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Analysis

Parade of the central banks in the region

There are four central bank meetings scheduled this week. Poland will be the first to present its interest rate decision on Wednesday, and we do not expect any change in the interest rate. New growth and inflation projections will also be published. On Thursday, both Czechia and Serbia's central banks will hold rate setting meetings, with an expected 25-basis point cut in both countries. On Friday, the central bank in Romania is expected to remain on hold. Additionally, we will see data on retail and industrial output growth in several CEE countries for September, including Czechia, Hungary, Romania and Slovakia. This data is likely to provide some insights into the cases of Romania and Slovakia, as these two countries are still ahead of 3Q24 GDP releases, while Czechia and Hungary have already published their flash estimates. In Hungary, we are revising our forecast, given the sizable contraction of the economy in the third quarter. Finally, Czechia, Slovakia and Slovenia will publish trade data. On Friday, after markets close, Moody’s is scheduled to revise Croatia’s rating. We expect and upgrade. Poland will be scrutinized by S&P and Fitch Ratings. Neither rating nor outlook should be changed.

FX market developments

CEE currencies have further depreciated against the euro over the last week, with the Hungarian forint weakening the most. The EURHUF moved up noticeably towards 408 in reaction to very weak data on economic growth in the third quarter. The uncertainty regarding the outcome of the US elections adds to the volatility.

This week, the US election on Tuesday, November 5, and the Fed meeting will be the key events for the markets. Locally, there are four central bank meetings in the region, namely, Poland, Czechia, Serbia and Romania, which will decide on the key interest rates. At this point, we expect a rate cut in both countries. In Poland, it will be interesting to see the new inflation and growth projections and their impact on the timing of monetary easing, if there is any at all.

Bond market developments

CEE government bond yields continued their upward trend, influenced by developments in major markets ahead of the approaching US elections. Poland recorded the largest move in 10-year yields among CEE countries last week, bringing Poland’s 10Y yields close to 6%, the highest level this year. Hungarian yields also increased, particularly in the middle part of the HGB curve. In recent government paper auctions, the Debt Agency had to accept a lower amount than usual to prevent a more substantial increase in yields. Nevertheless, average accepted yields jumped by 45-60 basis points compared to auctions of the same instruments two weeks ago. Additionally, the weak Hungarian forint (EURHUF at 408) weighed on demanded yields, as the weak currency limits the central bank’s ability to deliver rate cuts, despite the disappointing economic performance. This was demonstrated by the FRA6x9, which has increased by 100 basis points since the beginning of October. Last week, Slovakia tapped international markets with a 7Y Eurobond, borrowing EUR 2bn at a narrowed spread (90 basis points vs. Bund), capitalizing on its promoted fiscal consolidation efforts and an affirmed rating from S&P. This week, Hungary will offer floaters and various T-bills, while Czechia is set to reopen CZGB 2043 and sell T-bills.

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