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World markets: Damage assessment

Published 09/02/2018, 18:01
© Reuters. A trader reacts as he watches screens on the floor of the New York Stock Exchange in New York
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By Ritvik Carvalho

LONDON (Reuters) - It has been a brutal week for world markets: More than $6 trillion in stock market capitalization lost in a selloff, the biggest one-day spike in the market's "fear gauge", and burned investors who bet on a period of extended calm.

Here are eight charts aimed at showing the extent of the damage, giving an end-of-week snapshot of markets, and helping assess the outlook.

STOCKS SAVAGED

Stocks hit reset button on 2018: http://reut.rs/2BNP0Bl

Since the selloff began on Feb. 2, stocks have lost more than $6 trillion in market capitalisation worldwide, and the MSCI World Index (MIWO00000PUS) has erased all of its year-to-date gains.

Sea of red: http://reut.rs/2BiGglE

As the above graphic shows, the selloff has battered Asian stocks the most, with Japan's Nikkei 225 and China's two main indices suffering losses in excess of 8 percent. U.S. shares <.DJIA> (SPX) come in next, followed by those in emerging markets <.dMIEF00000PUS>, while European shares have suffered least (STOXX).

Here is a snapshot of global markets' performance since Jan. 29:

http://reut.rs/2BkbB7k

BETS ON EXTENDED CALM BURNED

http://reut.rs/2BjQK3X

The VIX index (VIX), also known as Wall Street's "fear gauge", saw its biggest one-day spike higher, forcing an implosion of products that bet on an extended period of calm.

As the graphic that follows shows, exchange-traded products (ETPs) that bet on low volatility all took massive hits.

http://reut.rs/2BSNCgG

Credit Suisse (SIX:CSGN) said on Tuesday it will shutter the VelocityShares Daily Inverse VIX Short-Term ETN (XIV), likely leaving holders with just pennies on the dollar.

Nomura Securities will redeem its Tokyo Stock Exchange-listed S&P 500 Vix Inverse ETN after a sharp equity selloff since late last week triggered a massive loss in the product.

Proshares says its short VIX short-term futures ETF will be open for trading on Tuesday and it expects normal operations going forward.

EXPLOSION CONTAINED

http://reut.rs/2BPKF0w

The spike in the VIX index has been far in excess of that seen in volatility indexes that track other assets such as currencies, gold and bonds.

THE TRIGGER

http://reut.rs/2Bkf1qE

Analysts say the huge spike in the VIX index was due to a rise in bond yields, on fears that central banks may start raising interest rates sooner as inflation picks up. The yield on the U.S. 10-year Treasury is close to a four-year high of 2.885 percent , while J.P. Morgan's Global Bond Index has fallen to its lowest in four years. Both moves have also sparked a debate over whether a bull market in bonds is coming to an end.

THE OUTLOOK

So is this the end of the global equity bull run? Analysts say economic fundamentals remain strong. Citi's Economic Surprise Index for the Group of 10 countries remains in strongly positive territory. A positive reading for the index suggests that economic releases have on balance been beating consensus.

© Reuters. A trader reacts as he watches screens on the floor of the New York Stock Exchange in New York

http://reut.rs/2BMWFzC

(Reporting and graphics by Ritvik Carvalho; Additional reporting by Marc Jones; Editing by Hugh Lawson)

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