ON DECK FOR WEDNESDAY, NOVEMBER 20

ON DECK FOR WEDNESDAY, NOVEMBER 20

KEY POINTS:

  • USD broadly strengthening on light developments
  • Eurozone negotiated wages rise by most since 1993…
  • ...but narrowly—and maybe temporarily—driven by Germany
  • UK core CPI accelerates, trimming BoE rate cut pricing ahead of BoE-speak
  • Inflation undershoots on eve of SARB’s decision
  • BI holds with an ongoing eye on the rupiah
  • Fed– and ECB-speak on tap, US & Canada auctions
  • Nvidia releases in the after-market

There is little movement across global asset classes other than currencies where the dollar is broadly stronger this morning. European curves are slightly cheaper following strong Eurozone wage gains and UK core CPI. South Africa’s curve is outperforming post-CPI and Indonesia’s curve is underperforming after BI held. Stocks are slightly higher across N.A. futures and European cash markets. There is only Fed– and ECB-speak on tap into the N.A. session as well auctions of Canada 10s and US 20s, plus Nvidia releases quarterly earnings after the close today.

UK Core CPI Trims BoE Rate Cut Pricing

UK core CPI was up by more than expected for the month of October. The reading landed at 0.4% m/m NSA which was double the average for like months of October in history (chart 1). That drove the y/y core inflation rate up a tick to 3.3% (3.1% consensus). Headline inflation was up by 0.6% m/m (0.5% consensus) as Ofgem raised the regulated energy price cap by about 10%. It’s the core acceleration that is driving markets especially after the glimmer of hope the prior month when core CPI was among the weakest months of September on record. BoE’s Ramsden speaks later today (11amET). 

Chart 1: Comparing UK Core CPI for All Months of October

As a result, while December was already priced for no action by the BoE before the data, February’s pricing was shaved by a few points to under 20bps of a quarter point cut.

Spike in Eurozone Negotiated Wage Gains Shaken Off

The ECB’s negotiated wages indicator for 2024Q3 accelerated sharply to 5.4% y/y (chart 2). That follows a brief deceleration the prior quarter and takes negotiated wage growth up by the fastest pace since 1993Q1. The biggest driver was Germany where negotiated wages were up by 8.8% y/y as we learned yesterday morning. The concentration of the gain on Germany that was already known and guidance from the Bundesbank that it is unlikely to persist led to little reaction in ECB pricing. Markets are priced for more than a full quarter point cut on December 12th.

Chart 2: ECB's Indicator of Negotiated Wage Rates

We’ll see what ECB officials think about the figures when Guindos (1pmET), Stournaras (1:30pmET) and Makhlouf (2pmET) speak.

Inflation Undershoots on Eve of SARB’s Decision

South African inflation weakened on the eve of SARB’s expected rate cut tomorrow. Headline CPI fell -0.1% m/m (+0.1% consensus) and the y/y rate dropped a full percentage point to 2.8% (3% consensus). Core inflation was up 0.2% on consensus and decelerated by two-tenths to 3.9% y/y, also on consensus. SARB is expected to cut by 25bps tomorrow as the whole yield curve shifted lower by 6–9bps post-data.

BI Holds in Defence of the Rupiah

Bank Indonesia left its policy rate unchanged at 6% as most had expected and retained a focus upon rupiah stability.

Nothing Material Out of N.A.

Fed officials will natter on with Barr (10amET), Cook (11amET), Bowman (12:15pmET) and Collins (4pmET) on tap but it’s hard to imagine what they may say that’s new. Canada auctions 10s at noon ET today and the US auctions 20s at 1pmET.

Rates Table