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Cocoa / ECB done, EURO TWI top / EU, US banks in focus / BoJ tweaked its YCC / Duration, long-ends



  • BoJ headline 'unchanged', but it isn't, BoJ decided "to conduct yield curve control with greater flexibility, regarding the upper and lower bounds of the range as references, not as rigid limits” >>> an invitation to price discovery for markets

  • Powell and Lagarde sounding very similar in the last 48hours, however their underlying economies flagging anything but the same signals.. (China, UKR-RU grain risk, energy prices etc)...>>> hence growing conviction that ECB is closer to a pause than the FED

  • ECB's Müller : at current levels, ECB decision are no longer obvious, rate hikes are clearly having an effect, food-price rises likely ot ease in H2 2023, near-term GDP outlook worse than a few months ago

  • ECB raised all rates by 25bps as exp, depot rate to 3.75%, highest since Apr2001, main refi rate to 4.25%, highest since 2008. It’s 9th consecutive hike in a cycle that started exactly 1y ago. APP Portfolio declining at measured and predictable pace so balance sheet will continue to shrink in months ahead >>> Bank shares dropped following ECB decision to no longer pay interest on the minimum reserves, and Lagarde got a little 'tested' when reminded that last month she said they were not even thinking about pausing...

  • Total CEO Patrick Pouyanné, asked today about high electricity prices in Europe: "The world has changed. [...] The energy transition has an impact on the energy prices, and there is no way to make the transition in Europe without an even higher price."

  • 'The era of global warming has ended. The era of global boiling has arrived' UN Secretary General António Guterres warns of 'unbreathable' air and 'unbearable' temperatures to come

  • Italy taking different path than Germany (China or US)

  • JPMorgan Sees Gold Charging to Records in 2024 as Fed Cuts Rates

  • Citigroup tells UK workers it will begin monitoring office attendance data, the latest sign of Wall Street's increasingly stringent approach to remote work

  • Putin promised to send free grain to six African countries amid criticism of Russia's decision to withdraw from the Black Sea grain deal

  • Tesla created secret team to suppress thousands of driving range complaints

  • Regulators announce ‘Basel III endgame’ rules for large US banks

  • May Sell Special Bond to Swap Local Hidden Debts - Securities Times. Authorities in China are likely to issue special bonds for refinancing purpose to swap local hidden debt after the Politburo hinted at a package to address the problem

  • Sequoia Cuts Crypto Fund to $200 Million From $585 Million -- WSJ (also pares back ecosystem fund by half, amid broader startup downturn

 

Markets :
  • Cocoa prices now, hitting a 12y highs >>> If -- and that's a big if -- current petroleum prices stick, energy inflation will become a y-on-y problem from Aug-Sept. CB's will need to keep an eye on gasoline and diesel again. Wheat fell for a third day from the highest close in five months as the outlook for ample near-term supplies outweighed concerns over the impact of Russian attacks on Ukrainian port facilities

  • EURO set for its biggest weekly fall since early may, finally markets realizing that EU growth may be (is) in a worse spot then the U.S. >>> also comments from Knot we referred to two weeks ago (Müller today), confirming top at 1.12 eurusd, thus confirming lows in USDCHF around 0.8600 >>> USD needs to to above .8800CHF and below 1.0850euro to confirm, watch out for EURJPY now too - IMHO, ECB is done on rates

  • Equity markets pushed higher again META initially and on ECB news, but faded a little on EU and US banks news (above)

  • BONDS, long-ends troubling moves, 10's UST back to 4%, A bear steepener would be a major pain trade right now

  • JPY has been a one way traffic lower, supporting all kinds of carry trades this year, (Nikkei incl), so beware a possible change of mind by Mr Market is these relativelyx quiet/low implied vol/low liquidity summer weeks, VIX has gone totally off radars too

 



Meloni plans to exit China’s Belt and Road Initiative. Biden will be asked to include Italy in calls on Ukraine. Italy, like much of Europe, has been caught in the escalating tensions between Washington and Beijing, which have been exacerbated by Beijing’s support for Russia following Vladimir Putin’s invasion of Ukraine





all going to META - actually Meta kept going by lowering ad prices (to keep high volumes)





Government likely to lose millions in dispute over PPE contract awarded via ‘VIP lane’ | Conservatives | The Guardian >>> a tiny firm that had zero experience in PPE, that was introduced via the ‘VIP lane’ by a Tory peer, pocketed £20m+, delivered nada, changed its name, when sued, its offshore parent company conveniently went into liquidation....seems legit?


True nightmare





NIKKEI - also benefited from ex china flows that went Japan's way recently, but IF JPY was to strengthen, then beware



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