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Hawkish FedSpeak & Recession Fears Spoil The 'Cool' CPI Party

A busy-ish day for macro with cooler-than-expected inflation (but under the hood not so great), hawkish FedSpeak (more work to do, job's not done yet), and 'meh' FOMC Minutes (mild recession coming).

As a reminder, US macro data has been serially underwhelming since the last FOMC meeting...

1030ET Richmond Fed's Barkin said policymakers still have more work to do to tame prices after fresh data Wednesday showed inflation remained well above the Fed’s 2% target.

“I certainly think we are past peak on inflation, but we still have a ways to go,” Barkin said in a CNBC interview from Roanoke, Virginia, where the bank was hosting a conference. Barkin said he sees signs that demand is cooling, but said he was wary of declaring victory on inflation too soon, and noted that prices excluding food and energy were still too high.

“There’s still more to do I think to get core inflation back down to where we’d like it to be,” he said, but he stopped short of saying whether he would support a rate hike at the Fed’s May 2-3 policy meeting.

1200ET SF Fed's Daly was more hawkish:

“Looking ahead, there are good reasons to think that policy may have to tighten more to bring inflation down,” Daly said Wednesday in prepared remarks for an event at the Salt Lake Chamber in Utah.

1400ET The FOMC Minutes did not offer too much new insight aside from admitting that staff expect a mild recession this year - stocks initially ignored it, bonds and gold rallied modestly on the Minutes. Then stocks caught on to the recession headlines and tumbled, helped by hawkish comments from French central bank chief Villeroy:

“We may possibly still have a little way to go on rate hikes at our next meetings."

Villeroy cautioned that the growth in core prices – which excludes energy and food costs – “remains strong and is proving sticky.”

Nasdaq was the day's biggest loser while The Dow was the least ugly horse in the glue factory...

0DTE traders tried to ignite some upside momentum at the cash open after CPI's spike had faded. They also tried again on the FOMC Minutes (but that quickly reversed and dragged the market to its lows)....

Source:SpotGamma

After all that chaos, rate-hike odds for May were - drum roll please - unchanged at around 75% of a 25bps hike...

Source: Bloomberg

Treasuries were volatile and ended the day mixed with the long-end underperforming. Yields tumbled on the CPI print, jumped on the weak auction and the faded, accelerating on the recession warning from the Minutes. By the close 2Y Yields were down 5bps while the long-end was up 2bps...

Source: Bloomberg

An ugly 10Y auction took yields to the highs of the day, but the 'r word' in the FOMC Minutes dragged yields back down. The 2y yield ended back below 4.00%...

Source: Bloomberg

The dollar dived on the CPI print (dovish) and ignored the rest of the hawkish comments...

Source: Bloomberg

Bitcoin spiked up to within a tick of $30,500 on the CPI print then drifted back below $30,000...

Source: Bloomberg

Ethereum managed to get back above $1900...

Source: Bloomberg

Oil prices surged today (after CPI and inventory data), with WTI breaking out above $83 - its highest since Nov '22...

Source: Bloomberg

Gold was a little more chaotic today, with overnight gains fading into CPI... then spiking on CPI (before tumbling back)... and then re-rallying with futures back above $2030...

Finally, we note today's action in gold and oil reminded us that investors had - until recently - dusted off a classic recession play...

Source: Bloomberg

As Bloomberg's Ven Ram noted earlier, the ratio between gold and oil has surged to almost 24 from average levels of around 17 that have prevailed since the start of the millennium. Gains in bullion tend to far outstrip increases in oil prices during the onset of a recession. That’s because investors position themselves for the Federal Reserve to cut interest rates, after a long period of expansion when they would have been typically focused on the inflationary impulse stemming from higher energy prices.

But that recent reversal may suggest recession fears are easing a smidge (or is this a remnant of the 'paper' nature of the contracts used to construct the ratio - rather than the physical gold vs physical oil reality)?

Last month, the spread between high-yield dollar-denominated corporate bonds and those on investment-grade securities widened to levels that have been sufficient to trigger a recession in the past...

Source: Bloomberg

so...maybe The Fed's staff are right after all (but will it be mild?)

Tyler Durden Wed, 04/12/2023 - 16:02
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