Daily Report: Dollar Picking Up Momentum after FOMC, But Stays Unconvinc

Published 12/17/2015, 04:36 AM
Updated 03/09/2019, 08:30 AM
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The financial markets' general responses to Fed's rate hike overnight were positive. European indices are trading sharply higher initial trading, following 303 pts, or 1.6% rally in Nikkei in Asia. Yesterday, DJIA ended up 224.18 pts, or 1.28% to close at 17749..09. S&P 500 also rose 29.66 pts, or 1.45% to close at 2073.07. Dollar hesitated initially after the release and there was some volatility seen. But the greenback manage to mild upside momentum today. But at this point,m there no clear technical bullishness in the dollar yet. EUR/USD is held above 1.0795 minor support while USD/CHF was held below equivalent resistance at 1.0033. AUD/USD also struggles to take out 0.7169 support decisively. Clearer strength in dollar is seen against yen, which is due to risk appetite, and Canadian dollar, due to weakness in oil price.

For the first time since 2006, the Fed raised the target range for the Fed funds rate by +25 bps, to 0.25-0.5%. The decision, made in unanimous vote, has marked the first step of ending the 7-year regime of near-zero interest rates. as anticipated, the Fed attempted to manage public expectations that the path to interest rate normalization would be gradual. Looking at the dot plot, the members still expect rates to rise to 1.25-1.5% in 2016, signaling 4 hikes next year. Yet, the members' median rate forecast is lowered to 2.4% at the end of 2017, compared with 2.63% in September, whilst that for 2018 was reduced to 3.3% from 3.4%. The longer-term forecast stands at 3.5%.

In order to ensure the rate hike would take its effect, the Fed removed that cap (currently at US$300B) of the overnight reverse repo (RRP), a tool that allows investors to lend cash in exchange for Treasuries. The surprising move signals the Fed's determination to control short-term markets and to ensure the rates would actually rise after the rate hike. In tandem with the Fed funds rate hike, the Fed also decided to increase the RRP rate from 0.05% to 0.25%. While the RRP rate serves as the floor of the Fed's interest rate corridor, the interest on excess reserves (IOER), which was lifted +25 bps to 0.5%, serves as the ceiling.

Little change was seen, however, in the economic forecasts. The staff now forecast the economy to expand +2.4% in 2016, up from +2.3% projected in September. Growth in 2017 would then ease to +2.2% in 2017. In the longer run, GDP growth would steady at +2%. On inflation, the median forecast was trimmed to +1.6% for 2016, from +1.7% estimated in September. Inflation is not expected to return to 2% until 2018. On the job market, the members forecast the unemployment rate to be lowered to 4.7% in, from the prior estimate of 4.8%. the longer-run unemployment rate steadies at 4.9%. More in Fed Hikes By +25 Bps, Eliminates Cap For Overnight RRP.

On the data front, New Zealand GDP rose 0.9% qoq in Q3 versus expectation of 0.8% qoq. Japan trade deficit narrowed to JPY 0.00T in November versus expectation of JPY -0.21T. German Ifo, UK retial sales will be the main focus in European session. US will release jobless claims, Philly Fed survey and leading indicators.

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