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Italy and bond prices

Well Italy now has a new government -- The new prime minister Giuseppe Conte is now the leader of the Five stars and the far right League, although some of their policies seem to be from the far left.  First off, the "draft" memorandum of union agreement between 5 stars and the League had a "Kill the Euro", "Get out of EU" provision that was scrapped in the final version  (remember that for later).

The final agreement between the two parties referred to target economic growth via additional state spending, to re-start eh Italian economy.  What are Italy's biggest problems:  (a) High labor costs, (b) excessive red tape, (c) banks that acknowledged nearly 14% of Non Performing Loans, and (d) a toxic, crony-driven political system. 

The fault of the high total wages is due to hard unions, truly, but they are also due to Italy, like most European countries entering the Euro at too high an exchange rate (exactly the opposite of what Germany did...).  That was some time ago, but many years of mismanagement -- has allowed Italy' industrial base to be decimated (look at Germany).  Its banking system always (as it happened in the past) assumed that it would get government rescues for their failures, the bank of Italy, for years, discouraged banks to take provisions for their bad loans -- in order to boost profits and increase Italy's tax base. 

So Italian government "solution" is to promote massive spending, that will balloon the deficit, that will be financed by new Italian government debt...Obviously, this is all part of a negotiation tactic, the objective here is to force the European central bank to negotiate different terms for Italy (which accounts for nearly 12% of Europe GDP -- and is Europe SECOND largest bond market).  The obvious threat is that if they don't get what they want, they will look at solution outside of Europe.

So guess what has happened to Italian bond yield, they have risen.  Now a 20% correction in the stock market is considered huge, but a 1% increase in the Italian bond yield is far far worse than that.  Because bonds are held at par -- and so a duration issue may yield massive mark-to-market losses for bondholders: bond yields have gone from 1.7% to 2.5% in the space of three weeks.

If you own a 15 year Italian Government bond that was issued 5 years ago, you are looking at nearly 10% reduction in the value of your bond -- since buyers will require higher yields... There are very important thresholds in the bond market.  The 80bps correction over the last two weeks may well force certain owners to liquidate -- also don't forget all the bond derivatives that are also affected.

Many months ago, I and many many others thought that Italy was going to be the first real test of Europe (not the UK which was always halfway out).  It is a "real economy" unlike Cyprus that could easily be bullied or Greece that was always a periphery player.  No Italy is something else!

Enjoy your weekend


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