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FXTN
2YR
5YR
7YR
10YR
20YR
25YR
Cpn
8.500
2.125
3.875
4.000
3.625
5.750
Prev.
8.500
4.125
3.875
4.000
5.750
7.625
RP Benchmark
Date
TBIlls
11/24/15 3MO
2.225%
11/24/15 6MO
2.928%
11/24/15
1YR
3.690%
Vol.
4.000
4.750
4.465
Vol.
5.000
30.000
25.000
25.000
25.000
9.000
Date
11/24/15
11/24/15
11/24/15
11/24/15
11/24/15
11/24/15
FXTN
2YR
4.257%
5YR
3.925%
7YR
4.615%
10YR 4.076%
20YR 5.488%
25YR 4.994%
PDS Summary
$/Php
11/24/2015
Open
47.180
High
47.200
Low
47.070
Close
47.100
Ave.
47.134
Vol.
532.000
USD/PHP
Sheila Gomez
888-7026
Kris Vainio
888-7028
Chantille Cheng
888-7031
Denise Dimaunahan
888-7022
Nico Cruz
888-7036
Ramon Arriola
888-7027
888-7728
867-6788
Loc. 7072
Angelo Bucag
888-7074
867-6788
Loc. 7058
888-7032
Michelle Cua
888-7025
Chicco Gomez
888-7129
Adrian Ching
888-7021
888-7042
Swaps
10/20/2015
8/20/2015
6/20/2015
4/20/2015
2/20/2015
10/20/2014
6.00
5.00
4.00
3.00
2.00
1.00
0.00
888-7033
50
49
48
47
46
45
44
43
42
41
40
a month ago
Andre Ibarra
Derivatives
12/20/2014
last yield
888-7061
EVP- Treasurer
ROPs
TREASURY DIRECTORY
Raul Pedro
CURRENCIES UPDATE
GS market closed yesterday around 2-4bps on the long end of the curve. We
saw some trades to service client demand were we saw bid-offer spreads
tightened a bit with good volume. Most players still unresponsive with the
slightly lower yields given the lack of leads. Although some were seen
picking up a bit in the afternoon with the levels as both treasuries and
equities saw some stability retracing from the initial selling. Most likely
some speculative move as we moved towards GDP on Thursday. We expect
market to continue range trading at the current levels . 10-60 closed at
4.075%; 2017 at 4.535%; and 2511 at 4.925%.
Asian Currencies
As of
11/25/15 9:02 AM
$/CURR
BID
OFFER
JPY
122.450
122.460
IDR
13636
13665
SGD
1.407
1.408
TWD
32.500
32.507
THB
35.680
35.703
HKD
7.750
7.750
11/23/2015
47.000
47.220
47.000
47.220
47.147
748.000
888-7024
888-7034
888-7649
Major Currencies
Risk off trades seen late in the afternoon yesterday after the news
on Russian jet shot down near the Syrian border. Index futures seen
in the reds, spreads widened while US Treasuries are down by 2-2.5
bps. ROP 40 given from 101.875.-101.55, ROP 24new from 109.125109 and Indon 45 given until 91.375 closing 0.375-0.75 lower from
previous days close. Overnight, gains in the US Treasuries were
retraced on stronger US GDP bringing the curve to bear steepen.
Expecting slight downward bias still on credits as market watches
out for the $29bio 7-year note auction and a slew of data ahead of
the Thanksgiving holiday MBA Mortgage Applications, Personal
Income, PCE Deflator, Durable Goods Orders, Initial Jobless Claims,
House Price Index, Markit US Services PMI, New Home Sales.
PHILIP 9 17
PHILIP 4 21
PHILIP 4.2 24
PHILIP 6 34
PHILIP 5 37
PHILIP 3.95 40
BID PX
OFFER PX
BID YLD
OFFER YLD
109.250
108.375
108.750
132.000
117.375
101.500
109.750
108.750
109.000
132.500
117.875
101.750
0.490%
2.230%
2.850%
3.950%
3.770%
3.830%
0.200%
2.090%
2.800%
3.920%
3.770%
3.820%
Retail Sales
1.0629 1.0673
1.5054 1.5115
121.31 122.62
130.20 130.68
.7205 - .7258
1.3285 1.3368
888-7003
Melissa Serrano
888-7007
Jom Salazar
888-7008
Abby Capacio
888-7006
888-7038
Institutional Sales
Carlyn Therese Dulay
888-7029
888-7001
Angeline Sia
888-7002
888-7170
888-7013
Polly Mathay
888-7004
Christopher Liao
888-7015
Monica Pasion
888-7014
888-7012
Niccolo Mendoza
888-7018
888-7009
888-7016
888-7097
Miguel Ching
888-7017
(032)
511-3134
* Information provided in this report accurately reflect the personal views of the specialists. No responsibility is accepted for errors or omissions, or for any consequences arising
there from.
Teddy Cansino
(082)
226-3848