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Futures Slide On Renewed Catalan Indepdence Jitters, Disappointing Chinese Inflation

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Following yesterday's confusing exuberance, which saw the sluggish market rise in the last hours of trading as the latest Scottish poll showed a reverse of the "Yes" momentum (and fading Gartman's latest reco of course), overnight European jitters have re-emerged once more following a speech by Catalonia's Artur Mas, who has long pushed for independence of the region, and who said that while there are different ways Catalonia can vote, *the important issue is that Catalans vote somehow. *Mas says Spanish govt will likely try to block Catalan vote "the reasons why the central government is blocking the vote are political not legal", which in turn has once again brought attention to Europe's artificial, unstable and temporary political and monetary union, which threatens a reversion of the nightmare days from 2012 when Mario Draghi was promising he would do everything in his power to send the EUR higher (as opposed to now).

Additionally, the latest inflation data overnight from China, with the CPI missing expectations of 2.2% to just 2.0%, while producer prices contracted once more, this time by 1.2%, down from -0.9% and below the 1.1% consensus, which was a record 30th consecutive month of PPI declines in China, signaling overcapacity in China's factories and weaker commodities prices.. The main driver, as we have been noting recently, was the clobbering in the commodity sector but also lower food prices.  And while deflation for a country which creates a little under a trillion in new loans per quarter is an absolute disaster, BofA was quick to point out the silver lining: "Benign inflation in August and probably September should allow adequate room for further policy easing including targeted monetary easing." Great: so more of the same monetary stimulus which has failed to fix the world for the pastr 6 years will be unleashed and this time *everything *will be fixed.

And while US equity futures are broadly lower for now, this time something is different because even as the USDJPY soars to new multi-year highs touching 107.14 moments ago, this time it has failed to pull TSY yields higher with it, and as a result treasuries gain for first time in six sessions with the 10Y yield trading at 2.514%, rising through both 50-DMA (2.467%) and 100-DMA (2.527%) this week amid speculation Fed may be closer to signaling rate increase.

The picture overnight in Asian bourses was somewhat mixed with bourses in China (-0.3%), Hong Kong (-0.2%) and Japan (+0.8%) taking the positive lead from the US. China’s inflation reading for August was the main release. CPI moderated to 2.0% yoy in August, from 2.3% in July (consensus 2.2%). PPI deflated further to -1.2%yoy, from -0.9% yoy in July (consensus -1.1%). In reality the soft inflation readings were consistent with the recent downtrend in commodity prices. A stronger Dollar since the end of June certainly didn’t help but we note that Brent crude and Iron ore prices are both down by around 12% in the current quarter. Brent is stabilising at around US$98/bbl overnight after having sold off another 1% yesterday. Being a net importer of oil, lower fuel prices should be fundamentally positive for Asia. The tone in Asian credit seems firm with IG spreads generally 1-2bp narrower whilst new issues are also breaking tighter in secondary. Asian stocks fall  with the Nikkei outperforming and the Kospi underperforming. MSCI Asia Pacific down 0.3% to 146.3. Nikkei 225 up 0.8%, Hang Seng down 0.2%, Kospi down 0.7%, Shanghai Composite down 0.3%, ASX down 0.5%, Sensex down 0.2%.

European equity markets trade lower, led by the Spanish IBEX-35 on Catalonia break-up fears, with an initially stronger German equity market ebbing away after the first few hours. Chinese inflation knocked confidence from the open as lower than expected CPI and PPI highlighted the difficulties that the Chinese authorities face in stoking economic rejuvenation without resorting to broad-based fiscal and monetary stimulus. Following the data, commodities prices have fallen across the board, with iron ore, copper and oil touching multi-month lows (5-year lows in the case of iron ore), impacting the profit outlook for some of Europe’s biggest miners and oil & gas producers. 15 out of 19 Stoxx 600 sectors rise; travel & leisure, tech outperform, autos, food & beverage underperform. 49.8% of Stoxx 600 members gain, 47.2% decline. Eurostoxx 50 -0.1%, FTSE 100 -0.2%, CAC 40 -0.1%, DAX +0.2%, IBEX -0.3%, FTSEMIB +0%, SMI +0.1% The Swedish and German markets are the best- performing larger bourses, Spanish the worst. The euro is little changed against the dollar.

Japanese 10yr bond yields rise; Spanish yields decline. Commodities decline, with zinc, copper underperforming and natural gas outperforming. U.S. jobless claims, monthly budget statement due later.

Looking ahead to today, we have a 30-year Treasury auction to look forward to whilst on the data front we have the weekly jobless claims, the August budget statement and the Quarterly Services Survey for Q2. The latter is used to revised preliminary estimates of spending on services and our economists think the market will be keen to see what the data show for healthcare spending given its recent tendency to be a swing factor on quarterly GDP growth. In Europe, Inflation readings in Germany and France are the highlights although we’ll also watch for any interesting sound bites from Draghi’s keynote speech at the Eurofi Financial Forum in Milan at 8pm UKT this evening.

*Market Wrap*

· S&P 500 futures down 0.2% to 1990.4
· Stoxx 600 up 0.2% to 345.3
· US 10Yr yield down 3bps to 2.51%
· German 10Yr yield down 1bps to 1.04%
· MSCI Asia Pacific down 0.3% to 146.3
· Gold spot down 0.4% to $1244.7/oz

*Bulletin Headline Summary from RanSquawk and Bloomberg*

· China’s inflation paradox continues, as PPI falls for the 30th consecutive month and CPI falls to a four month low – all lower than expected
· European equity markets flag as lower commodity prices hit European miners, oil & gas names profitability outlook
· Looking ahead, ECB’s Draghi and Coeure eyed for any further clues on the upcoming ABS program and the US Treasury conclude the week’s issuance with their USD 13bln 30yr bond sale
· Treasuries gain for first time in six sessions; 10Y yield, trading at 2.514%, has risen through both 50-DMA (2.467%) and 100-DMA (2.527%) this week amid speculation Fed may be closer to signaling rate increase.
· Week’s auctions conclude today with $13b 30Y bonds; WI 3.26% vs 3.224% award in August
· Obama said last night that the U.S. would be joined by a broad coalition of partners, including Saudi Arabia, for a “steady, relentless effort” against Islamic State
· No American ground combat troops will be needed, he said, as American airpower will support local forces, primarily Iraqis and select members of the Syrian opposition; Secretary of State John Kerry will urge Sunni Arab leaders to enlist in the battle
· Scottish independence lost ground in an opinion poll a week before the referendum, with a survey by Survation for the Daily Record in Glasgow put the No vote at 53%, Yes at 47%
· Scotland’s financial-services industry is threatening to head for the border, with RBS and and Lloyds Banking Group Plc saying they plan to move to England if the country votes for independence
· Credit Agricole SA will probably reach an accord with U.S. officials in the next two months to settle a probe of the bank’s business in sanctioned countries including Iran, a person with knowledge of the matter said
· European Union to enact new package of Russia sanctions tomorrow, while also announcing terms for possible future review or suspension, two officials say
· Japan should proceed with another increase in the sales tax as planned to signal it’s serious about reining in the world’s biggest debt burden, an adviser to central bank governor Haruhiko Kuroda said
· Sovereign yields lower. Asian mostly lower, European stocks mixed, U.S. equity-index futures decline. WTI crude, gold and copper lower

*FIXED INCOME*

Bund futures and T-notes have gained alongside modestly shallower equities as German fixed income capitulates recent supply-inspired losses. The German 2s/10s curve has flattened in a correction of the sharp steepening seen since the beginning of the week and the Spanish/German spread has tightened, possibly as Scotland’s Independence campaign slightly faltered yesterday where the unionists regained the top spot in the latest polling.

Both bond sales in Europe went strongly today, with both Italy and the UK selling longer-dated debt to stronger bid/covers and softer yields – particularly in Italy, as the Tesoro recorded record low yields at its auction of 3-, 7- and 15-year debt.

*EQUITIES*

European equity markets trade lower, led by the Spanish IBEX-35 on Catalonia break-up fears, with an initially stronger German equity market ebbing away after the first few hours. Chinese inflation knocked confidence from the open as lower than expected CPI and PPI highlighted the difficulties that the Chinese authorities face in stoking economic rejuvenation without resorting to broad-based fiscal and monetary stimulus. Following the data, commodities prices have fallen across the board, with iron ore, copper and oil touching multi-month lows (5-year lows in the case of iron ore), impacting the profit outlook for some of Europe’s biggest miners and oil & gas producers.

*FX*

USD/JPY managed to knock out barriers at the 107.00 handle, briefly lifting the pair to fresh six-year highs for the fourth consecutive session, however the move was short-lived as lower Treasury yields and profit-taking took the pair off highs. GBP/USD still trades approximately 100 pips shy of closing the gap from Monday’s open, however yesterday’s opinion poll has allowed GBP to pull back around 150 pips of the most recent losses. AUD was the biggest mover overnight bolstered by a stellar employment report, with the M/M employment change reading showing the biggest increase on record (121.0K vs. Exp. 15.0K (Prev. -0.3K). Nonetheless, AUD/USD has since pulled off best levels with the reading largely reinforced by a surge in part-time jobs (Part Time Employment Change (Aug) M/M 106.7K (Prev. -14.8K, Rev. -19.5K).

*COMMODITIES*

Brent crude futures sit just above the 2013 lows of USD 96.75/bbl, as Saudi Arabia’s oil minister indicated OPEC are not close to intervening despite the recent slide in prices. The sentiment was reiterated by Kuwait’s oil minister who stated that oil prices are still relatively stable, and are to rebound on winter demand. Elsewhere, copper has printed 12-week lows in early European trade with prices declining on weaker-than-expected inflation data overnight from China and depressed demand in the EU as ongoing uncertainty over new sanctions curbs investor confidence.

* * *

*DB's Jim Reid cincludes the summary of overnight events*

after the European markets closed yesterday the results of the latest survation poll were released. The poll had been anticipated to cement how close the vote had become as this had previously been the poll with the highest support for the YES campaign. However the 'YESs' came in at 42%, and 'NOs' at 48% with 'don't know' at 10%. This is unchanged from the last Survation poll on the 28th August. Interestingly the sample dates (5-9th Sept) covers some of the period when the public were aware of the first surge towards the 'YES' campaign. Is it random or signs of some cold feet coming in from the recent YES converts. As far as we're aware the next poll will be released over the weekend. This is the YouGov Sunday Times poll that caused all the furore this week. We'll then get 5 or 6 more before the referendum next Thursday. So a lot to play for but the "Better Together" campaign has a boost which has been reflected in how Sterling has traded since the poll hit the market. The Pound spiked to 1.619 from around 1.613 against the Dollar post news before hitting an intraday high of around 1.623. We have given back some of these gains in Asia overnight though with the currency easing back to around 1.619 as we go to print.

Staying in Europe, yesterday was another weak session for Governments. The 10-year yields in the UK, Germany, Italy and Spain rose +3bp, +5bp, +3bp and +6bp on the day to close at around 2.51%, 1.05%, 2.40%, 2.26%, respectively. The moves were probably not helped by comments from ECB’s Yves Mersch who said that the ABS purchases are not a prelude to government bond purchases but we suspect some specific factors might be at play for Spain. Indeed Spain has risen by 22bps this week and is set for its weakest weekly performance since June 2013 if we don’t get any relief over the next 48 hours. Investors seem to be worried that the independence push in Scotland may have some read-through for Catalonia. More than 450,000 people are expected to attend a pro-independence demonstration today on the streets of Barcelona, all ahead of an independence referendum on 9 November. That said, unlike the ongoing event in Scotland, the Spanish government has deemed the Catalonia vote to be illegal.

On the other side of the Atlantic, Treasuries moved in tandem with the 10yr yield closing nearly 4bps higher at 2.54%, marking its fifth consecutive day of losses. The 10-year auction yesterday yielded a bid/cover ratio of 2.71x, not far off from the average of the last 10 occasions. Foreign participation was higher though with indirect bidders buying up 53% of the notes (highest since December 2011 and up against the average of 45% in the past 10 auctions). US equities had a better day, led by gains in the Tech space. Apple gained 3% the day following the release of its new iPhones. The S&P 500 and NASDAQ ended the day +0.36% and +0.75% higher, respectively.

Moving on to Asia, the picture overnight is somewhat mixed with bourses in China (+0.7%), Hong Kong (+0.2%) and Japan (+0.4%) taking the positive lead from the US. China’s inflation reading for August was the main release. CPI moderated to 2.0% yoy in August, from 2.3% in July (consensus 2.2%). PPI deflated further to -1.2%yoy, from -0.9% yoy in July (consensus -1.1%). In reality the soft inflation readings were consistent with the recent downtrend in commodity prices. A stronger Dollar since the end of June certainly didn’t help but we note that Brent crude and Iron ore prices are both down by around 12% in the current quarter. Brent is stabilising at around US$98/bbl overnight after having sold off another 1% yesterday. Being a net importer of oil, lower fuel prices should be fundamentally positive for Asia. The tone in Asian credit seems firm with IG spreads generally 1-2bp narrower whilst new issues are also breaking tighter in secondary.

Meanwhile Ukraine’s President Poroshenko yesterday said that bulk of Russian forces had retreated from Ukrainian territory. EU seems to be holding off from the Russian sanctions on seemingly rising optimism of a lasting ceasefire although the WSJ is reporting that the US is close to imposing new energy sanctions which would ban energy firms from working with Russia on future oil exploration. In Germany, Angela Merkel told the Parliament on Wednesday that the new sanctions, approved by leaders of the European Union on Monday, should be applied immediately because the cease-fire protocol had not been put fully into effect, even if the situation had improved (NYT).

Looking ahead to today, we have a 30-year Treasury auction to look forward to whilst on the data front we have the weekly jobless claims, the August budget statement and the Quarterly Services Survey for Q2. The latter is used to revised preliminary estimates of spending on services and our economists think the market will be keen to see what the data show for healthcare spending given its recent tendency to be a swing factor on quarterly GDP growth. In Europe, Inflation readings in Germany and France are the highlights although we’ll also watch for any interesting sound bites from Draghi’s keynote speech at the Eurofi Financial Forum in Milan at 8pm UKT this evening. Reported by Zero Hedge 3 hours ago.

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