NY Session: Holiday Week Starts Off With Risk-Off Tone

Published 11/22/2011, 01:43 PM
Updated 05/18/2020, 08:00 AM
The buck was mostly firmer as the week started off with a risk-off tone.  The yen and the franc also gained on haven demand as concerns over the European debt crisis persisted and amid speculation that the U.S. Congressional super committee will fail to reach an agreement to reduce the deficit before its deadline. Yield spreads widened in the euro zone with the Spanish 10-year yield spread over Germany rising nearly 21bps to about 456 bps after newly elected Spanish PM Rajoy said that “hard times lie ahead”. Italian yield spreads rose only 5bps after trading wider earlier. News that the ECB was purchasing Italian bonds helped to ease yields. ECB Executive Board member Stark said that the debt crisis is spreading to ‘core’ economies and that the situation is likely to dampen growth. EUR/USD fell to current levels of around 1.3500 and sees the base of its daily cloud come in around the 1.3560 level as possible resistance.

Debt negotiations seemed to be making little progress in Washington as the joint committee struggled to reach a deal to find $1.2 trillion in deficit reductions over the next 10 years. The super committee has until Nov. 23 to agree on a plan otherwise across the board cuts would be implemented automatically starting in 2013 by the sequester option. The apparent deadlock and possible failure to act weighed on sentiment as evidenced by lower stock markets and higher Treasuries. U.S. equities declined significantly with the Dow Jones Industrial Average plunging by about -2.10% while the S&P 500 slumped by around -1.86%. Precious metals tumbled with gold and silver dropping by about -2.38% and -2.23% respectively as the two traded as risky assets.

Economic data was mixed with Oct. existing home sales unexpectedly rising by +1.4% m/m to 4.97M from the prior 4.90M (cons. -2.2%). The Chicago Fed national activity index for October was lower than anticipated with a print of -0.13 (cons. +0.19 prior -0.20). Canada’s September wholesale sales was softer than expected with a gain of +0.3% (cons. +0.7%). The disappointing Canadian data, declining oil (WTI is currently down -0.83%) and falling equities put pressure on the Loonie with USD/CAD spiking above the 1.04 figure before retracing to current levels of around 1.0380.

On the data front for the upcoming Asia/Pacific session are New Zealand’s net migration for October and the 4Q RBNZ 2-year inflation expectation. In Japan, October supermarket sales are scheduled for release.

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