🥇 First rule of investing? Know when to save! Up to 55% off InvestingPro before BLACK FRIDAYCLAIM SALE

Complacency Keeping Volatility Levels In Check

Published 10/08/2017, 09:25 am
USD/CHF
-
AUD/USD
-
UK100
-
AUD/CHF
-
XAU/USD
-
US500
-
FCHI
-
DJI
-
AXJO
-
DE40
-
STOXX50
-
JP225
-
BHP
-
RIO
-
GC
-
HG
-
LCO
-
CL
-
DE10YT=RR
-
US10YT=X
-
AU10YT=RR
-
VIX
-
TIOc1
-

Originally published by IG Markets

The late-in-the-day fireworks in US equities on Tuesday didn’t carry over to a clear trend or even activity level through this past New York session close.

North Korea continues to run through the headlines, but the market’s deeply set complacency and familiarity with the vocally belligerent country are attempting to keep volatility levels in check.

A substantial correction in risk-connected assets is inevitable – but does not have to unfold immediately. The question remains, what will be the signal that capsizes overindulgent speculation? That is not clear; and in turn, we should navigate our markets carefully. Flexibility, reasonable stops and objectives as well as a healthy appreciation of the ‘all correlations go to one in tumbling markets’ theorem are all virtues at this stage.

Wall Street: At the start of the week, the S&P 500 had worked its way into a remarkably tight wedge that found the index’s record high 2,480 as its resistance. In the meantime, its activity level measured by the 20-day average daily range (as a percentage of spot) had dropped to a record low and the Dow Jones Industrial Average extended its run to a 10th consecutive daily advance.

These were the kind of dubiously idyllic conditions that lead to remarks like ‘it’s a little too quiet.’ As was inevitable, the technical break came for the S&P 500 with initial clearance of 2,480 but by the end of this past session, it had flipped and then dropped below support around 2,470. Neither spark of volatility has caught fire. The CBOE Volatility Index however is finally its extreme anchor point around 10, which will ensure traders keep close attention on further fits ahead.

Fed Confusion: The Federal Reserve has come to be the least unpredictable of the major central banks. True, they have embarked on a path of policy tightening that it unmatched by the rest of the developed world; but they are clear about their intention and projections. And, it is that first mover status that has drawn the market’s attention to the more nuanced – and vague – policy intentions from groups like the ECB, BoJ and RBA among others. Yet, that crystal clear policy bearing may be clouding somewhat.

There are always differing opinions to be found in groups of more than a few people, but the spectrum created between remarks from Chicago Fed President Evans and St. Louis Fed President Bullard this past session is remarkable. Evans was until recently considered the most dovish of a group on the path towards tightening, yet now he has voiced confidence of balance sheet adjustment in September and another hike potentially in December.

On the opposite end of the scale, Bullard used to be a top hawk but his remarks this past session weighed in on the possibility that the Fed has hiked rates too quickly. What is more interesting (some would say disturbing) was his remarks that the central bank has been reluctant to target equity prices. To some that is worrying apathy, to others a suggestion it is already happening.

North Korea Tension Starting to Break Complacency – Over the years, we have seen monetary policy start to reverse course, growth forecasts downgraded, bubble discussions sweep developed to emerging markets and more. Yet, through all of it, risk appetite continued to march along. This has led many investors to wonder: what can throw this market’s confidence off its course? Global stability fears will be the latest test of complacency. The war of words between the US and North Korea has clearly escalated with President Trump using unusually aggressive language in his ‘fire and fury’ remarks. US Defense Secretary James Mattis looked to clarify the United States’ position and perhaps take some of the edge off the rhetoric, but the warning was no less pointed. We have seen risk aversion through the common routes (Treasuries, gold and even the Swiss franc); but if this cold war looks like it is turning ‘hot’, the flight to safety will turn systemic.

Australian Inflation Expectations: According to overnight swaps, the market is still highly skeptical that the RBA will be lifting rates in the foreseeable future. And yet, the Australian dollar is still sitting on premium earned through a speculative surge in rate expectations. The Bank of Canada’s hike last month has inspired a yield-hungry global market to bid up traditional carry currencies to potentially enter at the beginning of a fundamental wave – a similar principle behind the Euro’s performance in 2017. Yet, that hawkishness has started to rot on the vine. Economic support is needed to see this bullish move grow. This morning’s inflation expectations figures speaks to the most black-and-white evidence the RBA can expect to reference.

Australia Dollar: The Aussie dollar was the worst performer amongst the majors through Wednesday. While the North Korea worry doesn’t necessarily point a spotlight on Australia, it hits the currency where its global value is most sensitive: risk appetite. A mood of tension and fear reduces appetite for high cost, low return carry trade. While the AUD dropped against all of its major counterparts this past session, the Swiss franc drew the biggest bite. AUD/CHF dropped as much as 1.7 percent through the day.

ASX: Japan’s Nikkei 225 drew the brunt of the concern for global equities with a dramatic break of a two-month wedge when it cleared 19,900. The S&P/ASX 200 could have followed that panic, but instead held fast to its long in the tooth 5,800 – 5,650 range. With the US indices regaining their footing through the closing hours of the New York session, we find ASX futures pointing to a modest advance on the open. This remarkable three month coasting from range boundary to range boundary will not last forever. But, until one side of the market mounts a clear offensive, profiteers of fading volatility and dwindling time will continue to win the day.

Commodities: Some of the unease in capital markets spilled over to the commodities this past session. Most notably, gold put in for its biggest rally since May 17 and in turn moved to a two-month high just above the 1,275 intraday peak set at the beginning of the month. You can feel that the speculative rank’s appetite for a full-fledged bull trend, but momentum would generally require an escalating economic and financial crisis to sustain – unlikely. In the meantime, crude oil continues to trace out a dwindling range between 50 and 49. A break is inevitable, but unless it is motivated by a clear and overwhelming fundamental development, don’t grow overly confident about the trend that would follow.

Market Watch:

S&P/ASX 200 up 21.906 points or +0.37% to 5765.660

AUD -0.34% to 0.7887 US cents

On Wall St, Dow -0.33%, S&P 500 -0.24%, Nasdaq -0.52%

In New York, BHP (AX:BHP) -0.46%, Rio (AX:RIO) -0.21%

In Europe, Stoxx 50 -1.34%, FTSE -0.59 %, CAC -1.40%, DAX -1.12%

Spot gold +1.15% at US$1275.45 an ounce

Brent crude +0.94 % to US$52.64 a barrel

Iron ore +0.34% to US$88.908 a tonne

Dalian iron ore at 555.0 yuan

LME aluminium (cash) +3.70% to $US2017.25 a tonne

LME copper (cash) +1.05% to US$6451.50 a tonne

10-year bond yield: US 2.24%, Germany 0.43%, Australia 2.64%

Latest comments

Loading next article…
Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all investors. Prices of cryptocurrencies are extremely volatile and may be affected by external factors such as financial, regulatory or political events. Trading on margin increases the financial risks.
Before deciding to trade in financial instrument or cryptocurrencies you should be fully informed of the risks and costs associated with trading the financial markets, carefully consider your investment objectives, level of experience, and risk appetite, and seek professional advice where needed.
Fusion Media would like to remind you that the data contained in this website is not necessarily real-time nor accurate. The data and prices on the website are not necessarily provided by any market or exchange, but may be provided by market makers, and so prices may not be accurate and may differ from the actual price at any given market, meaning prices are indicative and not appropriate for trading purposes. Fusion Media and any provider of the data contained in this website will not accept liability for any loss or damage as a result of your trading, or your reliance on the information contained within this website.
It is prohibited to use, store, reproduce, display, modify, transmit or distribute the data contained in this website without the explicit prior written permission of Fusion Media and/or the data provider. All intellectual property rights are reserved by the providers and/or the exchange providing the data contained in this website.
Fusion Media may be compensated by the advertisers that appear on the website, based on your interaction with the advertisements or advertisers.
© 2007-2024 - Fusion Media Limited. All Rights Reserved.