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Good Friday = Good Payrolls?

Published 04/06/2012, 04:58 AM
Updated 03/19/2019, 04:00 AM
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The only real news from the Asian session was talk of a possible China Reserve Ratio Requirement cut over the weekend. This stems from the latest PBOC’s Q1 monetary policy pronouncement (released last weekend but only picked up recently due to the holidays) which called for an “appropriate increase” in money and credit compared with the call 3 months ago to “maintain money and credit at a reasonable level”. It would certainly appear that we are now odds-on for a move at the weekend.

Otherwise, it was predictable that the Asian session would be a quiet affair, with most centres out for the Easter holidays. We saw tight ranges in most pairs with most of the activity confined to USDJPY ahead of the morning fix. Of the equity markets that were open, the Nikkei was down 0.7 percent by the lunchtime break while the Shanghai Composite was a mild 0.2 percent in the black – nothing really to determine market direction there.

The focus for the remainder of the day will be the release of the March non-farm payroll report. There is some uncertainty regarding the market reaction to any kind of number given the lack of market participants due to the holidays. Surveys suggest a consensus of +205k following +227k last month but commentaries accompanying the forecasts suggest most believe there is a risk to the upside of estimates.

The EUR continued to struggle in the European and US sessions with macro developments and weak economic data adding to the pressure. The single currency sank to within a few pips of the March lows versus the dollar and then traded tight-ranged as markets wound down into the long weekend.

The Bank of England meeting came and went with no change to either interest rates or the asset purchase programme (as expected). UK production data was soft with industrial production down 2.3 percent y/y (-2.1 percent expected) and manufacturing production missing forecasts by a wider margin, a weak -1.4 percent versus +0.1 percent expected. The UK economy just managed to keep its head above water in the 3 months to March, according to NIESR GDP estimates, gaining just 0.1 percent q/q after a downwardly-revised flat reading the previous month. GBP followed the EUR on its lower trajectory.

EURCHF dipped its toes briefly below the SNB floor of 1.20 prompting action and assurances from the central bank that it would not allow the level to fail. Notice that the 200-day moving average is now a convenient 1.1999! The CAD firmed following a sharp rebound in the Canadian labour market with 82.3k jobs added in March, a vast improvement from the -2.8k the previous month, with most of the gains made in the full-time sector.


Data Highlights

  •     US Mar. Challenger Job Cuts out at -8.8% y/y vs. +2.0% prior
  •     US Apr. RBC Consumer Outlook Index out at 46.6 vs. 47.5 prior
  •     CA Mar. Net Change in Employment out at +82.3k vs. +10.5k expected and -2.8k prior
  •     CA Mar. Unemployment Rate out at 7.2% vs. 7.4% expected and 7.4% prior
  •     US Initial Jobless Claims out at 357k vs. 355k expected and revised 363k prior
  •     US Continuing Claims out at 3338k vs. 3350k expected and revised 3354k prior
  •     US Bloomberg Consumer Comfort Index out at -31.4 vs. -34.7 prior
  •     UK Mar. NIESR GDP Estimate out at +0.1% q/q vs. revised flat prior
  •     US Mar. ICSC Chain Store Sales out at +4.1% y/y vs. revised +4.1% prior

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