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LIVE MARKETS-Yields are rising? Duh!

Published 2021-03-05, 08:15 a/m
© Reuters.

* STOXX 600 down 0.2%

* Banks and energy lead gains up 1.2%, 1.1%

* U.S. 10-year rises over 1.5%

* Germany's bund up above -0.3%

March 5 - Welcome to the home for real-time coverage of markets brought to you by Reuters reporters. You can share your thoughts with us at markets.research@thomsonreuters.com

YIELDS ARE RISING? DUH! (1315 GMT)

Wasn't it all part of the plan? The economy recovers, yields go up?

"Our view was always that if ‘everything goes well' the bond market would have to confirm it and rates catch-up with other more advanced reflation trades in equity, commodity and FX markets", wrote Barclays (LON:BARC)' European Equity Strategy team this morning.

"Rates appear to be rising for the ‘right reason', as bond investors may be finally warming up to a more robust and sustainable recovery scenario", they say, adding that "as macro conditions normalize, we believe this is a logical and healthy development".

Nothing unusual here right?

In the big scheme of things, it's very arguable, as Paul Donovan at UBS writes this morning, that despite the drama, all that happened yesterday is that U.S. yields rose by "an economically insignificant amount" after Powell hinted he would, alike "sensible economists", ignore the expected Q2 inflation spike.

When we spoke this week to Graham Secker from Morgan Stanley (NYSE:MS)'s equity team about the rising yields, he also seemed pretty relaxed about it.

"If we're in a reflation cycle and not in a secular stagnation, then it makes sense that we go back into an environment where the dividend yield is below nominal yields", he told us.

"If you take a step back, usually equities do better when bond yields are rising, it's the pace more than the level that matters", he said, adding one had to expect that the "market gets volatile when we have a week when we go too high too fast".

There's always the possibility however that the market got very, very wrong and that the direction of travel for yields is the opposite way.

Take contrarian and permabear Albert Edwards from SocGen for instance.

"I am not alone in forecasting US 10y yields will soon fall below zero", he said in his latest note on Thursday pointing out to a model from Guggenheim CIO Scott Minerd pointing to possible incoming negative yields.

(Julien Ponthus)

*****

STILL SOME UPSIDE FOR THE STOXX 600 (1237 GMT)

The main issue for stocks seems to be if and when central banks step in to stop rising yields.

Fed Chair Powell was crystal clear about it just yesterday when he said there's currently no need to be worried about them.

This is the general idea at BofA which sees a 10% upside for the STOXX 600 index .STOXX by the third quarter of 2021.

A bond market tantrum is a downside risk, but “central banks are likely to push back against disorderly rates moves,” BofA analysts say.

Our "analysis suggests that every 3-point rise in the PMI lifts the market by around 5%, while every 50 bps increase in the Euro area real bond yield lowers it by around 5%.”

They expect “the boost for equities from accelerating growth to offset the drag from rising real bond yields.”

BofA macro projections of accelerating growth, rising bond yields and U.S. dollar weakness are consistent with “a further 25% outperformance for European banks, 20% outperformance for airlines, 15% outperformance for cyclicals versus defensives, value versus growth, capital goods and luxury goods.”

(Stefano Rebaudo)

*****

"IN EUROPE, WE'RE JUST GETTING GOING" (1019 GMT)

Could 2021 be the year where European equities finally break their 5-year underperformance curse with Wall Street?

At the moment, the race is clearly too close to call: the STOXX 600 is up 2.3% year-to-date against 0.3% for the S&P 500.

Looking at it in dollars, the picture is less rosy with the pan-European index flat as a pancake.

But further down the road, it's looking good for European stocks, Graham Secker, Chief European Equity Strategist at Morgan Stanley told Live Markets.

"The U.S. momentum will start to slow around April. In Europe we're just getting going", he said, explaining there is a good case for Europe doing a bit better.

"The momentum should shift to Europe where are the moment the recovery is stalled by UK restrictions, the vaccine campaigns but it will accelerate once the EU fiscal stimulus kicks in".

There's actually a strong consensus among analysts that the profit recovery will be more robust in 2021 for Europe Inc. European earnings growth is expected to beat the U.S. every quarter in 2021 particularly in the first half. That would be 43.8% versus 21.6% in Q1 and 79.1% versus 50.9% in Q2.

The recent hit on the rate-sensitive Nasdaq is also making the case that in a world of rising rates, tech-light European bourses are not a bad place to be.

"The message from the market in the last couple of months is that the reflation thesis is working, people will be forced to allocate more money into the value areas", Secker said.

European bourses being heavy on financials, commodities, cyclicals and value, they're not in a bad spot when it comes to lure investors looking for a way into the reflation trade.

Concerning the overall outlook for equity markets, Secker is quite upbeat and isn't too concerned about rising yields.

"If you take a step back, usually equities do better when bond yields are rising, it's the pace more than the level that matters", he told us.

"Let's keep it simple for now: we're going to get positive news over the next few months and equities usually do well in that kind of backdrop", he concluded.

One last word from Secker?

"The decade will be European".

(Julien Ponthus, Sujata Rao and Thyagaraju Adinarayan)

*****

A TUG OF WAR WITH THE FED? (1011 GMT)

A tug of war between financial markets and the Fed?

It might be an interesting angle to look at, as U.S. bond yields are on the rise while Fed officials keep saying monetary policy will remain ultra-loose and inflation will be temporary.

“We still think that the market will push the Fed to clarify how and when they plan to remove stimulus,” Citi analysts say in a research note.

“It will not give up pushing until the Fed either delivers, or until the Fed comes out strongly against the rise in rates.”

“The latter option does not sound imminent to us as the Fed may not mind some tightening done by the market for the Fed.”

Citi argues that the yield rise is not over as the market needs first to see just how big an inflation spike there will be from the re-opening and from the additional fiscal stimulus.

In the chart below the recent rise in U.S. Treasury and German Bund yields US10YT=RR DE10YT=RR .

(Stefano Rebaudo)

*****

VALUATION BUFFERS ON BASIC MATERIALS STOCKS (0909 GMT)

Reflation trades have been fuelling commodity prices and basic materials stocks for a while now.

The STOXX Basic Resources .SXPP has surged about 50% from November to March even if it had a few stumbles lately, falling over 4% yesterday for example.

Anyhow, Morgan Stanley believes now might be the time to favour "idiosyncratic stories with valuation buffer" and had a look at copper and its related assets.

The rise in copper prices has exceeded expectations and it is strong “on the back of speculative inflows, macro drivers, as well as supportive S&D dynamics that are set to persist well into Q2, in our view,” Morgan Stanley analysts say.

“Across the broader copper universe, we continue to favour equities that offer bottom-up levers, as well as attractive relative valuations,” they add.

Here are the stocks Morgan Stanley mentions in its report.

First Quantum FM.TO (Overweight) continues to benefit from operational, financial and jurisdictional de-risking.

Lundin Mining LUN.TO (Overweight) still offers ample valuation buffer as well as multiple catalysts via improved operational momentum, potential dividend hike (mid-2021).

Glencore GLEN.L (Overweight) offers prospects for rapid deleveraging and value unlock via its asset sales programme and/or portfolio restructuring.

Antofagasta ANTO.L (Equal-weight) is facing rising capital intensity and a slim valuation buffer.

(Stefano Rebaudo)

*****

LESS HURT BY TECH ROUT, EUROPE LOOKING TO EKE OUT WEEKLY GAIN (0821 GMT)

European stocks fall 0.9% on Friday, following deep losses on Wall Street overnight as Fed chair Powell's messaging failed to hit the mark -- Wall Street had built expectations that Powell would act on the wild yield spike in U.S. 10-year Treasuries.

The damage from the action on the other side of the pond had ripple effects but not enough to derail the chances of Europe's STOXX 600 .STOXX to eke out a small gain for the week. The index is now up 0.8% for the week, sharply outperforming the S&P 500, which is poised to end the week 1.1% lower.

Under the hood, it's a sea of red on Friday. A bulky 517 of the 600 stocks in the benchmark STOXX index were trading in negative territory. Energy sector was slightly outperforming as OPEC+ output cuts drove oil prices sharply higher.

In single names, LSE Group LSE.L was down 4.5% after reporting 2020 earnings.

(Thyagaraju Adinarayan)

*****

THE BLINKING GAME (0755 GMT)

Bond markets and the Fed have kicked off another round of their game after Fed Chair Jerome Powell essentially told investors not to expect any policy action to tamp down rising Treasury yields.

Clearly, the rise in real or infation-adjusted U.S. Treasury yields isn't worrying the central bank, which seems to believe any inflation spike is going to be transitory.

His comments sent ten-year U.S. Treasury yields 6 bps higher towards one-year highs of 1.61% hit last week while a rout in the rate-sensitive Nasdaq index wiped out all its gains for this year. In fact the Nasdaq accounts for half the $4 trillion wiped off world stocks since mid-February.

Another weak session is in the cards for Europe as well as Wall Street, futures imply. Risk gauges in stock and bond markets have ticked higher too and the Treasury yield spike is boosting the dollar, pushing the euro below $1.20 mark.

But anyone seeking verbal reassurance from central banks might be disappointed; Powell's speech was his last before the Fed enters a blackout period before its March meeting; the European Central Bank is already in silent mode.

So watch economic data releases. Monthly U.S. jobs figures are due out at 1330 GMT; a bounceback is expected but a number much above the forecast 182,000 could well spark more bond market volatility.

Key developments that should provide more direction to markets on Friday: -Orders for German-made goods rose by twice as much as expected in January thanks to robust foreign demand -China set a modest economic growth target around 6% for this year -Brent crude prices soared to 14-month highs, thanks to an extension of OPEC+ supply cuts and the reflation trade. -UK Halifax house prices -US non-farm payrolls -BOE speaker: Jonathan Haskell -Fed speakers: Atlanta Fed's Raphael Bostic 2000 GMT

(Saikat Chatterjee)

U.S. YIELDS KEEP EUROPEAN STOCKS UNDER PRESSURE (0627 GMT)

European stock futures are in the red after Fed Chairman Jerome Powell didn't sooth investors' fears about rising government bond yields.

Markets remain worried higher borrowing costs could limit the global economic recovery while hurting stock valuations.

Powell said the increase in government bond yields was "notable" but he did not consider it a "disorderly" move, or one that pushed long-term rates so high the Fed might have to intervene to bring them down.

(Stefano Rebaudo)

*****

<^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ US yields and dollar

https://tmsnrt.rs/3rpZjli buffer

https://tmsnrt.rs/3ritTwU yields

https://tmsnrt.rs/3bkrtrW assets

https://tmsnrt.rs/3ed49OH earnings US vs EU

https://tmsnrt.rs/386b1tu

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