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Euro zone bond yields dive as Draghi comments feed QE speculation

Published 25/08/2014, 11:49
© Reuters A trader looks at screens at a bank in Lisbon

By Marius Zaharia

LONDON (Reuters) - Yields on most euro zone government bonds hit record lows on Monday as speculation grew that the European Central Bank was preparing a big programme of asset purchases to counter wilting inflation.

Germany, France, Italy, Spain, Portugal, Ireland and others saw their yields hit all-time lows. Greek yields fell sharply but remained above this year's troughs as a senior source told Reuters that Athens had near-term plans to sell debt.

In stronger language than he has used in the past, European Central Bank President Mario Draghi said on Friday at an annual meeting of central bankers in Jackson Hole, Wyoming, that the ECB was prepared to respond with all its "available" tools should inflation drop further.

This increased speculation the ECB could embark on a large-scale asset-buying scheme known as quantitative easing, or QE, to pump cash into the financial system and revive inflation.

"For sure Draghi sounded a little bit more open to doing more," said Jean-Francois Robin, global head of strategy at Natixis. "The market is clearly buying the ... idea of QE."

German 10-year yields fell 6 basis points to a record low of 0.93 percent. The moves may have been exacerbated by the thin trading volumes caused by a bank holiday in London and could partially reverse on Tuesday, analysts said.

French yields fell 8 bps to 1.30 percent, with the market shrugging off news that the government resigned. President Francois Hollande's office said a new government would be formed on Tuesday.

"There are no real implications from that on the market because the market is in QE mood," said Alessandro Giansanti, senior rate strategist at ING. "The ECB doesn't have any other option left."

DANGER ZONE

The ECB cut all its interest rates in June and flagged measures to pump up to 1 trillion euros into the sluggish euro zone economy by offering cheap long-term loans to banks.

The ECB has been struggling for months to lift inflation out of what it calls a "danger zone" of sub-1 percent. Euro zone consumer prices grew 0.4 percent in July and are expected to post 0.3 percent growth in August on Friday, a far cry from the ECB's target of just below 2 percent.

Adding to the lacklustre euro zone picture, Germany's Ifo business sentiment index dropped for a fourth straight month in August due to concerns about the Ukraine crisis and the impact of the sanctions and countersanctions Russia and the West imposed on each other.

Despite the deteriorating economic outlook, investors grabbed even the higher-risk bonds in the currency union. The higher probability of QE means that they can hope to sell the bonds to the ECB for a profit.

Spanish and Italian 10-year yields fell 11-13 bps to 2.26 percent and 2.48 percent, respectively, while Portuguese yields fell 25 bps to 3.01 percent.

Taking advantage of the renewed demand, Greece aims to reopen its recent three- and five-year bond issues in the next two weeks to raise as much as 1.5 billion euros. But it will take T-bills as payment instead of cash.

© Reuters. A trader looks at screens at a bank in Lisbon

"(Draghi's) comments are likely to keep alive the hopes that the ECB adds more stimulus measures to push the inflation expectations back upwards," said Suvi Kosonen, an analyst at Nordea.

(Reporting by Marius Zaharia, editing by Nigel Stephenson and Hugh Lawson)

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