Tuesday, October 30, 2012

Market Watch 30th October 2012 - Treasury Risk, Cash, Debt ...

by John Finn on October 29, 2012

No major news on the banking front last week. Markets wobbled a little again as Greece situation no better, the Germans continue to hold the line that Ireland will get no deal (or none without new conditions) while Spain actually had a reasonably successful bond auction.

Those of you in receipt of the S&P service will be aware that a number of French banks had their ratings or outlooks adjusted (downwards) last week. This was due to a general downgrade in the prospects of the French economy. Interesting article last week pointed out that markets are over pessimistic about Italy compared to France with latter bonds much lower than former even though Italy will have a primary budget surplus next year. One to look at for the pension fund trustees out there?

Market Review

Eurozone. There was a marginal improvement in consumer confidence in October. German business confidence (ifo) index fell in October to a 2 ? year low but their consumer confidence (Gfk) survey rose slightly against expectations. Eurozone composite (manufacturing and services) index fell from 46.1 in September to 45.8 in October. Finally Eurozone money supply (M3) rose unexpectedly in September.

UK. The UK economy grew by a surprising 1.0% in Q3 but some of the growth was attributed to one-off items associated with the Olympics and the positivity was short lived after industrial orders came in well below expectations (to lowest level since December 2011). Finally house prices per the Land Registry were up 1.1% in September.

USA. Q3 GDP growth was put at 2.0%, better than forecast, while Michigan consumer confidence was also at a 5-year high (82.6 vs. 78.3 in the previous month).The Fed met with no change in rates as expected and they reiterated that they would continue buying $40bn of mortgage-backed bonds each month although they also acknowledged tentative recovery signs in the housing market. Durable good bounced back by 9.9% in September after an August setback. Pending home sales were up 0.3% in September while new home sales were at a 2 ? year high. First indication of Manufacturing PMI for October was a marginal increase from 51.1 to 51.3.

Foreign Exchange

EUR lost ground again last week 1p to fall to EUR/GBP0.8030 and almost 1c to EUR/USD1.2935.

Interest Rates

3-year Euro interest rates were back 2bp to 0.63% while UK 3-year rates were up unchanged at 0.80% and US 3-year rates were also unchanged at 0.52%.

Training ADVANCED ? Treasury Risk ? November 2012

Source: http://www.treasurysolutions.ie/market-watch-30112/

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