Crisis level volatility

Page 1

Marketing Communication

Group Economics

Euro Rates Weekly

Macro & Financial Markets Research Kim Liu +31 20 343 4669 kim.liu@nl.abnamro.com

Crisis-level volatility

DISCLAIMER: This report has not been prepared in accordance with the legal requirements designed to promote the independence of investment research, and that it is not subject to any prohibition on dealing ahead. This report is marketing communication and not investment research and is intended for professional and eligible clients only.

15 June 2015    

We assess whether current bond volatility is not exceptionally high, as Mr Weidmann suggested Current volatility in Bunds compares to levels seen in the Eurozone debt crisis and Lehman fallout Volatility in peripheral bonds has decreased on the back of QE and the ECB’s pledge in 2012 The gap in volatility between 10y DSLs and OATs has decreased and is currently at similar levels

And the supply monitor:  Germany, France and Spain will test the primary market. Net supply is negative at EUR 3bn. Mr Weidmann’s bold statement on volatility Since Mr Draghi’s bombshell comment that investors should get used to volatility, various members of the Governing

as the average of 2014. So volatility has gone from low levels to very high levels, rather than just returning to normal.

Council have stepped in the limelight to also give their views

Bund volatility is comparable to the crisis years

on this topic. Bundesbank president Mr Weidmann said that

In bps

“the current level of bond-market volatility is not exceptionally high. Indeed, it has been unusually low over the past year”. To us, this is quite a bold statement. Especially as we have argued on several occasions that QE has led to significantly

30

20

lower liquidity in bond markets and that this lesser liquidity 10

would lead to higher volatility. Volatility in 10y Bunds is equal to the crisis years

0 Jan-07

Jan-09

To assess whether volatility in current markets is high from a

Jan-13

Jan-15

10y DBR daily yield volatility

historical perspective, we have plotted the difference between the daily high and low yield of several generic 10y bonds. The

Jan-11

Source: Bloomberg

results are discussed and shown below.

Volatility in Bunds has spiked since April of this year The first graph plots the intraday yield volatility of 10y Bunds

In bps

and shows that the current volatility is comparable to market

25

conditions at the height of the Eurozone debt crisis years and

20

the period around the Lehman collapse. This suggests that the

15

current level of volatility is consistent with highly stressed periods in recent history. In the second graph, we zoom in on

10

the period 2014 - 2015. The data shows that daily volatility in

5

2014 has been relatively stable. It also shows that volatility in

0 Jan-14

2015 decreased and even dipped as yields reached historical

Apr-14

Jul-14

as yields surged, daily volatility has also sharply increased. To

Insights.abnamro.nl/en

Jan-15

10y DBR daily yield volatility

lows at the beginning of April. But the graph also indicates that compare, current daily yield changes are almost 4 times higher

Oct-14

Source: Bloomberg

Bloomberg: ABNM

Apr-15


2

Euro Rates Weekly - Crisis-level volatility - 15 June 2015

BTP volatility has fallen, particularly compared to Bunds

Volatility in 10y OATs is lower than in the crisis years

The graph below shows the daily volatility of 10y BTPs. The

In bps

graph indicates that the current volatility in 10y Italian bonds,

40

contrary to Bunds, is much lower than in the Eurozone debt crisis years. The drop in volatility coincides with Mr Draghi’s pledge to do “whatever it takes” to save the euro in July 2012.

30 20

In addition, the data also suggest that QE has had a soothing effect on volatility in BTPs. As a result, the gap between

10

outright yield movements between Italian and German bonds has decreased significantly (the same applies to daily volatility

0 Jan-07

in 10y SPGBs versus Bunds).

Jan-09

Jan-11

Jan-13

Jan-15

10y OAT daily yield volatility

Volatility in 10y BTPs has decreased significantly

Source: Bloomberg

In bps

80

Volatility in DSLs is still high 60

In bps

40

30

25

20 0 Jan-07

20 15

Jan-09

Jan-11

Jan-13

Jan-15

10y BTP daily yield volatility Source: Bloomberg

10 5 0 Jan-07

Jan-09

Jan-11

Jan-13

Jan-15

10y DSL daily yield volatility

Volatility in 10y DSLs and OATs is roughly the same Volatility in 10y DSLs and OATs are showing similar trends,

Source: Bloomberg

although the levels at which they started were different. The first graph below shows the daily volatility of 10y OATs. The graph suggests that, as for BTPs, the daily yield volatility has

Volatility in 10y OATs and DSLs is analogous

decreased and is lower than in 2011-2012. The second graph

In bps

covers the same period but now for 10y DSLs. This graph

20

shows that, like Bunds, daily volatility is only marginally lower than in the crisis years. What is more, the daily volatility of 10y DSLs is currently around the same absolute level as 10y

10 0

OATs. This pattern is depicted in the third graph. The smaller difference between outright daily yield movements in DSLs and OATs is most likely a combination of QE and better means to hedge French delta risk as the OAT future was introduced in

-10 -20 Jan-07

Jan-09

Jan-11

Jan-13

DSL - OAT daily volatility

April 2012. Source: Bloomberg

Jan-15


3

Euro Rates Weekly - Crisis-level volatility - 15 June 2015

Supply overview About EUR 18bn will flow back to investors. The lion share consists of Italian coupon payments and redemptions. Gross supply is estimated to be around EUR 15bn, which means there will be negative net supply of around EUR 3bn. Next week, Germany, Spain and France will test the primary market conditions. Germany will go first on Wednesday with the tap of the DBR February 2025 for EUR 3bn. Spain will follow on the next day, but no details have been disclosed yet. France will also auction on Thursday. The French Tresor will auction the OAT February 2018, October 2019 and May 2020 for a combined target of EUR 8.5bn.

Euro Interest Rate Forecasts *denotes forecasts

Outright Yield Deposit facility Refi Marginal lending Eonia 1m Euribor 3m Euribor 2y Germany 5y Germany 10y Germany 30y Germany 2y IRS 5y IRS 10y IRS 30y IRS Curve Spreads Germany 2s5s Germany 5s10s Germany 10s30s 10y Bond Swap Spread IRS 2s5s IRS 5s10s IRS 10s30s 10y Government Bond Yield Spreads Finland Netherlands Austria Belgium France Ireland Italy Spain Portugal Greece Forecasts: ABN AMRO Group Economics

3m -0.20 0.05 0.30 -0.06 -0.01 0.03 -0.23 -0.10 0.25 0.72 0.09 0.29 0.64 1.04

1m -0.20 0.05 0.30 -0.09 -0.05 -0.01 -0.20 0.11 0.68 1.31 0.11 0.42 0.95 1.38

Now -0.20 0.05 0.30 -0.12 -0.06 -0.01 -0.18 0.17 0.86 1.56 0.16 0.56 1.19 1.65

2015Q4* -0.20 0.05 0.30 -0.08 -0.05 0.00 -0.20 0.00 0.50 1.10 0.10 0.30 0.80 1.20

2016Q1* -0.20 0.05 0.30 -0.08 -0.05 0.00 0.10 0.40 1.00 1.70 0.20 0.60 1.30 1.80

2016Q4* -0.20 0.05 0.30 0.00 0.05 0.10 0.20 0.60 1.40 2.20 0.30 0.80 1.60 2.30

3m 14 34 48 39 20 36 40

1m 30 57 63 27 31 53 43

Now 35 69 71 33 40 63 47

2015Q4* 20 50 60 30

2016Q1* 30 60 70 30

2016Q4* 40 80 80 20

20 50 40

40 70 50

50 80 70

3m 0 4 6 21 25 49 88 90 89 1020

1m 6 18 13 29 30 69 117 116 172 1022

Now 10 24 19 39 38 84 137 140 218 1067

2015Q4* 3 5 8 20 25 40 95 90 145 900

2016Q1* 3 4 6 10 20 35 90 80 100 750

2016Q4* 2 3 4 8 10 20 50 30 80 450


4

Euro Rates Weekly - Crisis-level volatility - 15 June 2015

Summary of Rate Views and Trade Ideas

Total PnL open trades (bps) Total PnL closed positions (bps) Total PnL (bps)

Perform ance is in bps, positive PnL is show n in black

Open trades Type of Trade Rationale Outright We expect 10y bund yields to drop further on the back of scarcity as well as liquidity constraints.

Trade Idea Buy DBR February 2025

ASW

Scarcity as well as more core bonds trading below the floor of -20bps will drive the ECB up the curve. This should spark outperformance of these bonds in ASW terms.

Curve

The ECB will buy up to 30y. Supply imbalances and the search for yield will bias 10s30s in core bond markets to flatten.

Credit

-135 21 -115

Start date 2/4/2015

Entry 37

Now 85

PnL -49

Buy DBR August 2046

2/4/2015

-28

-7

-21

Buy DBR August 2046 vs Sell DBR February 2025

2/4/2015

60

71

-10

Favour credit long due to QE. Outperformance is likely via outright ECB Buy BGB June 2046 vs Sell DBR July 2044 purchases and search for yield (portfolio rebalancing effect). In semi core we prefer Belgium over France. 30y OLO-Bund is more interesting than 10y OLO-Bund.

2/4/2015

44

51

-7

Credit

Same rationale as above. In periphery we prefer Spain over Italy given better Buy SPGB April 2025 vs Sell DBR February 2025 economic fundamentals.

2/4/2015

111

139

-28

ASW

We judge a Grexit will not occur, which would support tightening of EFSF bonds.

Buy EFSF July 2044

2/13/2015

4

16

-12

Credit

We think that L채nder still offer attractive value vs Bunds. We also expect L채nder bonds to be included in the PSPP programme The increase in yields have rendered 2s5s cheap. We also expect NCBs to focus their buying on relatively shorter maturing debt.

Buy NRW October 2025 vs DBR February 2025

4/24/2015

23

26

-4

Buy OBL April 2020 vs Sell June 2017

5/7/2015

29

34

-5

Curve

Closed positions Type of Trade Rationale Credit EIB trades tight vs DSLs but still offers an attractive pick up in the long end.

Trade Idea Long EIB March 2042 vs Sell DSL January 2042

Start date 2/13/2015

Close date 4/1/2015

Entry 28

Close 7

PnL 21

Key events Day

Date

Time

Country

Monday Monday Monday Monday Monday Monday Monday

15/06/2015 15/06/2015 15/06/2015 15/06/2015 15/06/2015 15/06/2015 15/06/2015

08:30:00 11:30:00 14:30:00 15:15:00 15:45:00 16:00:00

IN RU US US EC US RU

Tuesday Tuesday Tuesday Tuesday

16/06/2015 16/06/2015 16/06/2015 16/06/2015

08:00:00 10:30:00 11:00:00 14:30:00

Wednesday Wednesday Wednesday Wednesday Wednesday

17/06/2015 17/06/2015 17/06/2015 17/06/2015 17/06/2015

Thursday Thursday Thursday Thursday Thursday Thursday Thursday Thursday Thursday Thursday Thursday Thursday Thursday

18/06/2015 18/06/2015 18/06/2015 18/06/2015 18/06/2015 18/06/2015 18/06/2015 18/06/2015 18/06/2015 18/06/2015 18/06/2015 18/06/2015 18/06/2015

Friday

19/06/2015

Key Economic Indicators and Events

Period

Latest outcome

Consensus

Wholesale price index - % yoy May Key rate % Jun 15 Empire State PMI - Manuf. general business conditions - index Jun Industrial production - % mom May ECB publishes weekly QE details NAHB home builders' confidence index Jun GDP - % yoy 1Q P

-2.7 12.5 3.1 -0.3

-2.5 11.5 4.9 0.2

54.0 -2

55.0 -2

DE GB DE US

CPI - % yoy CPI - % yoy ZEW index (expectation economic growth) Housing starts - % mom

May F May Jun May

0.7 -0.1 42 20.2

0.7

01:50:00 10:30:00 10:30:00 11:00:00 20:00:00

JP GB GB EC US

Merchandise trade exports - % yoy Claimant count unemployment rate - % Change in claimant count - thousands Core inflation - % yoy Policy rate - %

May May May May F Jun 17

8.0 2.30 -12.6 0.9 0.25

09:30:00 09:30:00 09:30:00 09:30:00 10:00:00 10:30:00 14:30:00 14:30:00 14:30:00 14:30:00 16:00:00 14:30:00

EZ NL CH CH CH NO GB US US US US US US

Eurogroup meeting about Greece Consumer confidence - index SNB 3-month ibor lower target SNB 3-month ibor upper target SNB Sight Deposit Interest rate Policy rate - % Retail sales - % mom Inflation excl food and energy - % mom Inflation excl food and energy - % yoy Inflation (CPI) - % mom Inflation (CPI) - % yoy Philadelphia Fed - business confidence - index Initial jobless claims

Jun Jun 18 Jun 18 Jun 18 Jun 18 May May May May May Jun

2.0 -1.25 -0.25 -0.75 1.3 1.2 0.3 1.8 0.1 -0.2 6.7 279k

JP

Policy rate - %

Jun 19

80.0

Source: Bloomberg, Reuters, ABN AMRO Group Economics (we provide own forecasts only for selected k ey variables and events)

39 -3.4

ABN AMRO

11.5

56.0

37 -2.5

2.6

0.9 0.25

0.25

-1.25 -0.25 -0.75 1.0

-1.25 -0.25 -0.75

0.2 1.8 0.4 0.0 7.5

0.2 1.8 0.4 0.0

80.0

80.0


5

Euro Rates Weekly - Crisis-level volatility - 15 June 2015

DISCLAIMER ABN AMRO Bank Gustav Mahlerlaan 10 (visiting address) P.O. Box 283 1000 EA Amsterdam The Netherlands This material has been generated and produced by a Fixed Income Strategist (“Strategists”). Strategists prepare and produce trade commentary, trade ideas, and other analysis to support the Fixed Income sales and trading desks. The information in these reports has been obtained or derived from public available sources; ABN AMRO Bank NV makes no representations as to its accuracy or completeness. The analysis of the Strategists is subject to change and subsequent analysis may be inconsistent with information previously provided to you. Strategists are not part of any department conducting ‘Investment Research’ and do not have a direct reporting line to the Head of Fixed Income Trading or the Head of Fixed Income Sales. 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