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Rumors of Emergency BoJ Meeting Send U.S. Dollar Lower Against Yen

Published 01/17/2023, 12:38 AM
Updated 07/09/2023, 06:31 AM
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Monday's Trading Ranges:

Rumors of an emergency BOJ meeting sent the dollar to its lows in Tokyo, slightly below the pre-weekend low (~JPY127.46). The on-the-run (most current) 10-year yield settled above the 0.50% cap, and the generic 10-year bond has not traded below the 0.50% level since Jan. 5.

The market is pressing hard, and volumes in the futures market are elevated. News of higher producer prices (10.2% year-over-year in December from a revised 9.7% in November that was initially 9.3%) did not help matters. The median forecast was 9.5%. The BOJ meeting concludes Wednesday. 

China reported a slew of December data today, including Q4 GDP. The economy was fragile before the exit from the zero-COVID policy. The actual number was better than expected, coming in at 0.0% rather than the expected -0.8%.

New house prices fell 0.25% in December, matching November’s decline. The market continues to look through the near-term woes and anticipates a stronger recovery. Foreign investors continue to pour back into Chinese stocks. The Shanghai Shenzhen CSI 300 rose by nearly 1.6% on Monday, lifting the year-to-date gain to 6.9%. Mainland shares that trade in HK are up 9.6% this year.

 Although the PBOC continued to set the dollar’s reference rate near expectations, the dollar closed higher against the yuan and above the pre-weekend high on Monday. The dollar snapped a three-day slide and closed up 0.5%, the biggest gain since late November.

Foreign investors are also buying S Korean shares. The KOSPI 50 rose by 0.6% to extend its advancing streak for the ninth consecutive session. It is up 7.3% so far this year. Australia’s ASX 200 gained 0.8% on Monday and has risen for the past four sessions. It has risen in eight of the past nine sessions for a nearly 5% gain this year.

The euro and sterling traded quietly in Europe. Sentiment has improved on the margin. At the end of last week, German figures suggested the economy stagnated in Q4 rather than contract. And the UK economy was surprised by the growth in November (0.1%) after expanding in October (0.5%).

It contracted by 0.8% in September. Lower energy prices may be helping. Although a cold snap, natural gas prices fell to fresh 16-month lows. Europe’s Stoxx 600 rose 0.4% on Monday, its fourth consecutive gain. It has fallen in only two sessions this year and is up nearly 7% YTD. Tomorrow, Germany reports its ZEW investor survey, and the UK will release its latest employment data.

Tomorrow, the Empire State manufacturing survey is due in the US. It is the first reading for January and is expected to improve to -8.6 from -11.2. NY Fed President William speaks. Wednesday brings retail sales (likely weak), PPI (softer), and industrial production (likely the third consecutive decline).

The Beige Book will be released late in the session, and the November TIC data on portfolio capital flows as the equity market closes. The Fed’s Bostic Harker and Logan are scheduled to speak on Wednesday. Monday, Canada reported softer than expected November manufacturing sales (flat vs. 0.3% median forecast) and a 1.3% rise in December's existing home sales.

The Bank of Canada meets on Jan. 25. The market is pricing about a 75% chance of a quarter-point hike. On Tuesday, Canada reported December CPI, projected to ease to 6.4% from 6.8%, which would be the lowest since February. The underlying core measures may slip a little.

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