Light volumes ahead of Thanksgiving closures in Japan and the US tomorrow leave markets trading without a clear direction or narrative. The G10 calendar has a few items of note on tap, including the UK’s fiscal statement, a flood of US data, and a speech by BoC Gov Macklem. Yesterday’s stale Fed meeting minutes and Canada’s Fall Update (see our take here) had little impact on broad market action.

The global belly of the curve is underperforming after broad weakness in rates markets in Asia hours that is sharply reversing in recent hours (e.g. a 5bps decline in US 10s from overnight high) to see net declines in long-end yields (SPX futures are moving into unchanged while Nasdaq futures track a 0.1% decline, in line with FTSE weakness and against a 0.2% rise in ESX. Crude oil is off close to 1% followed by copper down 0.6%, but opposite to a 1% rally in iron ore (up 10%+ month-to-date).

The USD is stronger against most major currencies, where weakness in Asia FX is the standout after these had enjoyed a very strong start to the week. Moves in other currencies are small, the MXN is marginally weaker hanging around the 17.20 zone after an abrupt weakening from sub-17.10 yesterday. The MXN was a middle of the pack currency in Latam yesterday, where only the CLP recorded gains of 0.7% while the COP and BRL underperformed, down 0.9%. For the CLP, watch BCCh Pres Costa’s address at 9.30ET as traders remain unsure of whether the bank will cut by 50bps or 75bps next month.

Yesterday’s results to the Citibanamex survey of economists were little changed from two weeks ago, with the median still seeing a March 2024 start to Banxico rate cuts and an end-year overnight rate level of 9.25%. At 7ET, we get Mexican retail sales figures for September that are expected to show an acceleration to 3.7% y/y from 3.4% in August, as well as a 0.4% m/m rise to follow a 0.4% decline (these are within a wide range of estimates).

Colombian consumer and business confidence data are also out today, but should not be major market movers. Yesterday, BanRep Gov Villar highlighted that an “important” decline in inflation would prompt rate cuts in the country, adding that he expects inflation to fall significantly in 2024 and that he doesn’t expect El Nino to greatly impact prices in Colombia—as dry weather began later than expected. Ultimately, the Gov can’t commit to a December rate reduction until he gets more clarity on what next year’s minimum wage increase may be. The bank gathers next week for a non-decision meeting where the topic of rate cuts will nevertheless come up internally, ahead of November CPI data out on the 7th.

—Juan Manuel Herrera