8/14/2019 Bank of NY Mellon

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iFlow

Cumulative Flows: Current Week vs. Last Week

    -        1        2        0        0

    -        8        0        0

    -        4        0        0 0

        4        0        0

        8        0        0

        1        2        0        0

        1        6        0        0

United States

Japan

Germany

France

Italy

Spain

United Kingdom

Switzerland

Canada

Australia

New Zealand

Sweden

Norway

Poland

Hungary

Brazil

Mexico

South Africa

Taiwan

South Korea

Indonesia

Thailand

India

Singapore

Hong Kong

Current Week

Last Week

CUMULATIVE EQUITY FLOWS

    -        5        0        0        0

    -        4        0        0        0

    -        3        0        0        0

    -        2        0        0        0

    -        1        0        0        0 0

        1        0        0        0

        2        0        0        0

Current Week

Last Week

CUMULATIVE FIXED INCOME FLOWS

    -        1        2        0        0

    -        1        1        0        0

    -        1        0        0        0

    -        9        0        0

    -        8        0        0

    -        7        0        0

    -        6        0        0

    -        5        0        0

    -        4        0        0

    -        3        0        0

    -        2        0        0

    -        1        0        0        0

        1        0        0

        2        0        0

        3        0        0

        4        0        0

        5        0        0

        6        0        0

        7        0        0

        8        0        0

        9        0        0

        1        0        0        0

        1        1        0        0

      1      2      0      0

USD

JPY

EUR

 

GBP

CHF

CAD

AUD

NZD

SEK

NOK

PLN

HUF

BRL

MXN

ZAR

TWD

KRW

IDR

THB

INR

SGD

HKD

Current Week

Last Week

CUMULATIVE FX FLOWS

Today's Biggest Movers

FX

UP

MYR 2.44

RON 1.70

THB 1.47

IDR 0.97KRW 0.88

DOWN

GBP -1.20

DKK -0.95

HKD -0.50

NOK -0.45

EUR -0.31

Equity

UP

Indonesia 2.92

Thailand 2.36

Malaysia 1.82

South Korea 1.24

Sweden 0.96

DOWN

Netherlands -2.35

Spain -1.29

Hong Kong -1.20

Germany -0.77

United States -0.76

Fixed Income

UP

United States 2.54

Italy 1.53

Argentina 1.13

Australia 0.75

Canada 0.68

DOWN

Singapore -7.90

India -2.01

Colombia -0.46

Denmark -0.44

Indonesia -0.31

Report Run: 05-August-2009 4:10:28 ET iFlow is a service mark of The Bank of New York Mellon Corporation Page 1 of

007 The Bank of New Y ork Mel lon Corporat ion . Services are conducted through var ious banking subs id iar ies . Me mber FDIC.  Note: Al though obta ined f rom sources bel i eby us to be rel iab le , The Bank o f New York Mel lon and i t s a f fi l ia tes cannot guarantee the accuracy or completeness o f the in format ion upon which th i s repor t i s based . Thi s rep

does not purpor t to d i sclose the r i sks or benef i t s o f en ter ing in to par ti cu lar t ransact ions and should not be cons t rued as advice in any speci f i c ins tance. The v iews in th i s reporconsti tute our judgment as of this date and are subject to change without notice.  

8/14/2019 Bank of NY Mellon

http://slidepdf.com/reader/full/bank-of-ny-mellon 2/2

Daily Flows: Today vs. Yesterday

    -        4        0        0

    -        3        0        0

    -        2        0        0

    -        1        0        0 0

        1        0        0

        2        0        0

        3        0        0

        4        0        0

        5        0        0

United States

Japan

Germany

France

Italy

Spain

United Kingdom

Switzerland

Canada

Australia

New Zealand

Sweden

Norway

Poland

Hungary

Brazil

Mexico

South Africa

Taiwan

South Korea

Indonesia

Thailand

India

Singapore

Hong Kong

Today

Yesterday

DAILY EQUITY FLOWS

    -        2        0        0        0

    -        1        6        0        0

    -        1        2        0        0

    -        8        0        0

    -        4        0        0 0

        4        0        0

        8        0        0

TodayYesterday

DAILY FIXED INCOME FLOWS

    -        2        0        0

    -        1        0        0 0

        1        0        0

        2        0        0

        3        0        0

USD

JPY

EUR

 

GBP

CHF

CAD

AUD

NZD

SEK

NOK

PLN

HUF

BRL

MXN

ZAR

TWD

KRW

IDR

THB

INR

SGD

HKD

TodayYesterday

DAILY FX FLOWS

Explanatory Notes:

Flow Indicator - measures the direction and magnitude of net flows, and is suitably aggregated, indexed and smoothed. The reference point is 100.

Thus, for example, if the flow indicator for a given day has a value of +300 it reflects net inflows three times as strong as average flows over the past

year in that market.

Cumulative Flows: Current Week vs. Last Week - weekly Equity, Fixed Income and FX cumulative flows. The major Developed and Emerging

Markets are listed together. Current week: the sum of flow indicators over the last five business days. Last week: the sum of flow indicators over the

five business days prior to current week.

Today’s Biggest Movers - latest business day’s flow indicator divided by the standard deviation of the flow indicators for the country over the last 5

years. The standard deviation reflects the volatility of a country’s flows. These numbers draw attention to unusually high flows (in or out). Given that

95% of the time this number is expected to be between -1.96 to +1.96, a magnitude greater than that signals an unusually large flow.

Daily Flows: Today vs. Yesterday - daily Equity, Fixed Income and FX flows (latest business day’s vs previous day’s Flow Indicator) for the same

countries listed under weekly cumulative flows.

Flow data are updated across markets and asset classes, and the iFlow daily email is sent out less than twelve hours after the U.S. close.

Samarjit Shankar, Director Global Strategy samarjit.shankar@bnymellon

Report Run: 05-August-2009 4:10:28 ET iFlow is a service mark of The Bank of New York Mellon Corporation Page 2 of

007 The Bank of New Y ork Mel lon Corporat ion . Services are conducted through var ious banking subs id iar ies . Me mber FDIC.  Note: Al though obta ined f rom sources bel i eby us to be rel iab le , The Bank o f New York Mel lon and i t s a f fi l ia tes cannot guarantee the accuracy or completeness o f the in format ion upon which th i s repor t i s based . Thi s rep

does not purpor t to d i sclose the r i sks or benef i t s o f en ter ing in to par ti cu lar t ransact ions and should not be cons t rued as advice in any speci f i c ins tance. The v iews in th i s reporconsti tute our judgment as of this date and are subject to change without notice.