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Market Briefing: Dollar Slips as Cross-Asset Selling Pressure Subsides

Futures are up and yields on two- and ten-year Treasuries are easing, raising hopes of a market reversal after two days of bruising losses. The dollar is weaker, down roughly 0.3 percent on a trade-weighted basis, signalling an end to a safe haven rally sparked by Federal Reserve Chair Powell’s aggressively-hawkish speech on Friday.

The euro is lifting itself off the floor on positive developments in power markets. Benchmark electricity and natural gas contracts dropped again today as European Union officials mooted a plan to intervene in markets, instituting price caps across the energy value chain. Prices plunged yesterday after Germany said its storage facilities were filling up faster than expected. The common currency is trading above parity as we go to pixels, and appears positioned for further gains – but any relief could be short-lived if the Nord Stream 1 pipeline does not return to normal volumes this weekend.

A consensus seems to be forming around a 50 basis point move at the European Central Bank meeting next week. Several officials have mentioned the possibility of a bigger hike, but most are hewing to the views of chief economist Philip Lane, who yesterday called for tightening at a “steady pace (that is neither too slow nor too fast)“.

The pound is trading near a two-and-a-half year low against the dollar, but an increasingly-tight relationship with global equities could support a modest recovery – if early momentum is sustained. Implied one-week volatility remains elevated going into the Tory leadership vote.

Canadian dollar bulls are encountering stubborn resistance as a drop in oil prices offsets equity market gains. Both major crude benchmarks dropped sharply over the last day as Iraq and Libya managed to keep supplies flowing into global markets amid increasing sectarian violence. Tomorrow’s gross domestic product report could serve as a catalyst for further movement, but we suspect a slowing in consumer spending likely sapped the economy’s mid-summer momentum – implying that the data might not do the currency any favours.

The Case-Shiller 20-city index is expected to show a moderation in home prices, up 19.4 percent from the year earlier after reaching 20.4 percent in June. The Fed’s tightening efforts have had a profound impact on US mortgage rates and virtually every indicator of housing market activity has slowed in recent months.

The Conference Board is expected to report an improvement in its consumer confidence measure, with lower gasoline prices playing a critical role in lifting spirits across the American economy. Consensus forecasts suggest the index jumped from 95.7 in June to 97.4 in early August. The employment conditions sub-index is seen moving in the other direction, but remaining well above pre-pandemic levels.

The number of positions available probably fell last month as the labour market cooled from superheated levels. Data out at 10 am is expected to show job openings falling to 10.3 million in July from 10.7 million one month earlier, with the ratio between available positions and unemployed people dropping from the 1.8 threshold in June.

One of the staunchest proponents of a “soft landing” scenario for the US economy will speak later this morning. New York Fed President John Williams is scheduled to join the Wall Street Journal’s Nick Timiraos for a question and answer session at 11 am, and is likely to outline a outlook for the autumn in which unemployment rises and growth slows, but recession is avoided. Mr. Williams has issued some of the most bearish views on the economy in recent months, but sees higher rates as necessary evils, given stubbornly-high inflation levels. Markets could react if he says something outside consensus, but his voting record suggests that’s unlikely.

Karl Schamotta, Chief Market Strategist

More talk than action
Easing Hopes Unwind Further, Putting Pressure on Currency Markets
Expectations matter
Inflation Prints Higher, Further Reducing Easing Bets
Currencies Stall Ahead of Inflation Print
US inflation & the USD

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