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Marketmind: Markets bet July 2023 is 'peak Fed'

Published 07/13/2023, 06:04 AM
Updated 07/13/2023, 06:07 AM
© Reuters. Traders work on the floor of the New York Stock Exchange (NYSE) in New York City, U.S., July 12, 2023.  REUTERS/Brendan McDermid
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A look at the day ahead in U.S. and global markets from Mike Dolan

Surprise news of a 2%-plus print on U.S. headline inflation rate for June has world markets betting the peak of the Federal Reserve's interest rate campaign will now be this month.

Although rounded up to 3.0% for official purposes, the annual increase in the U.S. consumer price index was actually 2.969% - a psychological watershed given the Fed's 2% target and more than a full percentage point down on the previous month.

Along with an unexpected retreat of the higher 'core' inflation rate back below 5%, the drop in headline inflation to its lowest in more than two years has fired up world stocks and bonds with a view that Fed rate hikes are coming to an end.

That's also whacked the dollar to its lowest in more than a year and it continued to decline across key exchange rates on Thursday as investors await a June producer price report that may see factory gate prices flirting with deflation.

News of another plunge in Chinese exports and imports last month, far more than forecast, underscored that disinflationary process even further - pressuring Beijing to speed up some additional stimulus for the flagging economic recovery there.

Either way, the latest inflation cheer means U.S. rate futures have wiped out bets of another Fed rate hike after a final quarter-point move to 5.25-5.50% at July 26's meeting. There had been a roughly 50% chance of another rise by November at the start of this week.

Although they see peak rates held there to year-end, futures now price as much as a full percentage point of cuts by this time in 2024.

Fed officials continue to talk tough about the hard yards of the last mile, but the central bank's latest 'Beige Book' of economic conditions show price expectations were generally stable or lower over the coming months. Market will now scour this month's policy meeting and the Fed's August conference in Jackson Hole for a shift of tone about further hikes from here.

The longer-term horizon has certainly been redrawn in bond markets, with two-year Treasury yields back down to 4.62% - their lowest in a month in a whopping 50bp peak-to-trough move - and the yield on 10-year Treasuries is back down to 3.80%.

Significantly, two-year inflation expectations embedded in pricing of inflation-protected Treasury securities dropped as low as 1.93% - riffing not only on the CPI report, but a slew of other positive disinflation signals this week.

U.S. stock futures pushed higher again ahead of Thursday's open, after both the S&P500 and the Nasdaq hit their highest since April last year yesterday. The VIX "fear index" fell back below 14 to its lowest of the month so far.

The second-quarter corporate earnings season now kicks off in earnest, with the likes of PepsiCo (NASDAQ:PEP) and Delta Airlines (NYSE:DAL) out later on Thursday and the big banks weighing in on Friday.

Elsewhere, British economic growth numbers for May fell less than forecast - reinforcing the Bank of England's tightening campaign to rein in outlying UK inflation and sterling's climb back above $1.30 for the first time since April 2022.

The dollar fell to its lowest against the Swiss franc in 8 years.

Although the Bank of Canada raised its rates again on Wednesday in a sign of persistent hawkishness around the world, South Korea's central bank became the latest to pause its tightening campaign on Thursday.

Events to watch for later on Thursday:

* U.S. June producer prices, weekly jobless, June Federal budget

* U.S. corporate earnings: PepsiCo, Fastenal (NASDAQ:FAST), Delta Airlines, Cintas (NASDAQ:CTAS), Conagra Brands (NYSE:CAG)

* Federal Reserve Board governor Christopher Waller, San Francisco Fed President Mary Daly speak

* U.S. President Joe Biden meets Nordic leaders in Helsinki

* Eurogroup finance ministers meet in Brussels, with European Central Bank President Christine Lagarde

© Reuters. Traders work on the floor of the New York Stock Exchange (NYSE) in New York City, U.S., July 12, 2023.  REUTERS/Brendan McDermid

* European Union-Japan summit in Brussels

* U.S. Treasury sells 30-year bonds, 4-week bills

(By Mike Dolan; Editing by Toby Chopra mike.dolan@thomsonreuters.com. Twitter: @reutersMikeD)

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