US Yields Jump As Stocks Extend Record Run

Published 07/13/2016, 05:36 AM
Updated 03/09/2019, 08:30 AM
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Risk appetite continued with S&P 500 extending the record run to close at 2152.14 overnight, up 14.98 pts or 0.70%. DJIA also followed and made new high at 18371.95 before closing at 18347.67, up 120.74 pts, or 0.66%. Asian markets are also extending this week's rally with Nikkei up 1.26% at the time of writing. Gold dips to as low as 1328.1 on receding safe haven demands. Crude oil recovered and is trading back above 46 after breaching 45 handle earlier this week. IN the currency markets, Sterling remains the strongest major currency this week as Theresa May would take over as prime minister as soon as today. Yen stays the weakest on stimulus talks.

One development to note is the sharp rebound in US yields. 10 year yield closed at 1.513 overnight, comparing to last week's low of 1.336. Easing market worries over Brexit was a factor. Also, markets are starting to price in rate hike by Fed again after last week's non-farm payroll report, as well as return of risk appetite. Fed fund futures are now pricing 0% chance of rate cut this year. On the other hand, futures are pricing in over 40% chance of a rate hike by December.

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St. Louis Fed president James Bullard stuck with his view that Fed will hike rate once this year. And he noted that "the policy rate would likely remain essentially flat over the forecast horizon to remain consistent with the current regime. Also, he expects "continued slowing in the pace of job growth". Meanwhile, he doesn't expect Brexit to have a big effect on the US economy. Minneapolis Fed president Neel Kashkari said that "there's not a huge urgency to raise rates."

Reuters reported that Japan's government is going to lower inflation forecast for the current fiscal year. An unnamed source was quoted saying that the draft forecasts will be finalized at a cabinet meeting today. Consumer inflation is projected to be 0.4% for the current fiscal year, sharply lower than January projection of 1.2%. For fiscal 2017, consumer inflation is projected to be 1.4%, well below BoJ's 2% target. Growth projections were also revised lower. For current fiscal year, the economy is expected to grow 0.9%, down from January forecast of 1.7%. There are continuous speculation of more fiscal and monetary stimulus after prime minister Shinzo Abe's coalition. won the upper parliament election last weekend.

In UK, outgoing prime minister David Cameron will face questions in the House of Commons today before visiting the Queen for his resignation. Theresa May is expected to be handed the job after that. And May would likely start to announce senior posts this evening in UK, including the personnel to handle Brexit negotiation with EU.

BoC rate decision will be a main focus today and is expected to keep interest rate unchanged at 0.50%. Fed will release Beige Book economic report. On the data front, Australia Westpac consumer confidence dropped -3.0% in July. Eurozone will release industrial production while US will release import price index.

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