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Bund Yields Dive On Inflation Talk

Published 28/03/2019, 09:45 am
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The see-sawing market

The one-day-up, one-day-down pattern of trade on Wall Street continues. It’s playing-out so elegantly, it’s almost absurd. Yesterday was a “down” day, as market participants evacuated equity markets to seek shelter in safe-haven government bonds. In contrast to the day prior, breadth has been universally low, with practically every sector in the S&P 500 trading lower. The same simple binary that’s driven market activity for weeks is behind this dynamic: a competition between fears regarding the slowing global growth outlook, and the appeal of risk taking in a financial market environment plagues by tumbling yields. The pattern is showing few signs of abating and speaks of a market that is consolidating before a clearer-cut direction is formed.

Asia set for mixed trade again: Wall Street’s lead is manifesting as a mixed-picture for Asian markets today, according to futures. Provided this materializes, it will be an extension of the region’s equities own theme. Yesterday’s trade was tepid for Asia too, resulting in an ultimately flat day for the S&P/ASX 200, a solid day for Chinese and Hong Kong markets, and soft day for the Nikkei. As it presently trades, SPI Futures are suggesting that the ASX200 will open slightly lower this morning, if not flat; as will the Hang Seng and Nikkei; but the CSI 300 ought to open a touch higher – though this is based on a future’s price that reflects price action from yesterday evening’s trade.

Clutching for clarity: Given the overall soft-day for Wall Street stocks, combined with what’s expected to be a more-or-less flat start for the ASX200, the themes to follow for the day are currently a little obscure. After a stabilization in bond yields in the day prior’s trade, the financials sector kept the ASX200 in the green yesterday. For one, it’s an upside-drive that may go missing today, as global financials stocks pullback courtesy of another tumble in yields. Iron ore prices are down, but industrial metals are collectively higher, implying the macro-picture won’t be the key determinant behind the material’s sector trade today. Oil prices are also lower after a bigger than expected build in US crude inventories, boding poorly for energy stocks.

Markets’ missing momentum: The defensive sectors may have another day in the sun instead. After the aforementioned bounce in bond yields, utilities were the laggard in yesterday’s trade, trading 1.34 per cent lower on 0 per cent breadth. Nevertheless, even some intraday rotation within the ASX200 will give little catalyst to spark a run higher in the index. Like many stock indices the world-over presently, the market has become mired by slowing momentum. Market internals haven’t been over-stretched by a great measure of late, but right now, they are showing a market missing real enthusiastic sentiment. It could mean a pause, before another run, or a brief pullback is coming. Positioning according to the pull/call ratio is neutral, however trending lower.

Weaker Australian dollar supporting stocks: One saving grace for the ASX200 is the weaker Australian dollar, which took another dive yesterday. Having crept higher in recent weeks, the AUD was floored yesterday, after the RBNZ, during their monetary policy meeting, took a much more dovish stance than expected. They stated their expectation that their next move would be to cut rates. The USD/NZD got flogged and the AUD/USD chased it lower, as markets not only increased bets of an imminent interest rate cut from the RBNZ, but also the RBA. The dive in the currency was ultimately the key driver of the modest gain registered by the ASX200 yesterday: and once again may be required today to see further short-term upside for the index.

What it sounds like when doves cry: The RBNZ joining the growing party of central bank speakers talking-down economic prospects was the likely cause of yesterday’s run into government bonds. That, as well as a speech from ECB President Mario Draghi, in which he expressed his pessimism about hitting that central bank’s inflation target. German Bund yields swan-dived last night consequently, with the 10 Year Bund yield falling to -0.08 per cent – below that of its JGB equivalent for the first time in several years. US 10 Year Treasuries fell again below the Federal Funds rate at 2.4 per cent, as markets price in nearly 1-and-a-half interest rate cuts from the US Federal Reserve before January 2020.

May maybe about to call it a day: The sterling proved resistant to this tide in the G10 currency complex overnight, trading on further Brexit developments instead. The Cable climbed on news that UK PM Theresa May would tender her resignation once Brexit was decided. This in and of itself didn't inspire the rally in the pound. Rather it was the more conservative wing of the Tory party's response to it that bolstered sentiment. Reportedly, they've shifted their support towards favouring the PM's deal, on the basis she'll abdicate here position upon its passing. Traders are pricing in now an increased chance of a breakthrough in Brexit negotiations, that will ensure that an orderly enough Brexit will transpire before the April 12 deadline.

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