'Over-Achieving' NZD Leads Wave

Published 03/23/2015, 07:55 AM
Updated 03/19/2019, 04:00 AM
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Fruitful Kiwi

It's been a very good few days for a number of emerging-market currencies and the kiwi in particular has led the way to hit a two-month high of 76.64.

"The kiwi is going up on the back of the reaction to the FOMC meeting while we're still trying to figure out the dollar reaction," says Saxo Bank's head of forex John J Hardy. "The general consensus is that it was dovish, but it will remain difficult to determine direction this week."

Hardy's view is that NZD should enjoy it while it can.

"It is over-achieving, but it can establish itself above 76.25 on the back of dollar weakness for today. Bears only really have a case if we see a really strong intraday reversal back below where it started the day at around 76."

While NZD/USD climbs, it's a far more elusive picture on EUR/USD which looks like it might be set to stick in a 1.0785-1.9 zone following those wild swings last week after the FOMC, broadly in line with a 38.2% retracement, says Hardy.

"The downside area that could see a testing of the 1.05 lows is the 106.25 zone," he says.

EUR/USD was at 1.0804 at 0755 GMT.

Liquid loss

The indeterminate nature of EUR/USD is reverberating through FX Options where liquidity is "extremely poor," says the FX Option Desk's Gustave Rieunier.

"There is very poor liquidity across the market," he says. "We are seeing a lot more two-way reaction now as opposed to the one-way traffic of two weeks ago in EUR/USD to the downside."

"The short end of the curve is extremely bid in terms of vols with lots of one-week EUR/USD buyers," Rieunier says. "It is extremely unusual and I'm uncomfortable with it. We wouldn't expect vols to be given at the front end for the time being."

EUR/USD

Banging Asia

Whatever the travails of the dollar and forex markets, it's been a banging session through Asia with indices hitting highs across the board topped by the Nikkei's ascent to 19,754.

The Shanghai Composite Index' recent bull run is also showing no signs of let up with another 2% added today, taking it to just shy of the 700 mark.

With China's Development Forum currently underway, markets in China seem to be cheered by the noises coming out of that meeting and the People's Bank of China affirming policymakers will work on reform, getting more FDI and improving debt reform, says the Singapore desk's Christoffer Moltke-Leth.

Commodities exodus

But that exodus of positions among commodities just gets worse, says Saxo Bank's head of commodities Ole Hansen, pointing to respectvie 15-month, 27-month and 30-month lows for gold, WTI and platinum.

"It's a grim picture for commodities at the moment with at least 10 at their least bullish position for a year."

Crude oil enjoyed a bit of a bounce on Friday, but the signs are all still fairly negative, says Hansen.

"One thing that could be providing a little bit of support is that all the negative drivers in oil are basically out in the open so that could provide support at the $44/barrel area," he says. "It could actually need fresh negative drivers to send that lower."

It was a timely intervention then perhaps from Opec kingpin Saudi Arabia this weekend, which said it was producing oil at record levels, indicating that it will continue to hold fast to its market share grab policy that it embarked on at the last big cartel meeting in November.

And finally....

And finally, gold may be ready to challenge the $1,190/oz level after that bright end to last week, but with resistance at $1,193/oz, Hansen sees any move such move as likely to be limited.

"From a near-term and tactical perspective, we're selling at 1,190," he says. "A lot of the 'big boys' have their sell recommendations at this level with stops a little higher."

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