U.S. Dollar Rally Stalling


Above: File image of Raphael Bostic. Image: Center for American Progress, reproduced under CC conditions.


Above consensus producer inflation numbers and hawkish comments from Federal Reserve policy setters haven't been able to give the Dollar fresh upside impetus and suggest the October rebound is fading.

Dollar exchange rates were left treading water after U.S. PPI inflation rose 1.8% year-on-year in September, beating expectations for a more modest 1.6% increase, while August's figure was revised higher to 1.9%.

PPI measures inflation rates at America's factories and is seen as a leading indicator for headline inflation, which printed at an above-consensus figure of 2.4% y/y just 24 hours prior.

Markets are also grappling with fresh communications from members of the Federal Reserve: Atlanta Federal Reserve President Raphael Bostic said, "I am totally comfortable with skipping a meeting if the data suggests that's appropriate".

On Wednesday, San Francisco Federal Reserve President Mary Daly also said there was room to keep interest rates unchanged next month, saying, "one or two more rate cuts are likely this year".

"Alongside the unexpectedly strong labour market data, September’s price data suggest that more than a few Fed officials might regret starting their easing cycle with a bigger 50bp rate cut," says Paul Ashworth, Chief North America Economist at Capital Economics.

"We anticipate a more modest 25bp reduction at the FOMC meeting early next month. The data aren’t strong enough to justify leaving rates unchanged," he adds.

The data, as well as the Daly and Bostic comments, had little impact on the Dollar, indicating the market has already moved to price in less than two further cuts in 2024 ahead of the comments.

The market sees approximately 40 basis points of cuts forthcoming over the remainder of the year, which means less than two full 25 basis point moves are expected.

For sure, this can still adjust lower, which would boost the Dollar, but for now it appears the lion's share of the pro-USD adjustment has occurred.

"It seems to me that the spike in US yields has just about run its course, and what we will continue to see, is a bumpy rather than trending FX market," says Kit Juckes, head of FX analysis at Société Générale. "Next month’s labour report is going to be messed up by hurricanes, which would argue for cutting 25bp rather than pausing, in my opinion."

The Dollar's rally will likely be on pause until U.S. bond yields resume their climb.

"With money markets now shifting towards discounting a potential pause in the Fed’s incipient rate cutting cycle – which seems improbable in our view – we see limited further upside for the greenback from US interest rate expectations in the near term," says Jonas Goltermann, Deputy Chief Markets Economist at Capital Economics.


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