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ECB Scrambles To Correct Course

Published 29/06/2017, 10:37 am
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Originally published by IG Markets

Recognizing the shudder in the capital and fixed income markets Tuesday following the mere hint that one of the most dovish central banks in the world – the ECB – was open to the eventual policy shift, the central bank scrambled to correct course.

A ‘source close to Draghi’ relayed that he didn’t mean to signal hawkish intentions, and the markets settled with volatility measures dropping back to recent lows and equity indexes clawing back lost ground. This speaks less of the consequence of European monetary policy and more of the state of the market. Years of build-up in ‘risky assets’ (shares, high-yield, housing) is making investors more circumspect of their position in the market.

Wall Street: Though European markets did not fair well this past session, the US markets pressed a strong recovery. With moves that mirrored the previous day’s losses, the Dow gained 0.7%, the S&P 500 0.9% and Nasdaq 1.4%. Meanwhile, the CBOE Volatility Index dropped back to 10 – putting to rest any concern/hope that activity would stick. The rebound helped to stave off the philosophical quandary of what to do, should a serious reversal appeal in the middle of the seasonal lull and heading into the long holiday weekend due for the US. To add an additional air of authority to the session, the Federal Reserve released its ruling on its regular stress test review of the country’s largest banks. The financial institutions already reviewed as being healthy were given the green light for using extra capital to buyback shares and boost dividends. Immediately following the announcement; Citibank, Morgan Stanley (NYSE:MS) and JPMorgan (NYSE:JPM) among others announced hefty buybacks that equated to high, single-digit percentages of their respective market caps and dividend upgrades. Bank shares were generally higher in after hours trading.

Central Banking Panel: Monetary policy has become an integral part of the global financial landscape. Risk appetite has firmly rooted itself to the support offered by the broad rate cuts and massive increases in stimulus programs over the years. So what happens when these extraordinary measures start to wind down? We are currently facing that question, and so far, the market is in the ‘denial’ phase of its grief. As definitive as the Fed’s course change has been, there is hope that the balance of the world’s largest policy groups could offset the retraction in support.

And so, the central banker panel at the ECB’s forum bringing together its host’s president (Draghi), BoJ Governor Kuroda, BoE Governor Carney and BoC Governor Poloz. While Kuroda demurred on any plans to ease up on the gas and Draghi was still trying to recover from his impact the previous day, Mr. Carney clearly laid out his belief that they were prepared to ease back some accommodation in the UK, should conditions warrant. This week was a test to see how much the market would allow for rebalance. Its reaction was not encouraging, and the central bankers will be exceptional cautious going forward.

Uneven Global Confidence Picture - ANZ Weekly Consumer Confidence reading has taken a different road than other developed economies, as readings reported 111.8 below the four-week moving average of 112.5, with a dip in the belief that it was time to make a major household purchase. Australian/ New Zealand confidence is diverging from Europe and North America. On Wednesday, French confidence grew to highest levels in a decade on reported improvements in personal finances and readiness to make significant purchases.

However, the Bloomberg US Weekly Consumer Confidence is showing a reading of 49. This is near the highest level since 2007 before the recession in the US took hold. The dip in AU confidence should be watched for growing economic concerns that could pull back savings and investments abroad, which could directly be linked to a worsening carry trade environment.

Ex-RBA Board Member has high hopes for RBA Rates: ex-RBA member, John Edwards sees eight RBA hikes as a 'distinctly possible' scenario when looking at current RBA forecasts against a backdrop of stronger global economic growth. Edwards theorized that the likely long-term rate of 3.5% for the RBA cash rate would require four quarter-point hikes per year for the next two years to take them away from the current 1.5% cash rate.

As markets are a game of expectations, the biggest jolt to the Australian dollar would likely come on signaling from the RBA. This tightening view does not look to be wide-held since the implied rate hike probability from Overnight Index Swaps for the RBA does not show a priced in hike until June 2018, at which point Edwards believes they would likely be well into the tightening cycle. Edwards did note that in his view, the biggest risk to the RBA's willingness to align rates with long-term growth is the high level of household debt given many Australian mortgages are on variable rate plans. Edwards left the RBA last July.

Australia Dollar: The Australian dollar was a split benefactor to this past session’s risk rebound. There was not a universal carry appetite for the currency it gained versus a weak US dollar but slid compared to the rallying pound. On the same speculative spectrum, the Aussie dropped 0.5 percent versus the Loonie but climbed 0.3% on the back of the Kiwi.

ASX: In yesterday’s session, the S&P/ASX 200 proved one of the best performing major markets in the time zone. Where most were suffering from the US blowback, the local index rose 0.7%. With materials (1.3%) and financials (1.0%) top performers yesterday, the particular performance of those areas in other continents may continue to provide tail wind.

Commodities Looking Up: Metals and energy flashed green for most of the trading day in a continuation of the month-end rally that is helping to limit the month to date losses in many commodities. Dalian iron ore futures are hitting one-month highs, and have risen near 10% or 42 CNY on views that supply governance from China will help balance the market as the mining outlook improves. Crude oil was not sidetracked from an EIA report on Wednesday showing a 0.1% increase in inventories, but a drop in refined gasoline stockpiles helped keep the recovery in play. Lastly, recent CFTC data showed speculative Brent short positions is sitting at the highest levels since 2011, which could precede an aggressive short-covering rally if the price rise continues that could force the sellers out of the market.

Market Watch:

S&P/ASX 200 up 41.5 points or +0.07% to 57255.16

AUD +0.70% to 0.7636 US cents

On Wall St, Dow +0.67%, S&P 500 +0.88%, Nasdaq +1.28%

In New York, BHP (AX:BHP) 1.13%, Rio (AX:RIO) +0.94%

In Europe, Stoxx 50 -0.07%, FTSE -0.63%, CAC -0.11%, DAX -0.19%

Spot gold +0.15% at US$1249.04 an ounce

Brent crude +1.54% to US$47.37 a barrel

Iron ore +0.71% to US$56.00 a tonne

Dalian iron ore at 420.5yuan, +2.61%

LME aluminium (cash) +1.16% to $US1876.75 a tonne

LME copper (cash) +1.09% to US$5838.00 a tonne

10-year bond yield: US 2.22%, Germany 0.37%, Australia 2.46%

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