ミシガン大学指数とあわせ、いよいよ個人消費への影響が指数ベースでは明確となってきた。今後、実際の売上等の数値に明確な影響がでてくるものと思われる。
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過去発表の米国経済指標(消費者信頼感指数) |
http://www.daikiusa.com/indicators/past/consumer_confidence.html
消費者信頼感指数グラフ |
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NY 2007/10/30(Tue) | |||
10月消費者信頼感指数:95.6 | |||
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ミシガン大学指数とあわせ、いよいよ個人消費への影響が指数ベースでは明確となってきた。今後、実際の売上等の数値に明確な影響がでてくるものと思われる。
◎
過去発表の米国経済指標(消費者信頼感指数) |
http://www.daikiusa.com/indicators/past/consumer_confidence.html
消費者信頼感指数グラフ |
![]() |
NY 2007/10/30(Tue) | |||
10月消費者信頼感指数:95.6 | |||
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http://calculatedrisk.blogspot.com/2007/10/abx-and-cmbx-indices.html
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Click on graph for larger image. From MarkIt; the ABX indices are still diving off the cliff. This chart is the ABX-HE-AAA- 07-2 close today. |
8月のCase-Shiller米住宅価格指数は、前年比▲4.5%減、下落ペースは年率▲8.5%と下落ペースは加速。引き続き、下落幅が拡大することが懸念される。
The S&P Case-Shiller Home Price index was released this morning for August 2007. The index showed that home price declines accelerated in August, with U.S. prices declining 4.5% over the last 12 months, and at a 8.5% annual rate in August.
個人向けのサブプライムローン関連の信用デリバティブの急落については、継続して伝えているところだが、商業用の住宅ローンについても、信用デリバティブの価値が崩壊している様だ。ABXと違い、下のグラプで上昇すると価値が減。ここに来て、価格の急落が起こっている。
http://calculatedrisk.blogspot.com/2007/10/cmbx-indices.html
We've been tracking the meltdown in the ABX indices, but it appears the CMBX (Commercial Mortgage Securities) is also performing poorly. From my friend Wyatt:
the thing about the CMBX is that it is quoted as spreads (as in spreads over Libor, etc.), whereas ABX is quoted as bond prices. when the spreads increase (appears as charts going UP), it means the corresponding bond prices are going DOWN.Here is an example from MarkIt of a CMBX index cliff diving (going up).
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Click on graph for larger image. This chart is the CMBX-NA-BB 3 close today. |
i don't know why Markit quotes CMBX as spreads instead of as a percentage of par like the ABX. ... in any case ... there is a major meltdown happening!
http://calculatedrisk.blogspot.com/2007/10/abx-more-cliff-diving_29.html
http://www.markit.com/information/products/abx.html
From MarkIt; the ABX indices are moving down again.
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Click on graph for larger image. AA 7月の水準よりもずっと悪化 |
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How about a little AAA? AAA 7月の水準よりもずっと悪化 |