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Numerous Central Banks Keep Policy Unchanged

Published 09/13/2012, 07:30 AM
Updated 01/01/2017, 02:20 AM
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Markets await FOMC decision

Economic Data

(ID) Indonesia Central Bank leaves Reference Rate unchanged at 5.75%

(RU) Russia Gold and Forex Reserve w/e Sept 7th: $517.2B v $514.6B prior

(CH) Swiss Aug Producer and Import Prices M/M: +0.5% v -0.1%e; Y/Y: -0.1% v -0.7%e

(CH) Swiss Central Bank (SNB) left the 3-Month Libor Target Range unchanged between 0.00-0.25%; as expected and maintained the EUR/CHF cross currency floor at 1.2000

(NL) Netherlands July Retail Sales Y/Y: -4.0% v +1.0% prior

(SE) Sweden Aug Unemployment Rate: 7.2% v 6.8%e; Unemployment Rate Seasonally Adj: 7.8% v 7.5%e

03:30 (SE) Sweden Aug Average House Prices (SEK): No est v 2.078M prior

(SE) Sweden Aug CPI Headline Rate M/M: 0.2% v 0.3%e; Y/Y: 0.7% v 0.9%e; CPI Level: v 314.01e

(SE) Sweden Aug CPI Underlying Rate M/M: % v 0.3%e; Y/Y: % v 1.1%e

(IT) Italy Aug Final CPI (NIC incl. tobacco) M/M: 0.4% v 0.4%e; Y/Y: 3.2% v 3.2%e

(IT) Italy Aug Final CPI EU Harmonized M/M: 0.0% v 0.2%e; Y/Y: 3.3% v 3.5%e

(PH) Philippines Central Bank left its Overnight Borrowing Rate unchanged at 3.75%; as expected

(HK) Hong Kong Q2 Industrial Production Y/Y: -2.9% v -1.6% prior

(HK) Hong Kong Q2 Producer Price Y/Y: -0.7 v +3.6% prior

(IT) Italy July General Government Debt: €1.967T v €1.973T prior

(GR) Greece Q2 Unemployment Rate: 23.6% v 22.6% prior

(ZA) South Africa July Gold Production Y/Y: -5.0% v -4.0% prior; Mining Production Y/Y: 6.7% v 4.2% prior

Fixed Income
(IT) Italy Debt Agency (Tesoro)sold total €6.5B vs. €6.5B indicated in 2015, 2017 and 2026 BTP Bonds

Sold €4.0B vs. €4.0B indicated in 4.5% July 2015 BTP bond; Avg Yield 2.75% v 4.65% prior; Bid-to-cover: 1.49x v 1.73x prior

Sold €1.0B vs €1.0B indicated in 5.25% 2017 BTP bond; Avg Yield 3.71% v 4.73% prior; Bid-to-cover: 1.90x v 1.46x prior

Sold €1.5B vs €1.5B indicated vs. €3.0-4.0B indicated range Mar 2026 BTP; Avg Yield 5.32% v 5.90% prior; Bid-to-cover: 1.50x v 1.49x prior

(HU) Hungary Debt Agency sold HUF55B vs. HUF45B indicated in 12-month Bills; Avg Yield 6.70% v 6.79% prior; Bid-to-cover: 2.01x v 2.50x prior

(IE) Ireland Debt Agency (NTMA) sold €500M v €500M in 3-month bills; Avg Yield 0.70% v 1.80% prior; Bid-to-cover: 3.04x v 2.5x prior

(UK) DMO sold £3.5B in 1.75% Sept 2022 Gilts; Avg Yield 1.825% v 1.72% prior; Bid-to-cover:1.82 x v 2.20x prior; Tail 0.2bps v 0.3bps prior

Notes/Observations
Netherlands elections: pro-Euro parties survive; PM Rutte's Liberal party win most seats but no majority so coalition must be formed

Numerous central banks keep policy decisions unchanged with New Zealand, South Korea, Indonesia, Philippines and SNB among them

SNB also maintains EUR/CHF floor at 1.2000

Markets await decision for FOMC and clarification on QE3

Equities
FTSE 100 -0.10% at 5777, DAX -0.40% at 7316, CAC-40 -0.70% at 3520, IBEX-35 -0.90% at 7922, FTSE MIB -0.70% at 16,310, SMI flat at 6491, S&P 500 Futures -0.20% at 1429.50

Following the mixed open, European equity indices are trading lower ahead of the later today FOMC decision, led by declines in the peripheral indices. European banks are lower and the laggards in the sector include recent outperformers (Commerzbank Bank, Credit Agricole and SocGen).

Resource related shares are mostly lower, tracking the weakness in Chinese equity markets. In terms of corporate issuance, various peripheral firms have come to market ahead of the Fed meeting, including Intesa, Repsol and Telecom Italia.

Shares of BAE Systems [BA.UK] have declined by over 5% after rising on Wednesday's session, as the company is in merger talks with EADS [EAD.FR]. EADS' shares have lost over 8% on the news. Retailer Home Retail [HOME.UK] is lower by over 2% following the release of its Q2 trading update, while retailer Next [NXT.UK] has lost over 7% after reporting H1 earnings.

German home improvement retailer Praktiker [PRA.DE] is lower by more than 5% on reports that the firm's talks related to a credit agreement have been delayed. Deutz [DEZ.DE] has traded slightly higher after Volvo confirmed that it raised its stake in the company.

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