Asian stocks, S&P futures and European shares trade flat as a tightening race for the U.S. presidency spurs demand for haven assets including the yen while weighing on stocks and Mexico’s peso. A turbulent overnight session saw some early risk off following the plunge in Facebook shares and the Fox News report that an FBI probe into the Clinton foundation may lead to a “likely indictment.”

More recently, news out of the UK, where a High Court ruled against the government, that an Article 50 Vote would need approval from government, sent sterling surging and provided a modest impetus to risk assets. Still, as Bloomberg notes, investors are becoming increasingly “jittery” on the heels of Trump’s recent upward momentum.  Egypt’s currency tumbled as the country switched to a freely floating exchange rate.

The yen climbed to a one-month high, U.S. equity index futures fell and the MSCI All Country World Index held near its lowest since July after Fox News reported that a Federal Bureau of Investigation probe involving Democratic nominee Hillary Clinton was intensifying. The peso weakened versus all major peers on concern Mexican exports will suffer if she loses, while Bloomberg’s dollar index dropped for a fifth day amid speculation the election’s fallout could deter the Federal Reserve from raising interest rates. Gold gained.

As observed by the longest losing stretch in US equities since 2011, investors have turned more risk averse over the past week as voter surveys suggested Clinton’s once dominant lead over Donald Trump was faltering ahead of the Nov. 8 election. Bets on a December interest-rate hike by the Fed were stepped up on Wednesday at the central bank left policy unchanged and signaled a December move was likely.

“U.S. political uncertainty ahead of next week’s election is weighing on markets,” said Elias Haddad, a senior currency strategist at Commonwealth Bank of Australia in Sydney. “Most polls suggest the presidential election is turning out to be a closer call now compared to a few days ago following the controversy about Hillary Clinton’s e-mail investigation. In the short term, this should weigh on the dollar particularly versus the yen and euro.”

The FBI’s investigation into Clinton has taken on a very high priority, Fox News reported, citing unidentified sources. She led Trump 39 percent to 35 percent among independents surveyed Friday through Monday, the latest Purple Slice online poll for Bloomberg Politics showed.

Futures on the S&P 500 Index fell 0.1% following a seventh day of losses in the U.S. benchmark, its longest selloff since November 2011, although it rebounded from overnight lows. Nasdaq 100 Index contracts declined 0.3 percent after Facebook Inc. slid in extended New York trading after reporting earnings. The social network predicted an uptick in costs and a slowdown in advertising sales growth.

The Stoxx Europe 600 Index fluctuated following an eight-day losing streak. Credit Suisse Group AG fell 3.9 percent after reporting earnings, while ING Groep NV gained 3.6 percent and Societe Generale SA surged 4.8 percent.

Asia ex-Japan stocks held near their lowest level since September after sliding 1.4 percent in the last session. New Zealand’s benchmark stock gauge entered a correction, while Japanese markets were shut for a holiday. Hong Kong’s Hang Seng Index slipped to its lowest level since August and Wynn Macau Ltd. dropped by the most since August after reporting a profit that trailed analysts’ estimates. “The move to take risk off the table continues,” Chris Weston, chief market strategist in Melbourne at IG Ltd., said in an e-mail to clients. “We have reached a point where there is a buyers strike, where money managers have reduced their risk, increased cash allocations within the portfolio and are happy to ride out this mini-storm of uncertainty.”

The yield on 10Y U.S. Treasuries was little changed at a one-week low of 1.80% .

* * *

Bulletin Headline Summary from RanSquawk

  • European equities trade lower amid the latest US election polls showing further gains for Trump
  • Article 50 court ruling: Government cannot trigger article 50 without approval from parliament. However, the government will appeal this decision at the Supreme Court
  • Looking ahead, highlights include BoE QIR, US Non-ISM, Services, and Factory orders

Market Snapshot

  • S&P 500 futures down than 0.1% to 2091
  • Stoxx 600 up 0.2% to 332
  • MSCI Asia Pacific down less than 0.1% to 138
  • US 10-yr yield down less than 1bp to 1.8%
  • Dollar Index down 0.14% to 97.26
  • WTI Crude futures up 0.6% to $45.62
  • Brent Futures up 0.9% to $47.27
  • Gold spot down 0.2% to $1,294
  • Silver spot down 1.4% to $18.22

Global Headline News

  • U.K. Government Loses Lawsuit Over Article 50 Vote
  • Credit Suisse Drops as One-Time Gain Fuels Third-Quarter Profit: CEO Thiam says outlook to remain challenging for Swiss bank
  • Schroders Assets Reach Record Boosted by Sterling’s Weakness: 2 billion pounds ($2.47 billion) of net inflows in the third quarter, as investors put money back to work in the aftermath of the Brexit vote
  • Shire and Sobi Rally as Roche Has Adverse Hemophilia Drug Events
  • Corporate-Bond Tech Firm Starts Trading Platform With Euronext: Despite many new platforms, trading is largely bank-dominated
  • Lenovo’s Quarterly Profit Tops Estimates on Sale of Assets: Booked a gain of more than $200 million from property sales
  • Air France Plans New Long-Haul Arm as Janaillac Takes Charge: Incoming CEO reveals troubled carrier’s new strategic plan
  • Cantor’s Prop Traders See Big Profits in PDVSA Distressed IOUs: Company has issued promissory notes to oil-services suppliers
  • BlackRock Says India Tops List as It Expands Private Credit: Banks’ retreat under pressure has created gaps for funds
  • Amazon Said to Consider Bid for Stake in Dubai’s Souq.com: Stake sale may also draw interest from private equity firms
  • Lockheed F-35 Needs $530 Million More for Development Phase: Pentagon officials says funds to be requested in next budget

Looking at regional markets, Asia stocks traded mixed as an improvement in sentiment spurred by strong PMI readings from China, was slightly hampered by further advances in the Trump campaign. ASX 200 (-0.1%) traded choppy with strength in the healthcare sector and a rebound in WTI from post-DoE losses initially keeping the index afloat. However, pressure was then seen after the latest Hampton University poll showed Trump overturning a 12-point deficit in Virginia to push ahead for the first time at 44% vs. 41 % for Clinton, while reports that FBI sources think the Clinton foundation case is moving towards a possible indictment also garnered attention. Shanghai Comp. (-0.8%) and Hang Seng (-0.4%) traded choppy as participants digested a significantly reduced PBoC liquidity injection and US political jitters with firmer Caixin Services and Composite PMIs in which Services printed a 4-month high. Japanese markets remained shut for Culture Day while USTs saw support overnight by safe-haven flows amid continued political jitters.

Top Asian News

  • Noble Group Jettisons ‘Crown Jewel’ in Quest to Raise Funds: Chairman Elman says return to profit may take one, two years
  • Survival of Fittest Hones China’s Private Firms as SOEs Lag: China retains share of global exports as companies restructure
  • Mystery Letter Haunts South Korean Leader Amid Scandal: Public faith in Park’s integrity unraveling over relationship
  • ANZ Mulls Australian Asset Sales After Scaling Back in Asia: Retail, wealth units in five Asian markets sold this week
  • High-Speed Traders Woo More Asia Recruits Than ‘Gloomy’ Banks: DRW, Virtu, Jump among the companies adding in the region

European equities opened lower this morning as general sentiment was dampened by Trump gaining ground in election polls. In terms of sectors, mining names have been among the worst performers with Glencore (-1.2%) slipping after a production update. The IT sector has also seen some slight underperformance as Facebook shares fell after market due to concerns regarding advertising revenues. Once again we have seen a heavy earning schedule this morning with Inmarsat trading higher by as much as 9% after impressive earnings and Credit Suisse lower by as much as 7% due to disappointing profits in comparison to last year. Fixed income markets initially remained pretty static after gapping up at the open, with some large supply coming from Spain and France. After, this supply was absorbed by the market, attention turned to the aforementioned article 50 ruling which weighed on Gilts before seeing a modest recovery amid news the government are to appeal the decision.

Top European News

  • Air France Plans New Long-Haul Arm as Janaillac Takes Charge: Incoming CEO reveals troubled carrier’s new strategic plan
  • Brexit Keeps Brits Off Europe’s Ski Slopes as Pound Drop Bites: U.K. Christmas bookings fall as skiing regains luxury billing
  • Morrison Turnaround Gathers Pace as Pumpkins Fuel Sales Gain: Sales of Halloween costumes, candies and pumpkins jump 20%
  • Glencore Raises Profit Forecast for Commodity-Trading Unit: Copper output fell 10% in the third quarter from a year ago
  • Pound Gains Before Brexit Court Ruling, BOE Policy Announcement: Sterling rises for a fifth straight day versus dollar

In FX, the Bloomberg Dollar Spot Index fell 0.2 percent as of 8:26 a.m. London time. The yen strengthened as much as 0.7 percent to a one-month high and South Korea’s won rebounded 0.7 percent from near to a three-month low. A JPMorgan Chase & Co. index of global currency volatility held at a seven-week high.“The market’s concerned that the FBI investigation will swing next week’s election,” said Mansoor Mohi-uddin, a Singapore-based strategist at Royal Bank of Scotland Group Plc. The Fed left rates on hold for a seventh consecutive meeting Wednesday and said in its statement it only needed “some” further evidence that inflation and employment were on track toward their goals before raising them. Futures contracts show a 78 percent likelihood of an increase in December, compared with 68 percent on Tuesday. Mexico’s peso fell as much as 0.9 percent to its weakest level since September, reversing an earlier advance. The currency tends to fall when Trump’s prospects election prospects improve because he has pledged to revisit the North American Free Trade Agreement that governs commerce between the U.S. and Mexico. The British pound soared to 1.2450 on news a High Court had denied the government Brexit case, with the Bank of England decision pending in which the central bank announces the outcome of a monetary policy review and updates its inflation projections.  The Egyptian pound weakened 33 percent as the central bank said it would switch to a freely floating exchange rate. The monetary authority also raised key lending rates by 300 basis points.

In commodities crude oil advanced 0.4 percent to $45.50 a barrel. It tumbled 2.9 percent in the last session as data showed U.S. inventories rose by 14.4 million barrels last week, the biggest gain in data going back to 1982 and more than the 2 million barrel increase forecast in a Bloomberg survey. Record OPEC output last month is also damping the outlook for oil, complicating the group’s effort to stabilize prices.

Looking at the day ahead, the US has a fairly packed diary. Kicking things off will be the Q3 nonfarm productivity and unit labour costs data, along with the latest initial jobless claims reading. After that we then get the final October PMI revisions (services and composite). Thereafter we get the ISM non-manufacturing print for October where the market is expecting a slight decline to 56.0 from 57.1. Factory orders data for September (+0.2% mom expected) follows before we then get any final revisions to the September durable and capital goods orders data.

US Event Calendar

  • 7:30am: Challenger Job Cuts y/y, Oct. (prior -24.7%)
  • 8:00am: Bank of England bank rate, est. 0.25% (prior 0.25%)
  • 8:30am: Non-farm Productivity, 3Q P, est. 2.1% (prior -0.6%)
  • 8:30am: Initial Jobless Claims, Oct. 29, est. 256k (prior 258k); Continuing Claims, Oct.22 (prior 2.039m)
  • 9:45am: Bloomberg Consumer Comfort, Oct. 30 (prior 43.9)
  • 10am: ISM Non-Manufacturing Composite, Oct., est. 56 (prior 57.1)
  • 10am: Factory Orders, Sept., est. 0.2% (prior 0.2%)
  • 10am: Freddie Mac mortgage rates
  • 10:30am: EIA natural-gas storage change

DB’s Jim Reid concludes the rest of the overnight recap

So with a US election that’s proving too close for comfort, Oil continuing to tumble, the market pricing in a higher and higher probability of a Fed rate hike in December, the Italy constitutional reform referendum not far off and hard Brexit concerns still bubbling under the surface it’s little surprise that risk is being taken off the table everywhere you look right now. For now though it’s all about next week’s election where the latest ABC News/Washington Post poll tracker has swung back to a tie at 46% apiece.

It’s the moves for equities which have really jumped out in markets. By the closing bell last night the S&P 500 (-0.65%) had clocked up its seventh consecutive losing day in a row. That’s the longest such streak since November 2011. With that in mind we thought it would be interesting to see just how many times this has happened since the S&P 500 expanded to the 500 stock index it is now back in March 1957. Indeed since then there have been just 22 occasions when a losing streak has lasted seven days although since the turn of the millennium that number drops to just 3 occasions, including the current one. Extending this analysis, there’s been 9 eight-day losing streaks with the last once coming in October 2008, 5 nine-day losing streaks (the last one in 1980), 2 ten-day losing streaks (the last one in 1975), 2 eleven-day losing streaks (the last one in 1971) and just 1 twelve-day losing streak – the longest ever – coming in 1966. Just two months later England lifted the World Cup. So if this losing streak continues by this time next week, maybe we can start ordering the open top bus.

It wasn’t any better for equities in Europe yesterday either where the Stoxx 600 (-1.13%) closed lower for an eighth consecutive session in a row. That’s the longest such streak since October 2014. Financials were at the heart of it with the European Banks index plummeting -2.37% alone yesterday taking the week-to-date decline so far to slightly less than -5%. Italian Banks in particular had a rough day with fresh concerns over the outcome of the €5bn rescue plan for Monte coming back to the forefront. There was also some suggestion that the December 4th referendum date in Italy might get pushed back following last week’s tragic earthquakes which struck the country however that was essentially rebuffed by PM Renzi yesterday.

At the other end of the risk scale Gold (+0.67%) and the Yen (+0.82%) led the safe havens yesterday although sovereign bonds also finally found a bid. 10y Treasury yields (-2.5bps) in particular nudged back down towards the 1.800% level while European bond markets surged. 10y Bund yields finished close to 5bps lower at 0.128% while recently beaten up BTP’s (-9bps) and more notably Gilts (-11bps) also rallied hard. Meanwhile the Mexican Peso (-0.85%) suffered again along with other EM currencies and WTI Oil (-2.85%) tumbled below $46/bbl – not helped by a record surge in US stockpiles last week.
As we refresh our screens this morning the momentum is swinging back more favourably in Asia. The Nikkei is closed with the ASX and Hang Seng little changed while the Kospi (+0.44%) and the Shanghai Comp (+1.06%) are up. The latter perhaps reflects the latest Caixin services reading in China where the October print rose 0.4pts to 52.4 and the highest since June.

Looking forward, today will be a big day for the UK with the results from the High Court on whether the UK government has overreached with regards to triggering Article 50 without a Parliamentary vote. Whichever side loses today (10am GMT) they will likely appeal to the Supreme Court with the hearing in December. The perception is that if the result goes against the government it will force a softer Brexit plan with the more pro-European Parliament shaping any Brexit discussions rather than the hard Brexit bias that has been coming from the ruling Conservative party over the last month. I don’t think people believe that it reverses Brexit as again the perception is that Parliament would respect the will of the people in June’s referendum. In the near term the risk/reward is perhaps skewed to the upside for Sterling as there are large shorts which would likely be covered if the vote goes against the Government.

The other focus in the UK today is over at the BoE where we’ll get the latest monetary policy meeting outcome. We’re not expecting any fireworks. Our economists’ note that the conditional rate cut pledge the Bank of England made in August has been cancelled out by a stronger than expected economy and the sterling induced rise in inflation expectations. However, while they expect the tone from the BoE to be more neutral — as Mark Carney said to the Lords last week, there are “limits” to monetary policy when sterling is expected to push inflation so far above target — they also doubt the MPC will go outright neutral. As a reminder we’ll also get the latest inflation report where we would expect the BoE’s implicit message, that Brexit is a significant shock to the UK, to persist.

Staying with central banks, it’s worth highlighting a hard hitting piece published this week by DB’s head of research David Folkerts-Landau entitled “The Dark Side of QE”. He writes that while European central bankers commend themselves for the scale and originality of monetary policy since 2012, this self-praise appears increasingly unwarranted. The reality is that since Mr Draghi’s infamous “whatever it takes” speech in 2012, the eurozone has delivered barely any growth, the worst labour market performance among industrial countries, unsustainable debt levels, and inflation far below the central bank’s own target. He suggests that the negative repercussions of QE are becoming overwhelming and that a) monetary policy is stifling the very reforms it was supposed to encourage, b) bond prices has lost their market signaling ability, c) the eurosystem balance sheet is being dangerously burdened and could in theory result in huge cross border tax payer losses in the future, d) its hurting savers, and e) the misallocation of capital caused by ECB policy is preventing creative destruction and causing asset bubbles.

The piece concludes by saying that the ECB is stuck, as it has been since 2012, between an unfavourable equilibrium of low growth, high unemployment and zero reform momentum on the one hand, and growing risks to core country balance sheets on the other. It remains to be seen how it will escape from this dilemma of its own making. Powerful stuff.

It’s not often that it takes us this long to get to an FOMC meeting outcome but as widely expected, there wasn’t a great deal of surprise to come out of it.

Both George and Mester dissented in favour of a 25bps hike again however much of the focus was on how the statement would set up a possible December move. Overall the language change was pretty subtle. There was a slight upgrading of their description for inflation and market-based inflation expectations while the statement also omitted the passage ‘inflation is expected to remain low in the near term’. The statement revealed that the case for an increase in the fed funds rate has ‘continued to strengthen’ and that they now need just ‘some’ further evidence on progress towards objectives to move rates. The market is now pricing a 78% probability of a December hike, up from 68% a day earlier.

Before we look at today’s calendar, there was also some important data to highlight yesterday. Across the pond and ahead of tomorrow’s employment report the October ADP employment change reading came in at 147k which was below the 165k consensus. However this was balanced out by a big upward revision in September (202k from 154k). In Europe we also got the final manufacturing October PMI’s. The Euro area PMI was revised up a smidgen to 53.5 from 53.3. Germany was revised down a tad to 55.0 from 55.1 while France was revised up half a point to 51.8. We also got a first look at the periphery and it was a bit mixed. Spain (53.3 vs. 52.6 expected; 52.3 previously) was up more than expected while Italy (50.9 vs. 51.4; 51.0 expected) was little changed.

Looking at the day ahead, this morning in Europe it’s fairly quiet aside from the release of the remaining October PMI’s in the UK (services and composite) and the Euro area unemployment rate which is expected to tick down to 10.0% from 10.1%. At midday we then get the outcome of the BoE policy meeting and importantly the inflation report. Governor Carney will then follow with his post meeting press conference. This afternoon in the US we’ve got a fairly packed diary. Kicking things off will be the Q3 nonfarm productivity and unit labour costs data, along with the latest initial jobless claims reading. After that we then get the final October PMI revisions (services and composite). Thereafter we get the ISM non-manufacturing print for October where the market is expecting a slight decline to 56.0 from 57.1. Factory orders data for September (+0.2% mom expected) follows before we then get any final revisions to the September durable and capital goods orders data. Away from the data the BoE’s Cunliffe is scheduled to speak this evening in London at 8.55pm GMT while the ECB’s Coeure is due to speak in the US at 9pm GMT. On the earnings front we’ve got 26 S&P 500 companies due to report including Kraft Heinz after the close.

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