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Analysis

Core PCE in focus, what’s the trade? [Video]

The PCE print is the personal consumption expenditures print that measures the spending on goods and services by the citizens of the United States. Around 2012 the PCE index became the main inflation index used by the Federal Reserve to inform its policy decisions.

The PCE price index

The PCE price index has two figures. The first figure is from all the spending categories and the second figure excludes inputs for food and energy. This second figure is known as the ‘core PCE price index’ and is seen as the better indicator of inflation. This is because the natural fluctuation of the food and energy markets can ‘hide’ true inflation trends. The main sections of the report include the following:

  • Durable goods: Motor vehicles, recreational goods, durable goods, and furnishings.

  • Nondurable goods: Things like food and drink, clothing, footwear, petrol, and other nondurable goods.

  • Services: Health care, transport recreation, financial services, and insurance plus other services.

What’s the trade to watch for?

Since the start of February markets have been pricing in a more hawkish Fed. The strong Labour market, rebounding service sector, and hawkish US retail sales print have all led to more hawkish rate expectations. This has been supporting the USD, weakening stocks, and weighing on precious metals. So, the best short-term trading opportunity would come from any sense that the core PCE price index is falling more rapidly than markets expected. The prior core reading for December was 4.4%. See below:

January’s print is expected to come in at 4.3% for another fall, but any moves lower at 4.1% or lower will encourage hopes of a Fed pause once again. If we see a miss of 4.1% or lower and the headline and m/m comes in at 0.1% or lower, then it is reasonable to expect USD weakness, stock strength (S&P500), and gold upside as a knee-jerk reaction for intraday traders.


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