The near-term forward spread is signaling a sharp economic downturn

The Daily Shot: 05-Apr-23
The United States
Canada
The Eurozone
Europe
Asia – Pacific
Emerging Markets
Commodities
Energy
Equities
Credit
Food for Thought



 

The United States

1. Job openings declined more than expected in February.
 

 
Here are the monthly changes with contributions
 
Source: @TheTerminal, Bloomberg Finance L.P.  
 
And this chart shows the quarterly changes in job openings over the past couple of decades.
 

 
Job vacancies are now more in line with postings on Indeed.
 
Source: Wells Fargo Securities  
 
Here is the number of openings per unemployed person, suggesting that the labor market imbalance persists.
 

 
The Beveridge Curve also points to job market imbalances.
 
Source: @TheTerminal, Bloomberg Finance L.P.  
 
Below are some trends by sector.
 
Manufacturing:
 

 
Construction (a surprise increase):
 

 
Retail:
 

 
Hotels and restaurants/bars:
 

 
Healthcare:
 

 
Surprisingly, the number of voluntary resignations (quits) increased in February, signaling confidence in the job market.
 
Source: @TheTerminal, Bloomberg Finance L.P.  
 
Here are the quits and the layoffs rates.
 
Source: @TheTerminal, Bloomberg Finance L.P.  
 
Finally, this scatterplot shows the quits rate and wage growth.
 
Source: @TheTerminal, Bloomberg Finance L.P.  

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2. The faster-than-expected decline in job openings sent Treasury yields sharply lower.
 

 
The market is pricing a faster pace of Fed rate cuts starting this summer.
 

 
Too much enthusiasm?
 
Source: Numera Analytics (@NumeraAnalytics)  
 
This chart shows the near-term forward spread, the Fed’s preferred yield curve leading indicator. It is the expected three-month Treasury yield 18 months from now (market expectations) minus the current 3-month yield. Some Fed officials view this as a better indicator than the 10yr – 2yr spread (see research). The near-term forward spread is signaling a sharp economic downturn.
 

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3. Factory orders declined in February.
 

 
Real capital goods orders continue to fall, signaling slowing CapEx.
 

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4. The economy is still coming off a long period of deleveraging following a credit binge in the 1990s/early-2000s.
 
Source: MRB Partners  
 
5. Multi-family (apartment) building sales are down sharply.
 
Source: @WSJ   Read full article  
 
Prices have been falling recently.
 
Source: Wells Fargo Securities  

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6. When is the X-date? Here are some scenarios based on the US Treasury’s cash flows in previous years.
 
Source: Deutsche Bank Research  
 
The market remains very concerned about the debt ceiling impasse.
 


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Canada

1. Consumer inflation expectations are moderating.
 
Source: Scotiabank Economics  
 
2. Lower inflation could take the pressure off the BoC, possibly leading to a pause/pivot.
 
Source: Numera Analytics (@NumeraAnalytics)  
 
3. The inverted yield curve has been a drag on financial stocks, similar to previous occurrences.
 
Source: Numera Analytics (@NumeraAnalytics)  
 
4. Canadian stocks have underperformed developed market peers during the recent correction in oil prices.
 
Source: Numera Analytics (@NumeraAnalytics)  
 
However, the iShares Canada ETF (EWC) is holding long-term support relative to the S&P 500, aided by the recent bounce in crude prices.
 


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The Eurozone

1. Germany’s trade surplus was a bit lower than expected.
 

 
2. Italy’s budget deficit exceeded the 2020 levels in March.
 

 
3. The euro-area PPI continues to moderate.
 

 
4. Wage growth and CPI are now higher in the Eurozone versus the US.
 
Source: Deutsche Bank Research  
 
The wide gap between Europe and US inflation points to a wider interest rate differential and a higher EUR/USD.
 
Source: Deutsche Bank Research  


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Europe

1. Norway’s unemployment rate remains very low for this time of the year.
 

 
2. Here is the Czech Republic’s year-to-date budget deficit.
 

 
3. Below is a look at aviation strikes in Europe’s largest economies.
 
Source: @WillWilkesNews, @tomelleryrees, @eckldorna, @bpolitics   Read full article  


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Asia – Pacific

1. South Korea’s core CPI remains elevated.
 

 
2. New Zealand’s central bank hiked rates by 50 bps, surprising the market.
 

 
The Kiwi dollar and bond yields jumped.
 

 

 
Source: @tracywwithers, @markets   Read full article  
 
Separately, New Zealand’s home price declines are now worse than during the GFC.
 

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3. Australia’s central bank left rates unchanged.
 
Source: @Swatisays, @economics   Read full article  
 
Some analysts still expect a rate hike in May. The market is assigning less than a 10% chance of such an outcome.
 


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Emerging Markets

1. Let’s begin with Chile.
 
Economic activity (a slight decline in February):
 

 
Manufacturing production (well below last year’s levels):
 

 
Copper production (very soft):
 

 
Retail sales (in line with 2021 levels):
 

 
Business sentiment (depressed):
 

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2. Mexican vehicle sales are rebounding.
 

 
Remittances remain at record highs.
 

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3. The gap between the official and the “blue-chip” USD/ARS (Argentine peso) rates continues to widen. This trend is not sustainable (amid reduced FX reserves).
 
Source: @TheTerminal, Bloomberg Finance L.P.  
 
4. Pakistan’s central bank hiked rates again as inflation surges.
 


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Commodities

1. Gold blasted past $2,000/oz, as …
 
Source: barchart.com  
 
… the US dollar weakens and real yields decline.
 

 

 
Silver has also been surging.
 

 
Palladium’s underperformance widened further as platinum prices jumped.
 

 
Oxford Economics sees gold prices retreating in the months ahead.
 
Source: Oxford Economics  
 
2. Gold and copper stocks have outperformed their respective physical commodity ETFs. (2 charts)
 
Source: Aazan Habib, Paradigm Capital  
 
Source: Aazan Habib, Paradigm Capital  

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3. US hog futures remain under pressure amid ample supplies and weak cash prices.
 


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Energy

1. Despite a sharp increase in oil prices this week, oil implied vol has been declining.
 

 
2. Crack spreads dropped this week, …
 

 
… which is a headwind for refiners.
 

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3. Oil and gas exploration & production stocks (XOP) have underperformed crude oil (USO).
 
Source: Aazan Habib, Paradigm Capital  


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Equities

1. The recent Russell 2000 underperformance vs. the Nasdaq 100 has been remarkably rapid.
 

 
2. Bank shares continue to struggle.
 

 
Regional banks don’t look as cheap when the price-to-book ratio is adjusted for unrealized losses.
 
Source: Hugo Ste-Marie, Portfolio & Quantitative Strategy Global Equity Research, Scotia Capital  
 
Bank stocks typically outperform during the recovery phase, while insurance stocks underperform.
 
Source: Alpine Macro  

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3. Deutsche Bank is bullish on mega-cap stocks (MCG & Tech = “mega-cap growth and tech”).
 
Source: Deutsche Bank Research  
 
4. S&P 500 forward earnings have not fully priced in a recession.
 
Source: BCA Research  
 
5. Analysts continue to downgrade profit margin projections.
 
Source: Yardeni Research  


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Credit

1. A survey from the Dallas Fed indicates deteriorating loan volumes and demand in March.
 
Source: Dallas Fed  
 
Source: Dallas Fed  

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2. This chart shows the evolution of the hold-to-maturity portfolios in the banking system.
 
Source: Oxford Economics  
 
3. Leveraged loan and high-yield funds continue to see outflows.
 
Source: Deutsche Bank Research  
 
BofA’s private clients have also been getting out of munis.
 
Source: BofA Global Research  

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4. Leveraged loan sales slowed sharply in Q1.
 
Source: Bloomberg Law   Read full article  


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Food for Thought

1. The AI feature helping Bing’s popularity:
 
Source: Reuters   Read full article  
 
2. Companies discussing AI:
 
Source: @Subrat_Patnaik, @technology   Read full article  
 
3. TikTok’s popularity with adults:
 
Source: Statista  
 
4. Researching a major news event:
 
Source: @chartrdaily  
 
5. Religious participation and “deaths of despair”:
 
Source: The Economist   Read full article  
 
Deaths of despair over time:
 
Source: The Economist   Read full article  

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6. Projected prevalence of obesity in the US and its impact on the economy:
 
Source: World Obesity Day  
 
7. Weeks of income needed to purchase a new vehicle in the US:
 
Source: @KailashConcepts, @TheStreet   Read full article  
 
8. Highest-paid actors and actresses of all time:
 
Source: @genuine_impact  

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