Danske Daily - 26 March 2018

Published 03/26/2018, 02:54 AM
USD/JPY
-

Market movers today

There are no significant market movers today. We have a few speeches from Federal Reserve members as well as ECB members.

Focus in the market will continue to be on the risk of a trade war between US and China.

On top of the tariffs, the US Treasury will sell a record amount of T-bills and Treasury bonds this week as they will USD 294bn.

Selected market news

The negative sentiment in the equity market continue this morning with a decline in most Asian equity markets. The focus is still on the risk of a possible trade war with China. However, the US and South Korea reached an agreement on trade as well as on the tariffs during the week-end. Hence, the US Treasury secretary Mnuchin said that he was optimistic that an agreement between US and China could be reached.

In the currency markets, then USD/JPY seems to have found a "bottom" around the 104-105 level this morning after the yen trading stronger for most of March.

The USD libor fixings continued to rise last week. One of the drivers for the increase in the USD Libor has been the increased supply of US T-bills and with the record sale of T-bills and Treasury bonds from the US Treasury department this week, the risk is that the USD Libor continue to rise this week.

Last Friday the central bank of Russia (CBR) cut its key rate by 25bp as we expected with the majority of both Bloomberg's and Reuters' consensus. Approximately one third of interbank traders presumed a 50bp cut. In its statement the CBR emphasised sustainably low inflation (2.2% y/y currently) and decreasing inflation expectations. Yet, the CBR expects inflation to accelerate by the end-2018 to 3-4%, anchoring around the desirable target of 4% in 2019. The CBR communicated clearly it will continue to cut rates achieving the neutral rate in 2018, which is somewhere between 6-7%. Given the current path ,we expect the key rate to fall to 6.25% by the end-2018. RUB's reaction to the decision was neutral as we expected, neither the central bank governor's dovish tone at the press conference brought any turbulence. Looking forward we see geopolitical risks being major movers for the RUB in both directions.

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