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Dollar At 3 Month Low With Upward Pressure From Bonds, As Inflation Data Looms

The spread that has occurred between the dollar and the 10Y treasury bond market makes today's CPI number release particularly important, as it will set the pace for rate hikes in the coming weeks.

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The US Dollar has revisited its 3-month low as it continues to sell off from a markdown that started late in May. The selloff has seen the majors rally in line with some of the tightening being done by the apex banks of the EU, Australia, Canada and the UK, in their fight to tame inflation.

There is however some bullish pressure mounting from the bond market, with the yield of the US10Y treasury trending upwards. This upward trend normally has a negative correlation to inflation.

DXY and US10Y
DXY (blue) and US10Y (purple)

The month of June and July, so far, have been bearish for the dollar while the 10Y yield kept climbing. The positive correlation between the two instruments suggests that the spread will close with the US dollar probably gaining after taking liquidity from the bottom edges.

DXY Monthly Chart
DXY Monthly Chart

The dollar index ($DXY) is still trading above it’s inclining 200 simple moving average, but below the 20 SMA. It is also trading at a previous level of resistance that turned into support.

Today’s CPI release is important as the Federal Reserve will use to make their decision about how much of a hike to in rates to make next, if inflation ramps up or drops. The CPI m/m has a previous of 01% with a forecast of 0.3%, CPI y/y has a previous of 4.0% with a forecast of 3.1% and the Core CPI has a previous of 0.4% and a forecast of 0.3%. The latter two forecasts being lower shows a bearish sentiment prevails in the dollar leading up to the release .

The US 10Y treasury bond auction occurs today at 12:01pm est.

 

 

 

 

 

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