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Volatility Returns To Stocks

Published 06/02/2018, 09:48 am
Updated 09/07/2023, 08:32 pm
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Originally published by Rivkin Securities

The Dow Jones Industrial Average closed down 4.6% overnight following on from the weak session on Friday. All sectors were weak although financials was the worst performer with a 5.04% loss. The return of volatility to the markets should not come as a big surprise and considering the prior gains, a substantial pull-back is not unexpected. The S&P/ASX 200 fell 1.5% yesterday which was an outperformance relative to the falls in the US on Friday. ASX 200 futures are down 139 points this morning.

The traditional correlation between stocks and bonds was back to normal last night as bond yields fell in unison with stocks. The US 10-year bond yield dropped back to 2.71% although this is still up 22 basis points over the prior month. Gold behaved like a safe haven asset, climbing around US$5 to US$1,339 while WTI oil fell 2.8%. The oil market is torn between falling inventories but rising US production and in the medium term it will be these forces that drive its direction.

Today the Reserve Bank of Australia (RBA) makes its interest rate decision for the month. Forecasts are for no change in rates although there will be plenty to look for in the statement considering the recent action in stocks and bonds. Also, the Australian Bureau of Statistics will release trade balance and retail sales data. Retail sales are expected to decline -0.2% In December (seasonally adjusted) following from the very strong 1.2% gain in November. The trade balance is expected to be slightly positive at $0.25bn.

Data Releases:

- Australia Retail Sales 11:30am AEDT

- Australia Trade Balance 11:30am AEDT

- Australia Interest Rate Decision 2:30pm AEDT

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