A look at the day ahead in Asian markets

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A look at the day ahead in Asian markets

Passersby are reflected in an electric stock quote board outside a brokerage in Tokyo.

A look at the future in Asian markets from Jamie McGeever, financial markets columnist, Reuters - A look at the day ahead in Asian markets.

No doubt about it, Wednesday was one of the gloomiest days in a long time for stock markets worldwide, as Fitch's surprise move to strip the U.S. of its AAA credit rating gave investors the ideal cover to take profit and cut risk exposure.

It is questionable, to say the least, and Asia could recover ground on Thursday if key purchasing managers index reports show service sector activity across the region held up well in July.

Services PMI data from Australia, Japan, India and China are due on Thursday, with China's unofficial Caixin report coming under the closest scrutiny. It is expected to show a seventh consecutive month of growth, but slower than in June.

For months, China's economic indicators have undershot consensus, and by a significant margin too. Investors will be expecting a positive surprise after Wednesday's heavy selling. MSCI Asia ex-Japan index had its worst day since June last year, and the MSCI World index had its biggest drop since December, while the Nasdaq and S&P 500 posted their biggest drop since February and April, respectively.

Fitch's decision late on Tuesday came as a surprise and certainly contributed to the slide in stocks. But its effect on the dollar and U.S. bonds - two areas where souring U.S. credit-worthiness should hit the hardest - was negligible.

Two- and 10-year Treasury yields moved a few basis points and the dollar rose. The dollar has now appreciated 10 of the last 12 trading days - bad news for hedge funds holding the largest short dollar position in two-and-a-half years.

G 10 FX volatility crept to a two-month high on Wednesday, but it's worth remembering that in early June, vol slumped to its lowest since March last year.

The U.S. yield curve has been steepening for more than a week, led by selling at the long end. This trend accelerated on Wednesday, with the Treasury stating plans to increase the size of debt auctions in the coming quarters.

On Wednesday, Japanese stocks suffered their worst day of the year, knocked down by the triple whammy of the BoJ's move toward policy normalization last week, rising long U.S. bond yields, and a stronger dollar.

But, again, the bigger picture is less alarming. The yen was little changed yesterday, and dollar yen volatility is comfortably lower than it was before Friday's BOJ move.