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Fed Silence Speaks To June Hike

Published 06/05/2017, 05:39 AM
Updated 07/09/2023, 06:31 AM
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Fed silence speaks to the likelihood of a hike on June 14 despite a disappointing non-farm payrolls report on Friday. Last week the New Zealand dollar was the top performer while the Canadian dollar lagged. The week begins with survey and inflation data. CFTC data showed euro net longs at a six-year high.

The Strongest And Weakest

A new ICM poll for the Guardian shows Conservatives at 45%, Labour at 34%, little changed from the weekend poll for Sunday. UK May services slowed to 53.8 from 55.8. Eurozone final April services PMI was at 56.3 from 56.4 in March. China's Caixin services PMI edged up to 52.8 in MAY from 51.5 in April.

The Fed has now entered its blackout phase ahead of the FOMC decision. That means there will be no official communication before the statement that day. It's important because official passed up opportunities to alter expectations this week.

FOMC members would know that markets are pricing in an 85% probability of a hike and they would make an effort to lower than if they weren't confident of a hike in less than two weeks.

So why did the dollar weaken after non-farm payrolls? The jobs headline was soft, revisions were lower and wages missed expectations. The only positive sign was the drop in unemployment but that was entirely due to people leaving the workforce. What's happened is that the market has cut the chance of another hike in September to 30%. The market's base case is now that the Fed will hike but offer a more dovish message, likely saying that inflation and growth will need to accelerate before a third hike this year.

In terms of economic data, it's another busy week ahead with the ECB decision, UK election and Comey's testimony to bring an added twist.

CFTC Commitments of Traders

Speculative net futures trader positions as of the close on Tuesday. Net short denoted by - long by +.

EUR +73K vs +65K prior GBP -30K vs -24K prior JPY -52K vs -52K prior CHF -19K vs -20K prior CAD -98K vs -99K prior AUD +3K vs +3K prior NZD -5K vs -9K prior

Specs are feeling downright giddy about the euro's future prospects. EUR/USD finished on Friday at the highs of the day and at the best levels in 7 months.

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