Inflation Thunderbolt Primes Stocks, Bonds for More Volatility

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(Bloomberg) — Stocks and bonds face more pain when markets open in Asia on Monday following a shock US inflation print that heaped pressure on the Federal Reserve to intensify monetary tightening.

Equity futures indicate declines in Japan and Hong Kong after the worst drop in global stocks last week since October 2020. Asian sovereign bonds are set to slide in the slipstream of a Treasuries slump that propelled the US two-year yield to the highest in 14 years.

The move in short rates left 30-year Treasury yields below those on five-year notes, pointing to the risk of aggressive Fed interest-rate hikes leading to a hard economic landing. A dollar gauge hit the highest in a month as investors sought havens amid a toxic mix of rising costs and slowing growth.

“At some point financial conditions will tighten enough and/or growth will weaken enough such that the Fed can pause from hiking,” Goldman Sachs Group Inc. strategists including Zach Pandl wrote in a note. “But we still seem far from that point, which suggests upside risks to bond yields, ongoing pressure on risky assets, and likely broad US dollar strength for now.”

The US consumer price index rose 8.6% in May from a year earlier — a fresh 40-year high — in a broad-based advance, adding to a slate of troubling inflation data across a range of nations. Many investors expect three half-point Fed rate hikes this week and again in July and September. Barclays Plc and Jefferies LLC said an even bigger 75-basis-point move is possible at the June meeting.

The volatility in Treasuries “can’t be anything that any central bank would welcome,” Sonal Desai, Franklin Templeton’s fixed income chief investment officer, said on Bloomberg Television. “We’re going to see more of the same. It’s not going to be a nice, smooth grind upwards. The Fed is going to need to do more.”

China, Yen

Markets will also have to contend with Covid outbreaks in China, where Beijing and Shanghai resumed mass virus testing. The fear is China’s Covid-zero strategy will lead to repeated lockdowns that damage both its economy and global supply chains. The latter are also being affected by the war in Ukraine.

Asian currencies may also come under pressure following the spike in the dollar. The yen remains in sight of a 24-year-low against the greenback on the stark policy contrast between a hawkish Fed and a still dovish Bank of Japan.

But senior Japanese officials delivered a ramped-up warning on the yen Friday, seeking to keep a floor under the currency. Such communication suggests high short-term uncertainty about the yen and a “rising risk of change in Japan’s policy mix,” according to Pandl and the Goldman team.

Emerging Markets

Emerging markets, meanwhile, are being buffeted by rising food prices, with the risk that this could weaken their economies and trigger social instability, according to strategists at Standard Chartered Bank.

The S&P 500 fell 2.9% on Friday, the most in three weeks, while the technology-heavy Nasdaq 100 shed 3.6%. For the week, the MSCI AC World index lost 4.4%. Poor sentiment was evident over the weekend in a cryptocurrency slide that took Bitcoin as low as $27,265, the weakest since mid-May.

Oil posted its seventh weekly gain as tight fuel-supply balances sustain bullish fundamentals, though headwinds brought on by accelerating US inflation capped crude’s advance.

©2022 Bloomberg L.P.

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