Tuesday, January 25, 2011

GBP Dives on Shrinking UK Economy

The UK's GDP figure came out a full percentage point under
expectations for quarter on quarter growth and sent sterling down
cellar. Meanwhile, schizophrenic risk appetite is reversing direction
again. We can expect the tumultuous action to continue with FOMC up
tomorrow.

*UK GDP*
One of the worst GDP misses in recent market history, the UK growth
figure for Q4 was a full percentage point less than expected and
registered an absolute quarter on quarter decline, although the
previous quarter's growth was strong and the year-on-year figure was
still a positive +1.7%. A large degree of the miss was a product of
the unprecedented disruptions caused by century-record cold that had
the country in a deep freeze and was literally preventing large
portions of the population from even leaving their houses. The next
step will be seeing how vigorous the bounceback is in this quarter's
GDP, but for now, the growth number and continued expectations from
the BoE (recent Posen speech for example) that inflation will drop to
below target are very pound bearish. The market tore a 20-bp chunk out
of year forward BoE expectations, which had recently crept up above 60
bps.

*Chart: GBPUSD*
A big mover today as risk aversion and FOMC uncertainty has the
greenback on the bid today while the pound was ravaged on the GDP
data. The next focus for GBPUSD is the 55-day moving average, which
has clearly been a focus recently. It comes in around 1.5725. The
200-day moving average is the more strategic support considerably
lower.

*Odds and Ends*
*Aussie went a bit weak in the knees after yet another lower than
expected inflation report* - last night in the form of the important
Q4 consumer prices survey, which was lower than expected. The core
level registered the smallest year-on-year increase in over 10 years.
Somehow, RBA expectations remain at +29 bps for the year forward. What
if China hits a bump along with the housing bubble and RBA
expectations shift to -250 bps. There is the potential downside story
for Aussie...

The first *bond auction for EFSF* was out and was a raging success
with EUR 5 billion worth of bonds seeing over EUR 40 billion worth of
offers. The Euro was a bit stronger on this, but faded back with the
onslaught of other event risks in the pipeline. If feels like the
EURUSD Is in a pivot zone here that will either take is several
figures higher or several figures lower in the coming weeks. Our
preference is for eventual downside, as we believe the liquidity
differential going forward will eventually mean looser conditions from
the ECB and tighter ones from the Fed than the market currently
anticipates, though the market has been taking this in the opposite
direction lately, pushing the Euro higher as the market keeps pricing
in a tighter and tigher ECB and as PIGS sovereign spreads have
stabilized and even come in slightly on average.

USDCAD is pushing at parity again after *very low Canada core consumer
price data* for the month of December and as WTI crude prices have
pushed all the way below 87 dollars this morning - from as high as 93
dollars less than a week ago. A close above parity has significant
technical implications that could lead to a test of the 200-day moving
average up above 1.0200.
*Bank of Japan* left rates unchanged and added nothing to its QE
program as it feels good enough about the situation to project higher
GDP growth going forward. All other things being equal, this is
relatively JPY -positive though the direction in interest rates will
likely dominate proceedings in the coming days.

*Looking ahead*
On the Economic Calendar, watch out for the US Conference Board
Consumer Confidence indicator fo r an indication on whether we confirm
or reject the trend indicated by the recent negative Michigan figures.
Last month this survey severely disappointed expectations for a rise
by falling instead. We also have the latest weekly ABC confidence
figure up after the US market closes today.

A number of key events over the next 36 hours or less: First, we have
Obama's state of the union speech tonight in the US. Let's watch for
three things: credible rhetoric on austerity (doubtful), more
importantly, efforts aimed at cleaning up the mortgage
foreclosure/bankster mess (anti-bank hints should be taken as risk
negative), and finally, whether there is the least whiff of criticism
of the Fed and what it is doing (very doubtful but extraordinarily
interesting and very risk bearish if so (and smart as this would lay
the foundation for a populist anti-bankster, anti-Fed, anti-Tea Party
negligence message from the Democrats for 2012)). Obama's star is
suddenly rising again and the 2012 political season promises to be the
most interesting one since 1980. In the meantime, a Clintonian shift
to the center a la 1995 could be seen as USD positive if the
perception arises that real policy moves are even a possibility in the
coming 18 months.

We ran through the last major FOMC events in the video below yesterday
which we include again here today (starting just before the 2-minute
mark if you would like to cut straight to the chase).
*Economic Data Highlights*
* New Zealand Dec. Performance of Services Index out at 52.5 vs.
51.7 in Nov.
* Australia Nov. Conference Board Leading Indicators out at +0.3%
MoM
* Australia Q4 Consumer Prices out at +0.4% QoQ and +2.7% YoY vs.
+0.7%/+3.0% expected, respectively, and vs. +2.8% YoY in Q3
* Australia Q4 RBA Trimmed Mean prices out at +0.3% MoM and +2.2%
YoY vs. +0.7%/+2.6% expected, respectively and vs. +2.5% YoY in Q3
* Japan BoJ Target rate unchanged at 0.10% as expected
* Germany Feb. GfK Consumer Confidence Survey out at 5.7 vs. 5.4
expected and 5.5 for Jan.
* Switzerland Dec. UBS Consumption Indicator out at 1.841 vs. 1.624
in Nov.
* UK Q4 GDP out at -0.5% QoQ and +1.7% YoY, vs. +0.5%/+2.6%
expected, respectively and vs. +2.7% YoY in Q3.
* Canada Dec. Consumer Price Index out at 0.0% MoM and +2.4% YoY vs.
+0.1%/+2.5% expected, respectively and vs. 2.0% YoY in Nov.
* Canada Dec. CPI Core out at -0.3% MoM and +1.5% YoY vs. -0.1%
/+1.6% expected, respectively and vs. +1.4% YoY in Nov.
* US Nov. S%P CaseShiller 20-city Home Price Index fell -0.54% MoM
and -1.59% YoY vs. -0.8%/-1.6% expected, respectively and vs.
-0.84% YoY in Oct.
*Upcoming Economic Calendar Highlights (all times GMT)*
* US Jan. Consumer Confidence (1500)
* US Nov. House Price Index (1500)
* US Jan. Richmond Fed Manufacturing Index (1500)
* UK BoE's King to Speak (1940)
* US Weekly API Crude Oil and Product Inventories (2130)
* US Weekly ABC Consumer Confidence (2200)
* Japan Dec. Corporate Service Price Index (2350)
* Japan Jan. Small Business Confidence (0100)
* New Zealand Dec. Credit Card Spending (0200)
* Japan BoJ Monthly Economic Report (0500)
Source: ActionForex.Com

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