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Asia Wrap: Equity Sell-Off Gains Momentum, VIX Shorts

Published 12/03/2019, 04:19 AM
Updated 07/09/2023, 06:31 AM
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Exciting dynamics in the bond market unfolded over the past 24 hours. Chinese macro headlines saw rates move higher during yesterday's session, then news flow around trade-talks (additional tariffs), as well as weak ISM numbers out of the US, sent equities tumbling. Still, US bond yields moved higher in today's session, yet the US dollar traded flat to negative.

I'm still scratching my head trying to figure out where the money is going because price action suggests it wasn't going from equities and into fixed income. So, I can only conclude it's getting stored safely under the mattress until more precise signals to emerge.

If the equity sell-off gathers pace, – the extent of VIX shorts is one of those things that go bump in the night for traders as we make the turn for year-end.

Busy bond session in Asia but equities continued to put in a mixed performance with US Treasury yields on the rise. It will be interesting to see how the dynamics will play out over the remainder of the week.

A further escalation in global tariffs with Trump proposing 100% tariffs on up to $2.4bn of French goods, will likely weigh on the Luxury space in Europe this morning.

Despite the global tariff escalations against France and Latam, much of the focus in Asia today is whether the US will postpone the imposition of more tariffs on Chinese products planned for December 15.

However, the market lean is that the December tariff could still be suspended even without a deal if productive talks are continuing.

Gold

The gold price steadied following weaker than expected economic data in the US. I hope US data to diver the bus this week but should receive support from the prospects of a weaker USD into year-end after the soft US ISM print.

With US bond yield ticker higher in Asia, gold traders were better sellers through to the session despite weaker US ISM and escalation of global tariffs.

But will the Fed blink? Probably not as they remain more focused on consumption and employment and may consider "air-pockets" in the data as a cause and effect of the rate cut lag as the previous three rate cuts are still working their way through the economy.

There's very little juice or direction in the gold market these days. Trading volume is running low, reflecting that cross-asset fast money traders have moved on to other assets. The markets continue to consolidate toing and froing on trade headlines while data event algorithms are moving the market over schedule data releases. Leaving news flow regurgitating the same narrative since the beginning of November. Welcome to the real world of gold trading, absent the viral spread of the gold fever.

Currency Markets

The Yuan

USD/CNH consolidated around 7.04 but remained better bid compared to other ASEAN currencies mostly likely on news reports that that US officials and lawmakers could face visa restrictions if they try to get into HK

The Ringgit

Another muted session for the Ringgit which is trading in a very uninspiring fashion again as risk-taking, has given way to “trade talk” wait and see currency view neutrality throughout most ASEAN currencies. Even the broadly weaker USD failed to inspire risk-taking today.

The Australian Dollar

The RBA's December meeting held the cash rate at 0.75%, as widely expected (after last cutting 25bps in October). Crucially, they retained an explicit easing bias, and the Board is 'prepared to ease further if needed.' Aussie has edged higher in the aftermath. The next resistance comes in at 0.6860-70 and then the 200day MA at 0.6919. Given the overall USD wobble post ISM, the markets seem determined to drive it higher, and the rally could have more legs ahead of this week's critical US payroll data. But the NFP could be the big dollar equalizer on a positive outcome, so the market could stall as we near the next level of resistance.

The Euro

In the low volatility environment, I'm surprised the market hasn't been aggressively fading the 75 pips bounce in the euro. But there might be some thought the "sleeper has awoken" With European data has found a base of stability the past month and with the market considering the Fed won't stray too far away from the rate cut lever, the EUR/USD remains bid on dips.

But there also the seasonality factor, the euro tends to benefit into year-end at the expense of the yen. But with the weaker USD ISM traders were equally inclined to play the seasonality factor against the USD also.

Since 2000, EUR/JPY's average return in December is +2%, that's statistically significant for everyone.

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