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Here's a super quick guide to what traders are talking about before the jobs report

Sep 4, 2015, 16:55 IST

Reuters/Kai Pfaffenbach

Via Dave Lutz at JonesTrading, here's a super quick guide to what traders are talking about before the August jobs report.

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Good Morning! US Futures are off about 1% as angst builds into the NFP print - Median NFP estimate 217k - Highest 253k (JPM) - Lowest 170k (DB) - "US jobs jitters send European shares into the red" headline overseas papers. The DAX has lost 2% in heavy trade (following the S&P into the "Death Cross"), led by sharp declines in almost every sector: Fins, Consumer, HC and Materials all off 2%+ as "Growth" angst accelerates with German factory orders registering their biggest fall since January. The FTSE is losing nearly 2% as UK retailers getting whacked on poor monthly figures. Asian equities record 7th losing week in a row, with the Nikkei loosing 2% (Big miss for Japanese wages), taking it's losses to 7% for the week - Hang Seng closed 50bp lower after yesterday's holiday - mainland China markets were again closed - EM was hit pretty good - India lost 2% to new 52week lows, Singapore and Korea 1.5%, Malaysia and Thai lost 80bp.

The Bid continues for treasuries and Bunds, driving the US 10YY to its lowest in a week into the Employment report. Fed Funds are moving more dovishly this AM, registering a 26% chance of a September Lift, and that "Policy Sensitive" 2YY is retreating from multi-year peaks. We have Leverage leaving FX, with Euro and Yen bid higher against the Greenback - and commodity heavy Aussie$ hitting 6Y lows. The Weaker $ should be a tailwind for commodities, but the "Growth" ones are all under pressure - with Copper down 1.7% and the Oil complex losing a bid. All the Softs are higher as Commodity investors seek refuge. At 8:10this AM, Richmond Fed's Lacker Makes "The Case against Further Delay" ahead of the Employment report at 8:30. Baker Hughes Rig Count at 1, ahead of the "Commitment of Traders" data at 3:30. In DC today, President Obama and Secretary of State John Kerry confer with King Salman of Saudi Arabia - while those cats in the Senate and House are still beachside, reading their latest favorite from my reading list…

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