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USD Weaker On Productivity Slowdown

Published 10/08/2016, 10:40 am
Updated 09/07/2023, 08:32 pm
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U.S. equities were relatively flat on Tuesday following data that showed U.S. productivity decreased at 0.5% on an annualised rate in the second quarter against expectations of a 0.4% increase. Productivity is a key measure looked at by the Federal Reserve in assessing the outlook for the economy and implications for future rate hikes, a declining labour force highlighted by a decreasing participation rate puts economic output at risk with the alternative to labour increases being productivity. Critical to increasing productivity will be improved business investment, which currently remains low in the face of weak global demand.

Labour costs increasing quarter on quarter at 2% against expectations of a 1.8% increase, with the gain reflecting a 1.5% increase in hourly compensation and a -0.5% decrease in productivity however adjusting for inflation hourly compensation fell 1.1%. The S&P 500 had a fairly quiet session, closing up just 0.04% to be modestly below Friday’s all-time high while the Nasdaq 100 finished +0.2% higher to close at a marginally higher new all-time high of 4,795.75. The U.S. dollar traded generally weaker with the US Dollar Index declining -0.29%.

The FTSE 100 gained +0.63% as the Pound traded -0.32% weaker as data collected prior to the June 23rd Brexit showed manufacturing production (YoY Jun) missed expectations of a 1.3% gain with an actual reading of 0.9%. For the same period industrial production increased at 1.6% as forecasts up from 1.4% prior while the total trade balance (MoM Jun) increased to - £12.41b vs estimates of a decrease to only - £10b.

The Pound has recently resumed its downwards momentum against both the USD and EUR shown on the second chart below as further stimulus is expected by the market including a further rate cut by the end of the year. Importantly the BOE has signalled it does not believe negative rates will be beneficial and is likely to increase the use non-conventional policy tools such as increasing QE and long term cheap funding to banks.

U.K. government bonds rallied as the Bank of England announced that initial purchases of the additional £60 billion increase of the quantitative easing program fell short of its target of £1.17b with offers to sell of only £1.118b. The yield on 10 year U.K. government bonds fell 2.8 basis points to 0.584 while the yield on 20 & 30 year bonds also declined 4.6 & 4.8 basis points respectively. It’s too soon to suggest this is a concern for the success of the increase in the QE program however it is a warning flag and it will be important to watch and see if futures target purchases are achieved.

Elsewhere in Europe equity benchmarks were higher led by the DAX & STOXX 600 up +2.50% & +0.92% respectively as the Euro gained +0.29%. The DAX30 was significantly boosted by earnings from Munich Re, a German reinsurer whose quarterly net income doubled analyst forecasts and the index is now in a technical bull market having risen over 20% from its February low at 8,752 shown on the second chart below.

Despite a weaker USD commodity prices were generally lower, with both WTI & Brent crude oil declining -0.58% & -0.90% respectively, copper -0.67%, iron ore -1.10% and natural gas -4.84% on cooler weather and a persistent supply glut in the US. Precious metals spot gold & silver both gained +0.39% & +0.63% respectively as weak productivity figures reduce rate hike expectations increasing the demand for precious metals.

More positive news out of China with producer prices (YoY Jul) declining less than expected at -1.7% vs -2% forecast as -2.6% prior continuing the recent trend of slowing declines in prices. At the same time the consumer price index met expectations of a 1.8% increase, modestly lower than the 1.9% prior.

Asian equites were generally higher with the Nikkei 225 & Topix 500 indexes gaining +0.69% & +0.92% respectively despite the USD/JPY strengthening +0.56%. Locally the ASX200 finished +0.27% higher and the market looks set for another modestly higher open this morning with ASX SPI200 futures up 9 points in overnight trading.

Data releases:

· Chinese Money Supply & New Loan Growth (YoY Jul)

· Japan Housing Loans (YoY Q2) 9:50am AEST

· Japan Machine Orders (YoY Jun) 9:50am AEST

· Australian Westpac Consumer Confidence (MoM Aug) 10:30am AEST

· Australian Home Loans and Investment Lending (MoM Jun) 11:30am AEST

· RBA Governor Glenn Stevens Speaks in Sydney 1:05pm AEST

· U.S. Crude Oil Inventories (Aug 5) 12:30am AEST

· U.S. Monthly Budget Statement (MoM Jul) 4:00am AEST

Chart 1 – GBP/USD & EUR/GBP

Chart 2 – DAX30 Equity Index

Source: Rivkin, RivkinTrader

This article was written by James Woods - Global Investment Analyst, Rivkin Securities Pty Ltd. Enquiries can be made via james.woods@rivkin.com.au or by phoning +612 8302 3600.

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