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Markets bet on Fed ‘shock and awe’ after scorching hot inflation

XM.COM

  • US inflation surges again, yields jump, dollar whipsaws, stocks sink
  • Bullard stokes speculation of Fed front-loading rate hikes
  • Euro and aussie tumble after Lagarde and Lowe push back

CPI shock sparks erratic moves as no peak in sight

Investors were scrambling to reprice a much steeper rate hike path by the Fed on Friday following another red-hot inflation report. The US consumer price index rose 0.6% month-on-month in January, beating forecasts of 0.5% and unchanged from the prior month’s upwardly revised figure. This puts the annual rate at 7.5% - a fresh 40-year high. The core measure also accelerated, with the price increases broadening to a wider category of goods and services and showing little sign of easing.

The US yield curve flattened after the data as yields at the shorter end of the curve spiked more sharply than those at the longer end. The two-year Treasury yield soared to a two-year high of 1.64% on Thursday, while the 10-year yield shot past the 2% level for the first time since August 2019.

Stocks on Wall Street tanked after the data, ending a two-day winning streak. Tech and growth stocks took the biggest hit from the surge in long-term borrowing costs, with the Nasdaq Composite sinking by 2.1%. The S&P 500 wasn’t far behind, falling 1.8%.

The US dollar, though, whipsawed on Thursday, swinging wildly in either direction, likely reflecting investors’ panicky knee-jerk reaction. However, as the dust settled, there was only one way the greenback could go. The dollar index climbed back above the 96.0 level earlier today before slipping marginally below it as yields also pulled back slightly.

Will the Fed have to use force to nip inflation?

The big question now is whether there will be some kind of a knee-jerk reaction from the Fed itself amid the ever-worrying rise in inflation. The formerly dovish, now hawkish president of the St. Louis Federal Reserve, James Bullard, has made his views known on what the Fed should do next. Commenting soon after yesterday’s data, Bullard, who is a voting member this year, called for a 100-basis-point increase in rates over the next three meetings.

This would mean at least one double hike of 50-basis points, but Bullard didn’t stop there as he raised the prospect of the Fed holding an unscheduled meeting before March to get an early start on liftoff.

However, it’s doubtful whether enough voting FOMC members would support such an aggressive move, with Barkin and Daly not in favour of raising rates more quickly.

Nevertheless, money markets see a sizeable risk of a 50-bps hike in March and investors have now priced in at least six increases this year, up from five.

If the Fed does front-load its rate hikes in the first half of the year and also announces a faster pace of balance sheet reduction, the terminal rate might not be very high after all. Considering that the jump in the 10-year yield has been somewhat modest under the circumstances, many investors might be thinking along these lines.

If that view holds, equity markets might avoid a bigger carnage and US e-mini futures were pointing to further contained losses for today.

Lagarde and Lowe refuse to join hawkish camp

As the Fed ponders whether to raise rates by 25 or 50 basis points, ECB President Christine Lagarde once again signalled the central bank was in no hurry to lift borrowing costs, warning that a premature move could derail the Eurozone’s fragile economic recovery.

The euro, which briefly brushed $1.1495 on Thursday when the dollar oscillated, was back below $1.14 today. The pound was largely unchanged from today’s UK GDP numbers that showed a smaller-than-expected impact on the economy from Omicron in December.

However, the Australian dollar nosedived as dovish remarks by RBA governor, Philip Lowe, added to the downfall on the back of the resurgent greenback. Speaking to lawmakers earlier today, Lowe hinted that the cash rate could begin to go up in August but downplayed the inflationary risks, arguing that wage growth in Australia remains subdued.

Source: https://www.xm.com/research/analysis/marketComment/xm/daily-market-comment-markets-bet-on-fed-shock-and-awe-after-scorching-hot-inflation-155006
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