News of the week summary - 30/04/2023

Fitch downgrades France’s credit rating.

Fitch has downgraded France's credit rating to AA- (the 4th highest rating) from AA with a stable outlook, aligning it with countries like Ireland and the Czech Republic. This downgrade is the first by a major rating agency since President Emmanuel Macron took office in 2017. The move comes amid Macron's unpopular attempts to reform the pension system, resulting in protests and political fragmentation.

Despite acknowledging that the pension reform could generate annual savings of 18 billion euros by 2030, Fitch also warns of increased political opposition and the risk of a more expansionary fiscal policy. The downgrade raises questions about France's ability to reduce its public debt.

France's finance ministry unveiled a plan to lower the budget deficit and control debt last week, relying on economic growth, labor market reforms, and reduced fiscal support. However, the plan has faced skepticism regarding its growth projections and inflation forecasts.

 

Eurozone narrowly escapes recession in the first quarter.

The Eurozone managed to escape a recession in the first quarter, with a modest growth of 0.1%. However, it fell short of the 0.2% estimate, which has economists and investors debating the ECB’s potential interest rate hike. France and Italy rebounded from negative figures at the end of the previous year, while Spain gained momentum, but Germany stagnated.

Despite the relief of avoiding a recession, there are concerns about rising inflation in France and Spain. This could influence the ECB's decision on the size of an interest rate hike scheduled for May 4th.

The EU’s economy displayed resilience thanks to milder weather conditions and government support, particularly in light of Russia's invasion of Ukraine. April surveys indicate strong demand for services and increased employment, though manufacturers still face challenges.

Germany's economy, Europe's largest, showed mixed signals. Manufacturing benefited from eased supply bottlenecks and lower energy costs, while the consumer economy's growth was slower, despite rising household income.

Portugal experienced a growth rate of 1.6% in the first quarter, surpassing expectations, supported by exports and an improved tourism industry.

 

Hedge Funds massively short US Treasuries

Hedge funds are taking a bet on higher Treasury yields, reflecting confidence that the U.S. economy can avoid a recession despite the Federal Reserve's tightening policies to combat inflation. Indeed, they believe the FED will be able to keep raising rates to combat inflation without needing to cut them to avoid a recession. Recent data shows that investors have increased their shorts (bets on the drop in price of a financial asset) on 10-year Treasury futures to a record 1.29 million contracts.

Nevertheless, a survey by JPMorgan revealed increased both long and short positions by its client, highlighting the uncertainty around recession risks and the Fed's future actions.

Additionally, some analysts suggest that the short positions may be inflated by the revival of basis trades, which involves purchasing cash securities while simultaneously shorting the corresponding futures contracts to profit from discrepancies in the pricing between the two markets. The profit is usually small, hence the massive use of leverage.


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