Sunday, January 24, 2010

Foreign Exchange Research - Daily Market Commentary




18 January 2010

Monday

 

           


 

 

Fundamental Outlook at 1500 GMT (EDT + 0500)

 

 

The euro depreciated vis-à-vis the U.S. dollar today as the single currency tested bids around the US$ 1.4335 level and was capped around the $1.4395 level.  French President Sarkozy was quoted on 7 January as saying the global foreign exchange systemn is in a state of "disorder" and eurozone finance ministers today said Sarkozy "has a point."  G7 finance ministers will convene in northern Canada in early February and are expected to press China to liberalize its exchange rate regime further.  The euro remains top-heavy on account of ongoing Greek fiscal problems.  Dutch finance minister Bos today said the Greek government will need to address its budget problems without intervention from other European Union members.  Greece's draft budget for 2010 has its budget deficit falling below 3% of GDP by 2012 after having reached an estimated 12.7% last year.  There are lingering concerns that Greece's credit ratings could be slashed further and possibly make the country's debt ineligible for collateral repurchase operations.  The ECB is expected to restore its previous threshold of A- for collateral it will accept for funding operations later this year and Greece could in theory lose access to funding from the central bank.  Germany's IW Institute said Germany's 2011 federal budget can sustain planned tax cuts if the government implements an aggressive consolidation plan this year.  The European Central Bank today reported it will stop providing Swiss franc liquidity at the end of this month, the latest unwinding of its quantitative easing measures.  Around €442 billion in funds from the ECB's first emergency twelve-month operations will expire in June without the banks having an opportunity to "roll over" the funds automatically.  In U.S. news, liquidity was dry during North American dealing on account of the U.S. market holiday and will return to normal overnight.  Traders will pay very close attention to earnings data from Citigroup, Morgan Stanley, Bank of America, Goldman Sachs, and Wells Fargo this week.  Euro bids are cited around the US$ 1.3885 level.

 

 

¥/ CNY

The yen appreciated vis-à-vis the U.S. dollar today as the greenback tested bids around the ¥90.60 level and was capped around the ¥91.05 level.  Traders are paying very close attention to a funds scandal involving Prime Minister Hatoyama and the Democratic Party of Japan.  This scandal has been brewing for several months but some traders believe the problems are worsening and could prevent the government from enacting needed reforms and budget agreements.  Data released in Japan overnight saw November industrial production downwardly revised to +2.2% from +2.6% m/m.  Bank of Japan lifted its economic assessment in four of Japan's nine regions, noting the economy "picked up in all regions…many regions continued to point to the low level of economic activity."  BoJ Governor Shirakawa reported "The Bank of Japan recognized its is a crucial challenge for Japan's economy to overcome deflation and return to a sustainable growth path with price stability. The central bank is aiming to maintain an extremely accommodative financial environment."   There is increasing speculation the central bank will extend its near-zero per cent interest rate policy and possibly ramp up fund injections into the economy.  Group of Seven finance ministers are expected to discuss exchange rates in Canada when they convene on 5-6 February.  The Nikkei 225 stock index lost 1.16% to close at ¥10,855.08.  U.S. dollar offers are cited around the ¥94.75 level.  The euro moved lower vis-à-vis the yen as the single currency tested bids around the ¥130.05 level and was capped around the ¥130.95 level.  The British pound moved higher vis-à-vis the yen as sterling tested offers around the ¥148.90 level while the Swiss franc moved higher vis-à-vis the yen and tested offers around the ¥88.75 level. In Chinese news, the U.S. dollar depreciated vis-à-vis the Chinese yuan as the greenback closed at CNY 6.8268 in the over-the-counter market, down from CNY 6.8269.  China International Capital Corporation reported China attracted US$ 48.7 billion of "hot money" in December, the largest amount in eight months.  Some economists are predicting China's inflation rate could accelerate to as high as 8% in 2010, requiring probable monetary tightenings by People's Bank of China.  PBoC last week decided to lift reserve requirements at commercial banks by 50bps from 15.50% to 16.00%, effective today. It is expected that China's consumer price inflation may have expanded by as much as 1.4% last month. China is expected to release December inflation, investment, industrial output, retail sales, and Q4 gross domestic product data on Wednesday.

The British pound appreciated vis-à-vis the U.S. dollar today as cable tested offers around the US$ 1.6375 level and was supported around the $1.6250 level.  Sterling gained ground after Rightmove reported January house prices climbed +0.4% this month. At the same time, there was an increase in the number of people looking for new property and this added to cable's gains.  Bank of England Monetary Policy Committee member Miles today saw U.K. banks should hold triple the amount of equity.  Data released in the U.K. last week saw the November leading indicator index decline 0.9%.  Bank of England Monetary Policy Committee member Posen last week called for additional business lending while MPC member Barker said she does not expect the economy to gather steam in the first six months of the year.  Barker also indicated she sees first half growth prospects as "patchy."  MPC member Sentance moved the markets last week when he said "At some point you have to say we have increased the amount of stimulus enough.  It doesn't mean you are going to withdraw it but you don't have to keep adding to it.  The Bank is approaching the point where we need to hold back and wait and see how that's flowing into the recovery."  Cable bids are cited around the US$ 1.5730 level. The euro lost ground vis-à-vis the British pound as the single currency tested bids around the ₤0.8780 level and was capped around the ₤0.8830 level.

CHF

The Swiss franc appreciated vis-à-vis the U.S. dollar today as the greenback tested bids around the CHF 1.0235 level and was capped around the CHF 1.0290 level.  Swiss National Bank President Hildebrand reported he will "resolutely prevent" an "excessive" strengthening of the franc.  He also said SNB must "carefully and gradually" normalize its monetary policy.  Data released in Switzerland last week saw December producer price inflation up 0.1% m/m and decline 2.5% y/y.  The OECD today called on Switzerland to keep interest rates unchanged until the economic recovery takes hold.  U.S. dollar offers are cited around the CHF 1.0420 level.  The euro moved lower vis-à-vis the Swiss franc as the single currency tested bids around the CHF 1.4735 level while the British pound gained ground vis-à-vis the Swiss franc and tested offers around the CHF 1.6790 level.

 

Technical Outlook at 1330 GMT (EDT + 0500)

 

             (Bid Price)       (Today's Intraday Range)                                

           

EUR/ USD        1.4381               1.4397,  1.4334
USD/ JPY           90.79                 91.05,    90.62
GBP/ USD        1.6332                 1.6377, 1.6249
USD/ CHF         1.0252                 1.0290, 1.0236
AUD/USD         0.9264                0.9278, 0.9173
USD/CAD         1.0257                 1.0313,
1.0247
NZD/USD         0.7392                0.7401, 0.7328
EUR/ JPY         130.55                 130.93, 130.07
EUR/ GBP        0.8802                 0.8831, 0.8780
GBP/ JPY         148.26                148.88, 147.50
CHF/ JPY           88.53                 88.76,   88.17

 

                                       

 

 

 

Support                        Resistance                   Support                     Resistance

 

EUR/ USD                                                              USD/ JPY

 

L1.        1.4355                          1.4925                             86.95               93.20 

L2.        1.4175                          1.5145                             84.85               95.50
L3.        1.3795                          1.5360                             82.30               98.85

 

   GBP/ USD                                                          USD/ CHF

 

L1.        1.5755                          1.6890                          1.0040                          1.0370

L2.        1.5355                          1.7310                          0.9920                          1.0580

L3.        1.4950                          1.7615                          0.9750                          1.0695

 

 AUD/ USD                                                           USD/ CAD

 

L1.        0.8870                          0.9425                          1.0150                          1.0590

L2.        0.8685                          0.9600                          0.9920                          1.0820

L3.        0.8225                          0.9840                          0.9735                          1.1060

 

 

 NZD/ USD                                                           EUR/ JPY

 

L1.        0.7145                          0.7645                          125.70                          135.75

L2.        0.6880                          0.7785                          122.50                          138.20

L3.        0.6750                          0.8215                          118.55                          141.00

 

 

  EUR/ GBP                                                          EUR/ CHF

 

L1.        0.8795                          0.9175                          1.4575                          1.4875

L2.        0.8675                          0.9290                          1.4305                          1.5010

L3.        0.8320                          0.9430                          1.4110                          1.5450

 

  GBP/ JPY                                                           CHF/ JPY

 

L1.        144.90                          149.20                            85.30                           91.60

L2.        141.20                          150.60                            83.35                           93.60

L3.        135.95                          152.20                            81.40                           97.95

 

 

 

SCHEDULE

 

 

Sunday, 17 January 2010

all times GMT

(last release in parentheses)

 

2100     NZ                    December REINZ housing price index

2100     NZ                    December REINZ house sales (41.5% y/y)

2100     NZ                    December REINZ housing price index (0.2% m/m)

2330     Australia           December TD Securities inflation (0.3% m/m)

2330     Australia           December TD Securities inflation (2.1% y/y)

 

Monday, 18 January 2010

all times GMT

(last release in parentheses)

 

0001     UK                    January Rightmove house prices (-2.2% m/m)

0001     UK                    January Rightmove house prices (1.7% y/y)

0030     Japan               Bank of Japan Governor Shirakawa speaks

0430     Japan               November industrial production (2.6% m/m)

0430     Japan               November industrial production (-3.9% y/y)

0430     Japan               November capacity utilization (0.2% m/m)

0900     Italy                  November trade balance

1330     Canada             November international securities transactions

 

Tuesday, 19 January 2010

all times GMT

(last release in parentheses)

 

N/A       Japan               December Tokyo department store sales (-11.9% y/y)

0500     Japan               December consumer confidence (39.9)

0930     UK                    December consumer price index (0.3% m/m)

0930     UK                    December consumer price index (1.9% y/y)

0930     UK                    December CPI, core (1.90% y/y)

0930     UK                    December retail price index

0930     UK                    December retail price index (0.3% m/m)

0930     UK                    December RPIX (2.7% y/y)

1000     Germany           January ZEW survey, economic sentiment (50.4)

1000     Germany           January ZEW survey, current situation (-60.6)

1000     Eurozone          January ZEW survey, economic sentiment (48)

1000     Eurozone          November construction output (-0.6% m/m)

1000     Eurozone          November construction output (-7.7% y/y)

1330     Canada             December leading indicators (1.30% m/m)

1330     Canada             Bank of Canada interest rate decision

1400     US                    November net long-term TIC flows (US$ 20.7 billion)

1400     US                    November total net TIC flows (-US$ 13.9 billion)

1800     US                    January NAHB housing market index (16.0)

2145     NZ                    Q4 consumer prices (1.3% q/q)

2145     NZ                    Q4 consumer prices index (1.7% y/y)

2145     NZ                    December food prices

2350     Japan               November tertiary industry index (0.5% m/m)

 

Wednesday, 20 January 2010

all times GMT

(last release in parentheses)

 

0600     Japan               December machine tool orders

0700     Japan               December convenience store sales (-6.3% y/y)

0700     Germany           December producer prices (0.10% m/m)

0700     Germany           December producer prices (-5.9% y/y)

0900     Italy                  November industrial orders (0.3% m/m)

0900     Italy                  November industrial sales

0930     UK                    Bank of England Monetary Policy Committee meeting minutes

0930     UK                    December jobless claims change (-6,300)

0930     UK                    December claimant count rate (5.0%)

0930     UK                    November ILO unemployment rate (7.9%)

0930     UK                    November average earnings, ex-bonus (1.7%)

1005     Italy                  November current account

1200     Canada             December consumer price index (0.5% m/m)

1200     Canada             December consumer price index (1.0% y/y)

1200     Canada             Bank of Canada CPI, core (0.40% m/m)

1200     Canada             Bank of Canada CPI, core (1.50% y/y)

1330     US                    December producer price index (1.8% m/m)

1330     US                    December producer price index (2.4% y/y)

1330     US                    December PPI, ex-food and energy (0.5% m/m)

1330     US                    December PPI, ex-food and energy (1.2% y/y)

1330     US                    December housing starts (574,000)

1330     US                    December building permits (584,000)

1330     Canada             November manufacturing sales (2.0% m/m)

2145     NZ                    November retail sales (0.0% m/m)

2145     NZ                    November retail sales, ex-autos (0.5% m/m)

 

Thursday, 21 January 2010

all times GMT

(last release in parentheses)

 

N/A       Germany           January PMI, manufacturing (52.7)

N/A       Eurozone          January PMI, services (53.6)

N/A       Eurozone          January PMI, manufacturing (51.6)

N/A       Eurozone          January PMI, composite (54.2)

0500     Japan               November leading index

0500     Japan               November coincident index

0800     CH                    December M3 money supply (7.6% y/y)

0900     Eurozone          European Central Bank monthly report

0930     UK                    December public sector net cash requirement (₤14.7 billion)

0930     UK                    December public sector net borrowing (₤20.3 billion)

0930     UK                    Bank of England major banks' mortgage approvals (63,000)

0930     UK                    December M4 money supply

1000     CH                    January ZEW survey, expectations (54.0)

1100     UK                    January CBI quarterly industrial trends

1330     US                    Weekly initial jobless claims

1330     US                    Continuing jobless claims

1330     Canada             November wholesale sales (0.3% m/m)

1500     US                    December leading indicators (0.9%)

1500     US                    January Philadelphia Fed index (20.4)

1530     Canada             Bank of Canada senior loan office survey

1530     Canada             Q4 business outlook, future sales

 

Friday, 22 January 2010

all times GMT

(last release in parentheses)

 

0030     Australia           Q4 export price index (-9.6% q/q)

0030     Australia           Q4 import price index (-3.0% q/q)

0430     Japan               November all-industry activity index (1.2% m/m)

0745     France              January business confidence indicator (89.0)

0745     France              January production outlook

0800     France              January PMI, services (59.3)

0800     France              January PMI, manufacturing (54.4)

0930     UK                    December retail sales (-0.3% m/m)

0930     UK                    December retail sales (3.1% y/y)

1000     Eurozone          November industrial new orders

1330     Canada             November retail sales (0.8% m/m)

1330     Canada             November retail sales, ex-autos (0.2% m/m)

 



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