Global daily insight 25 august 2015

Page 1

Daily Insight China triggers market rout

Group Economics Macro & Financial Markets Research Nick Kounis & Georgette Boele +31 20 343 5618

25 August 2015 • • •

Potent cocktail of China, EM and commodity fears leads to market rout The Chinese authorities are likely to ease policy soon - other central banks will wait and see for now Market turmoil can undermine confidence, but macro positives are still out there

Global equity markets…a sea of red

The heat of the moment

The potent cocktail of China, emerging market and commodity

It is always dangerous to draw strong conclusions during the

fears escalated sharply on Monday. The late losses on equity

heat of such aggressive market corrections, where the outlook

markets in the US on Friday and the lack of action by the

can look so bleak. However, we will try and take a step back

Chinese authorities over the weekend did not bode well for the

and make a number of observations below.

market opening. Chinese and Asian stock markets plunged on Monday and the European, and subsequently the US markets,

China will ease sooner rather than later

followed. The VIX surged and credit spreads widened.

We do not think that the Chinese authorities are waving the white flag in terms of supporting economic growth. Their aim in

Flight to safety

our view remains to foster a gradual slowdown and signs that

The deterioration resulted in a general flight to safe haven

momentum is deteriorating more sharply has always triggered

assets. The Japanese yen was the clear outperformer in

action to support the economy. They also have a lot of

currency markets. Furthermore, US Treasury yields fell, with

ammunition they can fire. We expect the authorities to take

the 10-y dropping below the 2%-mark, though Bunds did not

further steps sooner rather than later. Some combination of

benefit, with yields flattish.

reductions in bank reserve requirements, policy rate cuts, fiscal stimulus and further moderate yuan depreciation will be rolled

EM and commo weakness Emerging

market

and

out in the coming time. commodity

currencies

showed

substantial losses mirroring the price sell-off in commodity

Other central banks will wait and see

prices. What surprised some commentators is that gold prices

The heightened market turmoil – which if sustained could hurt

did not rally sharply. This confirms our view that its safe haven

global business and consumer confidence - and growth risks in

status is undermined by speculative long positions in the

China and emerging markets also increase the chances of

metal.

more accommodative stances by the big central banks. The Fed could delay rate hikes and the ECB could step up QE, for

Dollar weakness now, gains only in real panic

instance. But this is not our base case and we think it is too

Meanwhile, the euro saw a stunning rally against the dollar.

early to go in this direction. Central bankers will take a wait and

This reflects the closing of euro short positions used to fund

see stance to get a better picture of the situation before

carry trades. In addition, the dollar was hurt because of the

deciding.

pricing out of Fed rate hikes this year. However, if there were to be a further escalation of market turmoil towards a real

Macro positives – yes positives – are still out there

panic, there would be a strong dollar rebound as investors

The US economy has been gaining momentum recently, while

swarm to the most liquid assets.

eurozone growth has been resilient after firming earlier in the year. Even in China, the data have not been all bad, with signs

Questions on policy reaction and growth

of improvement in June before July’s deterioration. In addition,

The deterioration in market sentiment and escalation of worries

monetary conditions in China eased in July, reversing the

about China and emerging markets raise questions about what

tightening seen earlier in the year. Finally, Fed hikes would be

policymakers will do in China itself and elsewhere, and the

a negative for emerging markets, but any rate hike cycle is

impact on global growth.

likely to be very slow given subdued inflationary pressures.


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Global daily insight 25 august 2015 by ABN AMRO - Issuu