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The UK Market Update as at 31 December 2010

Market

Background

The UK Market Update is Deloitte's semi-annual publication looking at activity in investment markets. This latest edition provides an update of investment market movements in the last six years and of economic conditions as at December 2010, for the UK economy.

Key findings

Since our last market update, issued in June 2010, equity markets have recovered and equity implied volatilities fallen. The Bank of England base rate remains at 0.5% and this has kept short term gilt yields low. At medium and longer durations, the yield curve has remained at the June 2010 level. Sterling swaption implied volatilities increased from June 2010 to December 2010 except for short option and swap terms.

In this publication, our market analysis focuses on equity and bond markets and their impact on an insurer’s balance sheet.

To read the full report, please download The UK Market Update (PDF).

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Download  The UK Market Update (PDF)

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