USD Retreats On Fed Rate Expectations

Published 12/09/2014, 01:50 AM
Updated 03/09/2019, 08:30 AM
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Dollar retreats mildly against European majors overnight as traders pulled back their bet for rate hike from Fed in March next year. Instead, traders are expecting the first hike in mid-year. San Francisco Fed president John Williams said that expectations of a rate hike sometime in the middle of next year are still a "reasonable guess". And, he noted fed might keep the "considerable time" language as mid-2015 is "still a considerable time in the future". And, he also noted that Fed would want to make sure people understand "it's not appropriate to start raising interest rates any time soon".

Atlanta Fed president Dennis Lockhart also said he's "not in a rush to drop the 'considerable time' phrase" and he's "comfortable" with continuing with that language. He urged Fed to exercise "patience" over the timing of the first hike. And he warned that "reversing a start to interest-rate normalization, and subsequently having to go back to the quantitative easing well, would erode Fed credibility and confidence in the economy for the longer term." He noted that "the momentum I perceive in the economy gives me confidence that the Federal Open Market Committee can consider beginning to normalize interest rates in 2015."

The change in expectation of Fed's hike is also reflected in developments in treasury yields. 30 year yield, TYX, dropped sharply to close at 2.901 yesterday and is back pressing last week's low of 2.886. Overall, TYX is staying well in the falling channel from 3.974 high and was just rejected from the falling 55 days EMA. Break of 2.886 will extend recent down trend to channel support (now at 2.82). And such development might give some pressure to the greenback.

30 Treasury Yield

Australian dollar is so far the weakest major currency this month as markets are expecting they expectations on RBA's rate path. The National Australian Bank became the second major bank to reverse its interest rate forecast. Previously, it expected RNA to hike rates from current 2.50% to 3.00% by the end of 2015. But now, it's expecting two rate cuts, in March and August, to 2.00% and stand pat throughout 2016. NAB noted that "softer commodities outlook and prospect of more severe deterioration in labour market mean we have changed our rate call." Last week, Westpac changed the forecast and expected two rate cuts in February and March next year.

On the data front, Japan M2 rose 3.6% yoy in November. UK BRC sales monitor rose 0.9% yoy in November. Australia NAB business confidence dropped to 1 in November. Main focus is in UK where industrial and manufacturing productions are featured. Germany will release trade balance, Swiss will release unemployment rate. US will release wholesale inventories.

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