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US inflation, a largest 12-month increase since February 1982

The US inflation report today came in higher than expectations but within the bounds of estimates given by the surveyed participants. The result was that the indices led by the Nasdaq dropped as did the US T-notes. The 10-year yields are now trading above 2%.


Market Wrap

According to the US Department of Labour annual US core inflation (without food and energy) increased to 6% in January and exceeded market expectations. Although all items index increased by 7.5% compared to January 2021, the main driver for the inflation increase was energy prices rising by 27%, and food prices rose 7% during the same period. The month-to-month consumer prices increased by 0.6%.

We also received the number of initial jobless claims, which fell by 16,000 from the revised previous week's number to 223,000. The figure was lower than the expected 230k. The 4-week moving average was 253,250, a decrease of 2,000 from the previous week's revised average. These figures are seasonally adjusted. Seasonal adjustment is a statistical technique that attempts to measure and remove the influences of predictable seasonal patterns to reveal how employment and unemployment change from month to month.


In the last NFP update the statistical models changed to move some of the jobs gains which occurred in the summer of 2021, were adjusted lower and moved forward to the January 2022 data point. Generally, the numbers reported in the news on employment and unemployment are seasonally adjusted. Seasonally adjusted data are useful when comparing multiple months of data. Non-seasonally adjusted data series is used to calculate annual averages.


For the week ending January 29, the insured unemployment rate held steady at 1.2%, unchanged from the prior week's unrevised rate, with insured unemployment at 1,621,000. There was an increase of 16,500 from the previous week's revised average in the 4-week moving average of 1,634,500.

At the London close, the US dollar was relatively weak against its peers with the pound doing the best out of the currencies.

The next move I see in the US dollar index is a test back up to $95.70. If this move today was designed to take the buy-side and sell-side liquidity that had formed since last Friday's NFP it was executed without flaw. On a higher timeframe, while the price is above the $94.60, I am still bullish the US dollar.


Fed’s Bullard came out today and said that they’d favor a 100bps interest rate hike before the July FOMC meeting. There would also be scope for inter-meeting increases. We should also factor in the balance sheet reduction in Q2 this year.


Today was also the 30-year US Bond auction which had increased interest from indirect buyers as did yesterday’s 10-year Note auction. I am still putting this down to the fact that the US trade deficit has widened, and foreign entities will be looking to earn interest on the US dollars they received in exchange for their exports.

The GBPUSD today took out some market structure that retail traders will be considering a fake breakout. Before we get too bearish on the pound, we need to see if the following price action will make a lower low and lower high. If it does that and then breaks the low I would be interested to see if we can revisit the 1.3540 level. The Bank of England Governor gave a speech today on the resilience of the banking system but has not given any indication on policy.


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