Saturday, March 28, 2015

BoT auction, yields “see” zero – Il Sole 24 Ore

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This article was published March 28, 2015 at 08:12.

THE SPREAD

The differential BTP-Bund

rises to 113 points,

three more than the gap

among the German ten-year

and Spanish ones

Another record. But now, with the quantitative easing by the ECB into action, the historically low rates on government bonds are no longer a novelty. Yesterday, the Treasury has placed BoT to 6 months for the full amount charged (7 billion) at the rate of 0.04%, never so low in the auction for this type of security.

It is true that we are in deflation (-0.4% in February in Italy and according to analysts at UniCredit after a slight recovery in prices in March, the eurozone could worsen the dynamics of falling prices in April) and then the real rate is the BoT higher (0.44%). But if we stop at nominal rates enroll performance yesterday between the guinness Treasury. Also good question (1.71 times the offer) even though it was lower than the ratio of 1.81 recorded in the similar previous auction. It is clear that the BoT is now a monetary instrument and not saving: it is purchased by institutional investors who prefer it to the parking lot of cash at the central bank europe that instead of paying an interest calls for 0.2%. And this also explains why even in the face of a nominal rate almost nil there was a strong demand. After BTpei placed Thursday is the second week of the financial instrument placed by Via XX Settembre in interest reset. Sign that Italy slowly start to come right in the club era “Ice Age” of finance. One that sees 60% of German government bonds outstanding offer negative returns, as well as 45% of French, 80% of those in Switzerland.

On the secondary market, there was a minimum lift the spread between BTP and Bund on maturity of 10 years, from 110 to 113 points, three points ahead of the respective differential between Spain and Germany. Good news came for judgment on Italian debt. The agency DBRS confirmed its rating on Italy A (low, low) but improved the outlook to “stable” from “negative”. The agency – based in Toronto (Canada), with offices in New York, Chicago and London – has left unchanged the judgment to reflect “the progress in fiscal consolidation, with a budgetary position remains relatively strong, compared favorably with the average EUR Area. ” In addition, DBRS writes in the report just released, “Italy enjoys a flexibility in serving its debt, a diversified economy and rich, moderate levels of private debt and a sustainable pension system.” However, these positive factors are offset by challenges “significant”, “exposure of the country to external shocks, high public debt and low growth potential.”

For the stock has been a volatile week. Piazza Affari ended with a rise of 0.37% after having been for a large part of the day in negative territory. He avoided it the third decline in a row even if the financial balance of the week remains negative (-0.3%). The figure makes the news because it is the first week with the minus sign, after seven consecutive upward. The budget year to date remains very positive for the Italian stock market (+ 20.8%), in line with the 21% of the German Stock Exchange yesterday closed the session at + 0.21%. Just moved in yesterday’s session the other European indices. The session was conditioned by the data macro Americans increasingly decisive in shaping investor sentiment at a time, the current one, in which the Federal Reserve lacks a forward guidance (guidance on key interest rates). They are the same macro data, then, from time to time to update the orientation of the virtual central bank of the United States, split within the timing toward a rate hike: futures contracts they price with a 60% chance that could happen in October. From the US came the data on GDP for the fourth quarter and confirmed at + 2.2%, below the expectations of economists who expected + 2.4%. He instead beat the expectations index on US consumer confidence measured by the University of Michigan and its to late March. The index fell to 93 points. The figure represents a decrease compared to reading in February, revised from 91.2 to 95.4 points, but it is better than the forecasts of analysts who had expected 92 points. The euro strengthened back above $ 1.09.

. @ Vitolops

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