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Market Hedwig

Weekly Market Update (June 19, 2022)



HIGHLIGHTS

US stocks plunged this week, triggered by rate hikes in multiple countries including the US mega-size interest rate increase, the Swiss National Bank hike, and the Bank of England boost in borrowing cost. S&P 500 dropped further and closed at the lowest since the end of 2022. The US dollar index has rapidly declined due to the ECB tightening policy, while it rebounded on Friday.


Super-sized Rate Hike: Fed hiked 75bps interest rate on Wednesday. This increase aligns with expectations after the release of inflation data. Investors are projecting rates to be 3.4% by year-end and 3.8% by the end of 2023.


Recession Fear: The forecasting models are showing a higher probability of recession as inflation becomes stickier, reducing consumer spending power. Markets predict that soft-landing is unlikely to happen. Economic data is still looking fine, which gives more space for the Fed’s tightening policy. However, economists are saying that the effect of tightening has just not hit the economy yet. Their models expect a 75% probability that an economic downturn will happen by the beginning of 2024.


Yen Struggle: The yen has dropped to a 24-year low due to the contrast in monetary policy between Fed and BoJ, which are hawkish and dovish respectively. Markets doubt the sustainability of the current loose monetary policy – cap yield at 0.25%. BoJ announced to remain its monetary policy unchanged at Friday's meeting. More speculators are betting on a tweak of policy at the October meeting.


BoE 5th Hike: The Bank of England has raised interest rates by 25 basis points to 1.25% for the fifth time aiming to tackle the inflation and potential of an economic slowdown. Data showed that the UK economy unexpectedly shrank 0.3% in April; the Unemployment rate increased to 3.8% during February-April; inflation skyrocketed to a 40-year high, and is expected to soar further as food and energy prices keep spiking.


Swiss National Bank Unexpected Rate Hike: The Swiss National Bank unexpectedly raised interest rates for the first time in 15 years, by half a point to -0.25%. Inflation in Switzerland hit a 14-year high last month.

 
MARKETS

Nasdaq

11,265.99

-1.89%

S&P 500

3674.85

-3.24%

Dow

29,888.79

-2.89%

10-Year

3.24%

+8bps

VIX

31.13

+12.18%

*Data as of market close. 5-day change ending on Friday.

 
VIEW FROM THE STREET

Equity

Goldman Sachs: Stock market remains volatile due to strong inflation and the expectation of steady rate hikes in Europe. Market expects 25bps of ECB's first hike, followed by 50bps in the future meetings afterward.


Morgan Stanley: S&P index has dropped 20% YTD. Some of the stock is discounted due to higher interest rates, which may represent a decent value. Investors have focused more on resilience in company earnings.


Fixed Income

Goldman Sachs: US Treasury yield is staying above the 3% notable level, stemming from ECB’s hawkish policy and high inflation environment.


Morgan Stanley: The 2022 tightening cycle is uncommon. The current rate hike cycle is the steepest and most rapid, compared to other Fed tightening cycles since 1994. Thus the outcomes and effects are uncertain. We expect yields tend to peak within a year after the first-rate hike.


Economy

Morgan Stanley: The market is rational this year, which has effectively priced in the Fed’s policy to beat inflation. In terms of the market adjustment of the new policy regimes in the second half of this year, we expect higher rates and lower liquidity and their impact on the economy and company earnings.


Oil

UBS: The demand from the largest oil importer, China, is recovering gradually. Stimulus policies are rolling out and mobility restrictions are lifted, showing that economic activity is resuming normal, especially for the supply chains and productions. Besides, traveling figures indicate that fuel demand will rise when holiday seasons begin in Europe and the US. For the supply side, OPEC+ is unlikely to provide a significant raise in output as most of the members in the group are already struggling to meet the current targets.


J.P. Morgan: Energy is the only sector in S&P with positive YTD returns due to the high energy prices. The Crack Spread(*) has escalated since the start of the year as oil prices are higher while cost (i.e. wages, transportation) is increasing as well, pushing up the gasoline prices.


(*) Crack spread is the difference between crude purchasing price and gasoline selling price. It is for tracking the short-term profit margin of refinery companies.

 
KNOWLEDGE TRANSFER

London Metal Exchange

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LUNA

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