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Too Close To The Edge

Written by Ian Reynolds | Oct 26, 2024 6:25:29 AM

Almost exactly 1 year ago US 10 year bond yields hit 5% and all hell broke loose. We wrote about it on this channel

Only Treasury Secretary Janet Yellen changing the makeup of the treasury auctions prevented wide-spread panic. Markets were worried about global geopolitical tensions and the indebtedness of the United States. Gold was approaching a triple top at US$2,000 per ounce.

One year later it's happening again. Post FED rate cut the 10 year yield has gone from 3.60% to 4.25% in a matter of weeks. Last week's publication of the US financial year accounts made grim reading. Accelerating debt and interest on debt levels with no political party even talking about how to address the issue.

As we hit 4.25% this week markets suddenly sold off

Treasuries sell-off reverberates through global markets[FT]

Now Gold is above 2,700.

Famous investors, Paul Tudor Jones and Stanley Druckenmiller are shorting US Treasuries.

Breaking

Argentina Seeks $2.7 Billion Line to Cover Debt Maturities [Bloomberg}

Ukraine blasts U.N.'s Guterres over invitation to BRICS summit in Russia [Reuters]

Record High Gold Price Signals "Fragmenting Global System"; El-Erian Warns [Zerohedge]

Five US Banks Face Billions In Losses As Silver's Price Spike Hits Short Sellers Hard: Report [Yahoo! Finance]

In Focus

CRE / Banks / CLOs

As market rates have gone up significantly since the FED cut, US mortgage rates have gone up too

15 and 30 year US Mortgage Rates (Freddie Mac)

In fact 30 year mortgage rates are still quite low, as the chart below from the St Louis FED demonstrates

The commercial real estate world must have let out a huge sigh of relief as the FED cut but now that mortgage rates are rising still, the writing is truely on the wall for office owners and regional banks.

Municipalities will be suffering as rate income won't be increasing anytime soon, with a wave of defaults and regional bank failures on the way.

San Francisco Hit With Credit Downgrade Over CRE Apocalypse [Zerohedge]

China

China Loan Prime Rate 

A quieter week for China as we watch rate cuts and stimulus attempting the stop the deflationary economic forces.

It was a week of BRICs, war games around Taiwan and preparing for Trump's tarriffs.

China cuts loan prime rate slightly more than expected [investing.com]

Emptying Chinese Skyscrapers Trigger Price War Among Developers [Bloomberg]
 

China Refrains From Cutting Policy Rate After Record Trim [Bloomberg]

Chinese Banks Face Liquidity Struggle as Key Funding Cost Rises [Bloomberg]

China, India End Border Impasse Ahead of Likely Xi-Modi Meet [Bloomberg]

Japan

Bank of Japan CPI YoY 
Tokyo CPI October 2024
 
CPI lower than expected and the Yen weakening to prior intervention levels leave the Bank of Japan and the Ministry of Finance treading a tightrope at next week monetary policy meeting. Hiking rates into disinflation isn't a good look, but let's be honest, the markets are in full control of monetary policy and prices normally go in the direction of most pain.
  
USD / YEN Daily
 

US Economy

US Existing Home Sales September 2024

US Building Permits September 2024

US New Home Sales September 2024

US Durable Goods September 2024

More mixed messaging from the US economy but one thing is for sure, it's the best economy in the world currently.
 
And consumers are taking on even more debt.

From Federal Reserve Bank of New York,
 
2 of the most contentious FED program are winding down. The reverse repo facility is almost back down to zero and the Bank Term Funding Program has ended already with the  final loans to be repaid shortly.
 
These 2 contradictory programs only purpose is to help banks.  Why do we need them?
 

Reverse Repo Facility

Bank Term Funding Program 
 
 
 

In The Background

Bitcoin | US Election


Cryptocurrencies Dip After Report of US Probe of Tether [Bloomberg]

Canada

Bank of Canada cuts 50bps

 

  

Canada Industrial Product Price Index September 2024

 
 

Canada Retail Sales August 2024

The Bank of Canada is being unusually proactive in slashing rates and there's plenty to justify it. Strong disinflation and a consumer in a world of pain are a good excuse for cutting. Let's hope it's not too late.

Trudeau announces sharp cuts to Canada's immigration targets [BBC]

England

More political tomfoolery but a clear message that something has to give, and we'll find out in the UK budget this week.

Rumours that Rachel Reeve wasn't an economist at Bank of Scotland as she claimed will make it a fun packed halloween treat on 30th October.

DWP to take money directly from bank accounts in benefit fraud crackdown [Telegraph]

Starmer claims people with shares do not count as ‘working people’ [FT]

A Gilt Buyer Strike Is Not In the UK’s Future [Bloomberg]

Europe

Germany PPI September 2024

Germany Car Registrations September 2024

EU Consumer Confidence October 2024

France, Germany & EU Purchasing Managers Index October 2024

Split market decision pricing on 25 or 50bp in ECB Dec following the French and German PMI report.

French Left’s Tax Hike Proposals ‘Unbearable,’ Premier Says [Bloomberg]

EU races to prepare for a Trump win[FT]

Australia

Fears for Victoria as economy ‘diverges from other states’ [AFR]

CBA, Westpac split with other big banks and back borrowing rules

Reserve Bank of Australia reports $2.8 bln accounting loss for 2024 [Reuters]

What's Next ?

With USD / YEN closing above 152.00 this week, Thursday's Bank of Japan meeting will tell us whether the Ministry of Finance is going to further support the Yen with intervention or just talk about it.

Nonfarm payroll and Core PCE will be fascinating to watch, but probably as usual, difficult to believe.

Markets will have laser focus on US 10 year yields.

And the UK halooween party.

Will Trump / Harris try to address US debt levels before the election. So far nothing......

This Week's Important Economic Indicators [London time]