June 28, 2023

Daily Report 28/06/2023

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Bank of England MPC member Dhingra stated that wages are responding to inflation with a lag. She added that the latest producer prices data is promising, especially as the PPI data is a promising leading indicator of retail inflation. She added that there is a lag between PPI falls of one or two quarters. UK 2-year gilts continued to lose ground during the day with the 2-year yield posting fresh 15-year highs above 5.25%. Higher yields provided net Sterling support, although there were further concerns surrounding the economic impact given that mortgage rates will be under further upwards pressure.

Key Data

14.30 Andrew Bailey Speech

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The latest data recorded a weaker reading for Italian industrial confidence, but there was a notable recovery in consumer confidence. ECB President Lagarde stated that the Euro-Zone had entered a new inflation phase which could linger for some time. She was particularly concerned over the labour market with workers attempting to regain purchasing power. In this context, she added that it is unlikely that, in the near future, the bank will be able to state with full confidence that interest rates have peaked. Council member Simkis  stated that the central bank should not rule out a September rate hike with the bank not done in raising rates. Fellow member Kazaks stated that market bets on a rate cut early in 2024 are wrong. ECB sources suggested that there was little chance of a pause in rate hikes in July or September given stubborn inflation pressures. The German yield curve inverted further after the comments with and became the most inverted for over 30 years into the New York open which will tend to support the Euro. Euro-Zone peripheral yield spreads held broadly steady which limited the scope for Euro selling and the hawkish overall rhetoric triggered further buying interest.

Key Data 

14.30 Christine Lagarde Speech

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US durable goods orders increased 1.7% for May after a revised 1.2% increase the previous month and compared with consensus forecasts of a 1.0% decline. There was again a solid increase in transport orders with the core increase held at 0.6% after a 0.6% decline the previous month. US consumer confidence increased more substantially than expected with a jump to 19.7 for June from a revised 102.5 previously and above consensus forecasts of 104.0. There were net gains in the current situation and expectations components with improved confidence in the labour market.

Key Data

14.30 Jerome Powell Speech
21.30 Bank Stress Test