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Yields accelerate higher



Desc: On a day when the US dollar rises and the DAX trades to all-time highs it is amazing that it yields that dominate the day's narrative.


Tags: US 10 Year yields, Emerging markets, bonds, euro, dollar, gold, DAX, forex, macro, oil,


Anyone who trades stocks has a way of filtering through the thousands upon thousands of stocks, securities, assets, sectors, indices, and general markets.

If like me your filter would be extremely high volume above a certain period's average, you may have also noticed the iShares MSCI Emerging Markets ETF flashing a beacon of Volume on a particular up-day a few days ago. A lot of volumes went in on March 26th, 2021, volume levels not seen since the market break in 2020, but for on first appearances inverse reasons.


The emerging markets have like most markets, done very well since April of last year, so the iShares MSCI Emerging Markets ETF is at very lofty levels. However, we are seeing the start of a breakdown in momentum and price action and the recent moves into the US dollar could be the key. Today has seen a very bullish move in the US dollar index as it now trades clearly above the daily 200 ema and is churning through the balance area created between July and November 2020. So how are the two related?


According to the World Bank,

The global economy has experienced four waves of debt accumulation over the past fifty years. The first three debt waves ended with financial crises in many emerging and developing economies. All of them resulted in crises that have become bywords for financial pain for issuers and bondholders alike. They were: the Latin American debt crisis of the 1980s; the Asian crisis of 1997-98; and the global financial crisis of 2008-09.”


If there is a catalyst to cause a sell-off in emerging market assets it is most likely to be due to coronavirus making the ongoing crisis even worse. If it happens, we may see the US dollar and Gold move higher together as they did in 2020 and use that as our signal. Gold is currently on its way down to test its daily 200 ema, with not a lot of clear market structure to make the yellow gold about-turn.


Today’s benchmark US 10 Year yield is up at 1.730% which itself shouldn’t be causing any problems, as we have been here many times before and a lot higher. This time, however, we have an unprecedented amount of debt that has been taken on by the emerging markets because of covid-19, so these elevated leading indicators are starting to worry some investors. Something to keep an eye on and maybe look at those that suffer the most if the US dollar rises due to a lack of Eurodollars, or if the interest rate hikes start becoming more of a reality.


The rising US 10 year yields also hit the US tech firms pushing the Nasdaq lower on the open of the US session. The price action has corrected itself and we’re currently poised to go higher but the mixed market messages of problems with higher yields, further lockdowns, and massive stimulus packages coming down the pipe, are making for a very tricky trading range.


OPEC+ are meeting this week and there are notes around them possibly reducing their demand forecasts, which would keep the level of production as is if they wish to keep the prices around $55-$60 per barrel. Until February OPEC was overproducing by 3mln BPD. If they were to increase production and demand dropped off due to continuing covid restrictions, oil could be a lot lower in the next week. Lower oil would help the Fed with their transitory inflation expectations.


If I were a cynical analyst, I would say some traders got the info early yesterday for the DAX. The DAX 30 closed up nearly 200 points an all-time high above 15k while other major European bourses held on to its coat tail. Better than expected economic data from the Eurozone economic sentiment indicator came in above a yearly high reading. If only covid-19 variants were not ravaging the continent, we could have had a 2% rise in the DAX today.

German inflation is rising, eurozone sentiment is rising, we just need them to get on top of the vaccine rollout. EURUSD is being suppressed lower by the dominant US dollar, whilst 83% of retail traders believe the euro should be heading higher. 1.1700 is very unlikely to hold, but I will be keen to see what sort of price action we get below the 1.1600 to 1.1550 levels.

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