Evidences for a market crash's forensic analysis

• Aug. 2013, Dec. 2014, Apr. 2015, June 2015, August 2015 gold futures contracts: backwardations

• TIC flows : UST

• China foreign exchange reserves :

• UST held in custody in NY for Foreign Official and International Accounts :

• UST rates :

• Swiss bonds rates : 

yield curve 3/24/2015

Swiss bond rates structure 01/2015 (source)

1Y Swiss bond rate

10Y Swiss bond rate

• EFSF bond rate :


updated daily


• Selected yield curves for european countries sovereign bonds:

We observe same negative yield curves for Austria, Belgium, Finland, Sweden.

• JGB rates :

5Y JGB

10Y JGB

30Y JGB 

• 10Y bonds worldwide ranking 02/07/2015 :

• GSCI Commodity index :

• Exchange rates :

USD / Euro, updated daily

USD / Euro since 1978 ; updated monthly

1Y history,  Ukrainian hryvnia / EUR

5Y history, UAH/RUB

• Western and BRICS currencies priced in mg of gold :

lhs: USD, Euro, GBP, CHF; 

rhs: Yuan, Rupee, Real priced in mg of Gold 

• WTI and Brent prices, spread :

• Velocity of U.S. M2 money stock :

U.S. : Velocity of M2 money stock 

(rhs: calculated using GDP/M2, green and grey ; 

lhs: calculated using GDP / StLouis Fed non-adjusted monetary base, blue and red)

[source]