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Writer's pictureStéphan

McCarthy out / AMZN:Project Nessie / UST 10's 4.85%, 30's 5% / SPX500 'breaking' 200dma / NFP next



  • Stormy weather ahead, volatility on the increase

  • In the US, the unprecedented removal of the Speaker of the House, first time in history, has raised fears of paralysis at the highest levels of government

  • Meta, the parent company of Instagram and Facebook, is reportedly planning to charge European users up to $17 (£14) per month for an ad-free subscription tier, #META has rallied huge in 2023...beware possible negative reaction

  • Credit card losses rising at fastest pace since 2008, according to Goldman Sachs

  • JOLTS : Job openings in August just unexpectedly jumped from 8.92 million to 9.61 million. This jump of 690,000 job openings is the biggest since July 2021 >>> USD went bid, USDJPY traded towards 150.25, and it seems BoJ stepped in, USDJPY dropped briefly to about 147JPY

  • China has fewer dollars to recycle into Treasuries. In fact, China has been selling $300bn in Treasuries since 2021

  • Oil stocks will be in focus as OPEC+ meets to discuss output. The group is expected to leave production unchanged amid tight supply

  • RBNZ left rates unchanged and avoided any hawkish surprises on their comments

  • Mester remained on the hawkish side of FOMC participants. Her baseline is one more rate hike this year before holding rates for “some time” as the Fed assesses incoming data

  • Goldman estimates US interest costs as a share of US GDP to reach a new peak by 2025 on the back of higher rates. Goldman projects US net interest expense to rise from 2% of GDP in 2022 to 3% by 2024 and 4% by 2030 >>> The US added $275 billion in debt in, ONE day...total US debt is now $33.4trn, hit $33 trillion just 2 weeks ago, and on pace to rise by $1 trillion this month alone.. Am azing..

  • Amazon used secret ‘Project Nessie’ Algorithm to raise prices, the strategy, as described in redacted parts of FTC lawsuit, is part of agency’s case that Amazon has outsize influence on consumer prices

  • Ford reveals seventh offer to striking UAW workers; GM announces more layoffs

  • Since its inception 50 years ago, the principles of the Chicago School of Economics shaped global economic policy until the 2008 financial crisis signaled an end to its dominance

  • EU Formally Opens Anti-Subsidies Probe Into EVs Made In China - BBG, EU pretty busy going after many targets, from techs to EV's

 

Markets :
  • Germany's 10-year yield is also surging, now back to its 2011 debt crisis levels, 3% and UK bond market will not take kindly any 'spending spree' for the Tories, 10's UK 4.65% and finally 30y UST reaches 5%, highest since 2007

  • USD and UST yields are rising, price falling because of the super loose fiscal policy in the U.S, not necessarily because the economy is strong.. #bondvigilantes >>> and (clear risk) is that suddenly duration risk becomes credit risk >>> The UST curves was -110 2months or so ago, now -33, recession watch could turn into recession warnings, particularly if unemployment ticks up, that's the play for markets... (JOLTS was still very strong this week though), NFP next on Friday

  • USD stays firm(er), classic risk-off moves in CAD, MXN, AUD, FXEMG, CROSSJPY's now topping with BoJ threats near 150USDJPY (not confirmed but GS estimates they sold $6bn up there yesterday)

  • SPX500 : all about 200dma around 4200/10, will set the tone for Q4 and become 'THE' level to watch for sentiment (other indices already broke down through that level in recent days-weeks)

  • VIX still below/around 20, barely moved, if this jumps higher, BEWARE of some sort of liquidity gap, mini credit event etc and through 200dma SPX500 could gather some downside momentum

 

The core thesis in this Quarterly Outlook is that real rates are too positive, creating a fallout from sectors and consumers with refinancing needs. As spending is likely to slow and the US fiscal cycle is turning from tailwind to headwind, the world may indeed have reached ‘peak rates’, providing a once-in-a-decade opportunity to go long bonds.












SPX500 - that support line is also the 200dma



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