October 21, 2022

Daily Report 21/10/2022

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In comments on Thursday, Bank of England Deputy Governor Broadbent stated that there is clear justification for a tighter monetary policy. He did, however, express serious doubts over the extent of market pricing and it remains to be seen whether interest rates have to rise as much as priced in. He also warned that market pricing would imply a pretty material hit to demand and GDP could decline 5%. Following the comments, there was a further shift in market pricing with markets pricing in an 85% chance of a 75 basis-point rate hike compared with expectations of a 100 basis-point hike last week. Just after the New York open Prime Minister Truss announced that she was resigning as it was impossible to carry out her economic policies. Sterling rallied ahead on the news with hopes that there would be greater stability and the currency also posted net gains as global risk appetite improved. The Conservative Party is aiming to have a new Prime Minister in place within a week. UK consumer confidence improved marginally to -47 from the record low of -49 but retail sales recorded a larger than expected decline of 1.4% for September, reinforcing a lack of confidence in the outlook. The latest government borrowing data was also much weaker than expected, illustrating fiscal pressures.

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The Euro-Zone current account deficit widened further to €26.3bn for August from €20.0bn the previous month. In the 12 months to August, there was a deficit of €19bn and 0.1% of GDP compared with a surplus of €338bn and 2.8% of GDP for the previous 12-month period. The Euro was able to resist further selling pressure on Thursday and moved slightly higher as the dollar registered net losses.

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The US Philly Fed manufacturing index edged higher to -8.7 for October from -9.9 previously, but was weaker than consensus forecasts and four of the last five reading have been in contraction territory. The new orders and unfilled orders components remained in deep contraction territory for the month while shipments posted a net gain. There were stronger employment indices for the month while the prices paid and prices received components posted stronger gains on the month. Companies were notably less optimistic on the month while inflation pressures are expected to moderate. The dollar was unable to gain any traction after the data and European currencies were able to rally further with some demand after the resignation of UK Prime Minister Truss. Stronger risk appetite also limited potential dollar demand with notable gains for commodity currencies.

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