Weekly Global Wrap up – last week

Weekly Global Wrap up – last week

A rise in sentiment lifts global equity markets

In a week that was not, for once, dominated by the Eurozone crisis risk appetite edged up and volatility eased. Results from the US fourth-quarter earnings season saw a number of large banks, including Bank of America and Goldman Sachs, beating analysts’ forecasts. This, alongside strong results from the technology sector, pushed the S&P 500 index to its highest level in five months. Asian and European equity markets also rose over the week with Japan’s Nikkei 225 hitting a two-month high, while London’s FTSE 100 index broke through the 5,700 support level. Government bond auctions in France and Spain were well received by investors. 

On Wednesday, the World Bank warned that developing countries need to prepare for further downside risks on concerns over the Eurozone debt problems and weakening global growth prospects. Meanwhile, the IMF aided investor sentiment by announcing it plans to bolster its ‘war chest’ by $500bn to help stabilise the global economy. Data out of China softened to show year-on-year Q4 GDP figures coming in at 8.9% (down from 9.1% in Q3 2011), foreign direct investment falling for a second consecutive month in December and the property market continuing to cool. However, economic releases from the US continued to impress, with good news from the manufacturing sector and on the employment front, while investor confidence hit a seven-month high in Germany.

Shaping the markets – this week

Markets keenly await US Fed’s new rate forecasts

On Tuesday the Reserve Bank of India is expected to keep its repo rate on hold at 8.5% due to inflation remaining above its comfort level. The Bank of Japan is also expected to keep monetary policy on hold; data later in the week is expected to show that Japanese year-on-year exports have fallen for a third consecutive month, although domestic demand, helped by public sector reconstruction orders, is providing support to the economy. Meanwhile, Eurozone purchasing manager indices on Tuesday are expected to show small rises for manufacturing and the service sector, albeit still below 50.

On Wednesday, with no change expected in the Fed’s target interest rate, all eyes will be on the Fed’s three year rate forecasts that are being published for the first time. Markets will also be looking for any indication of a further round of quantitative easing (QE3). On the same day, the Bank of England releases its monthly MPC minutes, and gross domestic product figures for Q4 are expected to show UK growth fell 0.1% over the period versus quarter-on-quarter growth of 0.6% in Q3 2011. In the US initial fourth-quarter growth figures will be revealed on Friday, with consensus estimates predicting a 3% annualised rise versus 1.8% in Q3 2011.

Markets in numbers

World equities

Index

% 1W

% YTD

S&P 500 Composite

1315.38

2.0

4.6

Dow Jones Industrials

12720.48

2.4

4.1

NASDAQ Composite

2786.70

2.8

7.0

FTSE 100

5728.55

1.6

2.8

Euro STOXX 600

255.85

2.7

4.6

Nikkei 225

8766.36

3.1

3.7

Hang Seng

20110.37

4.7

9.1

Benchmark government bonds

Yield

1W /bp

YTD /bp

US Treasury – 10 year

2.03

17.1

15.4

UK Gilt – 10 year

2.11

13.5

13.0

German Bund – 10 year

1.91

13.0

8.0

Japanese JGB – 10 year

0.98

3.0

-0.3

Credit indices

Yield

1W /bp

YTD /bp

IBOXX £ Non-gilts All maturities

4.94

5.4

-1.8

ITRAXX Crossover 5 Year (MID)*

638.75

-67.4

-111.7

Volatility index

Index

% 1W

% YTD

CBOE PX Volatility – VIX index

18.28

-12.6

-21.9

Commodities

Index

% 1W

% YTD

Brent Oil ($/Barrel)

109.46

-1.0

1.1

Gold Bullion $/ Troy Oz

1657.69

1.4

5.3

Currencies

vs $

vs £

 

¥

77.12

119.7

$

1.55

Euro

1.292

1.204

Source: Datastream. * Spread in basis points. Past performance is not a guide to future performance.

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