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Daily Market Watch Manila CURRENCIES % change from % change from Previous Day 02-Jan-17 Euro 0.85 -0.19 12.61 Japanese yen (JPY) 113.09 -0.71 3.94 Chinese yuan (CNY) 6.62 -0.07 4.92 Hong Kong dollar (HKD) 7.81 0.08 -0.64 Indian rupee (INR) 64.57 -0.08 5.66 Indonesian rupiah (IDR) 13,554.00 -0.11 -0.60 Korean won (KRW) 1,093.45 0.00 10.47 Malaysian ringgit (MYR) 4.09 -0.27 9.75 Pakistan rupee (PKR) 105.48 0.00 -0.62 Philippine peso (PHP) 50.65 0.10 -1.82 Singapore dollar (SGD) 1.35 -0.19 7.33 Taipei,China NT dollar* 30.02 -0.06 7.43 Thai baht (THB) 32.63 -0.06 9.71 Vietnamese dong (VND) 22,715.00 0.00 0.20 Note: Based on the US$ value of the local currency. *TWD Note: Based on the US$ value of the local currency. Decreasing values indicate depreciation of local currency, and increasing values indicate appreciation. * Based on the local currency value of the US$. Negative values indicate depreciation of local currency, and positive values indicate appreciation. Source: Bloomberg. ASIA REGIONAL INTEGRATION CENTER Regional Cooperation and Integration Division (ERCI) Economic Research and Regional Cooperation Department (ERCD) 8 December 2017, 9:29 AM Latest Closing One-Week Change* One-Month Change* One-Year Change* Change Since End-June 1997* 0.004 1.6 0.5 0.9 1.4 -0.03 3.5 1.7 -0.3 0.7 -0.03 0.3 -1 0 1 2 3 4 One-Month Change* -0.1 9.2 6.2 4.8 -1.8 -0.7 8.4 6.8 -1.7 4.7 -0.7 3.9 -5 0 5 10 One-Year Change* -28.5 5.2 9.9 12.9 -8.1 -42.6 -14.3 -14.2 -30.7 -36.6 -0.1 14.0 -60 -40 -20 0 20 Change Since End-August 2007* 0.01 0.1 -0.1 -0.3 -0.8 0.02 0.1 -0.5 -0.2 -0.2 0.04 -0.2 -1.0 -0.5 0.0 0.5 One-Week Change* CNY HKD INR IDR KRW MYR PKR PHP SGD TWD THB VND 95 100 105 110 115 Yen and Euro (07 December 2016 = 100) Euro JPY 94 97 100 103 106 109 112 Selected Asian Currencies (07 December 2016 = 100) CNY HKD INR IDR KRW MYR PKR PHP SGD TWD THB VND

CURRENCIES - Regional integration updates_08Dec2017.pdf · Daily Market Watch Manila OVERNIGHT INTERBANK RATES¹ 10 YEAR GENERIC SOVEREIGN BOND SPREADS OVER US TREASURIES 1 Except

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Page 1: CURRENCIES - Regional integration updates_08Dec2017.pdf · Daily Market Watch Manila OVERNIGHT INTERBANK RATES¹ 10 YEAR GENERIC SOVEREIGN BOND SPREADS OVER US TREASURIES 1 Except

Daily Market Watch Manila

CURRENCIES

% change

from

% change

from

Previous Day 02-Jan-17

Euro 0.85 -0.19 12.61

Japanese yen (JPY) 113.09 -0.71 3.94

Chinese yuan (CNY) 6.62 -0.07 4.92

Hong Kong dollar (HKD) 7.81 0.08 -0.64

Indian rupee (INR) 64.57 -0.08 5.66

Indonesian rupiah (IDR) 13,554.00 -0.11 -0.60

Korean won (KRW) 1,093.45 0.00 10.47

Malaysian ringgit (MYR) 4.09 -0.27 9.75

Pakistan rupee (PKR) 105.48 0.00 -0.62

Philippine peso (PHP) 50.65 0.10 -1.82

Singapore dollar (SGD) 1.35 -0.19 7.33

Taipei,China NT dollar* 30.02 -0.06 7.43

Thai baht (THB) 32.63 -0.06 9.71

Vietnamese dong (VND) 22,715.00 0.00 0.20

Note: Based on the US$ value of the local currency.

*TWD Note: Based on the US$ value of the local currency. Decreasing values indicate depreciation of local currency, and increasing values indicate appreciation.

* Based on the local currency value of the US$. Negative values indicate depreciation of local currency, and positive values indicate appreciation.

Source: Bloomberg. ASIA REGIONAL INTEGRATION CENTERRegional Cooperation and Integration Division (ERCI)

Economic Research and Regional Cooperation Department (ERCD)

8 December 2017, 9:29 AM

Latest Closing

One-Week Change* One-Month Change* One-Year Change* Change Since End-June 1997*

0.004

1.6

0.5

0.9

1.4

-0.03

3.5

1.7

-0.3

0.7

-0.03

0.3

-1 0 1 2 3 4

One-Month Change*

-0.1

9.2

6.2

4.8

-1.8

-0.7

8.4

6.8

-1.7

4.7

-0.7

3.9

-5 0 5 10

One-Year Change*

-28.5

5.2

9.9

12.9

-8.1

-42.6

-14.3

-14.2

-30.7

-36.6

-0.1

14.0

-60 -40 -20 0 20

Change Since End-August 2007*

0.01

0.1

-0.1

-0.3

-0.8

0.02

0.1

-0.5

-0.2

-0.2

0.04

-0.2

-1.0 -0.5 0.0 0.5

One-Week Change*

CNY HKD INR IDR

KRW MYR PKR PHP

SGD TWD THB VND

95

100

105

110

115

Yen and Euro(07 December 2016 = 100)

Euro JPY

94

97

100

103

106

109

112

Selected Asian Currencies(07 December 2016 = 100)

CNY HKD INR IDR KRW MYR

PKR PHP SGD TWD THB VND

Page 2: CURRENCIES - Regional integration updates_08Dec2017.pdf · Daily Market Watch Manila OVERNIGHT INTERBANK RATES¹ 10 YEAR GENERIC SOVEREIGN BOND SPREADS OVER US TREASURIES 1 Except

Daily Market Watch Manila

STOCK INDEXES

% change from % change from

Previous Day 02-Jan-17

US Dow Jones Ind Avg 24,211.48 0.29 22.51

US NASDAQ 6,812.84 0.54 26.56

US S&P 500 2,636.98 0.29 17.78

UK FTSE 100 7,320.75 -0.37 2.49

Japan NIKKEI 225 22,498.03 1.45 17.70

PRC Shanghai Comp. 3,272.05 -0.67 5.43

Hong Kong, China HSI 28,303.19 0.28 28.65

India BSE Sensex1 32,949.21 1.08 23.89

Indonesia JCI 6,006.84 -0.48 13.41

Korea, Rep. of KOSPI 2,461.98 -0.50 21.51

Malaysia KLCI 1,719.05 0.04 4.71

Pakistan KSE 100 38,784.66 -2.81 -19.60

Philippines PSEi 8,174.93 0.56 19.51

Singapore STI 3,388.14 -0.27 17.61

Taipei,China TWSE 10,355.76 -0.37 11.91

Thailand SET 1,703.37 0.53 10.40

Viet Nam VNINDEX 938.65 -0.95 41.18

1 Series changed from BSE 100 to BSE Sensex.

Source: Bloomberg. ASIA REGIONAL INTEGRATION CENTER

Regional Cooperation and Integration Division (ERCI)

Economic Research and Regional Cooperation Department (ERCD)

Latest Closing

8 December 2017, 9:29 AM

-1.2

0.4

-1.9

-1.3

-1.0

-3.1

0.1

-0.6

0.9

-0.6

-3.0

-1.4

-4 -3 -2 -1 0 1 2

One-Week Change

10.4

-0.5

-4.5

-0.7

-4.1

-5.5

-1.8

-3.3

-0.9

-1.3

-2.4

-4.1

-10 -5 0 5 10 15

One-Month Change

43.6

12.0

11.8

14.5

19.0

-12.8

5.3

23.6

14.1

25.6

24.1

1.5

-20 0 20 40 60

One-Year Change

3.3

109.5

15.3

2.0

142.9

217.5

34.9

31.4

173.7

115.1

18.0

-37.3

-100 0 100 200 300

Change Since End-August 2007Shanghai Comp. HSI

BSE Sensex JCI

KOSPI KLCI

KSE PSEi

STI TWSE

SET VNINDEX

85

95

105

115

125

135

145

155

Selected Asian Stock Market Indexes (07 December 2016 = 100)

Shanghai Comp. HSI BSESensex

JCI KOSPI KLCI

KSE PSEi STI

TWSE SET VNINDEX

95

100

105

110

115

120

125

130

Major Stock Market Indexes(07 December 2016 = 100)

DJIA NASDAQ

FTSE 100 Nikkei 225

Page 3: CURRENCIES - Regional integration updates_08Dec2017.pdf · Daily Market Watch Manila OVERNIGHT INTERBANK RATES¹ 10 YEAR GENERIC SOVEREIGN BOND SPREADS OVER US TREASURIES 1 Except

Daily Market Watch Manila

COMMODITY PRICES

% change

from

% change

from

Previous Day 02-Jan-17

All Metals JP Morgan all metal 237.97 0.00 14.97

Aluminum US$/metric ton 1992.00 -0.50 16.90

Copper US$/metric ton 6530.00 0.19 18.23

Cotton US cents/lb 73.48 2.10 3.27

Brent Oil US$/barrel 62.31 1.63 10.97

Gold US$/troy oz 1247.28 -1.27 8.26

Palm Oil US$/metric tonne 599.27 -0.27 -15.95

Rice1 US$/metric ton 437.00 0.00 14.70

Rubber2 US$/tonne 399.16 -0.19 7.33

Sugar US cents/lb 14.47 0.00 -24.64

1 Latest closing price from 29 November 2017.

2 Singapore Commodity Exchange, Ribbed Smoked Sheet Rubber.

Source: Bloomberg. ASIA REGIONAL INTEGRATION CENTER

Regional Cooperation and Integration Division (ERCI)

Economic Research and Regional Cooperation Department (ERCD)

Latest

Closing

8 December 2017, 9:29 AM

Unit

-3.9

-0.3

-0.9

-2.2

-0.7

2.0

-3.0

16.2

0.0

-5 0 5 10 15 20

One-Week Change

-2.0

0.9

-8.2

-2.2

-2.1

9.2

-3.9

16.2

4.8

-10 0 10 20

One-Month Change

-24.2

4.8

-17.4

6.6

19.9

2.7

13.0

16.2

13.5

-30 -20 -10 0 10 20 30

One-Year Change

0.0

86.1

-15.9

85.2

-13.5

30.9

-13.3

-19.9

0.0

-50 0 50 100

Change Since End-Aug 2007

rice aluminum

copper cotton

brent oil gold

palm oil rubber

sugar

80

85

90

95

100

105

110

115

120

125

Oil / Metals Commodity Price Indexes (07 December 2016 = 100)

All Metals Copper

Crude Oil (Brent) Gold

60

70

80

90

100

110

120

130

Agriculture Commodity Price Indexes (07 December 2016 = 100)

Cotton Palm Oil Sugar

Rubber Rice

Page 4: CURRENCIES - Regional integration updates_08Dec2017.pdf · Daily Market Watch Manila OVERNIGHT INTERBANK RATES¹ 10 YEAR GENERIC SOVEREIGN BOND SPREADS OVER US TREASURIES 1 Except

Daily Market Watch Manila

OVERNIGHT INTERBANK RATES¹

10 YEAR GENERIC SOVEREIGN BOND SPREADS OVER US TREASURIES

1 Except for Hong Kong, China (1 month HIBOR) and the Republic of Korea (overnight call rate).

Source: Bloomberg. ASIA REGIONAL INTEGRATION CENTER

Regional Cooperation and Integration Division (ERCI)

Economic Research and Regional Cooperation Department (ERCD)

8 December 2017, 9:29 AM

0

250

500

750

1000

1250

South and Southeast Asia(in basis points)

IND INO PHI THA VIE

0

50

100

150

200

250

East and Southeast Asia(in basis points)

PRC HKG KOR MAL SIN TAP

0

1

2

3

4

Hong Kong, China; Republic of Korea; Malaysia; Singapore; Taipei,China; and Thailand (in percent)

HKG MAL KOR SIN TAP THA

0

2

4

6

8

10

12

14

PRC, Indonesia, Philippines, and Viet Nam(in percent)

PRC INO PHI VIE