Live European Chart Pack

This chart pack is an aggregation of high-frequency economic and financial data for Europe. With the help of the Macrobond platform, we put together a dashboard that is broken out between daily, weekly, and monthly releases. 

High frequency data points are pivotal during times of high volatility/downturn and they are key in making sense of the fallout from the COVID-19 crisis and the subsequent recovery. 

All the charts below are automatically updated when new data is released.

Daily

Euro short-term rate (€STR) is a reference rate for the currency euro calculated by the ECB. €STR has been recommended as a replacement for the EMMI Euro Overnight Index Average.

Overnight borrowing - Financial corporations

The daily consumption of electricity in France compared to the seasonal average.

French electricity consumption

Year to date comparisons of European currencies compared to the U.S. Dollar.

YTD FX performance

The Citi FX Positioning Alert Indicators (PAIN) aim to detect crowded market positions in currencies. They measure correlations between realized returns of active currency traders and exchange rates against the USD.

The indicators vary between -100 and +100. High positive readings suggest that active traders may already hold substantial net long positions in the currency against the USD, indicating a crowded trade.

Position alert indicator

A positive reading of the Economic Surprise Index suggests that economic releases have on balance been beating consensus. The indices are calculated daily in a rolling three-month window. The weights of economic indicators are derived from relative high frequency spot FX impacts of normalized data surprises.

Economic surprise indicies

You can now try out the Macrobond platform including our extensive database. Free trial

Rock bottom oil prices have caused a build-up of natural gas stock levels.

Natural gas stock levels

Currency volatility

Currency volatility

Macro/CTA strategies have outperformed.

Hedge fund performance

Year to date Euro area benchmark equity performance.

Equity performance

Weekly

European central bank asset growth.

ECB asset growth

The ECB’s Pandemic Emergency Purchase Program (PEPP) has a total envelope of €750 billion. Purchases will be conducted throughout 2020, the below chart tracks the development of PEPP purchases. 

Pandemic Emergency Purchase Programme

The composite indicator of systemic stress (CISS) is computed for the Euro Area as a whole. It includes 15 raw, mainly market-based financial stress measures that are split equally into five categories, namely the financial intermediaries’ sector, money markets, equity markets, bond markets and foreign exchange markets. 

Indicators of systemic stress across the Euro area

Weekly domestic textile trade in Germany.

German textile trade

Monthly

A spike in default probability, but European banks seem to be better prepared this time around.

Probability of the simultaneous default of two or more large banks

Composite indicator of systemic stress by country.

Systemic stress composite indicator

Sovereign systemic stress

 

AFTE/Coe-Rexecode corporate cash survey regarding corporate operating cash in France.

France, Corporate cash, situation of operating cash

The ZEW Financial market test asks 300 market experts on their views and expectations. 

ZEW financial market report

Expectations survey on the market/economy.

Credit Suisse & CFA society

Credit Suisse & CFA society

Euro Area outlook by industry

Euro area, business surveys

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