ON DECK FOR TUESDAY, DECEMBER 13

On Deck for Tuesday, December 13

KEY POINTS:

  • Risk-on bias could go either way after US CPI
  • There is a wide interval of expectations for US core inflation…
  • ...but it would be statistically unusual for nowcasts to materially overestimate again
  • UK job markets mostly outperform expectations…
  • …with a few dovish signals…
  • …that keep most of the focus on tomorrow’s UK CPI ahead of the BoE

A mild risk-on bias will clearly be sensitive to whatever happens when US CPI lands and so take it with a grain of salt. US and Canadian equity futures are up by roughly ¼% to ½%. European cash markets are generally ¼% to 1% higher. Asian equities gained in Tokyo and HK, were flat in Seoul and Shanghai and fell in Shenzhen. Sovereign yield curves are slightly bull flattening in the US with gilts underperforming everyone else partly due to strong employment figures and uncertainty ahead of UK CPI tomorrow and then the BoE. The dollar is little changed on a DXY basis as it loses ground to Sterling and a handful of higher beta crosses. Oil prices are about 1% higher.

News that an economic policy meeting in China has been postponed due to surging cases in Beijing arrived after local markets had shut but is generally being taken in stride elsewhere. Ontario is starting to register a mild increase in wastewater testing results as indicated here. California’s wastewater testing results have surged back to June/July levels (here).

UK job market figures mostly surprised higher than expected on the eve of CPI figures ahead of the BoE’s decision on Thursday. There were a few mixed signals and it would likely take strong inflation readings to matter more toward a chance at another 75bps hike as markets are still pricing a little over a 50bps increase.

Wage growth accelerated to 6.1% y/y with a slight upward revision to 5.8% the prior month. That exceeded all estimates and is the first time in data since 2001 that earnings growth exceeded 6.1% with the exception of the distorted reading in June 2021. The number of employees on payrolls surged ahead by 107k in November for the strongest gain since August 2021. Total employment that lags a bit further behind was up by 27k (consensus -17k) on a 3mo ago basis as it gained 34k m/m.

The few dovish signals included the fact that the unemployment rate moved up a tick to 3.7%, jobless claims increased to 30,500 in November for the largest amount since February 2021 and job vacancies fell but only by 30k. Vacancies have edged lower since May but still remain very high.

US CPI lands at 8:30amET just before the FOMC’s two-day meeting commences today. FOMC members submitted forecasts last Friday but can alter views up to tomorrow evening. There is a high bar for any CPI surprise to affect anything in tomorrow’s communications until the press conference given a) 50bps is largely committed, and b) changing any dots/forecasts on one point would be unlikely. Any significant surprise is more likely to affect the tone of the press conference.

The breakdown of consensus views on core CPI includes 11 of us expecting 0.4% m/m SA, 32 expecting 0.3% and 22 expecting 0.2%. The Cleveland Fed’s CPI nowcast is above all of us at 0.5% m/m. See the global week ahead for more.

Chart 1: Cleveland Fed Nowcast

On the latter note, the Cleveland Fed’s nowcast overestimated inflation last month but it’s worth noting that this was a relative anomaly. The extent to which it overestimated headline CPI was a record outlier in the pandemic (chart 2). It also overestimated core CPI by the largest amount since the start of the pandemic (chart 3).

Chart 2: Spread Between Nowcast and Actual CPI; Chart 3: Spread Between Nowcast and Actual Core CPI
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