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The Fed and ECB Seem Determined to Leave a Lump of Coal in Everyone’s Stockings

Published 12/17/2022, 11:54 PM
Updated 07/09/2023, 06:31 AM
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US stocks sold off big again on Friday as investors demonstrated a peculiar reaction to another deceleration in CPI inflation, a rate hike downshift from the Fed, and a modest weekly decline in United States 10-Year Treasury yields -- all highlighting how challenging it may be to produce results in this recession tail risked environment.

This past week brought a triplex of high-risk market-impact data points, which appeared to be market-friendly enough. But the reaction from investors looked anything but cordial. 

With economic data undershooting expectations, it's not a stretch to think investors may shift their focus from inflation and the Fed to the growing impact that the Fed's actions are likely to have on the economy in 2023.

So the market's risk-off head for the holiday bunker reaction is informational of how investors may position against the devolving backdrop through the lens of falling growth and whether the global economy will tip into recession.

In a few hours last week, the world's two biggest central banks – the Fed and ECB - provided a no punches pulled message: financial conditions must stay tight. 

The signal for 2023 seems clear: central banks will push back on higher risky assets until the labor market starts to turn.

The Fed and ECB seem determined to leave a lump of coal in everyone's stockings this holiday season.

Oil

Oil markets had an expectedly rough close on Friday catalyzed by ECB and Fed explicitly shifting focus from CPI to the labor market, implying that supply-side improvements in the goods side are not enough to declare the mission accomplished on the inflation front. Put another way; risky assets now fall under the Fed's hawkish purview. 

Oil traders are certainly spooked by the Fed taking direct aim at Main Street, especially in the wake of an unexpectedly sharp fall in US retail sales which could be a telltale of demand destruction coming to a petrol station near you. And 

With US hard economic catching down to the sentiment indexes, oil could be in for a rough ride against the backdrop of the COVID surge in Beijing, foreshadowing what is in store for the rest of China. 

However, with the United States beginning to refill the SPR, the price slide should come to a halt; if not, oil bulls could be in for a world of hurt.

Forex

As we saw by the EUR/USD's reaction into the weekend, overtly hawkish forward guidance is not necessarily currency positive from an economic growth perspective. Even more so with the broader market focusing on growth over inflation, with the latter on the downswing.

With the two dominant central banks (Fed &ECB) climbing the mountain into restrictive territory, slowdown fears will be the dominant driver. And on the surface, it looks like a poor environment for equity betas and commodity currencies into year-end.

Media reports suggest that China's fast-tracked exit from its zero-COVID policy is anything but smooth, with health experts predicting 60 % of the population could be infected with Omicron over the winter. One would expect this reality check to pour some ice water on Asia FX this week, not to mention the global recovery story, especially with traders in risk management rather than risk-taking mode.

While most FX participants believe the US dollar peak is in the cards and we are unlikely to revisit sub-par on EUR/USD primarily due to the downswing in US inflation, for a significant broad dollar downtrend, we need an inflection point in the growth cycle where global growth picks up steam. 

Week ahead

With the market still reeling, Fed officials will take some time off after last week's FOMC meeting and let the data do most of the talking as we head into the holidays. 

Despite nascent progress on inflation, the Central Bank's hawkish message was motivated by the fight against financial conditions that have refused to tighten sufficiently and a still highly tight labor market with substantial momentum. 

While most of this week's data docket will inform the current-quarter growth outlook, Friday's latest reading on core PCE inflation will likely be the main focus, particularly in light of the Fed's surprisingly strong forecast for core PCE in the newest Summary of Economic Projections. 

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