| INFOGRAM | |||||||||
| Wallich & Matthes B.V. | Nederland | ||||||||
| Keizersgracht 307 | Onderhandse Leningen | 020 5357705 | |||||||
| Postbus 3590 | Corporate Cash | 020 5357710 | |||||||
| 1001 AJ Amsterdam | Obligaties | 020 5357740 | |||||||
| Administratie +31 20 5357800 | Interdealer | 020 5357720 | |||||||
| www.wallich.eu | |||||||||
| Friday | Feb.3 | 2012 | 9:29 | ||||||
| Onderhandse Leningen Publieke Sector | Obligatie Futures (Duitsland) | ||||||||
| Lagere Overheid | WSW/WFZ garantie | 2 Feb 12 | 3 Feb 12 | verschil | |||||
| 5 jrs fixe | 2.035 | 2.055 | Bund | 139.08 | 139.58 | 0.50 | |||
| 7 jrs fixe | 2.545 | 2.565 | Bobl | 125.27 | 125.50 | 0.23 | |||
| 10 jrs fixe | 3.154 | 3.174 | Schatz | 110.34 | 110.38 | 0.03 | |||
| 12 jrs fixe | 3.422 | 3.442 | |||||||
| 15 jrs fixe | 3.675 | 3.695 | Aandelen Indices | ||||||
| 10jr lineair | 2.463 | 2.483 | 2 Feb 12 | 3 Feb 12 | verschil | ||||
| 15jr lineair | 3.030 | 3.050 | AEX | 323.06 | 321.82 | -1.24 | |||
| 25jr lineair | 3.731 | 3.751 | DAX | 6655.63 | 6644.93 | -10.70 | |||
| 30 lin ra 10 | 3.213 | 3.233 | DJ Stoxx 50 | 2478.15 | 2469.84 | -8.31 | |||
| Yieldcurves | 2 Feb 12 | 01-Feb | verschil | ||||||
| Nederlandse | DOW | 12705.41 | 12716.46 | -11.05 | |||||
| staatslening | Euro IRS | Euribor per | 6-Feb-12 | NASDAQ | 2859.68 | 2848.27 | 11.41 | ||
| 1 jrs | 0.178 | 1.229 | 1 wk | 0.391 | NIKKEI | 8831.93 | 8876.82 | -44.89 | |
| 2 jrs | 0.318 | 1.135 | 2 wk | 0.474 | |||||
| 3 jrs | 0.589 | 1.187 | 3 wk | 0.566 | Wisselkoersen | ||||
| 4 jrs | 0.896 | 1.341 | 1 m | 0.691 | Eur/USD | 1.3138 | |||
| 5 jrs | 1.213 | 1.535 | 2 m | 0.899 | Eur/ ₤ | 0.8308 | |||
| 6 jrs | 1.507 | 1.726 | 3 m | 1.108 | Eur/Yen | 100.1100 | |||
| 7 jrs | 1.719 | 1.895 | 4 m | 1.204 | USD/Yen | 76.2000 | |||
| 8 jrs | 1.916 | 2.036 | 5 m | 1.299 | |||||
| 9 jrs | 2.077 | 2.149 | 6 m | 1.401 | Central Banks Meeting | ||||
| 10 jrs | 2.215 | 2.254 | 7 m | 1.471 | ECB 09-02-2012 | ||||
| 11 jrs | 2.329 | 2.338 | 8 m | 1.528 | BOE 09-02-2012 | ||||
| 12 jrs | 2.416 | 2.422 | 9 m | 1.589 | FED 13-03-2012 | ||||
| 13 jrs | 2.479 | 2.473 | 10 m | 1.638 | |||||
| 14 jrs | 2.523 | 2.524 | 11 m | 1.686 | |||||
| 15 jrs | 2.553 | 2.575 | 12 m | 1.737 | |||||
| 20 jrs | 2.597 | 2.616 | |||||||
| 25 jrs | 2.567 | 2.557 | |||||||
| Euro Future Rate Agreement (FRA) | Bancaire Euro Depot | Eonia Fixing | 2-Feb-12 | ||||||
| 1 * 4 | 0.94 | - 0.96 | 1 wk | 0.39 | - 0.41 | 0.366 | |||
| 2 * 5 | 0.85 | - 0.87 | 1 m | 0.69 | - 0.71 | Eonia | Bied | ||
| 3 * 6 | 0.82 | - 0.84 | 2 m | 0.90 | - 0.92 | 1 m | 0.360 | ||
| 4 * 7 | 0.79 | - 0.81 | 3 m | 1.11 | - 1.13 | 2 m | 0.349 | ||
| 5 * 8 | 0.76 | - 0.78 | 6 m | 1.40 | - 1.42 | 3 m | 0.340 | ||
| 6 * 9 | 0.74 | - 0.76 | 9 m | 1.59 | - 1.61 | 4 m | 0.332 | ||
| 7 * 10 | 0.74 | - 0.76 | 12 m | 1.74 | - 1.76 | 5 m | 0.326 | ||
| 8 * 11 | 0.73 | - 0.75 | Kasgeld Ned. Gemeenten | 6 m | 0.320 | ||||
| 9 * 12 | 0.73 | - 0.75 | 1 wk | 0.19 | - 0.23 | 9 m | 0.322 | ||
| 3 * 9 | 1.11 | - 1.13 | 1 m | 0.34 | - 0.38 | 12 m | 0.327 | ||
| 6 * 12 | 1.02 | - 1.04 | 2 m | 0.50 | - 0.54 | 18 m | 0.343 | ||
| 6 * 18 | 1.39 | - 1.41 | 3 m | 0.61 | - 0.65 | 24 m | 0.386 | ||
| 12*24 | 1.31 | - 1.33 | 6 m | 0.90 | - 0.94 | ||||
| 9 m | 1.09 | - 1.13 | |||||||
| 12 m | 1.24 | - 1.28 | |||||||
| China | 3.450 | 10 jaar Staatsleningen | Nieuw Zeeland | 3.781 | |||||
| Australie | 3.714 | Brazilie | 3.737 | Duitsland | 1.821 | Japan | 0.949 | Spanje | 4.901 |
| Belgie | 3.457 | Canada | 1.944 | Frankrijk | 2.875 | Mexico | 6.049 | UK | 2.066 |
| Zwitserland | 0.702 | Denemarken | 1.767 | Italie | 5.587 | Nederland | 2.215 | US | 1.818 |
| De koersen en prijzen zijn berekend op basis van de door Wallich & Matthes B.V. overgenomen data die door haar betrouwbaar worden geacht. Zij aanvaardt | |||||||||
| bij voorbaat geen enkele aansprakelijkheid voor eventuele, in deze publicatie voorkomende, onjuistheden. | |||||||||