 |
|
| |
Markets traded |
| INTEREST RATES |
BONDS |
CURRENCIES vs. US $ |
STOCK INDICES |
|
Aus. Bank Bills
|
Aus. Bonds
|
Australian $
|
Aus. All-Ords.
|
|
Canadian Bills
|
Canadian Bonds
|
British Pound
|
DAX
|
|
EuroDollars
|
Euro Bonds
|
Canadian $
|
FTSE 100
|
|
Euribor
|
Japanese Bonds
|
Dollar Index
|
Hang Seng
|
|
EuroSwiss
|
US T-Bonds
|
Euro |
MIB 30
|
|
EuroYen
|
US T-Notes
|
Japanese Yen |
Nasdaq
|
|
Short Sterling
|
UK Gilts
|
New Zealand $ |
Nikkei
|
|
US T-Bills
|
|
Swiss Franc |
S&P 500
|
| |
|
Mexican Peso |
MSCI Taiwan
|
| |
|
|
Topix |
| METALS |
ENERGY |
LIVESTOCK, FOODS & FIBRES |
CORN & OILSEEDS |
|
Aluminum
|
Brent
|
CRB Index
|
Corn
|
|
Copper
|
Crude Oil
|
Cocoa
|
Oats
|
|
Gold
|
Gasoil
|
Coffee
|
Soybeans
|
|
Lead
|
Heating Oil
|
Cotton
|
Soybean Meal
|
|
Nickel
|
Natural Gas
|
Lean Hogs
|
Soybean Oil
|
|
Palladium
|
Unleaded Gasoline
|
Live Cattle
|
Wheat
|
|
Platinum
|
|
Orange Juice
|
|
|
Silver
|
|
Sugar
|
|
|
Tin
|
|
|
|
|
Zinc
|
|
|
|
|
Portfolio construction
These weightings are derived in real-time using techniques originally pioneered
by Harry Markowitz in the 1950s. The depicted solution was current as at 1 Jan
2004.
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