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Today's edition of the Saxo Morning Call features the SaxoStrats team discussing the continuing weakness of the US dollar as commodity prices recover ground and in the wake of key US equity indices hitting all-time highs Thursday.
Article / 07 July 2017 at 2:08 GMT

Morning Report APAC: Bond rout to weigh on Asia

APAC Sales Trading Desk / Saxo Capital Markets
Singapore

 

  • Rise in yields has started to weigh on equity markets, and Asia no exception
  • The yield on 10-year Treasuries rose four basis points to 2.37%
  • S&P 500 slides below 50-day moving average as selloff deepens
  • Aussie market down over 1% in early trading, with Asian markets to follow

By Saxo APAC Sales Trading


Economic data of the day (Singapore Time)
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Speeches

23:00: US – Fed releases July 2017 Monetary Policy Report to the congress

Overnight news

  • Global bonds and equities: The weak demand at the French and Spanish treasury bond auctions yesterday and the European Central Bank minutes (in which members of the Governing Council discussed removing the commitment to increase the Quantitative Easing program if needed) all suggested tighter policy may soon be warranted. It  triggered a strong bond selloff globally (yields higher).
  • The German long dated bonds rallied 9 basis points, France, Spain and Italy 10 bps. The rest of Europe followed as well as US yields which rallied 4 bps in the 10 year. The German Bund yield broke an important resistance level at 0.50%. level we have seen last end of 2015 and there is not resistance until 1.00%.
  • The strong overnight rally in bond yields triggered some selloff in US equities with S&P dropping almost 1% and the Nasdaq, already shaky dropping 1% as well.
  • US: The ADP National Employment Report was weaker than expected at 158,000 from a downward revision of 230,000 (expected: 188,000, previous: 253,000). Service providers accounted for all of the 158,000 gain in payrolls. The second lowest increase in 2017 probably reflects the challenge of finding skilled workers amid a tightening job market, and may also be a sign businesses are holding off on expansion plans until they see more evidence the new administration’s plans are translating into legislation that will reduce taxes and spur growth.


Foreign exchange

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USD was offered overnight following the strong rally in European yields. DXY dropped back below the 96.00 level.

The main mover was EURUSD, which broke 1.1400 once again but resistance will be seen at 1.1500. The Nonfarm payroll numbers and G20 meeting tonight will be determinant.

Against emerging markets USD was mixed overnight started to be bid after ADP but came off following the USD selloff against some G10 currencies.

It will be interesting to watch the USD move against emerging market high yielders such as USDIDR or USDBRL if the DM yields continue to move up. There might be a start of emerging market bond unwinding.

Foreign exchange movements
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Gamma was bid overnight in EUR with 1W moving 0.7 vol following the Eurobond selloff.

USDJPY volatilities have not moved much overnight but we could start a growing interest if the US yields continue to rally.


Rates
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Bund 10-year yields were up around 10 bps to close around 0.57%, highest level in 17 months, with a soft French auction pushing yields support, initially leading the sell-off, resulting in a surge in volumes as losses accelerated.

This comes following selloff in the bond market this week as central bankers are signalling an end to ultra-low yields.

US Treasuries ended the session lower amid wider sell-off across core European government bonds, with losses led by long-end of the curve. 2-year yields are lower while yields across five to 30 years were higher by 2 bp-5 bp steepening out the curve.


Commodities 

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Equities

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US stocks closed lower as investors are sensing a shift in central banker’s policies, weighed on the broader markets amid a rise in global bond yields.

GE shares fell 3.8% after the European Union’s antitrust watchdog said GE may have misled regulators when the EU was reviewing its $1.65 billion deal with LM Wind Power.

Tesla shares plunged for the third day, falling 5.6% Thursday and heading to test its $300 mark, after the electric-car maker’s Model S failed to receive a top safety award from the Insurance Institute for Highway Safety.

This came after the shares tumbled 7.2% previous day following a disappointing sales-delivery update.

Most European stocks closed lower, with the exception for Stoxx Europe 600 Banks Index, which climbed 0.7%, after minutes from the ECB and Federal Reserve fuelled that concerns the era of ultraloose monetary policy is coming to an end.

Reckitt Benckiser declined 1.5% after the maker of Lysol, Enfamil and other household goods, cut its 2017 sales forecast and said it expects to permanently lose some revenue after last month’s cyberattack.
 
Asia-Pacific stocks


Hong Kong
 
Analyst ratings
 
-          Tianma Microelectronics (000050 CH): New Underperform at Credit Suisse
-          Logan Property (3380 HK): New Buy at Goldman
-          China Coal (1898 HK): H Shares Cut to Hold at Argonaut Securities
-          China Jinmao (817 HK): New Equal-weight at Morgan Stanley, PT HK$3.50
-          Daqin Railway (601006 CH): Raised to Outperform at Credit Suisse, PT 10 Yuan
-          Hualan Biological (002007 CH): PT Cut to 30 Yuan at CICC; Low End of Range
-          Kunlun Energy (135 HK): Raised to Overweight at JPMorgan, PT HK$8
-          Shanxi Taigang Stainless Steel (000825 CH): Initiated at Ping An with Buy
-          Shougang Res (639 HK): Cut to Hold at Argonaut Securities, PT HK$1.58
 
Preview
-          Fosun Share (656 HK) Pare Drop as Group Says Operations Are Normal
-          Fosun Int’l (656 HK) Bought Back 10.3m Shares for HK$122.5m July 6
-          Elliott Capital Bought 237,800 Bank of East Asia (23 HK) Shares July 4
-          Noble Group (NOBL SP) Is Said to Seek Debt Waiver From Lenders: FT
-          Noble Group (NOBL SP) Says Unaware of Information Driving
-          Bright Dairy (600597 CH) Says Chatsworth to Exit Joint Venture
-          Cosco Shipping (1919 HK) Sees 1H Net Income of About 1.85B Yuan
-          Geely Auto (175 HK) June Vehicle Sales Jump 91% Y/y to 88,773 Units
-          Glencore (805 HK) is said to have signed cobalt product deal: RTRS
-          Billionaire LeEco (300104 CH) Founder Turns to Cars as Debtors Close In
-          Macau 2017 Gaming Revenue Forecast Upped at Morgan Stanley
-          PetroChina (857 HK) Put Volume Surges to Highest Since 2010
-          Fosun Pharma (600196 CH) Says Parent Increases 2.88m Shares Thursday
-          Standard Chartered (2888 HK) to Add 20-30 Employees in Frankfurt: HB
-          Sino-Ocean Group (3377 HK) 1H Contract Sales Total 30.46B Yuan
-          Greenland (337 HK) to Invest, Build ‘Landmark Project’ in Xian City
-          China Jinmao (817 HK) Holder Seeks Up to $111m in Share Placement: Terms
-          China Overseas Land (688 HK) June Property Contract Sales HK$30.6b
-          Cofco Sees Risk of Coffee Shortages on Colombia and Brazil Crops

Japan
 
Analyst ratings
-          Calbee (2220) downgraded to equalweight at Morgan Stanley; PT 4,600 yen
-          Ezaki Glico (2206) upgraded to overweight at JPMorgan; PT 6,600 yen
-          MUFG (8306) downgraded to neutral at SMBC Nikko; PT lowered to 810 yen
-          Alps Electric (6770): R&I upgrades outlook to positive from stable

Preview
-          Belc (9974): 1Q operating profit drops 5% y/y to 2.2b yen, maintains full-year forecast at 9.3b yen
-          Cosmos Pharmaceutical (3349): Preliminary full-year operating profit at 22b yen, beating company forecast by 19%
-          Giken (6289): 9-month operating profit rose 10% y/y to 3.9b yen, maintains full-year forecast at 4.8b yen
-          Hitachi (6501): Deal for Accudyne’s Sullair business to close July 12
-          Japan Investment Adviser (7172): To conduct 2-for-1 stock split on Sept. 1; seeks 5.06b yen from public share sale
-          Mani (7730): 9-month operating profit drops 2.7% y/y to 3.2b yen, maintains full-year forecast at 4.6b yen
-          Nagase Brothers (9733): To buy back up to 2.96% of shares for 1.2b yen
-          Nippon Accommodations Fund (3226): Fund files to sell up to 100b yen of bonds
-          Osaka Organic Chemical Industry (4187): First-half operating profit rose 49% y/y to 1.6b yen, beats company forecast by 11%
-          Retailers June same-store sales:
-          McDonald’s Japan (2702) rose 17% y/y
-          Round One (4680) rose 4.2% y/y
-         Skylark (3197) rose 2% y/y
-          Sanko Gosei (7888): Full-year operating profit rose 8% y/y to 2.36b yen vs. company forecast of 2.40b yen
-          Seven & i Holdings (3382): 1Q operating profit at 84.1b yen vs. analyst estimate of 86.2b yen
-          Venture with Askul to start end of Nov.
-          Toshiba (6502): Loses cartel fines appeal at EU top court

Australia
 
Analyst ratings
-          Beadell (BDR): Raised to neutral at UBS, PT A$0.23
-          CC-Amatil (CCL): Cut to underweight at Morgan Stanley, PT A$8
-          Doray Minerals (DRM): Cut to sell at Baillieu Holst, PT A$0.18
-          Silver Lake (SLR): Raised to neutral at UBS, PT A$0.48

Preview
-          Australia Week in Charts: RBA snubs hawks, whale of a bond buy
-          ANZ Bank (ANZ), National Australia Bank (NAB), Westpac (WBC): Big 4 Australian banks may need $85b of bail-in debt: BI
-          BHP Billiton (BHP): Samarco extends employee layoff for 3 months
-          Commonwealth Bank (CBA): Prices 30-yr debt
-          Fortescue (FMG): Iron ore set to drop below $50 next year, top exporter forecasts
-          Orotongroup (ORL): Holder Highclere sells entire 7% stake to industry buyer: AFR
-          Whitehaven (WHC): Top met coal shipper trims 2017 price forecast as supply returns
-          Woodside (WPL): May be among bidders if Exxon decides to sell its 50% stake in Scarborough gas field, which may be worth A$1b: AFR
-          WorleyParsons (WOR), Oil Search (OSH), Beach Energy (BPT), Karoon (KAR), Origin Energy (ORG), Santos (STO): Oil closes below $46 as U.S. output gain offsets stockpile drop


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Asian sharemarkets will almost certainly following the weak overseas leads. Photo: Shutterstock
 


– Edited by Adam Courtenay


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