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Trade Desk Thoughts: Walking The Interest Rate Tightrope- Massive Currency Impacts

Published 12/31/2000, 07:00 PM
Updated 09/16/2009, 04:03 PM
EUR/CHF
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Trade Desk Thoughts: 

Walking The Interest Rate Tightrope- Massive Currency Impacts

The market is preparing for two interest rate decisions on Thursday, coming from the Bank of Japan at some time from around 23:00 EDT, and from the Swiss National Bank at 08:00 EDT.

The two central banks share the same atypical characteristic: they both are struggling to devalue their national currency but apparently, they have not as yet succeeded in doing so. Actually, both currencies are among the best performing majors in the recent periods of trade, with the yen gaining 5% over the last month, the best performance of any major currency in the forex market. 

The Bank of Japan and the finance ministry has been struggling to devalue the yen for almost two years now and this has made some market commentators call it the most inefficient central bank in the world. 

After the rate decision, market will focus on the BoJ Monetary Policy Statement, rather than the interest rate adjustment that is highly unlikely to be seen. It will be interesting to observe whether the BoJ acknowledge that the economy is on a path towards recovery, which until now has been forecast to happen “from the latter half of fiscal 2009”. 

Moreover, traders will focus on the bank’s words when referring to prices and inflation. In the medium term, a rate increase is excluded for the BoJ, but if the bank acknowledges higher inflation due to energy prices (which seems to be a trend for now), the Japanese yen will receive a strong boost. If the Japanese economy can start a sustainable recovery, additional inflows will hit Japan’s shores, having a positive effect on the Japanese yen.

Later in the day, the Swiss National Bank is scheduled to release the interest rate decision at 08:00 EDT. The SNB meets only four times a year, making it a very rare event, and with the interest rate decision the bank releases a huge amount of macroeconomic documents, usually covering all aspects of the Swiss and global economies. 

This is great stuff for an economist, but the most useful part for the currency market is the inflation forecast market and the references made about the Swiss Franc. In the last Monetary Policy Report, the SNB outlined in a number of key phrases that the Swiss franc appreciation against the Euro is a major destabilization factor, especially in the bank’s attempt to fight deflation. 

If these same phrases also appear in September’s policy report, a lot of pressure will be added to the Swiss franc, especially now that the EUR/CHF is trading close to the support area of the last few weeks of trading, and less than 100 pips above the June 18 09 closing price, when the last SNB meeting was held. 

In the longer term, the Swiss franc has the strength necessary to reach parity with the dollar, but the road there will be bumpy and volatile, with a lot of hot air coming from the SNB in regard to the strength of the currency.

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