FOREX: Dollar to Gain as Euro Debt Fears, Korea Jitters Stoke Risk Aversion

Written By McCool on Monday, December 20, 2010 | 3:05 AM

Key Overnight Developments
  • New Zealand Dollar Leads Most Majors Higher vs. USD
  • Euro Underperforms as Sovereign Risk Jitters Linger
Critical Levels
CCY
SUPPORT
RESISTANCE
EURUSD
1.3065
1.3299
GBPUSD
1.5423
1.5613
The Euro and the British Pound underperformed in overnight trade, with the former tracking lower and the latter effectively flat against the US Dollar while the rest of the majors advanced to retrace some of Friday’s losses (see below). We remain short EURUSD and long USDJPY.
Asia Session Highlights
CCY
GMT
EVENT
ACT
EXP
PREV
NZD
21:30
New Zealand Performance of Services Index (NOV)
51.4
-
51.2
JPY
4:00
Bank of Japan Monetary Policy Meeting
-
-
-
JPY
5:00
Coincident Index (OCT F)
100.8
-
100.7
JPY
5:00
Leading Index (OCT F)
97.7
-
97.2
JPY
5:30
Tokyo Department Store Sales (YoY) (NOV)
0.3%
-
2.7%
JPY
5:30
Nationwide Department Store Sales (YoY) (NOV)
-0.5%
-
0.6%
JPY
7:00
Convenience Store Sales (YoY) (NOV)
1.1%
-
-5.9%
The New Zealand Dollar outperformed in overnight trade, rising against all of its top counterparts to add 0.3 percent on average. The move appeared corrective, with the Kiwi leading the spectrum of major currencies (with the notable exception of the Euro) generally higher against the US Dollar, unwinding some of the greenback’s recent gains both on Friday and last week at large. The Kiwi’s leadership makes sense: the currency boasts the most robust interest rate hike outlook over the coming year, arguably making it the most attractive anti-USD play in times of broad-based US Dollar weakness. The Euro dragged its feet as sovereign risk fears continued to linger after last week’s attempt at a wholesale solution proved disappointing (see below).
Euro Session: What to Expect
CCY
GMT
EVENT
EXP
PREV
IMPACT
EUR
7:00
German Producer Prices (MoM) (NOV)
0.3%
0.4%
Medium
EUR
7:00
German Producer Prices (YoY) (NOV)
4.5%
4.3%
Medium
EUR
9:00
Euro-Zone Current Account n.s.a. (euros) (OCT)
-
-9.2B
Low
EUR
9:00
Euro-Zone Current Account s.a. (euros) (OCT)
-
-13.1B
Low
The economic calendar looks broadly uneventful, with traders firmly focused on macro-level trends. Stock index futures following the major European bourses are mixed ahead of the opening bell, but those tracking US exchanges are meaningfully lower, hinting the path of least resistance favors strength in the safety-linked US Dollar against most its counterparts.
Markets have ample reasons to feel jittery. First, Euro Zone sovereign debt fears continue to linger after last week’s “permanent solution” announced at a summit in Brussels failed to calm investors given the disconnect between the long time it will take to implement and the imminent threats emerging from large countries like Spain where a bailout would be far more expensive than Ireland or Greece. Indeed periphery credit-default swap (CDS) spreads widened in the aftermath of the announcement on Friday.
Second, South Korea began live-fire military exercises in the waters just south of Yeonpyeong Island – the disputed territory that North Korea shelled in late November. The North had promised to strike with greater strength and scope if the drills were not cancelled, threatening a "more serious situation" than what happened a month ago. Seoul has clearly decided to call Pyongyang’s bluff, and traders are bracing for what may happen next.

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