Yen Jumps On Weak Sentiments

Published 03/12/2014, 03:49 AM
Updated 03/09/2019, 08:30 AM
AUD/JPY
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The Japanese yen extends this week's recovery as stocks retreated on profit taking. The Dow ended yesterday -67.43 pts lower while S&P 500 also lost -9.54 pts. Risk aversion intensified in Asian session on continuous concern over slowing growth in China. Nikkei is losing -330 pts, or -2.2%, while HK HSI is losing -350 pts, or -1.6% at the time of writing. The Australian dollar overtook Sterling as the weakest currency this week as pressured by weak than expected housing data. In addition, the Aussie was weighed down by selling against Kiwi as RBNZ is expected to hike rates tomorrow. European majors are relatively steady in tight range against the greenback.

Economic data released from Japan saw Australian Westpac consumer confidence dropped -0.7% in March, home loans was flat in January versus expectation of 0.8% growth in January. December home loans was revised down from -1.9% to -3.3%. From Japan, Tertiary industry index rose 0.9% mom in January, domestics CGPI rose 1.8% yoy in February, BSI large manufacturing index rose 12.5% qoq in Q1. Looking ahead, UK will release Visible trade balance, Eurozone will release industrial production while US will release crude oil inventories and budget statement later today.

Tomorrow, we expected the RBNZ to raise the OCR by +25 bps to 2.75% in March. Although the policymakers might be concerned about further appreciation of the kiwi after the rate hike, the strength of the economy and the upward pressure of inflation suggested that the central bank could no longer keep the policy rate at the post-earthquake 'emergency' low. Policymakers should deliver a more upbeat message on the Monetary Policy Statement, raising the formal projections for the economy and monetary conditions. While awaiting the new MPS, investors should note that the RBNZ currently expects short-term interest rates to reach 4.6% by the end of 2015. Therefore, the (potential) rate hike this week should only be the beginning of the tightening cycle and further hikes should be anticipated in April and June, at least. More in RBNZ Likely To Raise OCR By 25 Bps In March.

The relative strength in Aussie and yen makes the AUD/JPY as the biggest loser this week so far. Looking at the technical picture, the medium term consolidation from 86.40 is still in progress. Current development suggests that rise from 88.23, as the third corrective move inside the pattern, has completed at 94.46. We'd expect deeper fall back through 90 handle towards 82.23 in near term to extend the consolidation pattern.

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