ON DECK FOR WEDNESDAY, NOVEMBER 29

ON DECK FOR WEDNESDAY, NOVEMBER 29

KEY POINTS:

  • Markets rally on weaker Eurozone, AU inflation
  • German, Spanish inflation was weaker than expected especially on core
  • Australian inflation was also weaker than expected
  • Kiwi dollar outperforms on hawkish sounding RBNZ…
  • …that flagged immigration as part of a tightening bias
  • OECD updates lagging global projections
  • US Q3 GDP, core PCE revisions on tap
  • US mortgage purchase applications are still on a tear
  • Sweden’s krona weakens after GDP disappoints
  • BoT held as expected

The dollar was looking set for a down day until Eurozone inflation readings hit the Euro and related crosses and added to pre-data curve richening across EGBs and elsewhere including into N.A. Kiwis went the other way on the market bias after the RBNZ’s hawkish tone. The result is helping to buoy equity markets with mild gains between about ¼% in Toronto, up to about 1% gains in the Dax and Italian equities. Oil is up by over a buck ahead of OPEC+ tomorrow. N.A. developments will be light with just US GDP and core PCE revisions. The TSX is underperforming between bank results.

Headline German inflation came in weaker than expected at –0.4% m/m (-0.1% consensus) and with the EU-harmonized reading falling by 0.7% m/m (-0.5% consensus). Most of that information had been digested earlier in the European session after the individual states released estimates between -0.3% m/m and -0.4%. Much of the weakness was in core prices ex-food and energy.

Spanish inflation then backed up the initial reactions to the German state-level data when Spain recorded a -0.6% m/m drop in EU-harmonized inflation (-0.1% consensus). Core inflation pulled back to 4.5% y/y (5% consensus, 5.2% prior). That reading is super volatile but dropped like a stone (chart 1).

Chart 1: Spanish Core Inflation

The Eurozone tally arrives tomorrow morning along with figures from France and Italy, but there is probably enough evidence to point to downside risk to the -0.2% m/m headline CPI consensus for the overall monetary region.

The results added to pricing for ECB cuts with the first cut mostly priced for April along with roughly 100bps of cuts by the end of 2024 which seems aggressive to me.

The A$ fell and the two-year yield dropped a further 7bps to add to a pre-data overnight rally. The culprit was that Australian CPI also fell by more than expected (4.9% y/y, 5.2% consensus, 5.6% prior). Part of the reason is that a year-ago cut in fuel taxes dropped out of the comparison in October. Nevertheless, core CPI also ebbed from 5.5% y/y to 5.1% with trimmed mean down a tick to 5.3%. CPI was down -0.3% m/m substantially due to a 2.9% drop in fuel prices.

The RBNZ left its official cash rate unchanged at 5.5% as widely expected. A hawkish bias drove underperformance at the front-end that was little changed overnight versus rallies elsewhere and drove NZ$ strength. Governor Orr said that the Monetary Policy Committee was “showing an upward bias to the interest rate” and did not forecast cuts until mid-2025 while raising the explicitly guided profile for the OCR (chart 2). Part of the rationale that was given is that immigration was adding to inflationary pressures which may be familiar as a risk to BoC watchers.

Sweden’s krona is underperforming after GDP disappointed at -0.3% q/q (0% consensus).

The Bank of Thailand held at 2.5% as widely expected.

The OECD got into the act with its semi-annual Economic Outlook this morning. It notoriously lags developments, but just for kicks, their latest prognostications for GDP growth are shown in chart 3.

It was another strong week for US mortgage apps. Purchase applications were up by 4.7% w/w which completed a whole month of strong w/w gains. A big drop in refis (-8.9% w/w) offset the gain in purchase apps for a total apps number that was little changed. The seasonally adjusted purchase index is back up to September levels.

On tap will be a few US releases. US GDP and core PCE revisions arrive shortly (8:30amET). The initial prints were 4.9% q/q SAAR for GDP and 2.4% q/q for core PCE. Material revisions are not expected but markets will be particularly sensitive to any possible PCE revisions ahead of Friday’s figures for October.

The US also updates the merchandise trade figures for October (8:30amET) and inventory figures for the same month (8:30amET). The Fed’s Beige Book of regional economic conditions will be released at 2pmET.

Canada’s bank earnings season is on pause until tomorrow when three more step forward including TD, CIBC and RBC. 

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