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Marketmind: Rates buzz sustained before Fed loan data

Published 11/06/2023, 06:10 AM
Updated 11/06/2023, 06:41 AM
© Reuters. FILE PHOTO: A street sign for Wall Street is seen in the financial district in New York, U.S., November 8, 2021.  REUTERS/Brendan McDermid/File Photo
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A look at the day ahead in U.S. and global markets from Mike Dolan

After its best week of 2023 on optimism about peaking interest rates, Wall Street's S&P500 looks set to record its longest winning streak since June as a key Federal Reserve loan report may well sustain the rates buzz.

A below-forecast national payroll gain last month, a tick higher in the unemployment rate and moderating wage growth all catapulted stocks and bonds higher on Friday after a week brimming with hope the rate hiking campaign of the major central banks is over at last and a relatively soft landing beckons.

The Fed's latest quarterly senior loan officer survey is due for release later on Monday and should reinforce the point that rate rises to date are taking effect on shrinking credit growth.

For Fed futures markets, the game is up. No further rate rises are now priced into the market and more than 90 basis points of cuts are now seen by the end of the year.

Ten-year U.S. Treasury yields have fallen about 50bps from October's peaks and the drop last week was the biggest recoil since March. Although they nudged back up about 3bps on Monday, they retained the vast bulk of last week's move with 3, 10 and 30-year bond auctions due on Tuesday, Wednesday and Thursday.

Ebbing oil prices over the past week underscored the renewed bid in rates and bond markets, with the year-on-year decline in U.S. crude prices now tracking almost 12% - its biggest annual fall since August and encouraging for inflation watchers.

Weekend developments on the Gaza conflict did little to change that picture, though confirmation of Saudi and Russian supply cuts stopped the spot price decline.

If the Fed - which had been indicating that tightening financial conditions were doing some of its work for it - wants to protest the sudden loosening of the bond and equity markets, then chair Jerome Powell is due to speak again on Wednesday.

But that easing of market conditions may well be warranted if signs of slowing activity in the real economy mount from here.

For now, S&P500 futures are pointing to further slight gains on Monday - which if realized on the cash market later would make for the sixth straight gain and the longest daily run since June.

The VIX volatility gauge, which on Friday fell below 15 for the first since September, tried to get a toehold back above that level today.

Undermined by the retreat in Treasury yields, the dollar slipped back to the lowest since Sept 20.

The backdrop of an easier dollar and Treasury yields provides significant relief for emerging markets, with MSCI's emerging market stock index hitting its highest since Sept 20 too.

Ahead of a full slate of Chinese economic updates later in the week, the offshore yuan also hit its highest in more than six weeks.

However, China recorded its first-ever quarterly deficit in foreign direct investment, according to balance of payments data out on Monday, underscoring Beijing's challenge in wooing overseas firms amid "de-risking" moves by Western governments.

U.S. Treasury Secretary Janet Yellen will meet with Chinese Vice Premier He Lifeng in San Francisco this week to try to deepen a fledgling economic dialogue between the world's two largest economies ahead of a summit of Pacific Rim leaders.

But it was South Korean shares that outperformed all Asia markets. Seoul's Kospi index surged 5.6% after a weekend decision by regulators to re-impose a ban on short-selling shares at least until June - ostensibly to promote a "level playing field" for retail and institutional investors.

In Europe, stock indexes gave back a little of last week's rally - but Ryanair soared 6% after Europe's largest airline by passenger numbers forecast a record annual profit and promised a regular dividend payout.

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

* Federal Reserve's Senior Loan Officer Opinion Survey on bank lending (SLOOS), U.S. Oct employment trends

* U.S. corporate earnings: TripAdvisor (NASDAQ:TRIP), Goodyear Tire & Rubber, Vimeo (NASDAQ:VMEO), Aspen, Telesat, Realty Income (NYSE:O), Conterra Energy, Constellation Energy, Diamondback (NASDAQ:FANG) Energy, Celanese (NYSE:CE), Vertex Pharmaceuticals (NASDAQ:VRTX), NXP Semiconductors (NASDAQ:NXPI), International Flavors & Fragrances (NYSE:IFF), etc

© Reuters. FILE PHOTO: A street sign for Wall Street is seen in the financial district in New York, U.S., November 8, 2021.  REUTERS/Brendan McDermid/File Photo

* Federal Reserve Board Governor Lisa Cook speaks; Bank of England Chief Economist Huw Pill speaks

* U.S. Treasury auctions 3-, 6-month bills

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