Wednesday, December 15, 2010

U.S. Forex Market Commentary

EURO
The euro depreciated vis-à-vis the U.S. dollar today as the single currency tested bids around the US$ 1.3360 level and was capped around the $1.3500 figure.  Technically, today’s intraday high was right around the 50% retracement of the $1.5140 – 1.1875 range.  The common currency was pushed to intraday lows during the North American session as dealers reacted to stronger-than-expected U.S. economic data that saw November advance retail sales print at +0.8%, down from the upwardly-revised prior reading of +1.7%.  The ex-autos component was up +1.2%.  Other data saw the November producer price index up 0.8% m/m and 3.5% y/y while the ex-food and energy component was up 0.3% m/m 1.2% y/y.  Also, October business inventories fell to +0.7% and NFIB small business confidence increased to its highest level in November since the recession started three years ago.  Traders await the Federal Open Market Committee’s interest rate decision later during the North American session.  Most dealers expect the Fed will keep monetary policy unchanged following the decision at its last meeting to purchase up to US$ 600 billion in U.S. Treasury securities by the middle of 2011.  Ratings agency Moody’s Investors Service yesterday reported the Obama administration’s extension of the Bush-era tax cuts raises the chance of a negative outlook for the U.S.’s current Aaa credit rating.  In eurozone news, October EMU-16 industrial production was up 0.7% m/m and 6.9% y/y while the December ZEW survey of economic sentiment improved to 15.5.  The German ZEW current situation survey improved to 82.6 while the December ZEW economic sentiment survey rallied to 4.3.  Also, the French November consumer price index was up 0.1% m/m and 1.6% y/y while harmonized CPI was up 0.1% m/m and 1.8% y/y.  Ireland’s government passed new legislation that will force junior bank bondholders to share in losses.  It is being reported the European Central Bank is asking eurozone member states to increase their capital contributions to the central bank, an indication the ECB may want additional reserves to protect against adverse moves in its bond portfolio of eurozone sovereign debt. Belgium’s credit outlook was revised to negative from stable by S&P.   Euro bids are cited around the US$ 1.3075 level.
JPY / CNY
The yen depreciated vis-à-vis the U.S. dollar today as the greenback tested offers around the ¥83.55 level and was supported around the ¥82.85 level.  Technically, today’s intraday low was right around the 76.4% retracement of the ¥82.35 – 84.35 range.  Bank of Japan will begin purchasing exchange-traded funds and real estate investment trusts as early as tomorrow as part of its latest asset purchase program to stimulate the markets and keep a lid on market rates. These purchases will be part of the central bank’s ¥5 trillion asset-buying fund and BoJ Governor Shirakawa recently noted an increase in the size of the fund is a “probable option” if the economic outlook worsens and the bank decides it needs to bolster the markets.  Government official Yoshiyasu Ono spoke and said “It’s of course a right idea that the BoJ should strive with the government to lift employment. The bottom line it it’s extremely difficult for the BoJ to affect employment amid the type of slump we’re in right now.  It’s more realistic that the government will create jobs, rather than forcing the BoJ to do so.”  Nonetheless, it is expected the government will continue to pressure Bank of Japan to ease and expand monetary policy further.  Data released in Japan overnight saw October industrial production off 2.0% m/m and up 4.3% y/y while October capacity utilization was off 2.3% m/m.  Also, November Tokyo-area condominium sales were up 0.8% y/y.  The Nikkei 225 stock index climbed 0.22% to close at ¥10,316.77.  U.S. dollar offers are cited around the ¥84.60 level.  The euro moved higher vis-à-vis the yen as the single currency tested offers around the ¥112.20 level and was supported around the ¥111.50 level.  The British pound moved higher vis-à-vis the yen as sterling tested bids around the ¥131.30 level while the Swiss franc moved higher vis-à-vis the yen and tested offers around the ¥86.80 level. In Chinese news, the U.S. dollar depreciated vis-à-vis the Chinese yuan today as the greenback closed at CNY 6.6525 in the over-the-counter market, down from CNY 6.6628. The November October leading economic index will be released overnight.  Despite the sharper-than-expected increase in Chinese CPI released on Friday, People’s Bank of China did not raise interest rates this weekend.  PBoC extended a temporary 50bps hike in the reserve requirement for some Chinese banks.  Some economists, however, expect PBoC will raise interest rates early in 2011 to counter mounting inflationary pressures and their hesitation to do so now may reflect a determination to not let the yuan appreciate too much.  The lack of a move now by PBoC likely evidences policymakers’ difficulty in reaching a consensus on a rate hike.  China is said to be targeting 8% GDP growth and 4% inflation growth in 2011 along with 16% M2 money supply growth.  Notably, Chinese benchmark money market rates increased the most overnight since June 2008.
STERLING
The British pound depreciated sharply vis-à-vis the U.S. dollar today as cable tested bids around the US$ 1.5740 level and was capped around the US$ 1.5910 level.  Technically, today’s intraday high was right around the 38.2% retracement of the $1.5295 – 1.6300 range.  Data released in the U.K. overnight saw the November RICS house price balance at -44% while October DCLG U.K. house prices were up 5.5% y/y.  November consumer price inflation printed more-than-expected at +0.4% m/m and +3.3% y/y while core CPI was up 2.7% y/y.  The November retail price index came in at +0.4% m/m and +4.7% y/y.  November employment data will be released tomorrow.  Bank of England Deputy Governor Bean yesterday warned “elevated inflation” may persist in the U.K. economy.  Cable bids are cited around the US$ 1.5685 level.  The euro appreciated vis-à-vis the British pound as the single currency tested offers around the £0.8510 level and was supported around the £0.8430 level.
SWISS
The Swiss franc appreciated vis-à-vis the U.S. dollar today as the greenback tested bids around the CHF 0.9595 level and was capped around the CHF 0.9690 level.  Technically, today’s intraday low was right around the 76.4% retracement of the CHF 0.9460 – 1.0065 range.  Swiss finance minister Widmer-Schlumpf this week reported the franc will remain under upward pressure vis-à-vis the euro as eurozone debt problems continue, adding Swiss National Bank has done what it could to prevent franc appreciation.  SNB is expected to keep interest rates unchanged on Thursday when its quarterly monetary policy decision is announced.  Data released in Switzerland this week saw November producer and import prices off 0.2% m/m and up 0.1% y/y.  The Swiss government raised its GDP growth forecast for 2011 to 1.5% from the 1.2% projection it noted in September.  U.S. dollar offers are cited around the CHF 1.0180 level.  The euro depreciated vis-à-vis the Swiss franc as the single currency tested bids around the CHF 1.2865 level while the British pound moved lower vis-à-vis the Swiss franc and tested bids around the CHF 1.5130 level.
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