New York Open: Risk Appetite Gains on China Speculation, EU Ratings

Published 01/11/2012, 12:10 AM
• USD weaker against all of the G10 currencies and most of EM as risk trades bid. Asian equities finished higher after a strong Dec. China trade surplus of 16.52B (cons. 8.8B). The widening surplus was a result of slowing imports (11.8% y/y prior 22.1%) while exports were as expected at 13.4% y/y. Rumors that China will take further easing measures made the rounds helping to aid risk appetite. European bourses are currently in positive territory and U.S. stock futures are signaling a positive start to the day. UST yields are higher across the curve with the 10-years up about 3 bps to 1.99%. The Dollar Index is back below the 81 figure after being rejected from long term horizontal resistance and sees the daily Tenkan line as potential support around the 80.50 level. NFIB small business optimism for Dec. was as expected at 93.8 and US Nov. wholesale inventories are due out at 1000ET. FOMC voters Williams and Pianalto are scheduled to speak later today.

• EUR mixed – firmer against the USD, JPY, CHF, GBP and SEK while softer against the commodity currencies AUD, NZD, CAD and NOK. Comments from the ratings agency Fitch that it is unlikely to downgrade France this year helped to lift the euro. We would note that downgrade risk remains high in the region. Sovereign yield spreads are tighter today and French industrial production in Nov. unexpectedly gained +1.1% m/m (cons. -0.2%) and +0.9% y/y (cons. -0.4%). EUR/USD is flirting with the 1.28 figure and sees the 38.2% Fib retracement of the current January range come in around the 1.2820 level. The euro is weakest against the commodity pairs, most notably EUR/AUD which saw fresh lows of nearly 1.2360. Meetings today will occur between IMF head Lagarde, German Chancellor Merkel and Italian PM Monti.

• CAD stronger across the board except against the AUD and NZD. Oil is currently higher on the session with WTI crude up about 2.00%. Higher equities are also supportive of the Loonie in addition to positive Dec. Canada housing starts which rose to 200.2K from the prior 185.6K (cons. 185.5K). Against the buck, the CAD has strengthened to levels just above the 100-day SMA which comes in around the 1.0150 level after being rejected from the daily Kijun line up around 1.0235/40.

• GBP trading mixed after mixed UK housing data. The Dec. RICS house price balance showed a decline of -16% (prior -17%) and BRC sales jumped +2.2% y/y vs. expected +0.4% and prior -1.6%. The pound is weaker against the euro with EUR/GBP rebounding to current levels of around the 0.8260 level while cable has advanced with GBP/USD testing the key 1.55 figure. GBP/JPY is slightly firmer on the session and approaching the 119 figure.

• AUD higher on the better than expected China data and speculation of looser Chinese monetary policy. Australian data was also supportive with building approvals coming in better than anticipated at +8.4% m/m in Nov. (cons. +6.0% prior -10.0%). Aussie is the strongest performer against the buck out of the G10 currencies with AUD/USD rallying about +0.92% to test the 1.0350 level.

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