Affichage des articles dont le libellé est SNB Switzerland. Afficher tous les articles
Affichage des articles dont le libellé est SNB Switzerland. Afficher tous les articles

2015/01/27

Evidences for a market crash's forensic analysis



  • Aug. 2013, Dec. 2014, Apr. 2015, June 2015, August 2015 gold futures contracts: backwardations





  • TIC flows : UST
  • China foreign exchange reserves :
  • UST held in custody in NY for Foreign Official and International Accounts :
  • UST rates :
yield curve 3/24/2015

Swiss bond rates structure 01/2015 (source)


10Y Swiss bond rate




We observe same negative yield curves for Austria, Belgium, Finland, Sweden.
  • JGB rates :
5Y JGB

10Y JGB

30Y JGB 
  • 10Y bonds worldwide ranking 02/07/2015 :
  • Exchange rates :
USD / Euro, updated daily

USD / Euro since 1978 ; updated monthly

1Y moving Ukrainian hryvnia / EUR; updated daily

1Y moving UAH/RUB
  • Western and BRICS currencies priced in mg of gold :
lhs: USDEuroGBPCHF; 
rhs: Yuan, RupeeReal priced in mg of Gold 
  • WTI and Brent prices, spread :
  • Velocity of U.S. M2 money stock :
U.S. : Velocity of M2 money stock 
(rhs: calculated using GDP/M2, green and grey); 
(lhs: calculated using GDP / StLouis Fed non-adjusted monetary base, blue and red)