Hawkish Fed Chatter Hammers Gold

Published 08/31/2016, 06:53 AM

Fed’s Fischer jawbones the dollar again

The US dollar loves Stanley Fischer at the moment. One would have thought his third appearance in a week and a half would have dulled the impact of his jawboning, but no. Fischer’s keen re-emphasis that the Fed is “data-dependent” with regards to whether they hike rates has only whetted the anticipation for investors as they await Friday’s non-farm payrolls release in the US.

The constant mentioning of data-dependence has made everyone imbue the most “dependent” data point, non-farm payrolls, with even more import than usual. For what has been an unusually quiet low-volume, low-volatility August, many in the markets will be looking for a bit of a volatility kick on Friday.

The 0.6% surge in the DXY US dollar overnight to take it through the key 96 level was a reflection of heightened expectations that we may see a rate rise from the Fed this year. Improving sentiment in the health of the US economy was further emphasized by the gain in US consumer confidence to its highest level since September 2015.

The strengthening in the US dollar and positioning around the potential for a Fed rate rise drove most of the major market reactions overnight. Fears over rising capital costs saw the S&P 500 close down. Financials were the only sector in the S&P 500 to close in positive territory as an increase in rates would help improve their net interest margins.

But gold saw another dismal night, losing a further 0.9% to cap off what has been a terrible August. Gold, as a zero-yielding asset, historically trades inversely to the movement of US yields, and hawkish Fed chatter this month has seen prices get hammered. The major gold miners in the S&P 500 have had their worst monthly performance since July 2015.

The Aussie dollar has also been a major loser overnight, losing 0.8% and falling to US$0.7509. The strengthening of the USD pushed the Aussie down, but it also saw commodity prices pull back, and the Aussie’s close correlation with commodities also saw it weaken more than other currencies against the USD.

The ASX looks like it will be in for a tough day after a poor lead from US markets and the weakening of commodity prices impacting the materials and energy sector. Conversely, the 1% gain in the USD/JPY cross rate looks set to be met with encouragement in Japanese markets, with the Nikkei setting up for a strong open.

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