Tuesday, January 11, 2011

Euro Runs Out of Steam

* Japan pledges to buy European debt, but not euros
* This ignites appetite for risk
* Markets remain fixated on sovereign debt crisis
* Lack of economic data means focus is on Eurozone and Fed speakers
The news overnight that Japan was standing behind the Eurozone and
was willing to buy 20 per cent of the European Stabilization Fund's
bailout bonds has had a positive effect on risky assets. European
stock indices have risen this morning, the FTSE is up nearly 1 per
cent and the Eurostoxx 50 index is up 0.4 per cent. Unfortunately
for Eurozone officials who may have banked on Japan's comments
easing the selling pressure on the peripheral bond yields, this
hasn't been the case. 10-year yields on Portuguese government debt
are once again above 7 per cent, and a bailout is all but inevitable
for the Iberian nation. However, while Portugal's bailout is
manageable, the rise in Spain, Italy and even Belgium's bond yields
to record euro-era highs is of more concern at this stage. Even with
strong, reliable sovereign names like Japan and China publicly
stating their desire to purchase European debt, bond yields continue
to rise. This is a bad sign for the EU authorities and bad news for
the euro as Japan plans to fund these purchases out of its FX
reserves and so won't need to buy more euros to make the purchases.

EURUSD [1] spiked as high as 1.2990 after the announcement, it has
since retreated to the 1.2930-40 level.
The failure of EURUSD to breach 1.3000 reasserts the downtrend in the
currency pair, and this level remains substantial resistance for now.
EURJPY also spiked to 107.80 in the immediate aftermath of Japan's
debt purchase pledge. Although it has come off this high, it is
holding on to some of its gains and is back at Friday's levels.

With little data today apart from US wholesale inventories and data
out late in Japan the market's focus will once more be on the
sovereign debt crisis. The continual spate of officials denying that
Portugal will need a bailout sound hollow at best, and no one would be
surprised to see Portugal apply for funds by as early as the end of
this week. Watch out for the Portuguese officials who will announce
the 2010 budget deficit figure later today. There is a potential that
it could come in below the 7 per cent target level. Whether this will
be enough to placate the bond market, we shall have to wait and see.

The ECB is still providing large amounts of fixed-rate liquidity to
the market. On Tuesday morning it announced that it had provided
EUR180bn in 7-day funds at a rate of 1 per cent. The market will have
to wait for the ECB press conference post their interest rate decision
this Thursday to hear more from the Bank about its role during the
sovereign debt crisis, but from this angle it looks like the ECB is
still acting as a crutch to the European banking sector that is
finding it extremely difficult to tap the capital markets for funds.

With this backdrop the downside pressure on the euro remains
substantial.
Elsewhere, the Aussie fell sharply after an escalation in the flood
crisis and news that flood water could spread from Queensland to
Brisbane. This natural disaster is likely to thwart any attempts at
parity for AUDUSD [2] in the near to medium term.

Corporate earnings season kicked off in the US last night. Even though
Alcoa recorded sales at a 2-year high, they disappointed analyst
estimates. If risk appetite remains sustained, US stocks may follow
European equities higher when they open later today.

As we move into the middle and the latter part of the week there will
be more event risk including the Portuguese debt auction on Wednesday,
central bank meetings in Europe and the UK on Thursday along with
Italian and Spanish debt sales.
Source: ActionForex.Com

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