ON DECK FOR WEDNESDAY, SEPTEMBER 24

ON DECK FOR WEDNESDAY, SEPTEMBER 24

KEY POINTS:

  • A$ outperforms, yen underperforms on data
  • Aussie CPI drives higher short-term yields
  • Japanese PMIs soften
  • German business expectations remain high
  • America’s deepening housing glut

Data is driving the A$ to outperform and the yen to underperform in an otherwise very quiet session in terms of calendar-based macro risk.

A$ OUTPERFORMS, AUSSIE RATES UNDERPERFORM ON CPI SURPRISE

The A$ is leading all major crosses as the only one to appreciate versus the USD. The Aussie rates curve is underperforming all others as the curve bear flattens with the two-year yield up by 6bps. That’s because CPI for August was a touch firmer than expected (3% y/y, 2.8% prior, 2.9% consensus). Trimmed mean CPI eased off by a tick to 2.6% y/y. Chart 1.

Chart 1: Australia CPI

YEN SOFTENS AFTER PMIs SLIP

Japan’s PMIs slipped a bit in September and mostly due to manufacturing. The composite PMI was 0.9 points lower than the previous month’s reading but at 51.1 still signals modest growth. Manufacturing moved further into contraction (48.4, 49.7 prior) but services were essentially unchanged (53.0, 53.1 prior).

GERMAN BUSINESS EXPECTATIONS ARE STILL RELATIVELY HIGH

German IFO business confidence fell primarily due to lower expectations, but the current conditions measure also slipped. Expectations still remain toward the highs since the Spring of 2022.

AMERICA’S HOUSING GLUT

The only release into the N.A. session will be US new home sales (10amET). It’s a heavily revised series so let’s just see the numbers. That said, the connection between model home foot traffic and sales has broken down in recent years (chart 2). It’s a very different housing market in that sense, while inventories of unsold new homes continue to soar and may soon test double digits for months of supply on the market (chart 3). Much tighter immigration policy could make housing worse, along with economic uncertainty.

Chart 2: Model Home Foot Traffic & New Home Sales; Chart 3: US New Home Inventories & Sales

Canada is quiet in terms of macro risk until Friday’s GDP figures for July and August.

Rates Table