Don`t be fooled by the Footsie. The UK`s FTSE 100 index is back

30/6/2016
Investors, Don’t Play Footsie With Brexit ­ WSJ
This copy is for your personal, non­commercial use only. To order presentation­ready copies for distribution to your colleagues, clients or customers visit
http://www.djreprints.com.
http://www.wsj.com/articles/investors­dont­play­footsie­with­brexit­1467229607
MARKETS | STREETWISE
’
Investors, Don t Play Footsie With
Brexit
FTSE 100 is back above last Thursday’s close, but the index is a very poor representation of
the U.K.
The U.K. voted last week to leave the European Union, setting off a turbulent few days for global markets. Above,
London’s skyline. PHOTO: SIMON DAWSON/BLOOMBERG NEWS
By JAMES MACKINTOSH
June 29, 2016 3:46 p.m. ET
Don’t be fooled by the Footsie. The U.K.’s FTSE 100 index is back above last Thursday’s
close, just before Britons voted to leave the European Union, and those in favor of Brexit
are crowing that everything’s fine.
It isn’t. The FTSE 100 is a very poor representation of the U.K. In fact, it’s probably a
better representation of the rest of the world than it is of Britain: Only 22% of its
http://www.wsj.com/articles/investors­dont­play­footsie­with­brexit­1467229607
1/4
30/6/2016
Investors, Don’t Play Footsie With Brexit ­ WSJ
companies’ sales come from the U.K., according to Goldman Sachs. Many of the
companies don’t even operate in sterling, with more than a third of dividends declared
in dollars.
These foreign earnings explain why the FTSE is the first of the major global indexes to
recover to its level before the Brexit shock. The plummeting value of the pound makes
foreign income a lot more valuable in sterling terms, and so it plumps up sterlingdenominated shares. Adjust for the fall in the currency, however, and the shares look
grim indeed.
A simpler way to see this is to look at the FTSE 250 index of midsize companies, which is
more closely linked to the British economy. It is still down almost 8% from Thursday’s
close, even after a big bounce in the past two days. Add in the 10% fall in the pound, and
the market’s message to Britain is that the future is not bright.
BREXIT AND THE MARKETS
There
are
Dow Returns to Positive for the Year as Brexit Worries Ease (http://www.wsj.com/articles/global­markets­
rise­as­brexit­worries­ease­1467185655)
Who Got Brexit Trade Right? Machines, Not Humans (http://www.wsj.com/articles/in­brexit­trading­machine­
beats­man­1467158146)
Brexit Signaled 'Buy!' for These U.S. Investors (http://www.wsj.com/articles/brexit­signaled­buy­for­these­u­
s­investors­1467216087)
Who's Risky Now? A Boost for Emerging Markets (http://www.wsj.com/articles/whos­risky­now­a­brexit­
boost­for­emerging­markets­1467214175)
Streetwise: Investors, Don't Play Footsie With Brexit (http://www.wsj.com/articles/investors­dont­play­footsie­
with­brexit­1467229607)
The Contrarian Case for a Brexit Boom (http://blogs.wsj.com/moneybeat/2016/06/29/how­brexit­uncertainty­
could­produce­a­british­boom/)
bright spots for global investors, though. Shares elsewhere are a lot less rattled than they
were. The S&P 500 has made back slightly over half of what it lost at its worst on
Monday, and eurozone shares have made back slightly under half their losses. Crude-oil
prices and the dollar’s value against the yen have also made back about half of what they
lost.
Even better has been the performance of the CBOE Volatility Index, or VIX, often known
as Wall Street’s fear gauge, which is back to where it started last week. The VIX measures
the cost of using options to protect an equity portfolio, suggesting investors are
confident enough to unwind the (expensive) insurance against losses they bought
before and just after the U.K. referendum.
Investors have not completely abandoned their security blankets, though. Fear still
dominates greed in the havens of government bonds and gold, and the biggest
beneficiaries of the flight to safety have given back only a small part of their gains. The
German 10-year bund yield, which moves inversely to price, stands at minus 0.12%,
British gilts still yield less than 1% and the 10-year Treasury offers 1.47%. All signal a bit
http://www.wsj.com/articles/investors­dont­play­footsie­with­brexit­1467229607
2/4
30/6/2016
Investors, Don’t Play Footsie With Brexit ­ WSJ
less fear than at their worst—
the Treasury yield approached
1.4% in the hours after the
Brexit vote—but are still far
from where they stood on
Thursday.
One reason is that investors
expect central banks to rescue
them once again. The Bank of
England is widely expected to
cut interest rates, and perhaps
to restart bond-buying. Its
base rate isn’t expected to rise
back to today’s levels for five
years, swaps prices suggest. In
the U.S., futures put only a 14%
chance on a rate increase by
the end of the year, down from
56% on Thursday, according to
CME Group calculations.
“There’s a sense of comfort that the central banks will underwrite the negotiations
[between the U.K. and EU], particularly by providing liquidity,” said Bob Michele, global
head of fixed income at J.P. Morgan Asset Management. He worries that investors are
complacent about the global recession he predicts.
Recession or not, the market message is a lot less positive than the FTSE 100 suggests.
Investors believe central banks will prevent a meltdown. But a weaker economy and
lower rates hurt banks, whose shares have lagged far behind the rebound of the past two
days, and make shares appealing only because everything else is so expensive. With
http://www.wsj.com/articles/investors­dont­play­footsie­with­brexit­1467229607
3/4
30/6/2016
Investors, Don’t Play Footsie With Brexit ­ WSJ
years of British and European political uncertainty to come, investors should be
demanding a discount to cover the risk that Brexit creates a wound that even central
banks will struggle to heal.
Write to James Mackintosh at [email protected]
WHAT TO READ NEXT...
FASHION
PERSONAL TECHNOLOGY: GEOFFREY FOWLER
THE SATURDAY ESSAY
Brexit: A Very British Revolution
CENTRAL BANKS
Tennis Style: The Chic Return of
Wimbledon White
Get Through Airport Customs Faster
With This Free App
Bank of England Announces Carney
Speech
Copyright 2014 Dow Jones & Company, Inc. All Rights Reserved
This copy is for your personal, non­commercial use only. Distribution and use of this material are governed by our Subscriber Agreement and by copyright
law. For non­personal use or to order multiple copies, please contact Dow Jones Reprints at 1­800­843­0008 or visit www.djreprints.com.
http://www.wsj.com/articles/investors­dont­play­footsie­with­brexit­1467229607
4/4