HOUSE_OVERSIGHT_026576.jpg
1.48 MB
Extraction Summary
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People
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Organizations
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Locations
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Events
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Document Information
Type:
Financial report / market summary
File Size:
1.48 MB
Summary
This document is a J.P. Morgan 'Global Asset Allocation' market summary dated November 9, 2012, authored by Jan Loeys. It contains data tables regarding interest rates, credit markets, commodities, foreign exchange, and equities performance across various global regions including the US, Europe, and Japan. The document bears the Bates stamp 'HOUSE_OVERSIGHT_026576', indicating it was part of a document production for a House Oversight Committee investigation, likely related to the bank's ties to Jeffrey Epstein.
People (1)
| Name | Role | Context |
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| Jan Loeys | Contact / Author |
Listed at the top left with contact information including phone and email.
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Organizations (2)
| Name | Type | Context |
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| J.P. Morgan |
Header and footer of the document.
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| House Oversight Committee |
Implied by the Bates stamp 'HOUSE_OVERSIGHT_026576'.
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Locations (6)
| Location | Context |
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Listed under Interest Rates and Equities.
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Listed under Interest Rates.
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Listed under Interest Rates.
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Listed under Interest Rates and Equities.
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Implied by 'Brazil Bovespa' and 'USD/BRL'.
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Implied by 'Shanghai SE' and 'USD/CNY'.
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Relationships (1)
Email address jan.loeys@jpmorgan.com listed on J.P. Morgan letterhead.
Key Quotes (1)
"Global Asset Allocation The J.P. Morgan View"Source
HOUSE_OVERSIGHT_026576.jpg
Quote #1
Full Extracted Text
Complete text extracted from the document (2,553 characters)
Jan Loeys
(1-212) 834-5874
jan.loeys@jpmorgan.com
(1-212) 834-5874
jan.loeys@jpmorgan.com
Global Asset Allocation
The J.P. Morgan View
09 November 2012
The J.P. Morgan View
09 November 2012
J.P.Morgan
Interest rates Current Dec-12 Mar-13 Jun-13 Sep-13 YTD Return*
United States Fed funds rate 0.125 0.125 0.125 0.125 0.125
10-year yields 1.63 2.00 2.00 2.00 2.25 2.6%
Euro area Refi rate 0.75 0.75 0.75 0.75 0.75
10-year yields 1.35 2.00 2.15 2.25 2.25 3.9%
United Kingdom Repo rate 0.50 0.50 0.50 0.50 0.50
10-year yields 1.74 2.20 2.30 2.35 2.35 2.9%
Japan Overnight call rate 0.05 0.05 0.05 0.05 0.05
10-year yields 0.73 0.85 0.90 0.95 1.00 2.0%
GBI-EM hedged in $ Yield - Global Diversified 5.64 6.00 7.3%
United States Fed funds rate 0.125 0.125 0.125 0.125 0.125
10-year yields 1.63 2.00 2.00 2.00 2.25 2.6%
Euro area Refi rate 0.75 0.75 0.75 0.75 0.75
10-year yields 1.35 2.00 2.15 2.25 2.25 3.9%
United Kingdom Repo rate 0.50 0.50 0.50 0.50 0.50
10-year yields 1.74 2.20 2.30 2.35 2.35 2.9%
Japan Overnight call rate 0.05 0.05 0.05 0.05 0.05
10-year yields 0.73 0.85 0.90 0.95 1.00 2.0%
GBI-EM hedged in $ Yield - Global Diversified 5.64 6.00 7.3%
Credit Markets Current Index YTD Return*
US high grade (bp over UST) 161 JPMorgan JULI Porfolio Spread to Treasury 10.1%
Euro high grade (bp over Euro gov) 176 iBoxx Euro Corporate Index 9.5%
USD high yield (bp vs. UST) 582 JPMorgan Global High Yield Index STW 13.1%
Euro high yield (bp over Euro gov) 726 iBoxx Euro HY Index 21.0%
EMBIG (bp vs. UST) 294 EMBI Global 16.4%
EM Corporates (bp vs. UST) 337 JPM EM Corporates (CEMBI) 15.4%
US high grade (bp over UST) 161 JPMorgan JULI Porfolio Spread to Treasury 10.1%
Euro high grade (bp over Euro gov) 176 iBoxx Euro Corporate Index 9.5%
USD high yield (bp vs. UST) 582 JPMorgan Global High Yield Index STW 13.1%
Euro high yield (bp over Euro gov) 726 iBoxx Euro HY Index 21.0%
EMBIG (bp vs. UST) 294 EMBI Global 16.4%
EM Corporates (bp vs. UST) 337 JPM EM Corporates (CEMBI) 15.4%
Quarterly Averages
Commodities Current 12Q4 13Q1 13Q2 13Q3 GSCI Index YTD Return*
Brent ($/bbl) 110 105 112 105 120 Energy -3.7%
Gold ($/oz) 1733 1725 1750 1775 Precious Metals 8.7%
Copper ($/metric ton) 7629 8300 8500 8700 Industrial Metals -2.5%
Corn ($/Bu) 7.45 8.75 8.50 8.25 Agriculture 15.2%
Commodities Current 12Q4 13Q1 13Q2 13Q3 GSCI Index YTD Return*
Brent ($/bbl) 110 105 112 105 120 Energy -3.7%
Gold ($/oz) 1733 1725 1750 1775 Precious Metals 8.7%
Copper ($/metric ton) 7629 8300 8500 8700 Industrial Metals -2.5%
Corn ($/Bu) 7.45 8.75 8.50 8.25 Agriculture 15.2%
Foreign Exchange Current Dec-12 Mar-13 Jun-13 Sep-13 3m cash index YTD Return* in USD
EUR/USD 1.28 1.30 1.30 1.32 1.34 EUR -0.8%
USD/JPY 80.5 78 79 79 79 JPY 3.4%
GBP/USD 1.60 1.61 1.60 1.62 1.63 GBP 4.1%
USD/BRL 2.03 2.02 2.02 2.00 1.98 BRL -2.6%
USD/CNY 6.24 6.32 6.32 6.30 6.25 CNY 2.5%
USD/KRW 1091 1125 1125 1110 1100 KRW 8.1%
USD/TRY 1.79 1.80 1.75 1.75 1.70 TRY 13.3%
EUR/USD 1.28 1.30 1.30 1.32 1.34 EUR -0.8%
USD/JPY 80.5 78 79 79 79 JPY 3.4%
GBP/USD 1.60 1.61 1.60 1.62 1.63 GBP 4.1%
USD/BRL 2.03 2.02 2.02 2.00 1.98 BRL -2.6%
USD/CNY 6.24 6.32 6.32 6.30 6.25 CNY 2.5%
USD/KRW 1091 1125 1125 1110 1100 KRW 8.1%
USD/TRY 1.79 1.80 1.75 1.75 1.70 TRY 13.3%
Equities Current YTD Return (local ccy)
S&P 1390 15.6%
Nasdaq 3014 21.2%
Topix 731 4.4%
FTSE 100 5770 8.6%
MSCI Eurozone* 143 15.8%
MSCI Europe* 1104 13.2%
MSCI EM $* 995 12.2%
Brazil Bovespa 58383 2.6%
Hang Seng 22111 22.7%
Shanghai SE 2117 -4.2%
*Levels/returns as of Nov 08, 2012
Local currency except MSCI EM $
S&P 1390 15.6%
Nasdaq 3014 21.2%
Topix 731 4.4%
FTSE 100 5770 8.6%
MSCI Eurozone* 143 15.8%
MSCI Europe* 1104 13.2%
MSCI EM $* 995 12.2%
Brazil Bovespa 58383 2.6%
Hang Seng 22111 22.7%
Shanghai SE 2117 -4.2%
*Levels/returns as of Nov 08, 2012
Local currency except MSCI EM $
Sector Allocation * US YTD Europe YTD Japan YTD EM YTD ($)
Energy 6.1% -0.5% -7.5% 3.4%
Materials 11.7% 10.3% -5.0% 3.5%
Industrials 12.6% 15.7% 1.2% 10.5%
Discretionary 21.0% 23.9% 4.5% 10.8%
Staples 11.4% 13.1% 13.8% 19.5%
Healthcare 18.4% 15.5% 15.0% 30.9%
Financials 25.6% 24.2% 23.0% 16.8%
Information Tech. 15.6% 16.1% -5.2% 19.3%
Telecommunications 21.9% -3.4% -1.3% 12.2%
Utilities 4.7% 8.2% -20.4% 5.2%
Overall 15.6% 13.2% 4.4% 12.2%
Energy 6.1% -0.5% -7.5% 3.4%
Materials 11.7% 10.3% -5.0% 3.5%
Industrials 12.6% 15.7% 1.2% 10.5%
Discretionary 21.0% 23.9% 4.5% 10.8%
Staples 11.4% 13.1% 13.8% 19.5%
Healthcare 18.4% 15.5% 15.0% 30.9%
Financials 25.6% 24.2% 23.0% 16.8%
Information Tech. 15.6% 16.1% -5.2% 19.3%
Telecommunications 21.9% -3.4% -1.3% 12.2%
Utilities 4.7% 8.2% -20.4% 5.2%
Overall 15.6% 13.2% 4.4% 12.2%
Source: J.P. Morgan
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HOUSE_OVERSIGHT_026576
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