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Marketmind: Markets play 'will they or won't they' on BOJ

Published 12/18/2023, 12:32 AM
Updated 12/18/2023, 12:35 AM
© Reuters. FILE PHOTO: Japanese national flag is hoisted atop the headquarters of Bank of Japan in Tokyo, Japan September 20, 2023.  REUTERS/Issei Kato/File Photo
USD/JPY
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A look at the day ahead in European and global markets from Wayne Cole.

It's been a subdued start to the week in Asia with the Nikkei leading losses and markets cautious in case the Bank of Japan (BOJ) springs a surprise at its policy meeting on Monday and Tuesday.

The mood was not helped by news that North Korea fired what appeared to be a long-range ballistic missile on Monday, although South Korean shares were just a fraction lower.

Analysts polled by Reuters doubt the BOJ will move to unwind its uber-easy policy this week, but one-fifth thought January was likely while the majority saw negative rates ending in April.

There have been conflicting reports about how serious the bank is considering a change, and it is possible that policy makers will discuss when and under what circumstances they will tighten. The BOJ has shocked markets before with sudden policy moves, and the risk was reflected in a jump in implied volatility for dollar/yen.

Markets assume it is only a matter of time before negative rates are abandoned, which would make the BOJ one of the very few major central banks in the world tightening policy next year. While some Federal Reserve officials have tried to rein in expectations on easing, futures imply a 74% chance of a first easing as soon as March, and May has almost two cuts priced in.

In all, around 140 basis points of easing is implied for 2024, partly on the assumption the Fed will have to ease just to stop real rates from rising as inflation cools.

That outlook underlines the stakes for the Fed's favoured inflation measure due out on Friday, where analysts see the balance of risks as tilted towards a soft number. A rise of only 0.1% in the core PCE would see the six-month annualised pace of inflation slow to just 2.1% and almost at the Fed's target of 2%.

There are also consumer price readings from Japan, Canada and the UK out this week, which will offer a glimpse of the inflationary pulse globally.

Investors are clearly betting the ECB will also act to offset rising real rates and have almost 34 basis points of cuts priced in for April, along with 147 for the whole year.

Such aggressive pricing could be tested later Monday when usually hawkish ECB board member Isabel Schnabel speaks, given it was her sudden conversion to dovishness that sent bond yields diving earlier this month.

Key developments that could influence markets on Monday:

- Appearance by ECB members Lane and Schnabel, Bank of England Deputy Governor Broadbent and Norway Central Bank Governor Bache

© Reuters. FILE PHOTO: Japanese national flag is hoisted atop the headquarters of Bank of Japan in Tokyo, Japan September 20, 2023.  REUTERS/Issei Kato/File Photo

- German Ifo survey for Dec

- Fed's Goolsbee appears on CNBC

(By Wayne Cole; Editing by Edmund Klamann)

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