ON DECK FOR MONDAY, JULY 21

ON DECK FOR MONDAY, JULY 21

KEY POINTS:

  • Mixed risk appetite to start the week
  • Yen rallies as Ishiba hangs on for now…
  • …but the weakened LDP faces key struggles
  • Soft NZ inflation pushes RBNZ cut pricing higher
  • BoC surveys will probably show more modest inflation expectations
  • Global Week Ahead — Knock it Off (reminder here)

It’s a light start to a new trading week that is marked by mixed risk appetite. US and Canadian equity futures are modestly higher versus slight weakness in Europe. Sovereign bond yields are gently lower across major benchmarks. The US is on its back foot with standout performers including at least temporary yen strength (election, see below) and NZ$ weakness (CPI, see below). The US calendar is quiet and Canada’s has a couple of minor entries on tap.

RBNZ CUT BETS BOOSTED BY CPI

New Zealand’s Q2 CPI inflation was weaker than expected (chart 1) and that drove underperformance by the NZ$ and outperformance of rates in bull steepener fashion. OIS pricing for the August 20th RBNZ decision moved up by about 5bps to price 21bps of a quarter point cut. CPI was up by 0.5% q/q (0.6% consensus). CPI for tradeable goods was up by 0.3% (0.5% consensus). Nontradeable goods CPI was on the screws at 0.7%.

Chart 1: New Zealand's Inflation

YEN RALLIES AFTER JAPANESE ELECTION—FOR NOW

The yen is outperforming because Japanese PM Ishiba pledged to stay on as PM for now and despite losing the upper house majority in weekend elections (chart 2). The LDP coalition now has minorities in both chambers after losing its majority in the Lower House last October. Japanese markets were otherwise closed for Marine Day today. This may be a false calm as key uncertainties include how long Ishiba may stay on, whether the opposition could exploit vulnerabilities through a confidence vote, what concessions the LDP coalition may have to make on fiscal and other policies to stay in power, and how effectively it can handle US trade belligerence.

Chart 2: 2025 Japan's Upper House Election Results

China left its 1- and 5-year Loan Prime Rates unchanged at 3% and 3.5% respectively as expected.

BOC SURVEYS LIKELY TO SHOW LOWER INFLATION EXPECTATIONS

Canada updates little watched producer prices for June (8:30amET) plus the Bank of Canada’s Q2 consumer and business surveys (10:30amET). Lower inflation expectations are expected to be signalled based on correlations with a small business survey (chart 3).

Chart 3: Firms' Inflation Expectations
Rates Table