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Stocks and bond yields fell on Wednesday after weak U.S. economic data rekindled fears about a looming recession, snapping an eight-day winning streak for the TSX. While equity losses were minor in Canada, it was the worst day in more than a month for the S&P 500 and Dow Jones Industrial Average.

Moves were particularly notable in credit markets, where the benchmark U.S. 10-year Treasury yield fell 16 basis points to its lowest level in four months. Canada’s five-year government bond yield - a key indicator for where fixed mortgage rates are heading - fell to its lowest level since last August.

By late afternoon, Canada’s five-year bond was yielding 2.809%, down about 12 basis points. Last October, it was yielding close to 3.9%.

It’s a further indication that fixed mortgage rates in Canada likely already have peaked.

Robert Kavcic, senior economist with BMO Capital Markets, said current yields in the bond market would suggest five-year fixed mortgage rates in the 4.5% to 5% range. That’s lower than a lot of loans currently on offer, “although it takes some time to work through the system.”

“This is still a massive shock compared to readily available rates ... just a year ago, but the stall in upward momentum should help at the margin, and offer some confidence that the worst of the rate shock is behind us,” he said in a note.

Data Wednesday showed that U.S. retail sales fell more than expected in December, pulled down by a decline in motor vehicle purchases and a range of other goods, putting consumer spending and the overall economy on a weaker growth path heading into 2023.

U.S. producer prices also fell more than expected in December as the costs of energy products and food declined, offering more evidence that inflation was receding. Canadian producer prices were also lower in December. They fell 1.1% from the previous month, while the annual rate of growth eased to 7.6% from 9.4%. This follows data on Tuesday showing that consumer prices in Canada rose at the slowest annual pace since February last year.

“It seems that investors are finally coming to the conclusion that getting inflation under control is not a free lunch and that all the tightening the Fed has had to do to get inflation moving in the right direction, comes with economic costs,” said Michael Reynolds, vice president of investment strategy at Glenmede.

“Investors may have had this false belief that this soft landing scenario was a higher probability event than it actually is.”

The Bank of Japan maintained its bond yield cap on Wednesday, reducing concerns that investors would switch out of U.S. debt and into Japanese bonds. That also had the effect of pushing bond yields lower in the U.S.

With Wall Street’s major averages showing gains so far for 2023, Sam Stovall, chief investment strategist at CFRA research, said some investors saw the week data as an opportunity to take profits in equities.

“The market was overbought. Today’s economic data served as a trigger to initiate a profit taking spell and the groups with most profits to take have been the ones that have done best last year,” said Stovall.

A Fed report on Wednesday also showed that there were some encouraging signs U.S. inflation pressures and labour shortages were easing, but economic activity was tepid as the central bank’s actions weigh on growth.

St. Louis Fed President James Bullard and Cleveland Fed President Loretta Mester on Wednesday stressed on the need to raise rates beyond 5% to bring inflation to heel.

And late in the afternoon, Philadelphia Federal Reserve President Patrick Harker said that he expects the Fed to raise rates a few more times this year although he reiterated earlier comments that he’s ready for the U.S. central bank to move to a slower pace of rate hikes due to signs of cooling inflation.

The Fed commentary also highlighted the disparity between the U.S. central bank’s estimate of its terminal rate and market expectations, which were of the rate peaking at 4.88% by June.

Traders are pricing in a lower rate than Fed officials are signaling as they question whether the U.S. central bank will continue to hike or hold rates at restrictive levels if the economy suffers. Traders are now betting on a 25-basis point rate hike in February.

The Dow Jones Industrial Average fell 613.89 points, or 1.81%, to 33,296.96 and the S&P 500 lost 62.11 points, or 1.56%, to 3,928.86. The Nasdaq Composite dropped 138.10 points, or 1.24%, to 10,957.01.

Wednesday’s decline was Nasdaq’s first loss in eight sessions while the S&P and the Dow both saw their biggest daily percentage declines since Dec. 15.

The weakest sectors on Wednesday on Wall Street were the defensive consumer staples, down 2.7%, and utilities, which fell 2.4%. In comparison, the best performers were more growth heavy sectors such as communications services, down 0.9%, and technology, down 1.3%.

Investors are also focused on the fourth-quarter earnings season as a window into how corporate America is doing against the backdrop of higher interest rates.

Analysts now expect year-over-year earnings from S&P 500 companies to decline 2.6% for the quarter, according to Refinitiv data, compared with a 1.6% decline in the beginning of the year.

The S&P/TSX Composite Index lost 81.23 points, or 0.40%, to 20,376.23, closing at its lows for the day. The energy sector was down 0.9% and financials 0.5%, but materials rose 0.8%.

The March crude oil contract was down 65 cents at US$79.80 per barrel.

In individual stock moves, Moderna Inc shares rose 3.3% after reporting data which demonstrated the effectiveness of its respiratory syncytial virus (RSV) vaccine.

PNC Financial Services Group Inc shares tumbled 6% after it missed estimates for its fourth-quarter profit.

Declining issues outnumbered advancing ones on the NYSE by a 1.88-to-1 ratio; on Nasdaq, a 1.98-to-1 ratio favored decliners. The S&P 500 posted nine new 52-week highs and 2 new lows; the Nasdaq Composite recorded 78 new highs and 20 new lows. On U.S. exchanges 11.76 billion shares changed hands on Wednesday compared with the 10.45 billion average for the last 20 sessions.

With files from Reuters

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