• Chile: February CPI reinforces our forecast for a sharp deceleration in inflation in coming months

Markets are licking their wounds after yesterday’s Powell-triggered sell-off which has somewhat steadied in FX while US equity futures are marginally higher on the day. The possibility that the Fed moves back to a half-point pace of increases has kept markets on edge as we await the release of key US job openings data at 10ET—at the same time as Powell speaks again, this time in front of the House—and ahead of Friday’s nonfarm payrolls print. Crude oil prices are flat (after a steep 3.6% drop in WTI yesterday), iron ore in Singapore is little changed and copper is up 0.8% (though far from making up yesterday’s 2.8% loss). Treasurys are bear flattening, with 2s remaining above 5% (up 3bps) but 10s falling a touch below 4% (unchanged).

The MXN remains the market’s darling as it outpaces its major peers today on a 0.5% gain that is eyeing another break under the 18 pesos support zone. The peso’s 1.7% appreciation in the month-to-date almost doubles the gains in the next best performer among the majors, the BRL (up 0.9%). In Latam FX, however, the CLP and COP, up ~2.5% and 2% hold the gold and silver medals. Tomorrow’s February CPI release in Mexico will help refine bets ahead of Banxico’s meeting on the 30th; a 25bps hike looks more likely then, though a half-point increase from the Fed could prompt a large move from the Mexican central bank. Yesterday’s Citibanamex survey results showed a slight uptick in year-end inflation expectations (at 5.3% from 5.2%) while only 3 of 34 surveyed project a 50bps hike from Banxico this month, although the median now sees a year-end rate of 11.50% (from 11.25%, end-2024 left unchanged at 8.50%).

Like yesterday, the global market mood and developments in the US will likely drive moves in Latam markets amid a quiet calendar after this morning’s Chilean CPI release (see below) that missed economists’ estimates with a softer than expected increase in core prices, to boot (the CLP is down about 0.5% in early dealing, at writing, while 1y swap yields are down ~10bps). Lawmakers will cast their vote on the Chilean government’s tax reform proposal today in the Chamber of Deputies (lower house); ahead of a likely more contentious process in the Senate.

—Juan Manuel Herrera

CHILE: FEBRUARY CPI REINFORCES OUR FORECAST FOR A SHARP DECELERATION IN INFLATION IN COMING MONTHS

This morning, Chile’s statistical agency (INE) released CPI data for February 2023, showing a 0.1% m/m decline, below market expectations (Economic Expectations Survey at 0.4% m/m, and Bloomberg at 0.2% m/m) but closer to our forecast (0.1% m/m). Annual inflation continues to slow, mainly thanks to the decline in volatile prices (charts 1 and 2). Core inflation (ex. volatile items) rose 0.7% m/m, explained by increases in both services and goods. However, tradable CPI fell 0.1% m/m. With this, we maintain our projection at 3.7% y/y for inflation in December 2023, based on our expectation of a sharp fall in tradable inflation due to the appreciation of the CLP observed in recent months. 

Chart 1: Chile: Headline and Core CPI; Chart 2: Chile: Contributions to February's CPI

—Aníbal Alarcón