany (DAX)

$973.38

Russia (MCX)

$707.33

India (Sensex)

$681.72

* 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

6.34 7.3 8.75 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

97.88 10Y GOI sec 6.3 Call rate INR overnight implied deposit 4.188 6.30 NSE - Mibor (FIX) 6.24 USD/INR 1m ann fwd 45.38 Implied INR 1M curr fut

Change

-0.3700 3.0500 -3.1452 0.000 -0.16 -0.2372

Index

Close

Change

Euro dom int rates 1.00 0.000 Euribor 1M 0.76 -0.2625 US$ Libor (3-month) 0.30313 0.0003 US$ Libor (1-month) 0.26125 0.000 10-year US treasury yield 3.4362 -0.0268 10-year UK treasury yield 3.551 -0.002

KEY COMMODITIES Gold futures (Comex)* in $ Close

Gold futures (MCX) in R

Change (%)

1372.5

Close

Crude futures (Nymex)* in $ Close

Close

Copper futures (LME)* in $

-0.87

Copper futures (MCX) in R

Change (%)

9605

Change (%)

4088

-0.37

Close

-0.35

Crude futures (MCX) in R

Change (%)

89.93

Change (%)

20394

-0.37

Close

Change (%)

441.2

0.68

-0.54 * As at 7 pm IST

KEY CURRENCIES

$/R €/R €/$ £ /R ¥/R USD/INR

EUR/INR

EUR/USD

GBP/INR

JPY/INR

45.24

59.321

1.3101

70.093

0.5448

-0.42%

-0.38%

-0.22%

0.15%

-0.18%

CURRENCY FUTURES Index

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

Rate

45.445 45.655 45.895 46.25 46.3825 46.65 46.75

Volume

2520983 101486 17321 4554 2390 708 481 2647923


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