Daily Report: US Yield Jumped After Auctions, Dollar Firmer

Published 09/14/2016, 02:29 AM
Updated 03/09/2019, 08:30 AM
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US yield jumped sharply again overnight, dragging down stocks and lifted Dollar. In particular, 30 year yield surged to as high as 2.488 before closing strongly at 2.471. That compares to July's low of 2.102. Weak demand in auction was seen as a factor driving yield further higher with $12b of 30 year bonds sold at 2.475% yield. 10 year yield was also pulled up to 1.734, comparing to July's low of 1.336. Also, there are continuous talk that global central banks are deliberately steepening yield curve to boost bank lending. Meanwhile, speculations of a September Fed hike cooled this week but there are still much expectation of another hike by December.

The development in 10 year yield (TNX) continues to affirm the case of trend reversal. Medium term falling trend line was broken decisively. TNX is sustaining well flat 55 days EMA. Also, bullish convergence condition is seen in daily MACD. We'd expect further rise in TNX in short to medium term to 1.890 resistance. That would possibly provide much support to Dollar, in particular against high yield currencies like Aussie and Kiwi.

TNX Treasury Yield 10 Years

Talking about steepening yield curves, it's reported that BoJ is studying several options to accomplish this and it's one of the main topic of discussions at the September 20-21 meeting. BoJ could consider lower the purchase of government bonds with maturities longer than 25 yields. Meanwhile, purchases of short-term bonds could be increased to make up the overall number. Japan prime minister Shinzo Abe said yesterday that BoJ's policy is gradually spreading its impact to the real economy. And, Abe remained optimistic that Japan is on its way to escaping deflation.

On the data front, New Zealand current account balance turned into NZD -0.95b deficit in Q2. Australia Westpac consumer confidence rose 0.3% in September. UK job data will be a main focus in European session. Eurozone will release industrial production and Swiss will release ZEW expectations. US will release import price index.

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