PKB's Market Espresso
February 22, 2024

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Us inflation still at large

Producer Price Index (PPI) exceeded  forecasts in January – Highlights sticky  nature of inflation – No cuts on the (near)  horizon

  • PPI Ex-Food & Energy (YoY) in January +2.0% (+1.6 expected) 
  • Treasuries extended their selloff – 2 year yields rose to highest levels since mid December 
  • Traders pared expectations for cut in May – now priced at just 25%!

A psychological threshold

The Standard & Poors 500 index broke the  5.000 points level and then stabilized 

  • After a notable +21% run from October 27,  the S&P 500 emerged unscathed from  stronger than expected inflation figures and  the re-pricing occurred in the bond market 
  • A pause looks normal from a technical  perspective. The US equity market waits for  positive catalysts, namely more disinflation, a contained activity slowdown  and the Fed to begin rate cuts

the largest ever cut

The People Bank of China (PBOC) lowered its  5 year loan prime rate from 4.20% to 3.95%  (4.10% was expected). The one year rate was  kept unchanged

  • With this unusual move, the PBOB puts a  cap on mortgage rates in order to support  the failing housing market
  • More to come: governor Pan Gongsheng  signaled last month the PBOB willingness  to fight deflation and guide down mortgage rates

Consumption slowdown

While economic activity is proving resilient,  consumer spending in the US is losing some  of its momentum 

  • Excess savings dissipated, tighter credit,  rising delinquencies, negative real income  growth. However, the labor market remains  tight and consumer confidence gauges are  holding well
  • Sellers of consumer staples are signalling caution. Yet, whether a recession ultimately  materializes will depend largely on the  behaviour of corporate profit margins

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The analyses and forecasts contained in this publication are based on assumptions, estimates and hypothetical models which may prove to be incorrect and therefore lead to substantially different results.