October 20, 2022

Daily Report 20/10/2022

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Sterling dipped lower after the latest inflation release with further concerns over UK fundamentals and that the higher than expected inflation rate would trigger further upward pressure on government spending and complicate fiscal policy decisions. There was a drift lower in Bank of England interest rate expectations with markets pricing in a 65% chance of a 100 basis-point rate hike compared with a 100% chance at the end of last week. Bank Deputy Governor Cunliffe stated that the big LDI pension funds have got to the point where on average they could absorb a rate hike of 200 basis points, but overall confidence in the bond markets remained fragile amid fears over weak international inflows. Prime Minister Truss attempted to restore some authority, but there was another round of chaos after Home Secretary Braverman was forced to resign after breaking the ministerial code. Braverman also heavily criticised the reversal in government policies and Truss while there was total chaos surrounding a fracking vote.

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The Euro-Zone CPI inflation rate was revised down marginally to 9.9% from the flash reading of 10.0% while the core rate was unchanged at 4.8% with markets still expecting that there will be a notable increase in interest rates at next week’s policy meeting with consensus forecasts of a 75 basis-point hike. The Euro was unable to make any headway ahead of the New York open despite expectations of ECB rate increases and gradually drifted lower.

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US housing starts declined to an annual rate of 1.44mn for September from a revised 1.57mn and below consensus forecasts of 1.48mn, but building permits edged higher to 1.56mn from 1.54mn which was slightly above market expectations of 1.53mn. Risk conditions were more fragile after the New York open as hawkish rhetoric continued which triggered an element of dollar support. The Fed Beige Book on economic conditions reported that forecasts had become more pessimistic amid concerns over weakening demand. Labour markets remained tight, although half of the districts noted some easing of hiring. Overall price pressures were still elevated, but some easing was noted across several districts which suggests that monetary tightening is having some impact. Despite some signs of an easing in inflation, there were still expectations of an aggressive Fed stance which supported the dollar.

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