BoJ Ueda: We will not tolerate 10-year JGB yield above 1%

    At the post-meeting press conference, BoJ Governor Kazuo Ueda explained the details of the changes on monetary policy announced today. That includes explaining the decision to buy 10-year JGB yields at 1% in fixed-rate operations, an increase from the previous rate of 0.5%.

    “We will not tolerate an increase in the 10-year bond yield above 1% and will step in if it does,” Ueda emphasized. While yield moves between 0.5% and 1%, BoJ will monitor the yield level, pace of change, and speed, and conduct various market operations to counter any excessive upward pressure on long-term interest rates.

    He added, “We don’t expect the yield to move up to 1%, but have set this cap as a pre-emptive measure.”

    Turning to inflation, Ueda confessed to underestimating the upward pressure on prices, leading to a significant upward revision of the inflation forecast for the current fiscal year. He noted that many board members perceive risks as skewed to the upside amid high uncertainty over the outlook.

    Speaking on the Yield Curve Control (YCC), Ueda warned,”It would be pretty tough to deal with upside (inflation) risks once they materialise”. Given the current stability in the bond market and high uncertainty over the outlook, he termed this as a fitting moment to adjust the policy framework.

    But Ueda also reiterated the bank’s unchanged view on the significant distance to achieving their price target as a trend and the appropriateness of maintaining an easy monetary policy. “As for what we will do ahead, if inflation overshoots, we will respond appropriately,” he assured.

    French GDP grew strongly by 0.5% qoq, bolstered by foreign trade

      France’s GDP surpassed expectations in Q2, growing by 0.5% qoq, significantly better than anticipated 0.1% qoq growth. French economy managed to outperform due to robust rebound in foreign trade activities.

      According to the data, the main driver of this better-than-expected performance was the positive contribution from foreign trade, which added 0.7 points to GDP growth. Exports in particular saw a rebound this quarter, rising 2.6% after -0.8% contraction in the previous period. Meanwhile, imports also saw an increase, though less pronounced, rising by 0.4% after falling -2.0% in the prior period.

      On the other hand, final domestic demand, excluding inventories, weighed on GDP growth once again, contributing a negative -0.1%, consistent with the previous quarter. This is largely attributed to a decrease in household consumption, which dropped by -0.4%. However, Gross Fixed Capital Formation (GFCF) noted a slight increase of 0.1%.

      Contribution of inventory changes to GDP growth was minimally negative in Q2, at -0.1%.

      Full France GDP release here.

      BoJ keeps policy unchanged, one member wants YCC tweak

        BoJ keeps monetary policy unchanged today, despite some speculation of at least a minor tweak to the yield curve control. Short term policy rate is held at -0.10% and 10-year JGB yield target is kept at around 0%, by unanimous vote.

        The band for 10-year JGB yield fluctuation is also kept at plus and minus 0.50% from the target level, by 8-1 majority vote. Nakamura Toyoaki dissented with preference for allowing greater flexibility in conducting YCC.

        In the new economic forecasts, BoJ upgraded CPI core and CPI core-core forecasts for fiscal 2023, but other projections are kept largely unchanged.

        • Real GDP growth at 1.3% in fiscal 2023, downgraded from 1.4% as made in April.
        • Real GDP growth at 1.2% in fiscal 2024, unchanged.
        • Real GDP growth at 1.0% in fiscal 2025, unchanged.
        • CPI core at 2.5% in fiscal 2023, upgraded from 1.8%.
        • CPI core at 1.9% in fiscal 2024, downgraded from 2.0%.
        • CPI core at 1.6% in fiscal 2025, unchanged.
        • CPI core-core at 3.2% in fiscal 2023, upgrade from 2.5%.
        • CPI core-core at 1.7% in fiscal 2024, unchanged.
        • CPI core-core at 1.8% in fiscal 2025, unchanged.

        Full BoJ statement here.

        Full BoJ Outlook for Economic Activity and Prices here.

        Australia retail sales down -0.8% mom in Jun, cost-of-living pressures weigh

          Australia retail sales turnover fell -0.8% mom in June, much worse than expectation of 0% mom. Sales turnover rose 2.3% yoy compared with June 2022.

          Ben Dorber, ABS head of retail statistics, said: “Retail turnover fell sharply in June due to weaker than usual spending on end of financial year sales. This comes as cost-of-living pressures continued to weigh on consumer spending.

          “There was extra discounting and promotional activity in May, leading up to mid-year sales events. This delivered a boost in turnover for retailers, but that proved to be temporary as consumers pulled back on spending in June.”

          Full Australia retail sales release here.

          ECB Lagarde: Economic outlook deteriorated, inflation drivers changing

            ECB President Christine Lagarde, struck a somber tone during the post-meeting press conference. She acknowledged that the economic outlook for Eurozone has “deteriorated” in the near term, citing persistent high inflation and tighter financial conditions as key factors pressuring the manufacturing output.

            Lagarde stated, “High inflation and tighter financing… is weighing especially on manufacturing output, which is also being held down by weak external demand.” Though she noted the resilience in the services sector, she cautioned that its “momentum is slowing”. The economy is expected to “remain weak in the short run.”

            She then noted a shift in the drivers of inflation. External sources are easing, she noted, but domestic price pressures, including from rising wages and robust profit margins, are gaining prominence. “While some measures are moving lower, underlying inflation remains high overall,” Lagarde pointed out.

            ECB press conference live stream

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              US GDP grew 2.4% in Q2, faster than Q1 and above expectations

                US GDP grew 2.4% annualized in Q2, according to the “advance” estimate, well above expectation of 1.6%. That’s also a faster growth than Q1’s 2.0% annualized. PCE price index slowed from 4.1% to 2.6% while PCE core price index also fell form 4.9% to 3.8%.

                BEA said: “Compared to the first quarter, the acceleration in GDP in the second quarter primarily reflected an upturn in private inventory investment and an acceleration in nonresidential fixed investment. These movements were partly offset by a downturn in exports, and decelerations in consumer spending, federal government spending, and state and local government spending. Imports turned down.”

                Full US GDP release here.

                Also released, in June, durable goods orders rose 4.7% versus expectation of 1.0%. Ex-transport orders rose 0.6%, versus expectation of 0.1%. Goods trade deficit narrowed to USD -87.8B, versus expectation of USD -91.8B.

                Initial jobless claims dropped slightly to 221k in the week ending July 21, below expectation of 233k.

                ECB hikes 25 bps, maintains data-dependent approach

                  ECB sticks to the script and delivers another 25bps hike on its three key interest rates today, meeting market expectations. The main refinancing, marginal lending, and deposit rates now stand at 4.25%, 4.50%, and 3.75% respectively, effective August 2.

                  In its statement, the ECB highlighted the ongoing concerns around inflation, indicating it was poised to remain “above the target for an extended period”, despite expectations of a decrease over the remainder of the year. It also noted that while some measures showed signs of easing, “underlying inflation remains high overall.”

                  ECB reiterated that it is committed to setting interest rates at “sufficiently restrictive” levels “for as long as necessary”. Stressing the bank’s ongoing commitment to a data-dependent strategy, it added, “The Governing Council will continue to follow a data-dependent approach to determining the appropriate level and duration of restriction.”

                  Full ECB statement here.

                  Germany Gfk consumer sentiment edged up to -24.4 on declining inflation

                    Germany Gfk Consumer Sentiment for August improved from -25.2 to -24.4, slightly above expectation of -24.7. In July, Economic Expectations was unchanged at 3.7. Income Expectations rose from -10.6 to -5.1. Propensity to buy ticked up from -14.6 to -14.3.

                    “Currently, only income expectations are contributing to the improvement in consumer sentiment. The main reason for the decrease in pessimism is the hope of declining inflation rates,” explains GfK consumer expert Rolf Bürkl.

                    “This has somewhat improved the chances of consumer sentiment resuming its recovery course. However, the level will still remain low in the coming months, and private consumption will therefore not be able to make a positive contribution to overall economic development.”

                    Full German Gfk consumer sentiment release here.

                    ECB to hike another 25bps, EUR/CHF accelerating downwards

                      ECB is widely expected to raise interest rates for the ninth time in a row today. The main refinancing rate will be lifted by 25bps to 4.25%. Deposit rate, once negative will be raised by 25bps to 3.50%. The question remains on what the central bank would do next, and whether there would be further tightening in September. But it’s unlikely for President Christine Lagarde to provide any concrete answer, other likely pointing to incoming data and the new economic projections to be prepared before next decision.

                      EUR/CHF’s decline from 1.0095 is showing sign of downside acceleration this week, by breaking through near term falling channel support, and as displayed in D MACD too. Next target is 100% projection of 0.9995 to 0.9670 from 0.9840 at 0.9515. Sustained break there will put 0.9407 (2022 low) in focus. Regardless of any recovery, outlook will remain bearish as long as 0.9670 support turned resistance holds.

                      Meanwhile, it should also be noted that prior rejection by 55 W EMA keeps medium term outlook in EUR/CHF bearish. That is, the down trend from 1.2004 (2018 high) is in favor to continue. Firm break of 0.9407 would set the stage for 61.8% projection of 1.1149 to 0.9407 from 1.0095 at 0.9018 in the medium term. The unfolding of this bearish scenario would depend significantly on the evolution of increasing recession risks in the latter half of the year and the impact on timing of the first ECB rate cut.

                      Australia export price down -8.5% qoq in Q2, largest fall since 2009

                        Australia’s Q2 Export Price Index registered -8.5% qoq drop, the most substantial quarterly decline since Q3 2009. Concurrently, the index declined -11.2% yoy compared to the same quarter last year. On the flip side, Import Price Index dipped slightly by -0.8% qoq, – 0.3% yoy.

                        Michelle Marquardt, Head of Price Statistics at Australian Bureau of Statistics (ABS), attributed this steep fall in the Export Price Index to a substantial contraction in global energy demand. “Global economic slowdown and eased supply pressures are contributing to a retreat in energy prices from their 2022 peak,” said Marquardt.

                        The dampening effect of weaker energy prices extended to the Import Price Index, which saw a decline of -0.8% in Q2 2023. More specifically, the prices of petroleum and petroleum products decreased by -7.0% in this quarter. Nevertheless, this decline in energy prices was somewhat counterbalanced by inflationary pressures on various imported consumption and capital goods.

                        Full Australia international trade price indexes release here.

                        Fed Powell keeps Sep hike open, S&P 500 continues to lose upside momentum

                          US equities ended mixed in Wednesday’s session, following Fed’s expected rate increase by 25 bps to 5.25-5.50%. Despite the major policy decision, market volatility was surprisingly restrained throughout the trading session. Fed Chair Jerome Powell indicated that another rate hike could be on the table for September, while steering clear of predicting when a rate cut might transpire, pointing to the prevailing high economic uncertainty.

                          Current market expectations for additional rate hikes this year stand at 22% for September, 33% for November, and 30% for December. The likelihood of a rate cut commencing as early as March next year is considered to be 55.8%.

                          Powell, in the post-meeting press conference, stated, “It is certainly possible we would raise the funds rate at the September meeting if the data warranted, and I would also say it’s possible that we would choose to hold steady at that meeting”. He emphasized that Fed’s monetary policy decisions will continue to be formulated on a meeting-by-meeting basis, largely dependent on economic data and indicators.

                          When discussing potential rate cuts, Powell asserted, “We’d be comfortable cutting rates when we’re comfortable cutting rates,” suggesting that a cut could take place next year if inflation hovers consistently near the Fed’s target. However, he stressed that this scenario remains a considerable ‘if,’ given the considerable uncertainty surrounding future economic developments and subsequent policy meetings.

                          More on FOMC

                          S&P 500 closed down slightly by -0.02% overnight. The index continued to lose upside momentum as seen in D MACD. While further rise cannot be ruled out, upside would likely be limited by 138.2% projection of 3491.58 to 4100.51 from 3808.86 at 4650.40. Meanwhile, break of 4458.48 resistance turned support will confirm that a correction is at least underway, and target 55 D EMA (now at 4362.79) and below.

                          Fed hikes 25bps, issues near carbon copy statement as prior

                            FOMC raises federal funds rate by 25bps to 5.25-5.50% as widely expected, by unanimous vote. The accompanying statement is like a carbon copy for the June’s one. The one exception is:

                            “The Committee seeks to achieve maximum employment and inflation at the rate of 2 percent over the longer run. In support of these goals, the Committee decided to raise the target range for the federal funds rate to 5-1/4 to 5-1/2 percent.”

                            Fed will continue to “continue to assess additional information and its implications for monetary policy.”

                            Full statement below:

                            Recent indicators suggest that economic activity has been expanding at a moderate pace. Job gains have been robust in recent months, and the unemployment rate has remained low. Inflation remains elevated.

                            The U.S. banking system is sound and resilient. Tighter credit conditions for households and businesses are likely to weigh on economic activity, hiring, and inflation. The extent of these effects remains uncertain. The Committee remains highly attentive to inflation risks.

                            The Committee seeks to achieve maximum employment and inflation at the rate of 2 percent over the longer run. In support of these goals, the Committee decided to raise the target range for the federal funds rate to 5-1/4 to 5-1/2 percent. The Committee will continue to assess additional information and its implications for monetary policy. In determining the extent of additional policy firming that may be appropriate to return inflation to 2 percent over time, the Committee will take into account the cumulative tightening of monetary policy, the lags with which monetary policy affects economic activity and inflation, and economic and financial developments. In addition, the Committee will continue reducing its holdings of Treasury securities and agency debt and agency mortgage-backed securities, as described in its previously announced plans. The Committee is strongly committed to returning inflation to its 2 percent objective.

                            In assessing the appropriate stance of monetary policy, the Committee will continue to monitor the implications of incoming information for the economic outlook. The Committee would be prepared to adjust the stance of monetary policy as appropriate if risks emerge that could impede the attainment of the Committee’s goals. The Committee’s assessments will take into account a wide range of information, including readings on labor market conditions, inflation pressures and inflation expectations, and financial and international developments.

                            Voting for the monetary policy action were Jerome H. Powell, Chair; John C. Williams, Vice Chair; Michael S. Barr; Michelle W. Bowman; Lisa D. Cook; Austan D. Goolsbee; Patrick Harker; Philip N. Jefferson; Neel Kashkari; Lorie K. Logan; and Christopher J. Waller.

                            Gold rebounding, eyeing more upside

                              Gold rebounds notably today and immediate focus is now on 1973.59 minor resistance. Firm break there should confirm that pull back from 1987.22 has completed at 1951.54. Further rise should then be seen through 1987.22 to resume whole rally from 1892.76.

                              More importantly, the support from 55 D EMA (now at 1950.61) is a sign of near term bullishness. The bounce from this EMA could be strong enough to push Gold through the next obstacle at 61.8% retracement of 2062.95 to 1892.76 at 1997.93, which is just inch below 2000 psychological level.

                              AUD/JPY gaining downside momentum towards 93.22 support and below

                                While Dollar is treading water ahead of FOMC rate decision, AUD/JPY is stealing the show as the top mover as markets enter into US session. Aussie’s selloff is gaining some momentum as markets continue to digest lower than expected CPI reading from Australia released earlier today. There are increasing calls for RBA to stand pat again on August 1, i.e. next Tuesday.

                                On the Japanese front, despite the prevailing anticipation that BoJ will maintain its monetary policy and yield curve control unchanged on Friday, traders might be rethinking their positions. This follows the advice of IMF’s Chief Economist encouraging BoJ to start planning for rate hikes and gradually distance itself from YCC. BoJ’s track record of catching the market off guard—acting when least expected and remaining idle when action is anticipated—complicates any definite predictions.

                                Anyway, the break of 94.63 minor support indicates that AUD/JPY’s corrective recovery from 93.22 has completed at 95.84 already, after hitting near term falling trend line resistance. Deeper fall is expected to retest 93.22 support first. Firm break there will resume the whole decline from 97.66.

                                Fall from 97.66 could be interpreted as a correction to rise from 86.04, or the third leg of the medium term pattern from 99.32. In either case, the next near term target after decisively breaking 93.22 will be 100% projection of 97.66 to 93.22 from 95.84 at 91.40.

                                Fed to hike 25bps, too soon to confirm it’s last

                                  FOMC is widely anticipated to increase interest rates by 25bps to between 5.25-5.50% today, following a brief pause in June. Recent chatter among financial circles suggests that this could mark the last hike in Fed’s current tightening cycle, as inflation has shown promising signs of deceleration.

                                  However, it’s worth noting that the next FOMC meeting is not scheduled until September 20-21, a significant interval that will witness multiple key data releases. These encompass two sets of PCE inflation, CPI, and non-farm payroll figures. Furthermore, the September meeting will bring updated economic projections from Fed.

                                  Given this context, it is highly improbable that today’s accompanying statement will slacken the tightening bias. Fed Chair Jerome Powell is expected to maintain a cautious approach, underscoring the commitment to curb inflation and even reiterating that Fed policymakers had projected at least one more rate hike this year, in their last projections. However, any departure from these expected messages could precipitate a bearish turn for Dollar and a bullish surge for stocks.

                                  Presently, market expectations for another rate hike stand at only around 20% for September, 40% for November, and 36% for December. Meanwhile, market pricing suggests the first cut could be on the horizon as early as May next year, with an estimated probability of about 81%.

                                  Here are some suggested readings on Fed:

                                  IMF urges Japan to start preparing for rate hikes

                                    IMF Chief Economist Pierre-Olivier Gourinchas shared his views on Japan’s economy highlighting that the risks related to inflationary pressures likely lean towards the upside. He urged BoJ to start preparing for increasing interest rates.

                                    Addressing Japan’s monetary stance, Gourinchas stated, “Our advice for Japanese authorities there is that right now, monetary policy can remain accommodative, but it needs to prepare itself for the need to maybe start hiking.” Furthermore, he suggested that Japan should consider flexibility in its monetary policy, “maybe move away from the yield-curve control that it has now.”

                                    In its updated World Economic Outlook report, IMF projected a 1.4% expansion for Japan’s economy in 2023, up from a 1.0% rise last year, primarily driven by boost in consumption as pandemic restrictions are lifted. However, growth is anticipated to slow to 1.0% in 2024 as the impact of past stimulus measures wanes.

                                    Australian Q2 CPI records slowest quarterly rate since Q3 2021, annual inflation eases again

                                      In Q2, Australia’s CPI decelerated from 1.4% qoq to 0.8% qoq, coming in below the expected 1.0% qoq. This marked the lowest quarterly rate since Q3 2021. Year-on-year, CPI eased from 7.0% to 6.0%, falling short of anticipated 6.2% yoy. Annual inflation rate has been on a downtrend for two consecutive quarters since peaking at 7.8% in Q4 2022.

                                      RBA’s trimmed mean CPI registered at 0.9% qoq and 5.9% yoy, which were below forecast of 1.1% qoq and 6.0% yoy respectively. While CPI for goods slowed from 7.6% yoy to 5.8% yoy, CPI for services rose from 6.1% yoy to 6.3% yoy, hitting its highest level since 2001.

                                      Michelle Marquardt, ABS head of prices statistics, noted the shift in inflationary drivers, stating, “This is the first time since September 2021 that services inflation has been higher than goods, highlighting the change from 12 months ago when goods like new dwellings and automotive fuel were driving inflation. Now price increases for a range of services like rents, restaurant meals, child-care and insurance are keeping inflation high.”

                                      In June, monthly CPI slipped from 5.5% yoy to 5.4% yoy, in line with expectations. CPI excluding volatile items and holiday travel eased from 6.4% yoy to 6.1% yoy, and trimmed mean CPI fell from 6.1% yoy to 6.0% yoy.

                                      Full Australia CPI release here.

                                      US consumer confidence rose to 117, highest in two years

                                        US Conference Board Consumer Confidence rose from 110.1 to 117.0 in July, above expectation of 112.1. Present Situation Index rose from 115.3 to 160.0. Expectations Index also rose from 80.0 to 88.3.

                                        “Consumer confidence rose in July 2023 to its highest level since July 2021, reflecting pops in both current conditions and expectations,” said Dana Peterson, Chief Economist at The Conference Board.

                                        “Headline confidence appears to have broken out of the sideways trend that prevailed for much of the last year….

                                        “Assessments of the present situation rose in July on brighter views of employment conditions, where the spread between consumers saying jobs are ‘plentiful’ versus ‘hard to get’ widened further…

                                        “Expectations for the next six months improved materially, reflecting greater confidence about future business conditions and job availability.

                                        Full US consumer confidence release here.

                                        IMF raises global growth forecast for 2023, cautions on central bank rates

                                          In the World Economic Outlook Update, IMF raised its forecast for global GDP growth in 2023 by 0.2% to 3.0%, while leaving the 2024 projection steady at 3.0%.

                                          The IMF increased 2023 growth estimate for the United States by 0.2% to 1.8%, but pared back 2024 forecast by -0.1% to 1.0%. Eurozone growth forecasts received a slight boost of 0.1% for both 2023 and 2024, bringing them to 0.9% and 1.5% respectively.

                                          On the inflation front, global headline inflation is expected to decline from 8.7% in 2022 to 6.8% in 2023, and further to 5.2% in 2024.

                                          The IMF statement noted that although the 2023 forecast is marginally higher than what was predicted in the April 2023 World Economic Outlook. it still remains “weak by historical standards.”

                                          Furthermore, the IMF drew attention to the impact of rising central bank policy rates used to combat inflation, stating, “The rise in central bank policy rates to fight inflation continues to weigh on economic activity.”

                                          It also emphasized that most economies should prioritize achieving sustained disinflation while ensuring financial stability. Therefore, the IMF urged central banks to “remain focused on restoring price stability and strengthen financial supervision and risk monitoring.”

                                          Full IMF release here.