Thursday, December 2, 2010

FOREX: US Dollar Selling to Continue as Chinese PMI Spurs Risky Assets

Key Overnight Developments
  • NZ Dollar Outperforms as Chinese PMI Stokes Risky Assets
  • Australian GDP Falls Short of Expectations in Third Quarter
Critical Levels
CCY
SUPPORT
RESISTANCE
EURUSD
1.2940
1.3107
GBPUSD
1.5512
1.5623
The Euro advanced in overnight trade, adding 0.4 percent against the US Dollar amid a broad recovery in most risk-linked currencies following firm Chinese PMI figures (see below). The British Pound was little changed, oscillating in a familiar range above 1.5550 to the greenback. We remain long the US Dollar against the Euro, Kiwi and Japanese Yen.
Asia Session Highlights
CCY
GMT
EVENT
ACT
EXP
PREV
AUD
22:30
AiG Performance of Manufacturing Index (NOV)
47.6
-
49.4
AUD
0:30
Gross Domestic Product (QoQ) (3Q)
0.2%
0.4%
1.1% (R-)
AUD
0:30
Gross Domestic Product (YoY) (3Q)
2.7%
3.4%
3.1% (R-)
CNY
1:00
PMI Manufacturing (NOV)
55.2
54.8
54.7
JPY
1:30
BOJ's Suda Will Speak in Yamagata City
-
-
-
NZD
2:00
ANZ Commodity Price (NOV)
4.5%
2.9%
CNY
2:30
HSBC Manufacturing PMI (NOV)
55.3
55.4
54.8
JPY
5:00
Vehicle Sales (YoY) (NOV)
-30.7%
-
-26.7
AUD
5:30
RBA Commodity Index SDR (YoY) (NOV)
44.4%
-
47.5% (R+)
AUD
6:30
RBA Commodity Price Index (NOV)
92.7
-
93.1 (R+)
The New Zealand Dollar outperformed in overnight trade, rising against all of its major counterparts after Chinese Manufacturing PMI showed the sector's growth accelerated more than economists expected in November, hitting a seven-month high. The outcome underpinned stock exchanges, sending the MSCI Asia Pacific regional benchmark index higher to the tune of 0.9 percent and boosting risk-correlated currencies.

The Australian Dollar did not perform as well as its antipodean counterpart, unable to fully capitalize on favorable risk trends after Gross Domestic Product figures showed growth fell short of expectations in the third-quarter, with output adding 0.2 percent from the three months through June. Still, the Aussie proved relatively well-supported as the outcome served to do little more than reinforce already lackluster rate hike expectations that have been priced in at least since last week's acutely dovish speech from RBA Governor Glenn Stevens.

Euro Session: What to Expect
CCY
GMT
EVENT
EXP
PREV
IMPACT
GBP
7:00
Nationwide House Prices n.s.a. (YoY) (NOV)
0.5%
1.4%
Medium
GBP
7:00
Nationwide House Prices s.a. (MoM) (NOV)
-0.4%
-0.7%
Medium
EUR
7:00
German Retail Sales (MoM) (OCT)
1.2%
-1.7%
Medium
EUR
7:00
German Retail Sales (YoY) (OCT)
1.3%
0.4%
Low
CHF
8:30
SVME-Purchasing Managers Index (NOV)
59.5
59.2
Medium
EUR
8:45
Italian Purchasing Manager Index Manuf. (NOV)
53
53
Low
EUR
8:50
French Purchasing Manager Index Manuf. (NOV F)
57.5
57.5
Low
EUR
8:55
German Purchasing Manager Index Manuf. (NOV F)
58.9
58.9
Medium
EUR
9:00
Euro-Zone Purchasing Manager Index Manuf.(NOV F)
55.5
55.5
Medium
GBP
9:30
Purchasing Manager Index Manufacturing (NOV)
54.7
54.9
Medium
Stock index futures are ticking firmly higher ahead of the opening bell in Europe, hinting the recovery in risk appetite noted in Asia in the wake of better-than-expected Chinese PMI figures is poised to carry forward.
A handful of analogous European reports promises to reinforce the "risk-on" tone: final revisions of German and Euro Zone PMI are expected to confirm improvements in November while the Swiss SVME PMIgauge points to a rebound after activity slowed over the preceding three months. UK PMI is set to moderate, but only slightly so, having snapped a four-month losing streak in the previous month.

Elsewhere, German Retail Sales are set to add 1.2 percent in October – marking the first increase since July – while another dour UK House Prices survey seems unlikely to sour the mood considering the deteriorating health of the property market has been evident for some time now and has likely been priced into exchange rates.
A bond auction in Portugal will be met with caution however, with poor uptake likely to translate into renewed fears that the southern European country is next in line for a Greek- and Irish-style sovereign flare up. Portuguese credit-default swap (CDS) spreads dutifully rose 1.8bps ahead of the offering.
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