July 31, 2023

Daily Report 31/07/2023

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There were no significant UK developments on Friday with the overall yield trends continuing to underpin the UK currency with domestic benchmark yields moving higher on the day. Risk conditions were also benign, especially after the US data releases with the FTSE 100 index edging higher to a fresh 2-month high. CFTC data recorded a small decline in long Sterling positions to 59,000 in the latest week from just below 64,000 the previous week. There is still scope for a further closing of long positions, especially if there are more dovish expectations surrounding the Bank of England policy meeting.

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Second-quarter German GDP was reported as –0.2% after a 0.3% contraction the previous quarter which confirmed a technical recession for the economy. The German consumer prices inflation rate declined to 6.2% for July from 6.4% previously and in line with market expectations. Although consumer confidence improved slightly for July, there was a dip in business confidence and the overall Euro-Zone business and consumer survey declined to 94.5 from 95.3 and below expectations of 95.0. There were further doubts whether the ECB would increase interest rates again at the September policy meeting, but the Euro was resilient at lower levels.

Key Data

10.00 Core Harmonised Index of Consumer Prices (MoM) (Jul) Exp. 0.2% Prev. 0.4%
10.00 Core Harmonised Index of Consumer Prices (YoY) (Jul) Exp. 5.4% Prev. 5.5%
10.00 Gross Domestic Product (QoQ) (Q2) Exp. 0.2% Prev. -0.1%
10.00 Gross Domestic Product (YoY) (Q2) Exp. 0.4% Prev. 1%

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The US PCE prices index increased 0.2% on the month with the year-on-year rate declining to 3.0% from 3.8% previously and slightly below consensus forecasts of 3.1%. Core prices also increased 0.2% on the month with the year-on-year rate declining to 4.1% from 4.6%. This was slightly below market expectations of 4.2% and the lowest reading since November 2021. The employment cost index increased 0.9% for the second quarter, slightly below consensus forecasts of 1.0% and compared with a 1.2% increase the previous quarter. Treasuries rallied after the data with the 10-year yield back below the 4.00% level which curbed potential dollar support.

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