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Fed To Begin Reducing Balance Sheet In 2017

Published 06/04/2017, 10:14 am
Updated 09/07/2023, 08:32 pm
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Originally published by Rivkin Securities

US equities reversed initial gains on Wednesday and the US dollar was flat following the release of the FOMC minutes from the March 15th meeting. The minutes were in line with Janet Yellen’s press conference following the meeting that most participants continued to anticipate gradual increases in the federal funds rate and confirming that the March hike did not reflect changes to their economic assessment.

The minutes also painted a positive outlook for the economy with “nearly all participants judged that the US economy was operating at or near maximum employment” and economic activity continued to expand at a moderate pace.

A key point was the timing and strategy for reducing the Fed’s US$4.5 trillion dollar balance sheet with most participants anticipating that it would be “appropriate later this year” to make changes to the current reinvestment policy. The committee also emphasized the reduction of this balance sheet would be passive and predictable.

The US Dollar Index traded +0.03% higher this morning, while both the two and 10-year treasury yields declined -1 basis point respectively. The probability of a second hike this year at the June 14th meeting rose to 63.4% from 58.9% the day prior while the market is also modestly pricing in a third hike at the December 13th meeting. The focus will now be on Friday’s non-farm payrolls with the private ADP measure overnight giving some insight, rising +263k in March against estimates of +185k.

The biggest reaction was in the S&P 500 which reversed initial gains of up to +0.8% to close -0.31% lower with 320 out of the 505 securities lower for the session. This reaction is particularly attributed to a comment in the FOMC minutes that some members saw equity prices as being quite high. Although part of this reaction could also be attributed to the U.S. ISM manufacturing composite (MoM Mar) which missed expectations of 57 with an actual reading of 55.2 down from 57.6 previously.

Oil prices traded well off their highs shown on the first chart below, with WTI up just +0.23% while Brent crude fell -0.35% after the US oil inventories rose more than anticipated. For the week ending March 31st inventories rose +1.566m with estimates for a -150k draw. While U.S. inventories have risen recently, expectations are for a decrease in the coming months due to greater refinery demand as the U.S. driving season starts for summer.

Locally the S&P/ASX 200 swung between gains and losses before closing +0.34% higher at 5,876.20. Meanwhile we can expect a weaker start to trade this morning with ASX SPI200 futures down -16 points.

Data releases:

· Chinese Caixin Services & Composite PMI (MoM Mar) 11:45pm AEDT

· ECB President Mario Draghi Speaks 4:00pm AEDT

· ECB Monetary Policy minutes 9:30pm AEDT

· Fed’s Williams Speaks 11:30pm AEDT

· President Trump Hosts Chinese President Xi at Mar-a-Lago (two day meeting)

Chart 1 – WTI (Blue) & Brent (Purple) Crude Oil

Chart

Source: Rivkin, RivkinTrader

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