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Marketmind: Nervy bond bounce on soft jobs and oil

Published 10/05/2023, 06:03 AM
Updated 10/05/2023, 06:43 AM
© Reuters. FILE PHOTO: Euro, Hong Kong dollar, U.S. dollar, Japanese yen, pound and Chinese 100 yuan banknotes are seen in this picture illustration, January 21, 2016.   REUTERS/Jason Lee/Illustration/File Photo
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A look at the day ahead in U.S. and global markets from Mike Dolan

Battered Treasury bonds caught a bid over the past 24 hours on surprisingly soft U.S. jobs data and the biggest recoil in oil prices this year - but risk premia are mounting on a worrying cocktail of fiscal and monetary policy uncertainty.

A relentless selloff in long-term Treasuries stalled after ADP's private sector payroll reading for last month came in far lower than forecast - casting doubt about the tightness of labor markets as investors await Friday's national employment report.

Weekly jobless numbers will once again come into the spotlight later today.

Any signs of a crack in the jobs market may be enough to stay the Federal Reserve's hand in raising policy rates one last time this year - as many Fed officials still suggest it might. Fed futures to the end of next year all fell back on Thursday and now see less than a 50% chance of another hike in the cycle.

That move - which helped drag 10- and 30-year Treasury yields back from 16-year highs and the latter back below 5% - was supercharged by a sharp retreat in crude oil prices.

Although both oil and bond yields calmed somewhat overnight, U.S. crude plunged by more than $5 per barrel on Wednesday. At $83 this morning, it's at its lowest since August following signs of building U.S. inventories, a lack of new supply cuts at the OPEC+ meeting on Wednesday and the soft U.S. jobs news.

The year-on-year U.S. crude price is now back in negative territory - a mighty relief for inflation worriers. Other commodity prices are also subsiding, with copper falling for the fourth straight day.

The tentative bond bid and shifting interest rate picture stopped the rot in stock markets too, with Wall St stocks rallying on Wednesday and the Nasdaq staging its biggest daily gain since August.

There was some follow through on Asia's bourses. But in a sign of the nervousness, European stock markets stalled again and Wall St futures were back in the red. The dollar found its feet after it was knocked back yesterday too.

The problem for bond markets is that the short-term economic and interest rate picture is just one part of the problem - and longer-term unknowables about the parlous state of U.S. government finances, congressional dysfunction and fiscal policy stasis is starting to unnerve long-term bond buyers.

The unprecedented ouster of House speaker Kevin McCarthy by his own party this week opens up a fractious search for his replacement and likely makes agreement on next year's spending bill even more difficult to reach before the latest deadline for a government shutdown is hit on Nov 17.

And the whole mess just compounds concerns about fiscal policy going into an election year and at a time when deficits and debt servicing costs are soaring.

Reflecting some of that, the New York Fed's estimate of the so-called term premium on 10-year debt - the added compensation investors seek for holding long-term bonds to maturity over short-term notes - has turned positive for the first time in two years this month and hit its highest since 2015 on Wednesday.

And as the 'risk free' cost of government borrowing surges, investors are increasingly wary of disturbance in banking, mortgage and credit markets around the world - markets that are forced to price off rising sovereign yields.

Although a small player in UK banking, shares in Britain's Metro Bank - which have lost more than 50% in a month - plunged again on Thursday following reports the lender was exploring options to raise as much 600 million pounds ($728 million) in debt and equity to bolster its finances.

Metro Bank has had long-standing issues with regulators over its internal risk models - but its scramble to raise capital will remind many of the U.S. regional bank woes in March and others of the rumbling in mortgage markets 15 years ago.

Key developments that should provide more direction to U.S. markets later on Thursday:

* U.S. weekly jobless claims, U.S. Aug international trade

* Federal Reserve Vice Chair for Supervision Michael Barr, San Francisco Fed President Mary Daly, Richmond Fed chief Thomas Barkin and Cleveland Fed chief Loretta Mester all speak

© Reuters. FILE PHOTO: A trader works on the floor of the New York Stock Exchange (NYSE) in New York City, U.S., July 19, 2023.  REUTERS/Brendan McDermid/File Photo

* U.S. Treasury auctions 4-week bills

* U.S. corporate earnings: Conagra Brands (NYSE:CAG), Constellation Brands (NYSE:STZ), Lamb Weston

(By Mike Dolan, editing by Christina Fincher, mike.dolan@thomsonreuters.com. Twitter: @reutersMikeD)

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