Inflation Threat Worries US Bonds

American markets closed with gains but, US equity futures todayare on a slippery slope, largely due to the pressure from rising Treasuryyields. The yield on 10-year securities broke through the local high of 1.55%,signaling the resumption of the rally after a brief respite:

For a short period following the Fed September meeting, Treasuryyields have been rising thanks to the rise of real interest rate (as seen fromthe recovery of TIPS yield). The inflation premium apparently again has become themain component cause of the rally in yields. Yesterday, the 5-year averageexpected inflation premium jumped 6 bps, from 2.53 to 2.59%. Since the start of2021, intraday increments of the bonds’ inflation premium were stronger in only5% of cases:

Inflation expectations keep rising in the wake of rising energyprices, which set the stage for higher costs for firms, which may eventually beforced to transfer this pressure onto consumers.
After a short break, the dollar went on the offensive again. HigherUS rates stimulate the inflow of foreign investors into fixed incomeinstruments. Before the Fed meeting in November, in which the policymakers areexpected to clarify the prospects for tightening next year; the current policyof the Central Bank is likely to be slightly stimulating. So, this means that bondsin the US are depreciating, sometimes taking short pauses. Naturally, due tothe trend in bonds, there is a high risk that risk assets will experiencedifficulties with growth. As alternative investment instruments, they offer everhigher returns.
Yesterday's data showed that the US economy is doing well, theservice sector PMI from ISM more than met expectations, showing an increasefrom 61.7 to 61.9 points (59.9 points forecast). Creation of new firms haveslowed down, labor costs have risen, and labor shortages persist. Costsremained generally elevated, indicating the risk of higher consumer prices inthe coming months, i.e. inflation. The corresponding sub-index rose from 75.4to 77.5 points and is at its highest since 2008.
The biggest event of economic calendar today is ADP report whichis the first part of US labor data in the NFP week. A gain of 428K is expected,but the number could easily beat forecasts given positive preliminaryemployment data and retreat of Covid in the US in early September, which, asrecent history shows, creates the risk of underestimating the positive dynamicsof hiring. In case of positive news, the dollar index will likely be poised to targetresistance at the previous local high (level 94.50).
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