FX Relief Rally Is Here

Published 05/30/2018, 06:43 AM

Market Drivers May 30, 2018

Europe and Asia
AUD: AU Building Permits -5.0% vs. -2.9%
EUR: Retail Sales 2.3% vs. 0.5%

North America
USD: ADP 8:15
CAD: BOC 10:00

FX saw a relief rally in risk today with the dollar lower against all the majors except yen. EUR/USD recaptured the 1.1600 figure in morning Frankfurt dealing after Eurozone data came in a little stronger and the Italian BTP auction saw good bid to cover ratios albeit at much higher yield rates.

In EZ the German inflation data rebounded back into positive territory and Retail Sales jumped by 2.5% versus 0.5% eyed. But the true relief came from the BTP auction which saw bid to cover ratios at around 1.5 versus 1.3 the period prior. The Italian bond auction saw much higher yields with 10 years going at 3.00% versus 1.7% the auction prior while the five years were ar 2.32% versus 0.56%. Still, the relative calm in Italian assets was a marked contrast to yesterday’s market mayhem and provided a relief rally in risk, with commodity dollars responding especially well as Aussie and kiwi rose 50 pips off the lows.

In North America today the focus will turn back to economic data as traders look to ADP for clues to the US labor conditions. This month is unusual in that NFPs precede all the ISM reports so the ADP will be the only major report ahead of the payrolls on Friday. If ADP print anywhere near 200K the news should help risk flows further and could push USD/JPY back through 109.00.

Finally, the BOC will hold its meeting today and given the turmoil in the markets it’s doubtful that Governor Poloz will signal any tightening in the near future. The Canadian economy has performed moderately well, but the uncertainty surrounding NAFTA negotiations and the general spike in volatility is likely to keep the BOC stationary for the time being. The market anticipates a neutral statement so any upward move in USD/CAD may be limited. However, if Mr. Poloz surprises the markets with a much more sanguine outlook, USD/CAD could quickly drop to 1.2900 as the day proceeds.

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