Thursday, May 29, 2014

Dollar Run Stalls Between Rate Hike Talk and Equity Rally




Talking Points:



  • Dollar Run Stalls Between Rate Hike Talk and Equity Rally


  • Euro Traders Start Plotting Out Your ECB Scenarios


  • Japanese Yen: Expectations and Hopes for More QE Dropping Fast


Dollar Run Stalls Between Rate Hike Talk and Equity Rally



The dollar’s ambitious rally Wednesday against the Euro, Pound and New Zealand dollar was checked by the market this past session. It is fitting that a move that conflicts with ‘risk’ bearings would struggle to develop a meaningful trend in a market that snuffs out momentum. Weighing the market’s readiness to turn a corner and truly back a thematic move for the greenback, we find expected (implied) volatility measures for the majors remain at extreme lows. Both EURUSD and GBPUSD 1-month activity forecasts are just off seven-year lows, while the equivalent readings for USDJPY and AUDUSD are forging fresh lows this morning. This plunge in activity works against the dollar. Though the ‘risk on’ mentality that is fueling the S&P 500 to record highs and driving volatility measures across asset classes lower may not be leading the currency to an comparable collapse, it prevents bulls from gaining a foothold.



Lethargy seems so intense that the market is tempering its response to another primary driver for the FX market – rate expectations. On the negative side, the revision of 1Q US GDP to a 1.0 percent contraction didn’t stir much of a rise from the speculative ranks as they wrote off its potential impact on Taper. Alternatively, a few Fed officials shared some particularly hawkish sentiments. Richmond Fed President Jeffrey Lacker remarked that rates could be increased even before the group’s inflation target was reached and that the move could come in 2Q 2015 under current trends. Kansas City Fed President Esther George echoed similar sentiments when she said the central bank may need to raise rates faster than it currently forecasts and noted that there is a growing risk in financial markets (a ‘chase for yield’) due to lower interest rates. Ahead, we have a number of speeches and the FOMC’s favorite inflation gauge in the PCE report – expected to rise to a 1.6 percent pace



Euro Traders Start Plotting Out Your ECB Scenarios



The docket has thinned out for the Euro through the final 48 hours of trading this week. However, given the currency’s propensity for stumbles, the data due through the final trading session may incite enough concern to keep the bears active. On deck, we have a few inflation figures and the ECB’s LTRO repayment schedule. Both Spanish and Italian price pressures as well as the bank liquidity gauge are particularly timely releases given next week’s critical ECB rate decision. The monetary policy meeting next Thursday is expected to end with a material easing – rate cuts, a QE program, a targeted program, or some combination. Expectations are clearly tangible enough that to sustain the EURUSD’s bear trend since the May 8th meeting raised the threat level on action. See my video on how the Euro will be impacted heading into the ECB.



Japanese Yen: Expectations and Hopes for More QE Dropping Fast



Another bank expecting further monetary policy accommodation from the Bank of Japan (BoJ) this year has backed up from its dovish view. Barclay’s – like many of its counterparts – had believed a July easing was a high probability event. No longer. Both central bankers and government officials have backed off the rhetoric on the need for further intervention. Even the IMF – prone to a ‘more is more’ view – said this morning the effort was sufficient. The irony is that a QE upgrade would be a likely move if risk trends dropped and pull yen crosses down.



British Pound Traders Ask How Far Can Hawkish Expectations Retreat



UK yields are in retreat, and so is the pound. The sterling has founded much of its strength against counterparts with equivalent yields and better risk profiles through the outlook for hikes in the foreseeable future. Despite the moderate round of data on the docket this past week, we have seen government yields and swaps mark a turn in trend. The question going forward is how much excess premium may be built up in the outlook and pound. Growth and inflation trends make the earlier hike probable, so the real impact would come with timing in subsequent moves.



Australian Dollar Rallies on Tepid Data?



Why did the Australian dollar rally on a 4.2 percent first quarter drop in private capital expenditures? This was a common question posed to me through Thursday morning. While the headline reading did fall below expectations, the details were more encouraging. Plans for capital investment through the coming year were materially higher than the economist consensus had pegged. While not a roaring contribution to growth, it does alleviate fears the RBA will flip back to its dovish habits. But how hawkish will they be? We will find out next week.



Emerging Market Rebound with US Equities, GDP Readings Ahead



With the S&P 500 putting in for yet another high, there was seemingly more conviction behind this low flow ‘risk on’ move than skepticism for a deleveraging in the riskier asset classes. For the Emerging Market sector, the capital markets were represented by a 0.3 percent advance from the MSCI ETF while Bloomberg’s sovereign bond index flew to yet another record high. Ahead, event risk matters. On deck we have 1Q GDP readings for both India and Brazil.



Gold’s Tumble Leveling Off Above $1,250



Though gold is still under the bears’ control, the pain has eased up. The third consecutive decline from the precious metal measured only $2.56 or 0.2 percent. Compared to the 2.2 percent plunge that instigated this tumble earlier this week, it is a relief. Volume in both the ETF and futures markets have also eased back to help take pressure off the market. That said, speculators are also starting to lose their interest in bidding on the pullback. Open interest in gold futures has plunged nearly 7 percent while the surge in SSI longs has leveled off. **Bring the economic calendar to your charts with the DailyFX News App.



ECONOMIC DATA
































































































































































GMT




Currency




Release




Survey




Previous




Comments




1:30




AUD




Private Sector Credit (MoM) (APR)




0.4%




0.4%




This concept tracks the amount of credit or loans extended to businesses and consumers. Month-on-month private sector credit is close to its medium-term averages.




1:30




AUD




Private Sector Credit (YoY) (APR)




4.5%




4.4%




3:00




NZD




Money Supply M3 (YoY) (APR)





5.0%





4:00




JPY




Vehicle Production (YoY) (APR)





14.0%




Japan housing starts is to fall below zero, and plunge to the lowest level in over two years contesting BOJ Kuroda’s stance that Japan economy is doing well, and perhaps suggest a need for further easing.




5:00




JPY




Housing Starts (YoY) (APR)




-8.3%




-2.9%




5:00




JPY




Annualized Housing Starts (APR)




0.863M




0.895M





5:00




JPY




Construction Orders (YoY) (APR)





-8.8%





7:00




CHF




KOF Leading Indicator (MAY)




102.00




102.04




This economic health gauge has taken a turn from a high of 107 at start of year to 102.04 – an 11 month low.




9:00




EUR




Italian CPI (NIC incl. tobacco) (MoM) (MAY P)




0.0%




0.2%




Italy’s headline inflation figure is expected to slow to 0.0% in May adding fuel to the fire that the Eurozone may continue to struggle with low-inflation unless the ECB acts in its June meeting. The report may weigh on the Euro, but traders may sit on the side-lines as the June meeting approaches.




9:00




EUR




Italian CPI (NIC incl. tobacco) (YoY) (MAY P)




0.6%




0.6%




9:00




EUR




Italian CPI – EU Harmonized (MoM) (MAY P)




0.0%




0.6%





9:00




EUR




Italian CPI – EU Harmonized (YoY) (MAY P)




0.5%




0.5%





12:30




CAD




Quarterly Gross Domestic Product Annualized (1Q)




1.8%




2.9%




Canadian output y/y is expected to slow to a 2-month low, and the month-on-month rate to slow to a 1-month low. An upbeat outcome may support the Canadian Dollar, but traders may look to the housing market for a broader outlook regarding the single-currency as risks have emerged.




12:30




CAD




Gross Domestic Product (MoM) (MAR)




0.1%




0.2%




12:30




CAD




Gross Domestic Product (YoY) (MAR)




2.3%




2.5%





12:30




CAD




Industrial Product Price (MoM) (APR)





0.4%





12:30




CAD




Raw Materials Price Index (MoM) (APR)





0.6%





12:30




USD




Personal Income (APR)




0.3%




0.5%




Personal consumption is an indicator that provides some insight into the health of the economy and output. With personal consumption expenditure expected to rise in April the US Dollar may find a boost on the figures if the outcomes are upbeat.




12:30




USD




Personal Spending (APR)




0.2%




0.9%




12:30




USD




PCE Deflator (MoM) (APR)




0.2%




0.2%





12:30




USD




PCE Deflator (YoY) (APR)




1.7%




1.1%





12:30




USD




PCE Core (MoM) (APR)




0.2%




0.2%





12:30




USD




PCE Core (YoY) (APR)




1.4%




1.2%





13:00




USD




NAPM-Milwaukee (MAY)





47.26





13:45




USD




Chicago Purchasing Manager (MAY)




60.5




63.0




Chicago PMI is expected to snap a four month advance in the sentiment gauge, and drop to a one-month low. U of Mich gauge is expected to rise to a one month high. The sentiment figures may not exude a lasting movement in the US Dollar as interest-rate hike expectations do.




13:55




USD




U. of Michigan Confidence (MAY F)




82.5




81.8



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INTRA-DAY PROBABILITY BANDS 18:00 GMT



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— Written by: John Kicklighter, Chief Strategist for DailyFX.com



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Dollar Run Stalls Between Rate Hike Talk and Equity Rally

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