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Monday, November 25, 2024

Series II Trump Triumps US Dollar

 15 Nov 2024

Series II Trump Triumps US Dollar

flight of capital happening, due to reduction in Yields as inversely proportional to price of bonds. 

Spikes in Dollar and tariffs, and markets for next 6 months,

Equities can be -5% even from here but will bounce back and stabilise at 77500/80000 Sensex.

USD INR can further fall to 85 levels.

USD JPY Will appreciate JPYbwill appreciate to 135-145 levels from 155 now

Gold will further fall 5-10% and bounce back next year.

Expect a major sanction and action to boost Dollar.

Elon Musk Next President .

Ukraine war to stop but on the condition that Russia will not support and supply weapons to Iran and Iran backed groups and Iran May see further bombings / or major sanctions. 

People taking money out from all hyped markets

Only Banking is bought.

World Debt Markets 

Due to Convexity and Duration Impact - 

per percentage reduction in yield per trillion dollars will be 0.5-0.75 /100 USD denomination of Govt Bonds - US Dollar’s (2-3 years)

impact on prices will be 

5B USD per trillion minimum which can double due to trading and inefficiencies 

When reduction of 2% is expected over next 2-3 years- 31-50T USD treasuries will benefit almost 200-400 B USD gain and hence flight of capital. 

Accordingly all countries holding US Treasuries are trying to benefit on this. This will increase demand and hence.

USD is a double edged sword as if it appreciates and interest rates reduce- people dump local currencies and borrow and hedge (swaps) in USD. When it depreciates , rates increase countries loose on investments and holdings and consequently local currencies too depreciates and their ratings start falling as counterparty exposures and country ratings too fall ! As Banks world over loose on treasuries and have to book MTM and they go slow and hold counterparty and country limits.


With  or  symbols, the countries where 10Y yield changed considerably (more than 50 bp) in the last 3 months.
With green or red background, the recent ratings/interest rates variations.
If data are not all visible, swipe table left
Rating
10Y Bond
Bank
Spread vs
Spread vs
CountryS&PYieldRateBund T-Note Bank Rate 
Switzerland0.399%
1.00%
-192.8 bp-402.2 bp-60.1 bp
Japan1.086%
0.25%
-124.1 bp-333.5 bp83.6 bp
Taiwan1.525%
2.00%
-80.2 bp-289.6 bp-47.5 bp
Serbia (*)1.965%
5.75%
-36.2 bp-245.6 bp-378.5 bp
Denmark2.056%
2.85%
-27.1 bp-236.5 bp-79.4 bp
China2.083%
3.10%
-24.4 bp-233.8 bp-101.7 bp
Sweden2.170%
2.75%
-15.7 bp-225.1 bp-58.0 bp
Germany2.327%
3.40%
0.0 bp-209.4 bp-107.3 bp
Thailand2.435%
2.25%
10.8 bp-198.6 bp18.5 bp
Netherlands2.580%
3.40%
25.3 bp-184.1 bp-82.0 bp
Ireland2.634%
3.40%
30.7 bp-178.7 bp-76.6 bp
Finland2.749%
3.40%
42.2 bp-167.2 bp-65.1 bp
Austria2.781%
3.40%
45.4 bp-164.0 bp-61.9 bp
Portugal2.804%
3.40%
47.7 bp-161.7 bp-59.6 bp
Vietnam2.821%
4.50%
49.4 bp-160.0 bp-167.9 bp
Singapore2.858%
2.94%
53.1 bp-156.3 bp-8.2 bp
Belgium2.935%
3.40%
60.8 bp-148.6 bp-46.5 bp
South Korea2.976%
3.25%
64.9 bp-144.5 bp-27.4 bp
Cyprus3.001%
3.40%
67.4 bp-142.0 bp-39.9 bp
Slovenia3.041%
3.40%
71.4 bp-138.0 bp-35.9 bp
Spain3.052%
3.40%
72.5 bp-136.9 bp-34.8 bp
France3.113%
3.40%
78.6 bp-130.8 bp-28.7 bp
Croatia3.215%
3.40%
88.8 bp-120.6 bp-18.5 bp
Greece3.216%
3.40%
88.9 bp-120.5 bp-18.4 bp
Slovakia3.239%
3.40%
91.2 bp-118.2 bp-16.1 bp
Morocco3.260%
2.75%
93.3 bp-116.1 bp51.0 bp
Malta3.263%
3.40%
93.6 bp-115.8 bp-13.7 bp
Hong Kong3.354%
5.00%
102.7 bp-106.7 bp-164.6 bp
Lithuania3.401%
3.40%
107.4 bp-102.0 bp0.1 bp
Canada3.486%
3.75%
115.9 bp-93.5 bp-26.4 bp
Italy3.559%
3.40%
123.2 bp-86.2 bp15.9 bp
Bulgaria3.629%
3.22%
130.2 bp-79.2 bp40.9 bp
Norway3.740%
4.50%
141.3 bp-68.1 bp-76.0 bp
Malaysia3.870%
3.00%
154.3 bp-55.1 bp87.0 bp
Czech Republic3.951%
4.00%
162.4 bp-47.0 bp-4.9 bp
United States4.421%
4.75%
209.4 bp0.0 bp-32.9 bp
United Kingdom4.442%
4.75%
211.5 bp2.1 bp-30.8 bp
Australia4.618%
4.35%
229.1 bp19.7 bp26.8 bp
Israel4.624%
4.50%
229.7 bp20.3 bp12.4 bp
Mauritius4.695%
4.00%
236.8 bp27.4 bp69.5 bp
New Zealand4.755%
4.75%
242.8 bp33.4 bp0.5 bp
Qatar (*)4.895%
5.40%
256.8 bp47.4 bp-50.5 bp
Chile5.570%
5.25%
324.3 bp114.9 bp32.0 bp
Poland5.572%
5.75%
324.5 bp115.1 bp-17.8 bp
Philippines5.970%
6.00%
364.3 bp154.9 bp-3.0 bp
Bahrain (*)6.224%
5.50%
389.7 bp180.3 bp72.4 bp
Perù6.673%
5.00%
434.6 bp225.2 bp167.3 bp
Hungary6.740%
6.50%
441.3 bp231.9 bp24.0 bp
Iceland6.812%
8.50%
448.5 bp239.1 bp-168.8 bp
Indonesia6.891%
6.00%
456.4 bp247.0 bp89.1 bp
India6.951%
6.50%
462.4 bp253.0 bp45.1 bp
Romania7.160%
6.50%
483.3 bp273.9 bp66.0 bp
Botswana (*)7.355%
1.90%
502.8 bp293.4 bp545.5 bp
South Africa8.955%
7.75%
662.8 bp453.4 bp120.5 bp
Namibia9.312%
7.25%
698.5 bp489.1 bp206.2 bp
Colombia10.137%
9.75%
781.0 bp571.6 bp38.7 bp
Mexico10.279%
10.25%
795.2 bp585.8 bp2.9 bp
Ukraine (*)11.795%
13.00%
946.8 bp737.4 bp-120.5 bp
Sri Lanka12.109%
8.25%
978.2 bp768.8 bp385.9 bp
Pakistan12.460%
15.00%
1013.3 bp803.9 bp-254.0 bp
Brazil12.785%
11.25%
1045.8 bp836.4 bp153.5 bp
Bangladesh12.950%
10.00%
1062.3 bp852.9 bp295.0 bp
Kazakhstan13.121%
14.25%
1079.4 bp870.0 bp-112.9 bp
Kenya16.000%
12.00%
1367.3 bp1157.9 bp400.0 bp
Russia16.293%
21.00%
1396.6 bp1187.2 bp-470.7 bp
Uganda16.966%
9.75%
1463.9 bp1254.5 bp721.6 bp
Nigeria21.298%
27.25%
1897.1 bp1687.7 bp-595.2 bp
Zambia22.200%
14.00%
1987.3 bp1777.9 bp820.0 bp
Egypt25.873%
27.25%
2354.6 bp2145.2 bp-137.7 bp
Turkey28.070%
50.00%
2574.3 bp2364.9 bp-2193.0 bp

In the case of countries marked with (*), the 10-year bond yield is not market-derived. Its value is calculated based on the returns of the other available durations.


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