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Currency Market In Suspended Animation Ahead Of FOMC

Published 12/13/2017, 12:07 AM
Updated 03/05/2019, 07:15 AM
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Currency traders have remained in a state of virtual suspended animation the past 48 hours. But with all the hoopla surrounding Bitcoin and frothy equity markets, currency speculation has been dead money so far this week. Perhaps things are about to change later today...or maybe not.

To that point, Central Bank meetings have become all too predictable and boring. In fact, the market fully priced in this Fed December rate hike 4-6 weeks ago leaving traders with little more than CB verbal gymnastics to digest later tonight. And to that end, the FOMC forward guidance has been notoriously unreliable at times while continually erring on the side of data dependency. Absent is the unpredictability and exhilaration around CB meetings that is long forgotten and sadly, for forex traders, the days of 50 bp surprise rate hikes are ancient history.

Equity Markets

Asia equity investors traded with an air of caution on Tuesday while their European and US counterparts were brimming with vim and vigor overnight. European STOXX 600 index up + 0.6 percent and both the S&P 500 and Dow catalogued record closing highs with a surge from bank stocks as investors remain constructive about US tax reform and economic growth.

Apparently, the bull market still has a way to run despite 2017 froth as tax cuts are expected to extend the current rally shelf life. And with investors cheering on the December US rate hike as a sign of a healthy economy there’s undoubtedly ample synchronicity in this markets.

US Economic Data

The US PPI printed a beefy reading of 0.44% in November versus 0.2% expected perhaps suggesting tomorrow's CPI could also top expectation. The stronger than expected inflation reading pushed the US 10-year yield through the often cited vital level of 2.4 % while lending support to the dollar.

The PPI has surprised to the upside on core measure which might help expectations into the CPI. But so far only a small USD positive reaction as the impact is limited ahead of the FOMC forward guidance.

NFIB small business survey was surging 3.8 pts to 107.5 in November. This print is the highest reading since 1983. So apparently small firms are impressed by President Trump’s tax reform proposal after all.

Energy Prices

Yesterday the North Sea gains were subsequently more than reversed leaving crude prices down for the day.

Overextended risk premiums with the Brent-WTI spread at $ 7 per barrel, the highest since May 25, likely triggered some profit-taking. Also, the Brent market turned less jittery when news out of Scotland suggested there are no plans to shut down Grangemouth refinery (200K bpd capacity) which has enough oil stocks to run for about a week.

On the WTI side of the equation, the omnipresent “nodding donkey” factor with shale oil output set to ramp up production as we near $60 per barrel continues to weigh on sentiment.

G-10 Currencies

The Australian Dollar

What appeared to be profit taking after the dismal housing data and the business confidence index reading blossomed into a full-bore short squeeze for the A-dollar. apparently, the market had much weaker shorts than expected indicating that short-term positioning will likely be the primary factor over the next few week

The Japanese Yen

Trading remains incredibly low spirited after getting no rise from PPI or the boisterous small business data. There may be a trade to be had on the FOMC, but other than that I suspect dealers are content to remain on the sidelines. But with inflation apparently picking up, it could cement the long-awaited medium-term trend to emerge and USDJPY to move closer 115 in the New Year.

JAPAN OCT. CORE MACHINERY ORDERS +5.0 PCT M/M (REUTERS POLL: +3.0 PCT). But little reaction to the data as the market has bigger fish to fry.

Asia FX

Indian Rupee

The Indian rupee struggled yesterday with the move on Brent and the adverse knock-on effect to oil price sensitive constituents on the NIFTY. So with Brent oil prices coming off the highs overnight, we should expect a reversal of fortune of sorts for the rupee when trading kicks in later today.

The Malaysian Ringgit

The ringgit didn’t benefit from rising oil prices as local traders factored the risk premium as a short-term term event. Expect the ringgit to trade with a neutral bias today given that international investors are gearing down for the holiday season. But with energy prices holding up well and given the lack of positioning, the ringitt may be less vulnerable to any FOMC surprises than regional peers.

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