Global daily insight 13 may 2015

Page 1

Group Economics

Daily Insight

Macro & Financial Markets Research Aline Schuiling & Maritza Cabezas

Greek talks moving forward

+ 31 20 343 5606

13 May 2015   

Eurogroup more positive on progress in negotiations with Greece … … but gaps still need to be bridged, while Greece is running out of money US small business more optimistic, suggesting that economic activity will firm after a weak first quarter

Progress in negotiations with Greece … The Eurogroup issued a statement about Greece yesterday,

Greece’s economy hit by uncertainty

which probably was not as positive as the Greek government

% qoq

had hoped, but still struck an optimistic note. According to the

level

4

120

been achieved so far”, while acknowledging that “the

2

110

reorganization and streamlining of working procedures has

0

statement the Eurogroup “ welcomed the progress that has

made an acceleration possible, and has contributed to a more substantial discussion”. However, “ more time and effort are needed to bridge the gaps on the remaining open issues” . Eurogroup head Dijsselbloem added that the negotiations were “more efficient, more positive, more constructive”, while “faster progress” was being made. Still, he reiterated that a

100 90

-2

80

-4

70

-6

60 06

08 GDP (lhs)

10

12

14

Economic sentiment (rhs)

comprehensive deal is necessary before any disbursements can take place.

Source: Bloomberg

… financial resources are drying up

US small business rises

The Eurogroup statement probably was also not positive

Yesterday’s NFIB small business optimism index, based on a

enough for the ECB to raise the cap on the amount of T-bills

sample of 10,799 small business owners, signaled more

that Greece is allowed to issue, for which Athens was hoping.

positive sentiment. The overall index increased to 96.9 in April

In the meantime, the Greek government is running out of cash

from 95.2. Its components were broadly positive. Earnings

quickly. It met its obligations to the IMF yesterday, and paid

trends rose, while hiring plans edged up. The net percent of

EUR 750 million that was due, though it had to use funds from

firms planning to raise compensation increased slightly as well.

its emergency IMF holding account to do this. According to

This is positive for wage growth prospects. Other indicators

finance minister Varoufakis the liquidity issue had become

such as plans to increase capital outlays also increased, while

“terribly urgent”, referring to a time period of “the next couple of

they were a bit more cautious when asked about future sales.

weeks”. The official deadline of the current bailout extension is

This survey is consistent with economic activity firming.

the end of June, but we have serious doubts about whether the country could wait that long for financial aid. Several payments

US job openings decline in March

to the IMF are due in June (total around EUR 1.5bn).

Job openings in the US fell slightly in March after reaching a 14-year high the previous month. This data is consistent with

Deal still likely

March’s nonfarm payrolls report that showed a job market

Our base case remains that Greece and the EU will reach an

cooling down, mainly as a result of a harsh winter. The decline

agreement eventually. All parties involved have continuously

in jobs openings was 150K, reaching 5 million . This resulted in

repeated that the starting point of the negotiations is that

a job openings rate of 3.4%, down from 3.5% the previous

Greece will remain a member of the eurozone, and Greece’s

month. The number of positions waiting to be filled decreased

prime minister Alexis Tsipras seems committed to reaching a

mainly in the health care and social assistance. Elsewhere in

deal. Meanwhile, according to press reports, Mr Dijsselbloem

the report, the total quit rate, a measure of labour market

suggested that Europe could consider disbursing the financial

confidence increased one-tenth to 2%. We expect the labour

support in proportions, as the Greek government passes

market to improve at a faster pace than in the first quarter,

pieces of economic legislation.

which should keep the Fed on track for a September rate hike.


2

Greek talks moving forward – 30 April 2015

Financial markets Currency markets

Close

Change 1 day

Change 5 days

Change YTD

EUR/USD USD/JPY

1.1231

0.1605

-1.0223

119.78

-0.0751

0.2679

-7.1665 0.0000

AUD/USD

0.8004

0.3511

0.4392

-2.0917

USD/CHF

0.9281

-0.1184

1.3099

-6.6580

NZD/USD

0.7415

0.7062

-1.0938

-4.8993

GBP/USD

1.5682

0.0702

2.8598

0.6741

USD/SGD

1.3328

-0.1498

0.7103

0.5507

USD/CAD

Bond markets

1.1999

Close

-0.1664

Change 1 day

-0.4067

Change 5 days

3.2527

Change YTD

2-year German Govt Bond yield

-0.1980

0.0070

0.0240

10-year German Govt Bond yield

0.6750

0.0650

0.1590

-0.1000 0.1340

Yield curve Germany

0.8730

0.0580

0.1350

0.2340

2-year US Treasury Bond yield

0.5961

0.0000

-0.0390

-0.0684

10-year US Treasury Bond yield

2.2507

0.0018

0.0076

0.0795

Yield curve US

1.6546

0.0018

0.0466

0.1479

US 2-year sw ap rates

0.8711

-0.0027

-0.0304

-0.0232

US 10-year sw ap rates

2.3202

-0.0004

-0.0046

0.0341

US sw ap curve

1.4491

0.0023

0.0258

0.0573

EU 2-year sw ap rates

0.1100

-0.0030

0.0090

-0.0650

EU 10-year sw ap rates

0.9400

-0.0150

0.0310

0.1280

EU sw ap curve

0.8300

-0.0120

0.0220

0.1930

-0.0090

0.0000

-0.0010

-0.0870

0.2766

-0.0033

-0.0032

0.0210

JPMorgan EMBI Plus Sovereign S

366.8100

8.1400

-1.4600

-20.6300

Equity markets

Close

Euribor 3 Month ACT/360 ICE LIBOR USD 3 Month

Change 1 day % Change 5 days %Change YTD%

Nikkei 225

19,556

-0.35

0.12

12.06

Hang Seng Index

27,407

-1.12

-1.26

16.11

Hang Seng China Enterprises Index

13,973

-1.48

-0.74

16.59

Australian Stock Exchange S&P/ASX 200 Index

5,675

0.00

-0.31

4.87

Singapore Straits Times Index

3,442

-0.82

-0.83

2.29

Euro Stoxx 50 Index

3,573

-1.42

0.75

13.56

S&P 500 Index

2,099

-0.29

0.46

1.95

MSCI World Daily Total Return Gross USD

812

-0.27

0.51

5.77

AEX Index

489

-0.77

1.32

15.20

14

0.07

-3.14

-27.81

Chicago Board Options Exchange Volatility Index

Commodity markets Reuters/Jefferies CRB Total Return

Close

Change 1 day % Change 5 days %Change YTD%

232

1.24

0.11

0.50

1,193

-0.05

0.09

0.71

Generic first NYMEX Crude Light future

61

0.71

0.41

14.85

Generic first Brent Crude Oil future

67

0.46

-0.89

17.16

6,440

1.18

-0.62

2.22

479

0.63

3.29

-18.74

Gold spot USD/Oz

LME Copper 3 Months Rolling Forw ard Generic first Wheat future Chicago Board of Trade Source: Bloomberg


3

Greek talks moving forward – 30 April 2015

Day

Date

Time

Country

Key Economic Indicators and Events

Period

Latest outcome

Consensus

Saturday

09/05/2015

03:30:00

CN

CPI - % yoy

Apr

1.5

1.6

Monday Monday

11/05/2015 11/05/2015

13:00:00 13:00:00

GB GB

Policy rate - % BoE size of asset purchase programme - GBP bn

May 11 May

0.5 375.0

0.5

Tuesday Tuesday Tuesday

12/05/2015 12/05/2015 12/05/2015

14:00:00 15:00:00 16:00:00

IN US US

CPI - % yoy NFIB small business optimisme - index US Job Openings by Industry

Apr Apr Mar

4.9 96.9 4994

Wednesday Wednesday Wednesday Wednesday Wednesday Wednesday Wednesday Wednesday Wednesday Wednesday Wednesday Wednesday Wednesday Wednesday Wednesday Wednesday

13/05/2015 13/05/2015 13/05/2015 13/05/2015 13/05/2015 13/05/2015 13/05/2015 13/05/2015 13/05/2015 13/05/2015 13/05/2015 13/05/2015 13/05/2015 13/05/2015 13/05/2015 13/05/2015

07:30:00 07:30:00 07:30:00 07:30:00 08:00:00 08:00:00 09:30:00 10:30:00 10:30:00 11:00:00 11:00:00 14:30:00 16:00:00

CN CN CN CN CN CN FR DE DE NL GB GB EC EC US US

M2 money growth - % yoy Aggregate financing - CNY bn New loans - CNY bn Fixed investments - % yoy Industrial production - % yoy Retail sales - % yoy GDP - % qoq CPI - % yoy GDP - %qoq GDP - % qoq Claimant count unemployment rate - % Change in claimant count - thousands Industrial production - % mom GDP - % qoq Retail sales - % mom Business inventories - % mom

Apr Apr Apr Apr Apr Apr 1Q P Apr F 1Q P 1Q P Apr Apr Mar 1Q A Apr Mar

11.6 1181.6 1180 13.5 5.6 10.2 0.1 0.4 0.7 0.8 2.3 -20.7 1.1 0.3 0.9 0.3

Thursday Thursday Thursday

14/05/2015 14/05/2015 14/05/2015

08:30:00 14:30:00 14:30:00

IN US US

Wholesale price index - % yoy Prod. prices index - % mom Prod. prices index excl food and energy - % mom

Apr Apr Apr

-2.3 0.2 0.2

Friday Friday Friday Friday

15/05/2015 15/05/2015 15/05/2015 15/05/2015

14:30:00 15:15:00

US US KR RU

Empire State PMI - Manuf. general business conditions - index May Industrial production - % mom Apr Policy rate - % May 15 1Q A GDP - % yoy

-1.2 -0.6 1.75 0.4

12.1 1300.0 860 13.5 5.8 10.4 0.4 0.4 0.6

0.1 0.5

ABN AMRO

0.4 0.6 0.7

-0.4 0.6 0.3

-2.3

-1.0

-2.5

-3.0

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

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