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Currencies Stabilise As Fed Expectations Retrace


Markets are recovering their footing after slipping on a banana peel early in yesterday’s session.

 

August’s consumer price reading landed very close to economist expectations on a headline level, but a surprise monthly acceleration in the core measure spooked investors, triggering a surge in the dollar and a rout in equity markets and risk-sensitive currencies. Rationality eventually returned, but odds on a half-point rate cut at next week’s Fed meeting were left near 17 percent, down sharply from 33 percent prior to the report.

 

Longer-term repercussions seem minimal. Although expectations for a more aggressive kickoff to the Fed’s easing cycle have come down, traders remain convinced at least one outsized move will come before the end of the year, and short-term yield differentials are reverting toward pre-release norms. Most major currency pairs are holding close to Tuesday’s levels.

 

Data just released - the August producer price index report and last week’s jobless claims numbers - should help ratify prevailing market expectations for the Fed decision, pointing to a stabilisation in underlying inflation pressures and a continued resilience in labour markets, even as demand for new workers slows. Factory-gate prices climbed 0.2 percent month-over-month in July, and were up 0.3 percent with the highly-volatile energy, food, and trade categories excluded - which, when taken in combination with previously-reported consumer price index numbers, should put the Fed’s preferred core personal consumption expenditures index on track toward a circa-0.2-percent monthly gain. Initial applications for unemployment benefits climbed by 2,000 to 230,000 in the week ended September 7, and continuing claims rose to 1,850,000 in the prior week, pulling the four week moving average down to 1,850,750.

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