Friday, April 1, 2016

Your Last Minute Payrolls Preview: What Wall Street Expects (And Why It May Be Disappointed) | Zero Hedge

Your Last Minute Payrolls Preview: What Wall Street Expects (And Why It May Be Disappointed) | Zero Hedge: "Finally, courtesy of Bloomberg, this is how the market reacted to job reports in the past half year: of the last 6 employment reports, 5 most recent spurred selloffs, 1 previous triggered rally.

Feb. data released on March 4: NFP rose 242k vs 195k est.

10Y yield rose as much as 6.7bp to 1.900%, then retreated as U.S. equity futures failed to hold gains; closed higher by 4bp
SPX rose 0.33%
Jan. data released on Feb. 5; NFP rose 151k vs 190k est.

10Y yield rose as much as 5.5bp as report was viewed strong enough to keep alive possibility of another rate hike this year; closed lower by 0.4bp at 1.836% amid selloff in U.S. equities and oil
SPX fell 1.85%
Dec. data released on Jan. 8; NFP rose 292k vs 200k est.

10Y yield rose as much as 6.5bp to 2.211% and closed lower by 3bp at 2.116% amid declines in U.S. stocks and oil
SPX fell 1.08%
Nov. data released on Dec. 4; NFP rose 211k vs 200k est.

10Y yield rose as much as 4.3bp to 2.356% as report set stage for Dec. 16 Fed rate increase, then erased increase and fell 4.4bp amid oil plunge
SPX rose 2.05%
Oct. data released on Nov. 6; NFP rose 271k vs 185k est.

10Y yield rose as much as 11.5bp to 2.347% and closed near session high while 2Y yield touched highest since May 2010 as market priced in higher odds of Dec. rate hike
SPX fell 0.03%
Sept. data released on Oct. 2; NFP rose 142k vs 201k est.

10Y yield fell as much as 13.5bp to 1.902% and closed down by 4.3bp while 5Y yield fell as much as 19.5bp as market priced in a lower chance Fed would begin rate hikes this year
SPX rose 1.43%"



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