The usual quarterly statistical work will be completed during the coming week. These data will be presented initially in three installments. When these are completed, they will be consolidated into a master document.
The first installment covers "Currency" and "Commodities & Related." This material is covered in the four tables that appear below.
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SELECTED 2Q-2004 FINANCIAL DATA
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TABLE OF CONTENTS
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CATEGORY TABLE
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CURRENCY
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* The Dollar's Performance
Against Selected Currencies 1
COMMODITIES & RELATED
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* Change in Selected Futures Prices 2
* CRB Index and Related Measures 3
* Physical Gold Vs. Other Measures 4
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Table 1.
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THE DOLLAR'S 2Q-2004 AND YEAR-TO-DATE
PERFORMANCE AGAINST SELECTED CURRENCIES
(Ranked by Second-Quarter Returns)
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06/30 03/31 12/31 % Change
2004 2004 2003 ----------
Currency/Index Close Close Close Q2 YTD
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Australian Dol. 1.4300 1.3060 1.3282 9.5 7.7
Brazilian Real 3.0855 2.8944 2.8918 6.6 6.7
Japanese Yen 108.33 104.36 107.37 3.8 0.9
Mexican Peso 11.488 11.135 11.202 3.2 2.6
Canadian Dol. 1.3339 1.3111 1.2963 1.7 2.9
British Pound 0.5496 0.5424 0.5599 1.3 -1.8
Euro 0.8199 0.8128 0.7950 0.9 3.1
Swiss Franc 1.2495 1.2666 1.2404 -1.4 0.7
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FRB $ Index 88.80 87.61 86.92 1.4 2.2
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Table 2.
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2Q-2004 AND YEAR-TO-DATE CHANGES
IN SELECTED NEAR-MONTH COMMODITY
FUTURES PRICES OR PROXIES
(Ranked by Second-Quarter Returns)
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06/30 03/31 12/31 % Change
2004 2004 2003 ----------
Close Close Close Q2 YTD
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CRB Fut. Index 265.94 283.77 255.29 -6.3 4.2
================================================
Heating Oil 1.0055 0.8864 0.9127 13.4 10.2
Natural Gas 6.1550 5.9330 6.1890 3.7 -0.5
Crude Oil 37.05 35.76 32.52 3.6 13.9
Unl. Gasoline 1.1562 1.1244 0.9492 2.8 21.8
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Lumber 376.50 381.10 312.60 -1.2 20.4
Copper 1.2050 1.3585 1.0430 -11.3 15.5
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Gold 392.60 427.30 415.70 -8.1 -5.6
Platinum 791.50 908.70 811.30 -12.9 -2.4
Silver 5.78 7.94 5.95 -27.2 -2.9
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Table 3.
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2Q-2004 AND YEAR-TO-DATE PERFORMANCE OF
THE CRB FUTURES INDEX & RELATED MEASURES
(Ranked by Second-Quarter Return)
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06/30 03/31 12/31 % Change
2004 2004 2003 -----------
Group Indexes Close Close Close Q2 YTD
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CRB Futures 265.94 283.77 255.29 -6.3 4.2
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Energy 415.19 379.91 358.74 9.3 15.7
Livestock 293.58 275.70 237.77 6.5 23.5
Softs 268.14 267.49 250.46 0.2 7.1
Industrial 228.16 266.31 256.64 -14.3 -11.1
Prec. Metals 350.90 419.74 364.08 -16.4 -3.6
Grains 218.92 272.63 225.75 -19.7 -3.0
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Table 4.
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A LOOK AT GOLD, THE PHILADELPHIA GOLD/
SILVER INDEX ("XAU"), THE DJIA AND THE
FRB DOLLAR INDEX FROM 12/31/99 FORWARD
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---------- Index ---------
Comex FRB (12/31/99 = 100.00)
Gold* $ --------------------------
Date ($s) "XAU" DJIA Index Comex "XAU" DJIA $
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2004
06/30 393 86.29 10435 88.80 135.99 126.95 90.76 87.21
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2Q-2004 92.04 82.22 100.7 101.36
-8.0% -17.8% 0.7% 1.4%
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Year To Date 94.47 79.28 99.82 102.16
-5.5% -20.7% -0.2% 2.2%
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Year/Year 113.58 112,28 116.1 93.74
13.6% 12.3% 16.1% -6.3%
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03/31 427 104.95 10358 87.61 147.75 154.41 90.09 86.04
2003
12/31 416 108.84 10454 86.92 143.94 160.13 90.93 85.37
06/30 346 76.85 8985 94.73 119.72 113.06 78.15 93.04
2002
12/31 348 76.76 8342 101.85 120.42 112.93 72.56 100.03
2001
12/31 279 54.43 10022 116.75 96.54 80.08 87.17 114.66
2000
12/31 272 51.41 10787 109.56 94.12 75.64 93.82 107.60
1999
12/31 289 67.97 11497 101.82 <-------- 100.00 -------->
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*Spot-month contract.
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