ON DECK FOR TUESDAY, MAY 27

ON DECK FOR TUESDAY, MAY 27

KEY POINTS:

  • Global long-ends buoyed by Japan’s MoF…
  • …as BoJ’s Ueda digs in on the front-end
  • US equities return from holiday to rally in lagged reaction to tariff delay
  • Gilts front-end cheapens on sign of issuance shift
  • BNS announces share buyback, dividend hike
  • Canada’s Speech from the Throne
  • US durables, consumer confidence on tap
  • French CPI lands weaker than expected
  • Global Week Ahead reminder here

It’s all about the long end this morning and thanks to Japan. Sovereign curves are bull flattening globally with Japan as the epicentre (see below). The dollar is broadly stronger with the yen among the weakest crosses while potentially impactful US data lies ahead. Stocks are rallying with US futures up 1½% and also in delayed reaction to Trump’s postponement of his 50% tariff threat on the EU as US markets come back from the Memorial Day holiday. Milder rallies are occurring across most other equity benchmarks that had already factored in the tariff news. Softer French inflation didn’t hurt and watch market reaction to BNS’s higher divided and stock buybacks. The gilts front-end is underperforming after an FT report indicated a shift toward short-term issuance (here).

JGBS CURVE BULL FLATTENS ON MOF HINT, BOJ’S UEDA

The JGBs long-end is the key mover on the day as 30s rallied by 19bps and 10s were 5bps richer (chart 1). That’s motivating carry influences into other long-ends such as the US 30-year yield that’s down 7bps this morning. The yen is the worst performing cross against the dollar on a generally strong session for the USD. The catalyst is a sign from the Ministry of Finance that Japan is considering a decrease in long-bond issuance given recently tepid demand and rising yields. The reason for such speculation appears to be traced back to a questionnaire sent by the MoF to market participants asking for views on issuance and market conditions which was treated as unusual. The damage being done by the US government to the long-end took Japan to rein it in somewhat.

Chart 1: Japan Acts on the Long-End

The JGBs front-end was anchored, however, after BoJ Governor Ueda dug in on relatively hawkish rate guidance by reaffirming he thinks Japan is on the longer-run path toward achieving its sustainable 2% inflation goal. Still, markets don’t have a full 25bps hike priced this year with about half a hike priced by October and a little more priced for the December meeting.

BNS ANNOUNCES BUYBACK, DIVIDEND HIKE

BNS (my employer) was the second of the Canadian banks to report this morning. Key was that it announced a buyback program of up to 20 million shares and raised its dividend 4% to C$1.10. Adjusted EPS was C$1.52 (consensus $1.56). Revenues slightly beat at $9.08B with adjusted ROE close to estimates at 10.4% (consensus 10.5%) but provisions were higher than expected at $1.4B (consensus $1.34) amid forward-looking risks to the economy.

CANADA’S SPEECH FROM THE THRONE

Canada’s Speech from the Throne will be delivered in Parliament by King Charles III at about 11amET for 20–30 minutes. It will lay out some of the high-level priorities for the Government to open a new session of Parliament.

OVERNIGHT DEVELOPMENTS

French CPI surprised lower at -0.2% m/m NSA (+0.1% consensus) which pulled the y/y rate down to 0.6% (consensus and prior 0.9%). Even though that’s not seasonally adjusted, it was the lowest m/m reading on record for like months of May (chart 2). Services were soft at -0.2% m/m, but the main driver was another 1½% m/m drop in energy prices. That drew a reaction from Banque du France Governor Villeroy who said it’s “another very encouraging sign of disinflation in action. So the normalization of monetary policy is doubtless not complete and we could—in the conditional—see this at our Governing Council Meeting next week.” 

Chart 2: Comparing France CPI for All Months of May

German consumer confidence was stable in the latest reading (-19.9, -20.8 prior) and has been floating around present levels since about mid-2024.

US DATA ON TAP

A trio of US macro readings lies in store for this morning’s markets. Durable goods orders are expected to reverse much of the prior month’s surge that was fed by plane orders as they fell back in April (8:30amET). Key will be core orders ex-defence and air as a gauge of underlying business investment and in light of a volatile but generally upward trend (chart 3).

Chart 3: US Core Capital Goods Orders

US consumer confidence in May could be more important to markets and has been riding at the lowest reading since May 2020 (10amET). Watch inflation expectations (chart 4). Also due out are house prices for March (9amET).

Chart 4: US Conference Board Inflation Expectations
Rates Table