Monday, March 17, 2014

Weekly FX Update, 17 March 2014

v  US dollar was in consolidation mode on the back of weaker Chinese data and deflationary fears following the sharp plunged in copper prices
v  Euro hit a 2 ½-year high of 1.3914
v  Japanese Yen broke its key support of the 100-moving average of 102.3
v  Despite the bearishness of US dollar, Asian currencies with an exception of Singapore dollar and Thai Baht, ended the week with depreciation bias
v  Ringgit Malaysia ended the week mostly unchanged with depreciation bias



US dollar was in consolidation mode on the back of weaker Chinese data and deflationary fears following the sharp plunged in copper prices. The increased demand for safe assets pushed the yield of the 10-year US Treasuries down to 2.64%, from last Friday's peak of 2.82% and saw broad sell down in global equities while investing community dumped the US equities. The improvement in US macro data flows didn’t support risk sentiments well. Retailers reported a 0.3% month-on-month increase in February – the first jump in the last 3 months while the initial job claims fell 9,000 to 315,000 - the lowest since November 2013. Markets remained concern on next week’s Federal Open Market Committee (FOMC) meeting as the focus on how Fed Chair Janet Yellen will review its existing benchmark forward guidance of a 6.5% unemployment rate for considering a rate hike without rattling up financial markets. With unemployment rate closing in on the threshold at 6.5%, it is interesting to see how Fed officials align their shift in guidance along with markets expectations.
 
For the week, Euro took almost full adjustment to the US dollar’s depreciation pressure. Euro hit a 2 ½-year high of 1.3914 as it continued to ride on the last week’s momentum as the ECB kept its key interest rate unchanged – interpreted as a bullish move by the markets. The improving inflationary environment peripheral EU countries and improving geo-political concerns in Ukraine helped to drive Euro bullishness further.  

Japanese Yen broke its key support of the 100-moving average of 102.3 on combination of weak US dollar and concerns over the health of China’s economy outlook. China’s industrial production came in below consensus for the combined January/February period at 8.6%. Retail sales were also weaker than expected at 11.8%, stoking worries that growth could slow further as Beijing pushes for economic reforms.

Despite the bearishness of US dollar, Asian currencies with an exception of Singapore dollar and Thai Baht, ended the week with depreciation bias. The Korean Won, declined the most, with a 0.59% drop against the US dollar as Bank of Korea (BOK) left its benchmark interest rate unchanged at 2.5% for the 10th straight month and the country suffered inflated foreign selling on KOSPI followed by the Indian Rupee which fell 0.57% on bets the central bank will start to buy dollars to build up its foreign exchange reserves. Indonesia Rupiah declined 0.39% as Bank Indonesia (BI) trimmed its 2014 economic growth to between 5.5 – 5.9% on the back of slowing domestic demand and sluggish exports. BI’s decision to keep its policy rate steady at 7.5% for a fourth straight month played little role in affecting the currency.

Ringgit Malaysia ended the week mostly unchanged with depreciation bias against the US dollar as the KLCI remained under strong selling pressure following from less-than-inspiring recently concluded corporate earnings result season. The 1-month NDF eased from Monday’s 3.2907 to 3.2897 on Friday but the appreciation pressure on Ringgit was partially neutralised by higher USD/CNY fixing that rose from 6.1312 to 6.135 for the review period. On the macro front, the industrial production (IPI) rose 3.6% year-on-year in January compared to 1.7% in the preceding month on the back of strong production of electrical and electronics, petroleum and chemical products. Manufacturing sales value rose 12.3% to record RM56.1 billion as compared to RM50 billion a year ago mainly due to higher sales in the electrical and electronics sector.
Market Movers for the Week
v  From US: TIC Flows (Jan), Empire manufacturing survey (Mar), NAHB housing market (Mar), Industrial production (Feb), CPI (Feb), Housing starts (Feb), Building permits (Feb), Current account (Q4), FOMC policy meeting, Existing home sales (Feb), Philly Fed survey, Fed’s Bullard, Fisher, Kocherlakota & Stein speak.
v  From Eurozone: CPI (Feb), ECB’s Weidmann speaks, ZEW survey (Mar), Trade (Jan), Current account (Jan), Consumer confidence (Mar A), Germany ZEW survey (Mar), PPI (Feb), UK Jobless claims (Feb), Average weekly earnings (Jan), Unemployment (Jan), BOE minutes, Chancellor of Exchequer Announces Budget. 
v  From Asia: Singapore NODX (Feb), Hong Kong Unemployment rate (Feb), CPI (Feb), Current account (Q4), China Property prices (Feb), Japan Trade (Feb), South Korea PPI (Feb), Malaysia CPI (Feb).


INDICATIVE MAJOR CURRENCIES

Last Close
8.30 am Snapshot
       Bid                   Offer
Expected Ranges for Today
        Low                       High
USD/MYR
3.2801
3.2740
3.2920
3.2640
3.3090
JPY/MYR (100)
3.2358
3.2280
3.2530
3.2100
3.2800
SGD/MYR
2.5915
2.5840
2.6090
2.5700
2.6300
EUR/MYR
4.5616
4.5500
4.5860
4.5200
4.6200
AUD/MYR
2.9583
2.9490
2.9800
2.9300
3.0000
GBP/MYR
5.4555
5.4440
5.4880
5.4100
5.5300
USD/JPY
101.37
101.20
101.40
100.80
101.80
EUR/USD
1.3907
1.3900
1.3930
1.3860
1.3970
AUD/USD
0.9019
0.9010
0.9050
0.8980
0.9080




































































Best regards,

FX Research & Strategy
AmBank Group Markets
+603 2059 8606 (DL) +03 2031 4821 (Fax)
Level 23, Bangunan AmBank Group, 55 Jalan Raja Chulan, 50200 Kuala Lumpur

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