Market begins pricing in a chance of a 50 bps Fed rate cut in September

The Daily Shot: 25-Jul-24
The United States
Canada
The United Kingdom
The Eurozone
Asia-Pacific
China
India
Commodities
Energy
Equities
Credit
Food for Thought



 

The United States

1. Bill Dudley, the former president of the Federal Reserve Bank of New York, suggested that the Fed should start cutting rates soon in light of increasing recession risks.
 
Source: MarketWatch   Read full article  
 
The market has started to price in the possibility of a 50 bps rate cut in September.
 

 
69 bps of rate reductions is now priced in for the rest of the year.
 

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2. The yield curve continues to steepen as the market bets on Fed rate cuts. The 10-year/2-year spread is now only -13 bps.
 

 

 
Source: @markets   Read full article  

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3. The July US flash PMI report from S&P Global does not signal a recession.
 
While the manufacturing sector slipped back into contraction territory, …
 

 
… the services PMI shows robust expansion.
 

 
Output price gains have been slowing.
 

 
Source: @markets   Read full article  

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4. Retail inventories continue to rise, …
 

 
… as importers rush to bring product in ahead of potential disruptions and higher tariffs.
 
Source: @WSJ   Read full article  
 
The trade deficit in goods narrowed in June.
 
Source: @TheTerminal, Bloomberg Finance L.P.  

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5. Here is a look at the federal minimum wage, both nominal and real.
 
Source: @axios   Read full article  
 
6. Next, we have some updates on the housing market.
 
New home sales were softer than expected last month.
 

 
Source: @economics   Read full article  
 
Here is the breakdown by stage of construction (seasonally adjusted). Note the shrinking pre-sales of new homes.
 
Source: @TheTerminal, Bloomberg Finance L.P.  
 
This chart shows the breakdown by region.
 
Source: @TheTerminal, Bloomberg Finance L.P.  
 
New home inventories hit the highest level since early 2008.
 

 
Amid rising inventories of new (above) and existing homes (2 charts below), …
 
Source: AEI Housing Center  
 
Source: Redfin  
 
… more builders are offering incentives to stay competitive.
 
Source: Wells Fargo Securities  
 
The median price of new homes sold was in line with last year’s level.
 

 
Mortgage applications remain at multi-year lows.
 

 
Here is the rate lock count.
 
Source: AEI Housing Center  
 
Mortgage rates have been trending lower.
 
Source: @markets   Read full article  


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Canada

1. The BoC delivered another rate cut this week, …
 

 
Source: Reuters   Read full article  
 
… as inflation-related concerns ease (2 charts).
 
Source: BoC  
 
Source: Hugo Ste-Marie, Portfolio & Quantitative Strategy Global Equity Research, Scotia Capital  

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The market sees another two rate cuts before the end of the year.
 

 

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2. Short-term bond yields declined further, …
 

 
… as the curve steepens (similar to the US).
 

 
The loonie has been falling.
 

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3. Canadian companies are positioned for a profit recovery.
 
Source: @tatianadariee, @business   Read full article  


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The United Kingdom

1. The PMI report showed improving growth in business activity.
 
Manufacturing:
 

 
Services:
 

 
Source: Reuters   Read full article  
 
Outlook improved this month.
 

 
Hiring has been picking up.
 

 
Price pressures are easing.
 

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2. Surveys point to rising dissatisfaction with the political system in Britain.
 
Source: @financialtimes   Read full article  


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The Eurozone

1. As we saw yesterday, the July PMI report points to a stalling recovery.
 
Source: @economics   Read full article  
 
German and French manufacturing activity moved deeper into contraction.
 

 

 
Services remain in growth territory.
 

 

 
The composite index shows business activity stalling.
 

 
Employment indicators are not looking good (3 charts).
 

 

 

 
Price trends suggest some margin pressures.
 

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2. Germany’s consumer confidence continues to improve.
 

 
3. There has been a slow recovery in lending flows, suggesting that policy remains restrictive.
 
Source: Deutsche Bank Research  


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Asia-Pacific

1. The yen is surging, with USD/JPY nearing its 200-day moving average.
 

 

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2. South Korea’s GDP unexpectedly contracted last quarter.
 

 
Here are the GDP components.
 
Source: @economics   Read full article  
 
Source: Nikkei Asia   Read full article  


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China

1. China unexpectedly cut the 1-year lending facility rate by 20 bps.
 

 
Source: @economics   Read full article  

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2. Short-term bond yields keep falling as the curve steepens.
 

 

 
Source: @markets   Read full article  

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3. The renminbi gained this week.
 

 
4. Both Mainland and Hong Kong stock indices are now down year-to-date.
 
Source: @TheTerminal, Bloomberg Finance L.P.  
 
Tech shares in Hong Kong:
 

 
Property shares:
 


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India

1. The PMI report indicated another robust month for India’s business activity.
 
Source: Reuters   Read full article  
 
Manufacturing:
 

 
Services:
 

 
Hiring has accelerated:
 

 
Output prices are surging:
 

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2. There has been a lot of demand for bank CDs.
 
Source: @markets   Read full article  


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Commodities

1. Gold prices are down this morning, hovering near the 50-day moving average.
 

 
Gold’s long-term uptrend has seen renewed momentum.
 
Source: State Street Global Advisors   Read full article  
 
With the property and stock markets languishing, China’s retail investors have turned to buying gold.
 
Source: Goldman Sachs; @MikeZaccardi  
 
Central banks’ purchases have been strong.
 
Source: Goldman Sachs; @MikeZaccardi  
 
Net of central bank buying, gold supply has stagnated since 2003.
 
Source: CME Group   Read full article  
 
Historically, gold has helped to reduce drawdowns compared to a global 60% equities/40% bonds portfolio.
 
Source: State Street Global Advisors   Read full article  

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2. Copper continues to struggle, …
 

 
… as inventories climb.
 


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Energy

1. US crude oil and product inventories declined last week.
 

 
Source: @markets   Read full article  
 
Here are the inventory levels.
 

 
US gasoline demand rebounded.
 

 
Refinery runs dipped below last year’s levels.
 

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2. Crack spreads have been depressed.
 
Source: @technology   Read full article  


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Equities

1. The AI bet saw a healthy pullback on Wednesday.
 

 
The S&P 500 finally registered a 2% decline, …
 

 
… hitting support at the 50-day moving average.
 

 
The Nasdaq 100 saw its biggest decline since 2022 (2 charts).
 

 

 
Cyclicals underperformed defensives by most since 2008.
 

 
Below is Wednesday’s performance data for sectors and equity factors/styles.
 

 

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2. The “buy the dip” strategy didn’t work out well, as substantial flows into leveraged ETFs were met with a sharp selloff.
 
Source: @markets   Read full article  
 
3. 165 stocks closed higher on Wednesday despite the S&P 500 closing down 2.3%.
 
Source: @Optuma  
 
4. VIX surged on Wednesday.
 

 
Here is the VIX futures curve.
 

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5. Retail investor sentiment eased but remains bullish.
 

 
6. For followers of the “Dow Theory,” this chart indicates potential trouble ahead.
 

 
7. The recent rebound in US small-caps is just shy of the average rally off major lows
 
Source: @Todd_Sohn  
 
8. Microcaps have started to improve relative to the S&P 500, albeit within a long-term downtrend.
 
Source: Aazan Habib, Paradigm Capital  
 
9. US tech stocks have raced past their earnings, similar to the late-1990s.
 
Source: MRB Partners  


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Credit

1. Blackstone’s mortgage REIT dropped sharply after cutting its dividend.
 

 
Source: @wealth   Read full article  

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2. Leveraged loan issuance has been strong.
 
Source: @markets   Read full article  
 
3. How did different credit asset classes perform on Wednesday as equities sold off?
 


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Food for Thought

1. The average family size in the US:
 
Source: Torsten Slok, Apollo  
 
2. Trends in enrollment of international students in US higher education by country of origin:
 
Source: The Economist   Read full article  
 
3. Moon missions:
 
Source: @WSJ   Read full article  
 
4. Declines in attention to local and national news among US adults:
 
Source: Pew Research Center   Read full article  
 
5. Changes in the share of women researchers:
 
Source: @axios   Read full article  
 
6. Average weight of winning Olympians by event:
 
Source: JeffBet  

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