Daily Report: Volatility Decreases As Holiday Approaches

Published 03/23/2016, 02:57 AM
Updated 03/09/2019, 08:30 AM
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Volatility in financial markets continues to decrease as holiday weekend approaches. US equities stayed in tight range overnight and closed mildly lower. DJIA ended down -16 pts or -0.09% while S&P 500 closed down -0.5 pts or -0.02%. Asian markets are mildly higher but there is no momentum for meaningful moves. At the time of writing, Nikkei is up 0.22% while Hong Kong HSI is up 0.04% and China SSE (LON:SSE) is up 0.2%. Gold trades mildly softer below 1250 while WTI crude oil is is tight range around 41. Dollar index is staying above 95.6 as this week's recovery continues. In the currency markets, Dollar stays firm, next to Aussie, on Fed rate talks. European majors are generally lower after Brussels attack but Yen is also soft in quiet markets.

In US, Chicago Fed president Charles Evans, a known dove, said he expects two rate hike this year. Meanwhile, he expects 2-2.5% GDP growth for the year and unemployment rate to fall to 4.75%. He also expects inflation to rise to 1.75%. Evans noted that the "cautionary pause in the rate normalization path is about assessing risks and just being careful." Meanwhile, "the continuation of a 'wait and see' monetary response is appropriate to ensure economic growth continues, labor markets strengthen further, wages begin to increase more, and all of this supports an eventual increase in currently low inflation right back up to our 2-percent objective." As of yesterday, Fed Fund futures are pricing in 46% chance of 25bps hike by June, 63% chance by September and 76% by December.

On the data front, Swiss will release ZEW expectations. US will release new home sales and crude oil inventories.

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