Danske Daily - 12 February 2018

Published 02/12/2018, 04:12 AM
USD/JPY
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Market movers today

There are no major global data releases today and focus remains on risk sentiment after the big drops in stock prices last week.

In Denmark, we forecast CPI inflation was unchanged at 1.0% y/y in January (see next page).

The most important event in Sweden this week is the Riksbank meeting on Wednesday.

Selected market news

US stock-index futures rose, while Asian equities are mostly higher this morning. Oil climbed above 63 USD/bbl along with gold and industrial metals, after a slump on Friday following another increase in the US oil rig count and deepening concerns about a new shale boom.

Japanese markets are closed for holiday today, delaying Treasury trading. On Friday the US 2y10y curve continued to steepen, while we saw significant underperformance of DKK callable bonds in particular driven by increasing interest rates and classic Danish investor behaviour. In the European rates market we now argue that the focal point on the curve will shift to the 10y segment. Like in the US, higher inflation expectations and volatility drives up the term premium in a situation where QE is coming to an end, while higher real rates will also particularly hurt the 10y segment (see also Fixed Income Strategy: The 10Y segment most exposed if the FI sell-off continues ).

North Korea' s leader Kim Jong Un has invited South Korean President Moon Jae-in for a meeting in Pyongyang. The invitation was verbally delivered by Kim's sister, on the occasion of the current Winter Olympics in South Korea. A Moon-Kim summit would mark the first time leaders of two countries have met in 11 years. While a summit in Pyongyang would signal easing tensions on the Korean Peninsula, it also risks driving a wedge in the alliance between the US and South Korea. The question now is whether the partners can stay united in keeping up the pressure on North Korea just as sanctions limiting export revenue and curbing fuel imports start to bite. So far South Korea has reacted cautiously to the opportunity, saying any summit would need the 'right conditions'. The Korean won rallied on the news.

The Japanese government is set to reappoint current Bank of Japan Governor Kuroda according to Japanese media , which would be in line with our expectation. The nomination will need approval by both houses of parliament, but since Shinzo Abe's LDP party has a majority of seats in both houses we do not expect this to be a hurdle. USD/JPY was little changed on the news and still trades around the 108.80 level this morning.

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