Asia Update: Just Currencies AUD, JPY And EM Asia

Published 10/04/2019, 06:55 AM
Updated 07/09/2023, 06:31 AM

Australian Retail Sales

Australian retail sales came in weaker-than-expected at +0.4%m/m. The RBA's October FSR also acknowledged more significant risks: "Uncertainty about the outlook for global economic growth has increased…with a greater chance of weak growth." And confirming what we already know that more rate cuts are on the way?

AUD/USD is right at the bewitching pivot of 0.6750. But in this overly dovish RBA environment, I see a whole host of sellers lining up including hedge funds and real money accounts given the technical scrim, and the lack of interest rate carry from a long AUD positioned portfolio.

The Japanese Yen

USD/JPY looks way too high given the global economic backdrop, and even more so when you consider the standard correlations (USTs, copper/gold ratio et al.). It should be back below 106 if not 105 with yields outside the BoJ preferred band. However, looking at longer-dated risk reversals, there is nowhere near the panic level we saw again in the August meltdown. MY best guess is the market is respecting a chance of some trade compromise next week.

Dollar Asia

USD-ASIA is tracking the USD-Yuan lower on what I suspect is from the same reason USDJPY is not trading lower, Asia desks are showing some respect to the possibility of an interim US-China trade deal while tracking the broader G-10 currency tr/ends.

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