Danske Daily: November 21,2011

Published 11/21/2011, 06:40 AM
Updated 05/14/2017, 06:45 AM

Key news
  • The conservative party Partido Popular won the general elections in Spain. This is likely to be slightly positive for the Spanish markets, but market sentiment in general remains negative.

  • The sentiment in the markets was pulled down further this weekend by reports over that US’s deficit-cutting congressional super-committee is expected to announce today that it has failed to reach an agreement on federal budget savings.

  • Asian stocks are generally moderately lower in this morning’s trading. The risk-off sentiment is also reflected in the global FX and fixed income markets.

Markets Overnight

As expected the reformist conservative party Partido Popular (PP) won the parliament elections in Spain this weekend. PP leader Mariano Rajoy is likely to become the new Spanish Prime Minister. This is likely to be slightly positive for the Spanish markets today, but overall the news flow, in particular out of the eurozone, remains rather bleak. This morning Asian stocks are generally trading lower and investors remain in risk-off mode.

The sentiment in the markets was pulled down further this weekend by news that US’s deficit-cutting congressional super-committee is expected to announce today that it has failed to reach an agreement on federal budget savings. This is likely to bring back US budget worries, but for now the eurozone crisis is likely to remain top of the agenda with no solution in sight. The crisis is further underscored by the fact that with PP’s win in Spain three Prime Ministers in three southern European countries have been replaced in the past couple of weeks: Greece, Italy and Spain.

With markets in risk-off mode US bond yields continue to inch down across the curve. 10-year US yields are down a couple of bp since the close of European trading on Friday.
In the FX markets the continued rise in risk aversion also dominates and overnight the focus has been on New Zealand and Australian dollar, which both continue to sell off. Both currencies have been under some pressure over the past week.

The Hungarian markets got a bit of support last week as the Hungarian government announced that it would seek a new IMF agreement. So far, however, we have seen very little concrete on such a deal. More puzzling, the Hungarian government seems to think it can get a deal “for free”. On Sunday Hungarian Economy Minister Matolcsy said that the Hungarian government will not change its highly unorthodox economic policies to get a new deal with international creditors.

Global Daily

The outcome of the general election in Spain will attract attention as the developments in the European government bond markets continue to be focal. This week focus will be directed towards Frankfurt and the purchases of peripheral bonds by the ECB. Today at 15:30 CET the ECB will release data on the amount purchased in the 7-day period ending Tuesday via the Securities Markets Programme (SMP). We expect a number above EUR10bn. In terms of other releases we have a thin calendar today, but US existing home sales is worth keeping an eye on.

Fixed income markets: There will probably still be a lot of focus on peripheral spreads to Germany in Europe this week and especially Spain could attract attention following the general election yesterday. We have a very light week coming up with the Netherlands, Germany and Italy issuing in the euro area. The Netherlands will print up to EUR3bn in the January 14 maturity, while Germany will issue EUR6bn of new Bunds. Italy will also issue zero coupon bonds in the CTZ (up to two year maturity). In the Scandinavian region Sweden will issue Linkers in the June 22 maturity.

FX markets: The fact that the Spanish election resulted in a clear shift in power should be marginally euro positive, but the key euro driver remains the tug of war between global macro data (which have improved lately) and widening European sovereign spreads. EUR/USD rebounded by the end of last week after reaching key technical support levels around 1.34 and a potential EUR/USD positive factor that could come into play this week is the approaching deadline of the US super-committee. Focus is likely to turn back on the US political deadlock and risk of a second US credit downgrade.

Scandi Daily


Norway: Last Friday we saw a significant underperformance of the otherwise strongly performing NGBs. The Norwegian government announced that it will create a government-run export financing scheme that will replace Eksportfinans. To fund the new scheme the government announced that it will increase the borrowing by approximately NOK30bn on top of the NOK22bn already announced in the budget. We should expect further underperformance for NGBs today as the news is digested by the market. For more on the new NGB issuances see Flash Comment - Norway: Higher issuance of NGBs next year. There is no data releases out of Norway today. Focus this week will be the GDP numbers tomorrow, where we expect mainland-GDP to have grown 0.7% q/q.

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