U.S. Yields At 9 Year Highs; Euro And Pound Fall Further

Published 10/09/2018, 06:48 AM

Market Drivers October 9, 2018

  • US yields at 9 year highs
  • Brexit, Italy dog EUR and GBP
  • Nikkei -1.32% Dax -0.04%
  • Oil $74/bbl
  • Gold $1189/oz.
  • Bitcoin $6650

Europe and Asia
No Data

North America
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US yields hit a 9 year high with benchmark 10-year rising to 3.23%. The move failed to move USD/JPY much but continued to put downward pressure on euro and cable as Italy and Brexit dogged the pairs.

In the UK, government spokesman James Slack stated that big issues remained to be resolved on the Brexit issue noting that the Irish border issues continued to be a sticking point and that proposals have yet to be published. Black also stated that while there was optimism regarding talk of a deal, the actual deal has yet to be done.

The sober and more realistic assessment of negotiations pushed cable below the 1.3050 level with shorts now eyeing the 1.3000 figure on the prospect that no preliminary agreement can be reached in time for next week’s EU summit.

Meanwhile, as the prospect of Brexit looms some analysts are making dire predictions at the cuts in EU exports to the UK with the latest coming from Germany’s IW economic institute saying that a no-deal Brexit could cut German exports to the UK by 57%. All of this gloom continues to weigh on cable with the pair inching towards 1.3000 level as North America come online.

In Europe, the Italian drama continued full force, with BTPs first finding some support on news that the Italian watchdog agency may nix the current deficit proposal only to give up the gains as traders became convinced that the Italian government will proceeds full speed ahead with its proposals despite opposition from Brussels and capital markets in general. As we noted yesterday unless the political pressure becomes too much to bear and Italian fixed income markets go into a free fall, causing a financial panic the Italian government is determined to expand the deficit and that in turn should pressure the euro for the near term. The pair dropped below the 1.1450 mark in European morning trade today and could push to 1.1400 if the spreads continue to widen.

Meanwhile, despite the very large gain in yields USD/JPY has failed to respond actually falling towards the 113.00 level for most of the EU morning session. The pair is now trading on risk off sentiment rather than yield differentials as global equities begin to wobble. With US rates at 9-year highs it is important to remember that while the absolute moves are not large, the relative ones are huge. For some corporates, it could mean a 50-100% increase in the cost of funds from a few years ago and that is starting to worry investors and weigh on the pair.

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