June 14, 2022

Daily Report 14/06/2022

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Sterling remained under pressure after Monday’s European open with the latest GDP data continuing to sap confidence amid increased fears over the risk of UK recession. The latest trade data also undermined sentiment given on-going fears over a decline in trade volumes to the EU and the risk of a trade war with the EU. The UK published its plans to remove part of the Northern Ireland protocol. In response the EU called for the UK to negotiate but will also look at starting legal action. There will be an element of caution ahead of Thursday’s Bank of England policy announcement with the potential for short covering. The UK labour-market data was mixed as the unemployment rate increased to 3.8% from 3.7% for the latest 3-month period. Headline average earnings growth was weaker than expected at 6.8% from 7.0% while underlying growth held at 4.2% which may deter aggressive Bank of England action.

Key Data

7.00 Claimant Count Change Act. -19.7K Exp. -49.9K Prev. -65.5K
7.00 ILO Unemployment Rate (3M) (Apr) Act. 3.8% Exp. 3.6% Prev. 3.7%

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There was further hawkish rhetoric from ECB officials with council member Kazimir stating that there was a clear need for a 50 basis-point rate hike in September. The Euro was unable to gain support from higher yields amid concerns over the risk of a surge in peripheral yields and fragmentation risks. In this context markets were monitoring Italian yields closely and the 10-year yield hit 4.0% on Monday for the first time since 2014 and an increase from 3.50% since the ECB policy meeting last week. Higher peripheral yields will increase fears over a fresh debt crisis and potentially constrain ECB policy action.

Key Data

7.00 German Harmonized Index of Consumer Prices (YoY) (May) Act. 8.7% Exp. 8.7% Prev. 8.7%

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The dollar continued to gain net support from expectations that the Federal Reserve will have to be more aggressive in raising interest rates to stem inflation pressure. There was further speculation that there would be a 75 basis-point rate hike at this week’s policy meeting with a notable shift in investment bank expectations. Early in the day, futures markets indicated a 30% chance of a 75 basis-point hike this week and over an 80% chance of such a move at the July meeting. There was a further dramatic shift by the New York close with futures indicating over a 95% chance of a 75 basis-point hike this week which boosted the dollar.

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