Friday Close and Weekend Wrap: 21 October 2022

Friday Close and Weekend Wrap: 21 October 2022

Key Points:

  • Swaps price in 5% peak for key Fed rate in first half of 2023
  • Investors on intervention watch with yen above 150 to dollar

Stocks in Asia look poised for a cautious session after another down day for US equities, with Treasury yields at the highest level since the global financial crisis.

Futures for Japanese shares were mixed while Hong Kong contracts pointed to small gains and Australia’s market opened lower. US futures dropped in Asia amid wariness around economic challenges that saw the S&P 500 swing from a gain of more than 1% to a loss of almost the same.

Hawkish remarks from Federal Reserve officials and swaps pricing in a 5% peak policy rate in 2023 should continue to support the greenback against its major peers and emerging-market currencies. The yen remained weaker than the closely-watched 150 per dollar level, boosting speculation that more intervention will be needed to support the Japanese currency.

The Philippines peso and South Korean won are among those in the region under pressure. The pound wavered after Liz Truss resigned as UK prime minister.

Australian bond yields jumped about 10 basis points for a second day, tracking a move in similar dated Treasuries.

Japan’s benchmark 10-year yield was back at the 0.25% upper limit of the central bank’s trading range after the monetary authority announced unscheduled bond purchases Thursday to rein it back in. 

Intraday swings in American technology stocks were even more pronounced than those in the S&P 500. A tech-led advance quickly fizzled out Thursday after Philadelphia Fed chief Patrick Harker said policymakers are likely to raise rates to ‘well above’ 4% this year and hold them at restrictive levels, while leaving the door open to doing more if needed.

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