Position for ECB Taper in Financials, Periphery Steepeners: SG
(Bloomberg) -- Sovereign bonds, especially in the periphery, are exposed at current stretched valuations as there’s every reason to expect ECB to start scaling back QE in March 2017, SocGen strategists, including Alain Bokobza, write in client note.
- Inflation outlook, confidence in measures so far, scarcity of assets and concerns over side-effects among key reasons to start tapering while rising inflation expectations will support the case for a slower pace of buying
- The euro will benefit, mainly vs GBP and JPY and financials stand to win; tapering supports equity rotation at many levels
- In stocks, favors longs in core markets vs shorts in peripherals, excluding financials
- And recommends longs in ten cash-rich stocks vs short in ten highly leveraged stocks
- Long consumer discretionary and financials and short staples, health care and utilities
- In rates, recommends preparing for steeper curves particularly in the 5Y to 30Y sector
- Any drop in demand for linkers due to PSPP tapering should be counterbalanced by increased investor interest, which should prevent falls in breakevens
- Expect CSPP to be tapered less than other QE programs, at the start at least
- A smaller CSPP program should make European non- financial corporates more vulnerable to spread widening in USD markets while financials could be supported by TLTRO
- Recommend overweight financials vs non-financials when the iBOXX index spread gets to 70bps and overweight US vs Europe when iBOXX IG index spreads get to 65bps
- Expect the ECB to extend the APP by six or nine months at its December meeting and to increase the issue limit to 50%, while maintaining the issuer limit at 33%
- That will be followed by a gradual but stable tapering of EU10b per meeting starting in March and ending in January 2018
- And a TLTRO-3 to be announced in June 2017 to counter negative market effects from tapering; including mortgage loans would boost volumes
Alert:
HALISTER1Source: BFW (Bloomberg First Word)
Tickers 2539Z GR (European Central Bank)
People Alain Bokobza (Societe Generale SA)
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