ON DECK FOR TUESDAY, JANUARY 30

ON DECK FOR TUESDAY, JANUARY 30

KEY POINTS:

  • EGBs underperform after a warning shot on Eurozone inflation
  • Spanish core CPI was unusually hot
  • US Treasuries stabilize after Treasury’s lighter debt issuance projection
  • Eurozone barely escapes a technical recession
  • Mexico’s economy cooled as 2024 ended
  • US consumer confidence, JOLTS on tap
  • Big tech earnings arrive in the after-market

There is little follow through from yesterday’s lighter than expected US Treasury borrowing estimates. US Treasuries are little changed and so are US equity futures. EGBs, however, are slightly underperforming as market pricing for a cut at the ECB’s April meeting was shaved by a couple of basis points. Macro data is playing a modest role and primarily on the heels of Spain’s hotter than expected core inflation numbers. US data could be impactful later this morning and then there is significant earnings risk in the after market. Oil prices are flat and lying in wait to see if Biden retaliates against the attack on a base in Jordan by Iran and its proxy states.

Yesterday’s US Q1 marketable borrowing estimate of US$760B was $55B lower than previously announced last October because of upside surprises to fiscal flows. The Q2 marketable borrowing estimate stands at $202B. Treasury is signalling a desired Treasury cash balance held at the Fed of US$750B throughout 2024H1. It currently stands at US$830B, ergo, less debt issuance is required than previously thought back in October when they projected a materially lower cash balance by now. More details will be announced on January 31st. Treasuries responded positively late yesterday afternoon following the 3pmET release.

Here’s a quick rundown of the two main bits of European data:

  • Spanish inflation kicked off the march to Thursday’s Eurozone CPI reading by landing hotter than expected. Spanish core CPI (ex-energy and unprocessed food) was 3.6% y/y (3.3% consensus, 3.8% prior) and -0.4% m/m NSA. The month-over-month seasonally unadjusted drop of -0.4% was stronger than a normal month of January when that measure commonly falls by over 1% in like months of January over history (chart 1). Chart 2 shows our seasonal adjustment of the data at an annualized rate. If other countries follow suit, then the Eurozone core add-up could be the second in a row to end the prior pattern of weaker than seasonally normal changes.
Chart 1: Comparing Spain Core CPI for All Months of January; Chart 2: Spanish Core Inflation
  • It’s hardly much to cheer about, but the Eurozone barely avoided the technical definition of a recession. Eurozone Q4 GDP was flat against consensus expectations for a -0.1% q/q SA print following the -0.1% q/q SA drop in Q3 (chart 3). The small surprise was anticipated by a significant minority. Spain (0.6% q/q SA, consensus 0.2) and Italy (0.2% q/q SA (0% consensus) drove the slight beat. Germany (-0.3% q/q SA) and France (0%) were as expected.
Chart 3: Euro Area Real GDP

Mexico’s economy slowed by more than expected (0.1% q/q SA, 0.4% consensus). See chart 4. Then the focus is going to be upon US consumer confidence and JOLTS vacancies followed by tech earnings in the after-market (Microsoft, Alphabet, AMD etc).

Chart 4: Mexico's GDP Slowed Down
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