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A Treasury Relapse And A Beautiful Italian Budget

Published 18/10/2018, 17:14
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Summary

It’s now ‘officially’ a dollar comeback week. It looks like stock markets are beginning to reflect this.

FTSE MIB clings to thin weekly rise

Judging by the pattern for most of this year, next week might well not be as firm for the greenback. But for now, the key takeaway from Fed minutes—that Donald Trump’s displeasure won’t stop policymakers from tightening—helps confirm recent dollar consolidation has run its course. The dollar index appeared to form a base at 94.787 earlier this week after falling 1.4% over five sessions. It’s now swung higher to stand 0.9% better over two sessions at 95.65. This is awkward for shares in Europe and beyond. Almost all indices in key hubs on the continent have ground in hard won, albeit slim, gains this week, including Milan’s FTSE MIB.

Treasury dip could be ominous

But most of that progress was made whilst bond sellers awaited affirmation from last month’s FOMC minutes. It brought a hiatus for benchmark Treasurys, keeping the yield rangebound between 3.12%-3.187%. Evidently, that was a range equity investors on both sides of the Atlantic could live with. Stock markets struggled to their feet as pressure on the 10-Year note lightened. But the yield has now broken to the topside of the range; something it’s been threatening to do for a couple of days. This is the clearest sign yet that a repeat of volatility in riskier assets that built in over a couple of weeks and culminated last Friday could soon be back on the cards.

U.S. 10 Year Treasury Yield - HOURLY

Italy’s beautiful Budget

Italy concerns complete the yield pincer movement for European markets and the euro. Hopes that a one-week ‘cooling off period’ between submission of Rome’s contentious Budget and Brussels’ official response could bring a thaw in relations between Commission and coalition government don’t appear to be working out. The Prime Minister dismissed reports of divisions whilst describing the Budget as molto bella.

As per Giuseppe Conte’s more conciliatory style than Northern League/5-Star leaders Salvini and Di Maio, he did note that EU misgivings would be discussed and responded to. But the potential for a confrontation that the government hasn’t shied away from remains.

Partly due to Germany’s bunds steadying in recent days, the all-important Italy/Germany 10 Year Spread spread has actually pushed to a new breadth for the week, on the 3.12% handle. It is heading back to momentary five-year gaps last week around 3.18%. Hence FTSE MIB underperforms whilst other European gauges are off their best for the day and the euro has lost its footing. As it stands it can’t really be said stock markets have put last week’s turbulence definitively behind them.

Disclaimer: The information and opinions in this report are for general information use only and are not intended as an offer or solicitation with respect to the purchase or sale of any currency or CFD contract. All opinions and information contained in this report are subject to change without notice. This report has been prepared without regard to the specific investment objectives, financial situation and needs of any particular recipient.

Any references to historical price movements or levels is informational based on our analysis and we do not represent or warrant that any such movements or levels are likely to reoccur in the future. While the information contained herein was obtained from sources believed to be reliable, the author does not guarantee its accuracy or completeness, nor does the author assume any liability for any direct, indirect or consequential loss that may result from the reliance by any person upon any such information or opinions."

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