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European Market Update: March 14, 2012

Published 03/14/2012, 05:27 AM
Updated 01/01/2017, 02:20 AM
UK100
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DE40
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ES35
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IT40
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ANTO
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0JYA
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GC
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FTNMX551030
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FTNMX451030
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SMI
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MAR
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Stronger German ZEW fails to inspire European markets; ECB overnight borrowings soar to over €15B

Economic Data

(RU) Russia Central Bank (CBR) left its key rates unchanged (as expected) with Refinancing Rate at 8.00% level; Overnight Deposit Rate at 4.00% and the Overnight Auction-Based Repo at 5.25%

(EU) ECB: €15.6B borrowed in overnight loan facility v €632M prior; €795.2B parked in deposit facility vs. €798.0B prior

(FR) France Feb Consumer Price Index M/M: 0.4% v 0.4%e; Y/Y: 2.5% v 2.4%e v 2.3% prior; CPI Ex Tobacco Index: 123.58 v 123.66e

(FR) France Feb CPI EU Harmonized M/M: 0.5% v 0.5%e; Y/Y: 2.5% v 2.6%e

(FI) Finland Jan Final Retail Sales Volume Y/Y: No est v 4.5% prior

(FR) France Jan Current Account: -4.2B v -€2.8B prior

(CZ) Czech Jan Industrial Output Y/Y: 3.2% v 3.0%e; Construction Output Y/Y: -5.3% v +14.5% prior

(HU) Hungary Feb Consumer Prices M/M:0.8% v 0.5%e; Y/Y: 5.9% v 5.6%e

(ES) Spain Feb Consumer Price Index M/M: 0.1% v 0.1%e; Y/Y: 2.0% v 2.0%e

(ES) Spain Feb CPI EU Harmonized M/M: 0.1% v 0.1%e; Y/Y: 1.9% v 1.9%e

(ES) Spain Feb CPI Core M/M: 0.0% v -0.1%e; Y/Y: 1.2% v 1.1%e

(CH) Swiss Feb Producer & Import Prices M/M: 0.2%e v 0.0% prior; Y/Y: -2.4%e v -2.4% prior

(HK) Hong Kong Q4 Industrial Production Y/Y: -2.2% v +0.2% prior; Producer Price Y/Y: 6.5% v 9.5% prior

(NL) Netherlands Jan Trade Balance: €4.1B v €4.1B prior

(SE) Sweden Feb CPI Headline Rate M/M: 0.7% v 0.5%e; Y/Y: 1.9% v 1.8%e; CPI Level: v 313.67e

(SE) Sweden Feb CPI Underlying (CPIF) M/M: 0.7% v 0.6%e; Y/Y: 1.1% v 1.0%e

(CZ) Czech Jan Current Account (CZK): 14.2B v 10.2Be

(IT) Italy Feb Final CPI (NIC incl. tobacco) M/M: 0.4% v 0.4%e; Y/Y: 3.3% v 3.3%e

(IT) Italy Feb Final CPIEU Harmonized M/M: 0.2% v 0.2%e; Y/Y: 3.4% v 3.4%e

(RU) Russia Jan Trade Balance: $20.5B v $20.6Be

(ZA) South Africa Jan Gold Production Y/Y: -11.3% v -8.2% prior; Mining Production Y/Y: -2.5%% v +0.9% prior

(UK) Jan DCLG UK House Prices Y/Y: 0.2% v 0.1% prior

(UK) Jan Visible Trade Balance: -£7.5B v -£7.9Be; Total Trade Balance: -£1.8B v -£1.9Be; Trade Balance Non EU: -£3.7B v -£4.3Be

(DE) German Bundesbank publishes 2011 Annual Report: Net profit €600M v €2.2B y/y

(DE) Germany Mar ZEW Economic. Sentiment: 22.3 v 10.0e; Current Situation: 41.5e

(EU) Euro Zone Mar ZEW Economic Sentiment: +11.0 v -8.1 prior

Fixed Income:

(NL) Netherlands Debt Agency (DSTA) sold €2.825B €2.5-3.5B indicated in April 0.75% 2015 DSL Bonds; Avg Yield 0.618% v 0.853% prior

(ZA) South Africa sold ZAR2.1B in 2017, 2021 and 2036 bonds

(IT) Italy Debt Agency (Tesoro) sold total €12.0B v €12.0B indicated in 3-month and 12-month Bills

Sold €8,5B vs €8.5Be in 3-Month Bills; Avg Yield 0.439% v 1.735% prior; Bid-to-cover.2.23x v 3.05x prior

Sold €3.5B vs. €3.5e in 12-month Bills; Avg Yield 2.392% v 2.230% prior; Bid-to-cover: 1.38x v 1.09x prior

(EU) ECB allotted €42.2B in 7-Day Main Refinancing Tender at fixed 1.00% vs. €17.5B prior

(EU) ECB allotted € in 1-Month Refinancing Tender at fixed 1.0% vs. €14.3B prior

(HU) Hungary Debt Agency (AKK) sold HUF55B vs. HUF50B Target in 3-Month Bills; avg Yield 7.25% v % prior; Bid-to-cover: x v x prior

(BE) Belgium Debt Agency sold total €3.26B vs. €3.2B indicated in 3-month and 12-month Bills

Sold €1.625B vs. €1.6Be in 3-month Bills; Avg Yield 0.188% v 0.211% prior; Bid-to-cover: 2.64x v 2.34x prior

Sold €1.63B vs. €1.6Be in 12-month Bills; Avg Yield 0.586% v 0.892% prior; Bid-to-cover: 2.58x v 2.64x

SPEAKERS/FIXED INCOME/FX/COMMODITIES/ERRATUM

Notes/Observations

BOJ hold interest rates steady, as expected

Final approval of Greek Bailout likely Wednesday; third rescue 'unlikely'

Spain agrees to an additional 0.5% in cuts to bring deficit target down to 5.3% in 2012

EU and Japan to Join US in making Rare Earth case against China before WTO

Criteria for US banking sector stress tests released: To include unemployment rate as high as 13%, equity price decline of 50%, and housing price decline of 21%

ECB overnight borrowing climbs to €15B

Swiss Producer & import data shows the country is winning the fight against deflation

German ZEW survey continues to outperform

Equities:

FTSE 100 +0.80% at 5941, DAX +1.1% at 6973, CAC-40 +1.1% at 3528, IBEX-35 +1.2% at 8279, FTSE MIB +1.4% at 16,689, SMI +0.70% at 6234

European shares rose ahead of Fed's policy meeting and after strong US retail sales data. German ZEW also came much stronger than expected, the highest since June 2010. The positive data from two of the world's growth engine has aided risk appetite.

Among notable news, Antofagasta [ANTO.UK] fell after net income missed expectations while EBITDA and Revenue came in line. Dividend also decreased and that had included a special dividend paid in 2010.

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