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GLOBAL MARKETS-Panic grips financial markets after U.S. travel curbs, ECB move

Published 12/03/2020, 22:17
Updated 12/03/2020, 22:18
GLOBAL MARKETS-Panic grips financial markets after U.S. travel curbs, ECB move
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(Updates to U.S. market close)

* MSCI All-Country World index down over 20% from recent

* European shares hit lowest level since 2013

* Oil slumps, gold sinks, bitcoin plunges 25%

* Wall Street briefly halts trading; VIX hits highest since

By Rodrigo Campos

NEW YORK, March 12 (Reuters) - Panic hit world financial

markets on Thursday after stimulus efforts from the European

Central Bank failed to calm investors alarmed by U.S. moves to

restrict travel from Europe because of the coronavirus pandemic.

An MSCI global gauge of stocks posted its largest daily

percentage drop on record, as did European shares .STOXX . Wall

Street's Dow industrials index .DJI recorded its largest daily

decline since the Black Monday crash of October 1987.

The New York Federal Reserve pumped more liquidity to banks,

briefly reversing some of the day's losses. It was the third

substantial increase in repo support announced by the U.S.

central bank this week, a sign the Fed is taking drastic steps

to inject more liquidity into the banking system as markets show

signs of stress. The U.S. dollar responded atypically, rising against

numerous currencies and gold in yet another sign of financial

market stress. Oil prices sank further, while traditional

safe-haven assets like gold and the Japanese yen lost value

against the dollar.

Trading was halted for 15 minutes shortly after the open in

New York after the benchmark S&P 500 stock index tumbled more

than 7%. It ended down 9.5%.

In a televised address late on Wednesday that included

support measures for the economy, U.S. President Donald Trump

imposed restrictions on travel from Europe to the United States,

shocking investors and travelers.

Traders were disappointed after hoping to see broader

measures to fight the spread of the virus and blunt its expected

blow to economic growth.

"The economy is going to grind to a halt in the next month

and the recession risk is real now," said Zhiwei Ren, managing

director at Penn Mutual Asset Management in Horsham,

Pennsylvania.

Trump said the United States would suspend all travel from

Europe, except Britain and Ireland, for 30 days starting on

Friday. He later said trade would not be affected by the

restrictions. Worries spread far beyond stocks to companies' lines of

credit and their ability to finance business activity in the

short term. Fear of the unknown "is gripping markets and it's more

impactful in the credit markets at the moment; liquidity has

effectively evaporated," said John McClain, a portfolio manager

at Diamond Hill Capital in Columbus, Ohio. "People are looking

ahead and saying 'What's this world going to feel like when

we're all working at home?'"

The European Central Bank approved fresh stimulus measures

and temporarily dropped banks' capital requirements to help the

euro zone cope with the shock of the pandemic, but kept interest

rates on hold, disappointing markets. The Dow Jones Industrial Average .DJI sank 2,352.6 points,

or 9.99%, to 21,200.62, the S&P 500 .SPX lost 260.74 points,

or 9.51%, to 2,480.64 and the Nasdaq Composite .IXIC dropped

750.25 points, or 9.43%, to 7,201.80.

The pan-European STOXX 600 index .STOXX lost 11.48% and

emerging market stocks lost 6.71%.

Japan's Nikkei futures NKc1 lost 10.88%.

MSCI's gauge of stocks across the globe .MIWD00000PUS shed

9.51% and was down more than 20% from its 52-week peak. The

index has lost more than 26% over the last 20 sessions.

The VIX volatility index .VIX - Wall Street's "fear gauge"

- and an equivalent measure of volatility for the Euro Stoxx 50

.V2TX hit their highest since the 2008 financial crisis.

INTO THE UNKNOWN

Fed fund rate futures 0#FF: are now pricing in a 1.0

percentage point cut, rather than 0.75, at a policy review next

week.

The euro weakened after the ECB stimulus announcement.

Demand for dollars via the currency derivative markets

surged to the highest levels in years in a sign that

coronavirus-induced economic stress is starting to manifest

itself in a broad scramble for funding in dollars. "Dollar liquidity is king in times of crisis and that is

what the blow-out in swap spreads is telling us," said Kenneth

Broux, a currency strategist at Societe Generale in London.

He said this could mark a move into the next sell-off stage,

which could mean a three-week-long worldwide rout in shares and

riskier bonds giving way to a rush for dollars.

The dollar index =USD rose 0.792%, with the euro EUR= up

0.08% to $1.1192.

The Japanese yen weakened 0.09% versus the greenback at

104.76 per dollar, while Sterling GBP= was last trading at

$1.2585, up 0.11% on the day.

The Brazilian real BRL= , Colombian peso COP= and Mexican

peso MXN= all hit historic lows versus the greenback.

Bitcoin plunged 28.1% amid wild volatility in cryptocurrency

markets. BTC=BTSP

Oil prices were also hit, compounded by an intensifying

price war between Saudi Arabia and Russia, on top of fears of a

sharp slowdown in the global economy.

U.S. crude CLc1 fell 6.03% to $30.99 per barrel and Brent

LCOc1 was last at $32.84, down 8.24% on the day.

Spot gold XAU= dropped 3.5% to $1,576.79 an ounce.

Palladium XPD= dropped 20.6% to $1,831.09 an ounce.

Benchmark 10-year U.S. Treasury notes US10YT=RR rose 3/32

in price to yield 0.8121%, from 0.822% late on Wednesday.

Global assets in 2020 http://tmsnrt.rs/2jvdmXl

Global currencies vs. dollar http://tmsnrt.rs/2egbfVh

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