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USDJPY trades lower in Asia on JPY repatriation/month-end themes

Published 03/30/2012, 05:02 AM
Updated 03/19/2019, 04:00 AM
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There was some welcome news for the Bank of Japan early in the Asian session as core inflation rose for the first time in 5 months in February. National CPI ex-food rose 0.1 percent y/y, higher than forecasts and above last month’s 0.1 percent decline. However, ex-food and energy prices still declined 0.6 percent y/y, but not as bad as the -0.9 percent consensus and 0.9 percent drop last time. In more up-to-date data, core Tokyo prices declined 1.0 percent y/y which suggests the Bank of Japan has more work to do to reverse the current deflationary spiral.

In other data, Japan’s jobless rate declined to 4.5 percent from 4.6 percent while the job-to-applicant ratio improved to 0.75 from 0.73 (75 jobs available per 100 workers). This improving sentiment was echoed in household spending data which indicated a 2.3 percent y/y increase, much better than the 0.5 percent decline forecast and recouping all of January’s fall.

Japan’s industrial production numbers were surprisingly weak in February, printing the first pullback in 3 months, as it fell 1.2 percent m/m. With the JPY beginning to weaken throughout February, markets had expected a better performance. However, more optimistically the predictions for manufacturing production were more upbeat with indications revised higher to 2.6 percent versus 1.7 percent prior and April’s outlook also edged higher, albeit not so aggressively. The better tone to the outlooks would suggest that we may get a more upbeat Q1 Tankan survey which is scheduled for release on Monday.

Early activity in USDJPY focused to the downside with a quick stop-hunt below 82.0 the main theme. The repatriation theme was also a feature with JPY-cross selling noted but currency pairs found support after the fixing and USDJPY traded above 82.0 for the rest of the morning.

The EUR’s short-term rally was nipped in the bud overnight following some weak Euro-zone confidence indicators and softer German unemployment data. This helped drive the single currency back lower, while a general strike in Spain and the OECD’s gloomy view of the European economy added further pressure. USD buying for month-end rebalancing was also a feature while the JPY benefitted from further reported repatriation flows into month-, quarter-, and financial year-end. GBP performed relatively well despite weakish house prices, money supply and mortgage approvals data.

US data was mixed with US Q4 GDP unchanged from earlier estimates but initial jobless claims were a disappointment, coming in at 359k vs. 350k expected and with a hefty upward revision to last week’s data to 364k from 348k. The weekly Bloomberg consumer comfort index improved marginally to -34.7 from -34.9 (take a look at Macro Mads’ excellent study on consumer confidence here) and another of the manufacturing activity surveys showed a slowing tendency. This time the Kansas City Fed manufacturing activity index dipped to +9 from +13, below the unchanged forecast of +13. Fed chief Bernanke repeated his recent dovish comments. Wall St shook off early losses to close mixed with the DJIA rallying 0.15 percent but the S&P and Nasdaq both fell with declines of 0.16 percent and 0.31 percent respectively.

Have a great weekend.

Data Highlights

  •     US Q4 GDP Revision out unchanged at 3.0% q/q
  •     US Initial Jobless Claims out at 359k vs. 350k expected and revised 364k prior
  •     US Continuing Claims out at 3340k vs. 3350k expected and revised 3381k prior
  •     US Bloomberg Consumer Comfort Index out at -34.7 vs. -34.9 prior
  •     US Mar. Kansas City Fed Manufacturing Activity out at +9 vs. +13 expected and +13 prior
  •     NZ Feb. Building Permits out at -6.7% m/m vs. flat expected and revised +8.1% prior
  •     UK Mar. GfK Consumer Confidence out at -31 vs. -29 expected and -29 prior
  •     JP Mar. Markit/JMMA Manufacturing PMI out at 51.1 vs. 50.5 prior
  •     JP Feb. Jobless Rate out at 4.5% vs. 4.6% expected and 4.6% prior
  •     JP Feb. Overall Household Spending out at +2.3% y/y vs. -0.5% expected and -2.3% prior
  •     JP Feb. National CPI out at +0.3% y/y vs. flat expected and +0.1% prior
  •     JP Mar. Tokyo CPI out at -0.1% y/y, as expected vs. -0.2% prior
  •     JP Feb. Industrial Production out at -1.2% m/m, +1.5% y/y vs. 1.3%/3.7% expected and 1.9%/-1.3% prior resp.
  •     AU Feb. HIA New Home Sales out at +3.0% m/m vs. -7.3% prior
  •     AU Feb. Private Sector Credit out at +0.4% m/m, +3.5% y/y vs. 0.3%/3.3% expected and 0.2%/3.5% prior resp.

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