Economic Data Monitor 2013S2

Page 1

10.07.2013

Economic Forecast - Composite Real GDP (yoy %)

CPI (yoy %)

Policy Rate (%)

Q3 13 Q4 13 Q1 14 Q2 14 Q3 13 Q4 13 Q1 14 Q2 14

Unemployment (%)

Curr Acct (% of GDP)

Budget (% of GDP)

3-Month Rate (%)

2-Year Note (%)

10-Year Note (%)

FX forecasts

Q3 13 Q4 13 Q1 14 Q2 14 Q3 13 Q4 13 Q1 14 Q2 14 Q3 13 Q4 13 Q1 14 Q2 14 Q3 13 Q4 13 Q1 14 Q2 14 Q3 13 Q4 13 Q1 14 Q2 14 Q3 13 Q4 13 Q1 14 Q2 14 Q3 13 Q4 13 Q1 14 Q2 14

Q3 13 Q4 13 Q1 14 Q2 14

LatAm Argentina

2.7

1.95

2.4

3

11

11

11

Deposit 1DY Rate

7.5

7.5

8.3

7.4

0.2

-0.2

-0.7

0.5

-0.3

-1

-0.5

-0.4

USD/ARS

5.58

5.85

6.14

6.53

Brazil

2.6

2.8

3

2.9

6.4

5.85

5.6

5.7

SELIC Rate

8.75

9

9

9

5.35

5

5.2

5.3

-2.9

-3.3

-2.8

-2.8

-2.75

-3

-2.8

-2.5

USD/BRL

2.15

2.11

2.12

2.16

Chile

4.9

4.8

5.3

5.3

2

1.9

2

2.4

Monetary Policy Rate

4.88

4.88

4.88

5

6.7

-8

-4.2

-0.5

-2.7

USD/CLP

500

500

503

505

Colombia

4.6

4.7

4.95

4.6

2.2

2.65

3.1

3

Deposit Rate

3.25

3.25

3.63

4

9.7

9.8

10.6

10.2

-3.1

-3.45

USD/COP

1895

1900

1882

1875

4.9

4.72

4.64

4.57

-1.1

-2.1

USD/MXN

12.5

12.4

12.17 12.24

-4

-3.3

USD/PEN

2.7

2.66

2.66

2.65

5.5

-1.7

USD/VEF 25.55

-2.2

Mexico

3.4

3.7

3.7

3.9

3.85

3.76

3.4

3.31 Overnight rate

3.88

3.88

4

4

Peru

5.85

6.55

6.7

6.4

2.2

2.5

2.5

2.7

4.25

4.25

4.5

4.63

Venezuela

0.9

1.35

38.8

35

Czech Republic

0.3

1.95

2.4

3

1.65

1.8

1.5

1.6

2w Repo rate

0

0

0.13

0.13

7.5

8

7.9

7.2

-1.9

-2.4

Hungary

0.2

0.9

0.75

0.8

2.65

2.8

3.3

3.4

Base Rate

4.25

4.25

4.25

4.38

10.6

10.85

11.6

10.95

3.9

2.3

Poland

1.3

1.75

2.1

2.5

0.8

1.2

1.8

2

Reference Rate

2.5

2.5

2.5

2.63

13.35 14.05 14.25

13.1

-3

-2.8

-2.7

-2.9

Slovakia

0.4

1.5

1.7

1.8

13.6

13.6

Russia

3.1

3.4

3.6

3.7

6.2

5.9

5.8

5.1

Refinance Rate

7.88

7.75

7.63

7.5

5.3

5.5

5.3

1.5

1.3

3.1

1.6

Turkey

3.8

4.3

3.55

4.35

6.75

6.3

5.7

6.25 1wk Repo Rate

4.63

4.75

5

4.88

8.9

8.9

1wk Repo Rate

5.5

5.75

1.63

1.75

2

2.38

7

7

7.1

7

5

4.88

4.88

4.75

25.05

25

24.85

24.7

Reference Rate Deposit Rate

-1.15

-1.25

-0.3

-1

5.1

5.09

4.62

5.7

5.67

5.89

5.91

Eastern Europe

Key policy rate

Iceland

5.55

0.4 2.65 -1.7

0.42 2.75

0.41 2.59

0.49 2.61

0.42

0.49

2.97

3.09

1.8

1.9

0.61 3.14

0.74 3.23

1.94

1.97

2.17

2.3

EUR/CZK

26

25.8

25.7

6.15

6.14

6.05

6.35

EUR/HUF

297

298

296

295

4.35

4.48

4.37

4.44

EUR/PLN

4.25

4.2

4.15

4.12

USD/RUB

32.5

32.3

32.17

32.3

USD/TRY

1.88

1.9

1.9

1.89

EUR/SKK

-3.5 6.21

6.33

6.5

6.32

6.5

6.64

7.35

7.64

7.53

7.88

8.45

8.84

USD/ISK

MEA Israel

3.8

4

4

4.1

1

1.7

0.4

1.9

Discount rate

South Africa

2.45

2.85

3.4

3.3

6.2

5.9

5.8

5.7

Repo Rate

-6.9

-6.6

-6.6

-6.7

4.99

4.86

4.88

4.88

6.02

5.71

5.79

6.02

7.73

7.78

7.62

7.71

USD/ILS

3.68

3.63

3.63

3.57

USD/ZAR

10.1

10.15

10

9.91

7.08

7.22

7.32

7.5

6.07

Bahrain

O/N Repo Rate

USD/BHD

Egypt

Re Discount Rate

USD/EGP

Kuwait

Discount rate

USD/KWD

Oman

Repo Rate

USD/OMR

Qatar

Repo Rate

USD/QAR

Saudi Arabia

Re Repo Rate

USD/SAR

3.75

United Arab Emirates

1wk Repo Rate

USD/AED

3.67

0.27

Asia China

7.7

7.6

7.7

7.7

2.8

3.1

3

3.1

Lending Rate

Hong Kong

3.2

3

3.75

4.3

4.9

4.1

3.8

3.7

Base Rate

India

5.4

5.9

6.1

6.25

8.95

8.55

8

Indonesia

6.4

6.4

6.43

6.47

6.1

6.25

5.33

South Korea

2.8

3.5

3.5

3.4

1.6

1.95

2.4

Malaysia

4.55

4.9

5.6

5.75

2.3

2.4

Phillipines

6.2

6.1

6.1

5.7

2.8

Singapore

3.7

3.85

3.85

3.5

Taiwan

3.15

2.9

3.8

Thailand

5.2

4

Vietnam

5.1

USA Japan

7.85 Reverse Repo Rate

6

6

6.13

6.13

4.1

4.1

4.1

4.1

3.4

3.4

3.3

3.4

6

5.88

5.75

5.75

5.33 Reference Rate

6.13

6.13

6.13

6.25

5.9

5.85

2.7

Base Rate

2.38

2.38

2.5

2.5

3.25

3.2

2.95

1.9

BN Interbank ON

3

3.13

3.13

3.25

3

3

3.35

3.8

3.9

Repo Rate

3.5

3.63

3.75

3.88

6.9

6.9

6.6

2.8

3.15

3

3.4

Domestic IBOR rate

2

2

4.1

0.65

1.8

1.35

1.7

Discount Rate

1.88

1.88

2

2.13

4.25

4.2

5.05

5.15

2.6

3

3.1

3.1

Repurchase Rate

2.5

2.63

2.75

2.75

0.6

0.5

5.2

5.45

5.6

6.4

6.3

7

2.3

2.6

2.8

2.9

1.5

1.5

1.7

2

2.9

3.3

4.1

-4.3

0.3

0.45

0.6

2.6

Euro

-0.6

0.1

0.6

0.9

1.4

1.3

1.35

United Kingdom

2.6

2.3 -4.7

-1.1

-1.2

2.9

2.85

9.6

9.7

6.5

3.3

1.8

2

2.05

17.5

17

4.1

4.1

3.3

2.1

-3.2

-1.8

-1.7

-1.6 0.4

-4.3 3.2

1.95

2.45

3.05

-2.9

-3.5

2.55

2.35

0.45

0.48

-5.3 4.91 -3.7

-3.9

17 3.7

0.41

3.8

5.24

4.92

3.08

3.11

3.12

3.17

3.53

3.57

3.59

3.68

USD/CNY

6.13

6.1

6.09

0.18

0.19

0.15

0.15

1.54

1.6

1.66

1.69

USD/HKD

7.76

7.77

7.77

7.78

7

7

7.25

7.25

7.52

7.51

7.52

7.54

USD/INR

57.7

57.45

57

57.75

6.68

6.51

6.5

6.42

USD/IDR

9989

9979

9948

9905

3.27

3.36

3.46

3.66

USD/KRW

1140

1133

1123

1100

4.92

3.18

3.25

3.29

3.33

3.71

3.75

3.78

3.79

USD/MYR

3.12

3.09

3.08

3.05

1.5

1.55

1.7

1.71

3.92

4.13

4.41

4.5

USD/PHP

42.5

42

41.6

41.8

0.38

0.38

0.38

0.4

0.3

0.31

0.35

0.44

1.99

2.02

2.12

2.27

USD/SGD

1.26

1.26

1.25

1.25

1.66

1.66

1.72

1.78

0.8

0.9

0.9

0.9

1.78

1.76

1.8

1.86

USD/TWD

30

30

29.85

29.4

2.74

2.81

2.81

2.83

2.9

2.8

2.92

2.92

3.32

3.52

3.48

3.55

USD/THB

30.55

30.4

30.05

29.9

6.82 Base Rate

USD/VND 21000 21000 21000 21250

G-10 Fed Funds Rate

0.25

0.25

0.25

0.25

7.4

7.35

7.2

7.1

-2.7

-2.7

-2.7

-2.7

BOJ overnight rate

0.1

0.1

0.1

0.1

4

3.95

3.95

3.9

1.1

0.8

1.3

1.4

-4.5

-4.5

-4.25

1.55 ECB Rate

0.5

0.5

0.5

0.5

12.25

12.3

12.3

12.3

1.7

2.1

0.5

0.5

0.5

0.5

8

8

7.9

7.85

-3

-3.15

-3.1

-3

-6.7

-6.8

-6.2

1

1

1.13

1.13

7.1

7.1

7

7

-2.75

-2.6

-2.55

-2.5

-0.8

-0.6

-0.5

2.63

2.5

2.5

2.63

5.7

5.8

5.7

5.7

-3

-2.8

-2.75

-2.6

1

1

0.88

0.88

8.3

8.3

8.15

7.9

-3.8

0.3

0.33

0.38

0.39

0.36

0.45

0.55

0.64

2.29

2.51

2.59

2.69

EUR/USD

1.28

1.27

1.26

0.18

0.18

0.18

0.19

0.12

0.14

0.15

0.17

0.87

0.91

0.98

1.02

USD/JPY

102

105

106

108

0.2

0.23

0.27

0.3

EUR/USD

1.28

1.27

1.26

1.25

-6.1

0.53

0.55

0.57

0.59

0.57

0.47

0.54

0.81

2.02

2.15

2.35

2.43

USD/GBP

1.51

1.5

1.49

1.5

-0.4

1.18

1.22

1.26

1.38

1.14

1.24

1.38

1.59

2.2

2.35

2.59

2.76

USD/CAD

1.03

1.04

1.04

1.02

0

2.63

2.64

2.71

2.81

2.45

2.47

2.62

2.84

1.17

1.16

1.16

1.27

1.65

1.65

0.6

1.2

1.3

1.5

2.7

2.5

2.3

2.45 Official Bank Rate

Canada

2

2.2

2.5

2.6

1.35

1.6

1.7

1.85 Overnight lending rate

Australia

2.5

2.65

2.7

2.8

1.9

2.2

2.5

2.5

Sweden

1.4

1.95

2.3

2.75

0.3

0.8

1.05

1.35 Decision Rate

New Zealand

3.2

2.8

2.8

2.9

1.5

1.95

1.9

2.3

Cash Rate

2.63

2.63

2.88

3.25

6.5

6.4

6.1

6

-5.2

-5.2

-5.3

-5.3

2.98

3.06

3.27

3.59

Switzerland

1.2

1.4

1.35

1.5

-0.2

0.4

0.6

0.9

Reference Rate

0.13

0.13

0

0

3.2

3.25

3.25

3.3

12.6

12.7

12.5

12.6

0.01

0.01

0.01

0.02

0.7

1.2

Discount rate

0.13

0.25

0.25

0.38

0.31

0.35

0.4

1.9

1.95

Deposit Rate

1.5

1.5

1.5

1.75

2.6

2.5

1.82

1.82

1.92

Denmark

RBA Cash Rate

6.4

Norway

2.7

2.95

Germany

0

1.4

1.7

1.6

1.5

1.4

1.6

1.7

ECB Rate

0.5

0.5

0.5

0.5

6.9

6.8

6.8

6.8

7.3

7

France

-0.4

-0.1

0.3

0.7

1.1

1.15

1.3

1.5

ECB Rate

0.5

0.5

0.5

0.5

11

11

11

11

-1.8

-1.9

Italy

-1.8

-0.7

-0.05

0.35

1.4

1.6

1.55

1.7

ECB Rate

0.5

0.5

0.5

0.5

12.2

12.1

12.1

12

0.8

1.1

-1.9

-1.8

Q.M.S Advisors | +41 (0)78 922 0877 | e-mail: info@qmsadv.com |

1.25

3.3

3.44

3.54

3.67

USD/AUD

0.93

0.91

0.9

0.89

1.99

2.02

2.02

2.07

USD/SEK

6.7

6.74

6.77

6.83

4.17

4.27

4.42

4.41

USD/NZD

0.79

0.78

0.77

0.76

0.83

0.92

0.98

1

USD/CHF

0.97

0.98

1

1.02

0.45

1.58

1.73

1.75

1.85

USD/DKK

5.83

5.87

5.92

5.92

2.04

2.23

2.3

2.31

2.41

USD/NOK

5.98

6.03

6

6.02

0

0.02

0.07

0.13

0.17

0.27

0.37

0.47

1.52

1.63

1.8

1.93

EUR/USD

1.28

1.27

1.26

1.25

0.22

0.33

0.48

0.64

2.19

2.19

2.36

2.48

EUR/USD

1.28

1.27

1.26

1.25

1.7

1.8

1.8

1.95

4.72

4.49

4.48

4.5

EUR/USD

1.28

1.27

1.26

1.25


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