Dollar Mildly Higher On Fedspeaks, Aussie Weak

Published 05/13/2016, 05:51 AM
Updated 03/09/2019, 08:30 AM
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Dollar is mildly higher today but would probably end the week mixed. Kansas City Fed president Esther George said yesterday that she supports "a gradual adjustment of short-term interest rates toward a more normal level". But she believed that "the current level as too low for today's economic conditions", which is "near full employment" and "inflation is close to FOMC's target of 2%". Separately, Boston Fed president Eric Rosengren said that "the market remains too pessimistic about the fundamental strength of the U.S. economy, and the likelihood of removing monetary accommodation is higher than is currently priced into financial markets based on current data". Cleveland Fed president Loretta Mester also said that "the most recent data are encouraging and consistent with the Fed policy committee's view that inflation will gradually move back to target over time." Currently, fed fund futures are only pricing in 8% chance of June hike, 38% chance of September hike and 59% chance of December hike.

Sterling is steady after yesterday's BoE Super Thursday. As expected, BOE voted unanimously in May to leave the Bank rate unchanged at 0.5% and asset purchases at 375b pound. Policymakers stepped up the warnings over Brexit, suggesting it might trigger technical recession, higher inflation and a sharp fall in sterling. Yet, Governor Mark Carney affirmed that there would be no shortage of liquidity for banks if Britain votes to leave the EU. Policymakers revised the GDP growth forecasts for 2017 and 2018. Concerning Brexit's impact on exchange rate, the pound is "likely to depreciate further, perhaps sharply". The central bank warns that the confluence of these events could "lead to a materially lower path for growth and a notably higher path for inflation than in the central projections set out in the May Inflation Report". More in BoE Steps Up Warning over Brexit, Noting Possibility of Recession and Rising Inflation.

Aussie extended post RBA cut decline and is set to be the weakest major currency this week. Commodity currencies under our coverage (AUD, NZD and CAD) have dropped against US dollar in the first 2 weeks of May. Amongst the three, Aussie is the worst performer with its -3.47% decline since beginning of the month, following a -0.68% drop in April. Kiwi and loonie has dropped -2.17% and -2.27% so far this month, after rallying over the past 3 months. While a dovish turn of RBA has certainly dampened Aussie, we believe the key reason to its recent weakness is renewed concerns over China's growth outlook and the Chinese government's monetary stance. More in China The Main Reason For Depressed Aussie.

On the data front, New Zealand retail sales rose 0.8% qoq in Q1. Germany and Eurozone GDP will be the main focus in European session. US will release retail sales, PPI, business inventories and U of Michigan sentiment.

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