Global daily insight 19 august 2015

Page 1

Group Economics

Daily Insight

Macro & Financial Markets Research Maritza Cabezas & Nick Kounis

US housing building steam

+31 20 343 5616

19 August 2015   

US housing market data paint picture of recovery… …which should increasingly support economic growth Greece deal can be almost fully-financed by ESM programme

US housing market picking up momentum

US residential investment to pick up

Housing market data releases are painting an encouraging

index

picture. The NAHB housing market index edged up to 61 in August from 60 the previous month. This took this indicator of homebuilder confidence to its highest level since November 2005. The increase was driven by an improvement in current sales and prospective buyers in almost all regions of the country, except the Northeast region which had showed a solid print in the past two months. This supports our expectation for further improvement in the coming months. Meanwhile, housing starts rose to a near eight-year high in

%qoq saar

80 70 60 50 40 30 20 10 0

40 30 20 10 0 -10 -20 -30 -40 05

06

07

08

09

10

Residential investment (rhs)

11

12

13

14

15

NAHB home builder survey (lhs)

Source: Thomson Reuters Datastream

July as builders ramped up construction. Housing starts increased 0.2%, which is very impressive following the 12.3%

ESM to provide up to EUR 86bn for Greece

surge seen in June. Admittedly housing permits were much

The ESM is set to take care of most of Greece’s financing

weaker (-16.3%) though, but that came on the back of three

needs over the next three years if necessary. This removes

months of strong increases.

one of the key problems in previous proposals, where Greece would have had to rely to a large extent on a combination of

Housing matters for economic growth

the IMF, large asset sales and a return to markets to top up the

US housing is getting support from the strong labour market,

ESM’s contribution.

which is driving home demand. Furthermore, there is likely considerable pent up demand for housing. These factors

A draft proposal leaked to the press, shows the ESM is

should remain supportive in the coming months despite a

planning to provide up to EUR 86bn for Greece. This would

likely gradual rise in mortgage rates on the back of moderate

cover most of the EUR 94 bn financing needs of the

Fed rate hikes.

programme according to the base line of the institutions. This is made up of EUR 25bn for bank re-capitalisation, EUR 54 bn

In turn, the recovery of the housing market will continue to

to service loans and EUR 15bn to clear arrears and build cash

have positive effects for the economy. Directly, the housing

buffers. The rest of the financing need will be made up from

recovery will support construction and employment. In times of

EUR 2bn from Greece running a primary surplus and EUR 6bn

economic expansion, it is an important contributor to GDP

from privatization proceeds.

growth. In addition, as home prices increase, households will see their wealth rise, which should lead them to spend more. A

In previous proposals the ESM would have provided only EUR

firm recovery in the housing market will likely help economic

50bn, which could have exposed Greece to a large financing

growth to remain at above trend rates in the coming quarters.

gap in the future. The IMF could still participate in the financing of the programme (EUR 10 – 15bn), reducing the ESM contribution. That depends on an agreement on debt relief.


2

US housing building steam – 19 August 2015

Financial markets Currency markets

Close

Change 1 day

Change 5 days

Change YTD

EUR/USD USD/JPY

1.1029

0.0454

-1.1650

124.41

0.0000

0.1610

3.8654

AUD/USD

0.7337

-0.0545

-0.5692

-10.2508

USD/CHF

0.9776

0.0409

0.2255

-1.6796

NZD/USD

0.6589

-0.1818

-0.4683

-15.4931

GBP/USD

1.5665

0.0255

0.3331

0.5649

USD/SGD

1.4043

0.0427

0.3932

5.9449

USD/CAD

Bond markets

1.3058

Close

-0.0077

Change 1 day

0.6242

Change 5 days

-8.8362

12.3655

Change YTD

2-year German Govt Bond yield

-0.2540

0.0030

0.0220

10-year German Govt Bond yield

0.6420

0.0150

0.0100

-0.1560 0.1010

Yield curve Germany

0.8960

0.0120

-0.0120

0.2570

2-year US Treasury Bond yield

0.7180

0.0000

0.0529

0.0535

10-year US Treasury Bond yield

2.1925

0.0000

0.0445

0.0213 -0.0322

Yield curve US

1.4745

0.0000

-0.0084

US 2-year sw ap rates

0.9574

0.0104

0.0757

0.0631

US 10-year sw ap rates

2.2660

0.0190

0.0757

-0.0201

US sw ap curve

1.3086

0.0086

0.0000

-0.0832

EU 2-year sw ap rates

0.0875

0.0010

0.0035

-0.0875

EU 10-year sw ap rates

1.0012

0.0002

0.0472

0.1892

0.9137

-0.0008

0.0437

0.2767

-0.0280

-0.0010

-0.0040

-0.1060

EU sw ap curve Euribor 3 Month ACT/360 ICE LIBOR USD 3 Month

0.3329

0.0084

0.0187

0.0773

JPMorgan EMBI Plus Sovereign S

421.4300

-0.2700

-0.8600

33.9900

Equity markets

Close

Change 1 day % Change 5 days %Change YTD%

Nikkei 225

20,554

-0.32

0.79

Hang Seng Index

23,475

-1.43

-4.18

-0.55

Hang Seng China Enterprises Index

10,770

-1.75

-4.39

-10.13

17.79

Australian Stock Exchange S&P/ASX 200 Index

5,314

0.21

-1.26

-1.79

Singapore Straits Times Index

3,050

-0.58

-3.28

-9.38

Euro Stoxx 50 Index

3,495

-0.07

-3.05

11.09

S&P 500 Index

2,097

-0.26

0.62

1.85

MSCI World Daily Total Return Gross USD

786

-0.31

-0.51

2.34

AEX Index

479

0.99

-3.11

12.85

5.91

0.58

-28.18

Chicago Board Options Exchange Volatility Index

Commodity markets Reuters/Jefferies CRB Total Return Gold spot USD/Oz Generic first NYMEX Crude Light future Generic first Brent Crude Oil future LME Copper 3 Months Rolling Forw ard Generic first Wheat future Chicago Board of Trade Source Bloomberg

14

Close

Change 1 day % Change 5 days %Change YTD%

197

0.12

-1.27

1,117

-0.05

-0.64

-14.42 -5.70

42

-0.56

-2.12

-20.44

49

0.14

-0.75

-14.86

5,035

-1.56

-1.76

-20.08

494

-1.25

-2.56

-16.19


3

US housing building steam – 19 August 2015

Day

Date

Time

Country

Key Economic Indicators and Events

Period

Latest outcome

Consensus

ABN AMRO

Monday Monday Monday Monday

17/08/2015 17/08/2015 17/08/2015 17/08/2015

01:50:00 14:30:00 16:00:00 15:45:00

JP US US EC

GDP - % qoq Empire State PMI - Manuf. general business conditions - index NAHB home builders' confidence index ECB announces weekly QE details

2Q P Aug Aug

-0.4 -14.9 61.0

-0.6 4.7 61.0

62.0

Tuesday Tuesday Tuesday

18/08/2015 18/08/2015 18/08/2015

10:30:00 13:00:00 14:30:00

GB TR US

CPI - % yoy Repo rate - % Housing starts - % mom

Jul Aug 18 Jul

0.1 7.5 0.2

0.0 7.7 0.4

Wednesday Wednesday Wednesday Wednesday Wednesday

19/08/2015 19/08/2015 19/08/2015 19/08/2015 19/08/2015

01:50:00 14:30:00 14:30:00 14:30:00 14:30:00

JP US US US US

Merchandise trade exports - % yoy Inflation excl food and energy - % mom Inflation excl food and energy - % yoy Inflation (CPI) - % mom Inflation (CPI) - % yoy

Jul Jul Jul Jul Jul

7.6 0.2 1.8 0.3 0.1

5.7 0.2 1.8 0.1 0.2

Thursday Thursday Thursday Thursday Thursday

20/08/2015 20/08/2015 20/08/2015 20/08/2015 20/08/2015

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

NL NL GB US US

Consumer confidence - index Unemployment rate Retail sales - % mom Existing home sales - % mom Philadelphia Fed - business confidence - index

Aug Jul Jul Jul Aug

4 6.9 -0.2 3.2 5.7

0.6 -1.4 6.5

Friday Friday Friday Friday

21/08/2015 21/08/2016 21/08/2017 21/08/2017

15:45:00 10:00:00 10:00:00 10:00:00

US EC EC EC

Markit Manufacturing PMI Manufacturing PMI Services PMI Composite PMI

Aug P Aug P Aug P Aug P

53.8 52.4 54.0 53.9

0.0

0.2 1.8 0.1 0.2 5 6.9

55.0 53.0 54.5 54.5

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

Find out more about Group Economics at: https://insights.abnamro.nl/en/ This document has been prepared by ABN AMRO. It is solely intended to provide financial and general information on economics. The information in this document is strictly proprietary and is being supplied to you solely for your information. It may not (in whole or in part) be reproduced, distributed or passed to a third party or used for any other purposes than stated above. This document is informative in nature and does not constitute an offer of securities to the public, nor a solicitation to make such an offer. No reliance may be placed for any purposes whatsoever on the information, opinions, forecasts and assumptions contained in the document or on its completeness, accuracy or fairness. No representation or warranty, express or implied, is given by or on behalf of ABN AMRO, or any of its directors, officers, agents, affiliates, group companies, or employees as to the accuracy or completeness of the information contained in this document and no liability is accepted for any loss, arising, directly or indirectly, from any use of such information. The views and opinions expressed herein may be subject to change at any given time and ABN AMRO is under no obligation to update the information contained in this document after the date thereof. Before investing in any product of ABN AMRO Bank N.V., you should obtain information on various financial and other risks and any possible restrictions that you and your investments activities may encounter under applicable laws and regulations. If, after reading this document, you consider investing in a product, you are advised to discuss such an investment with your relationship manager or personal advisor and check whether the relevant product –considering the risks involved- is appropriate within your investment activities. The value of your investments may fluctuate. Past performance is no guarantee for future returns. ABN AMRO reserves the right to make amendments to this material. © Copyright 2015 ABN AMRO Bank N.V. and affiliated companies ("ABN AMRO").


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