Sticky inflation should warrant caution from the Fed

Published 2024-12-10, 07:04 a/m

CAD

After spending much of Monday morning grinding lower, USDCAD ultimately ended the day up just a touch. This move higher for the pair comes as markets continue to weigh the odds of a 25bp versus 50bp rate cut from the BoC tomorrow. Swaps imply a close to 90% chance that the BoC sticks with jumbo doses of policy easing. We are much less certain, especially given the recent fiscal stimulus announcement. In our eyes, that leaves loonie risks skewed to the upside ahead of tomorrow’s decision. Meet expectations and only a modest loonie selloff is likely. A smaller rate cut, however, and a sharp loonie rally should be the outcome tomorrow.

USD

After an up and down session, the dollar ended Monday trading on the front foot, helped by NY Fed 1-year inflation expectations which rose to 2.97% in November, up from 2.87% the month prior. While not normally a data point that we would focus on, markets should be placing a little more focus on these expectations readings over the coming months. Trump tariffs pose an upside risk to price growth in 2025 – and, while Fed research has previously suggested that while the optimal response is to look through a one-off change in the price level, this is contingent on inflation expectations remaining well anchored. The recent rise in inflation expectations suggests that this may not be the case. Another piece of evidence pointing in this direction should be delivered tomorrow too, with the publication of November CPI data. If we are right, and this continues to show signs that disinflation progress has stalled, markets head into next week’s FOMC meeting on the fence over the policy rate outcome.

AUD

The aussie was one of the top performers on Monday, largely stemming from the announcement of a Chinese economic support package announced yesterday morning. This saw currencies sensitive to Chinese growth rally significantly, with AUD leading the pack, climbing more than 1%. That upside has been short-lived, however, with an RBA decision handed down overnight. While the central bank left rates unchanged, a dovish shift in rhetoric from policymakers has seen the aussie give up most of yesterday’s gains.

EUR

The euro struggled to hold on to China fuelled gains at the start of the new week, ultimately finishing Monday trading flat against the dollar, and two tenths down versus sterling. Moreover, with an ECB meeting coming up on Thursday, and only a handful of second tier data prints left to digest before then, the single currency is likely to be left treading water ahead of this week’s policy announcement.

GBP

Yesterday’s comments from the BoE’s Ramsden triggered a minimal reaction from FX traders. In truth, that is hardly a surprise – Ramsden offered little new information to markets, nor was he expected to. That leaves sterling in limbo today, with a blank calendar for both data and speakers. We would note though, that recent similar quiet periods have largely been sterling supportive, biasing us to think the pound could extend yesterday’s climb against the euro.

This content was originally published by our partners at Monex Canada.

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