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Marketmind: Five alive: US yield curve nears historic level

Published 10/19/2023, 05:48 PM
Updated 10/19/2023, 05:50 PM
© Reuters. A passerby walks past an electric monitor displaying recent movements of various stock prices outside a bank in Tokyo, Japan, March 22, 2023. REUTERS/Issei KatoFile Photo
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By Jamie McGeever

(Reuters) - A look at the day ahead in Asian markets from Jamie McGeever, financial markets columnist.

Another watershed day for U.S. Treasuries on Thursday - the entire curve came within a whisker of trading above 5% - is set to weigh heavily on Asian market sentiment on Friday and potentially seal one of the biggest weekly losses for regional stocks in months.

The gloomy end to the week comes as investors also await inflation figures from Japan, Malaysia and Hong Kong; remarks from Bank of Japan governor Kazuo Ueda; and an interest rate decision from China.

The People's Bank of China is widely expected to leave its one- and five-year loan prime rates unchanged at 3.45% and 4.20%, respectively. But after Bank Indonesia's shock rate hike on Thursday, traders won't be taking anything for granted.

But market sentiment and direction across Asia on Friday will be driven by the dramatic repricing of the U.S. bond market that shows no sign of cooling. If anything, it is heating up by the day.

The U.S. 10-year yield has shot up 35 basis points this week, on track for its biggest weekly rise in over a decade. The 2s/10s yield curve has steepened 27 basis points, which would be the biggest weekly steepening move since March.

There are plenty cross-currents flowing through markets right now - mixed U.S. earnings, war in the Middle East and spiking oil prices, and another debacle on Capitol Hill as U.S. lawmakers again failed to elect a House speaker.

But the catalyst for Thursday's volatility was remarks by Federal Reserve Chair Jerome Powell, who said signs of above-trend growth or a too-strong labor market could warrant more monetary tightening.

Wall Street - which had earlier in the day traded higher on strong U.S. jobs data and Netflix (NASDAQ:NFLX) earnings - quickly flipped as bond yields leapt higher. The 10-year yield rose as high as 4.996%, a level not seen since July 2007.

The MSCI Asia ex-Japan index is already down more than 2% so far this week. Given the extent of Wall Street's slide on Thursday and potential event risk from the Middle East over the weekend, it is almost certain to end the week at a new low for the year.

On the economic data front, data are expected to show Japan's annual core inflation rate was 2.7% in September, cooling from 3.1% in August. That would be the lowest inflation since July last year.

The BOJ will scrutinize the data at its next policy meeting on Oct. 30 to 31, when policymakers are expected to raise their inflation outlook, potentially signaling another step towards exiting years of ultra-easy monetary policy.

Yen traders, with dollar/yen stuck up near 150.00, will be paying close attention too.

Here are key developments that could provide more direction to markets on Friday:

- China interest rate decision

© Reuters. A passerby walks past an electric monitor displaying recent movements of various stock prices outside a bank in Tokyo, Japan, March 22, 2023. REUTERS/Issei KatoFile Photo

- Japan inflation (September)

- BOJ governor Ueda speaks

(By Jamie McGeever; Editing by Josie Kao)

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