AUD/USD Losing Luster as A Carry Trade

By FX360 April 24, 2012, 01:49:11 AM EDT

Top Stories

  • AUD Inflation prints cooler assuring rate cut next week
  • EUR claws back some losses as equities recover
  • Nikkei off -0.78% Europe up 0.81%
  • Oil at $103/bbl
  • Gold at $1637/oz.

Overnight Eco

  • AUD Consumer Prices Index (QoQ) (1Q) 2.2% vs. 2.6%
  • NZD Credit Card Spending s.a. (MoM) ( MAR ) 5.2% vs. 4.0%
  • CHF Trade Balance (Swiss franc) ( MAR ) 1.69B vs. 2.59B
  • CHF UBS Consumption Indicator ( MAR ) 1.22 vs. 0.90
  • GBP Public Sector Net Borrowing (Pounds) ( MAR ) 15.9 vs. 15.0

Event Risk on Tap

  • USD Consumer Confidence (APR) expected at 70.1
  • USD Richmond Fed Manufacturing Index (APR)
  • USD New Home Sales ( MAR ) expected at 320K
  • USD New Home Sales (MoM) ( MAR ) expected at 2.2%
  • CAD Retail Sales (MoM) (FEB)
  • CAD Retail Sales Less Autos (MoM) (FEB)

Price Action

  • USD/JPY steady at 81.20
  • AUD/USD tumbles to 1.0250 post weak CPI but recovers to 1.0300
  • GBP/USD remains at 1.6150
  • EUR/USD mildly bid to 1.3170 as equities recover

A very quiet lackluster night of trade in the currency market with EUR/USD clawing back some of the losses from yesterday as relatively good auctions in Spain and Italy along with recovery in stocks helped risk appetite. Meanwhile Aussie was hurt by weaker than expected inflation data that virtually assured a rate cut from the RBA at the upcoming policy meeting next week.

Australian inflation printed markedly cooler than expectations sending Aussie lower in Asian session trade. On a quarterly basis Australian CPI came in at 0.1% versus 0.7% forecast while Trimmed mean CPI was 0.3% versus 0.6% anticipated. On a yearly basis the trimmed-mean inflation rate dropped to 2.2% from 2.6% and the weighted-median rate fell to 2.1% from 2.5%.

The substantial reduction in the rate of inflation was driven by lower food and travel costs while energy, education and pharmaceutical costs continued to rise. Overall the sharp reduction in the yearly rate of inflation of 40 basis points suggests that a rate cut from the RBA is nearly assured at the next meeting in May. Presently the market is pricing nearly 100bp in rate cuts from the RBA by year end which would significantly reduce Aussie's interest rate advantage in the G10 universe.

The AUD/USD fell to a session low of 1.0247 in morning Asian trade but managed to stay above the yearly lows of 1.0225 rebounding to 1.0290 in early European dealing. For the time being the market appears to have priced in the immediate 25bp rate cut and the pair could rally towards the 1.0300 level if risk flows turn positive for the rest of the day. However, the longer term picture for Aussie remains quite negative as the pair continues to lose its attraction on the carry trade basis with every new reduction in the benchmark rate. A test of yearly lows at 1.0225 could open the way for a move towards parity over the intermediate term horizon.

In Europe both the Spanish T-bill auction and the Italian January 2014 CTZ auction went off relatively well with demand exceeding the upper end of the range, but Spain had to pay considerably more for its short term funding needs with 3 month yields rising to .634% from .381% the period prior. The euro remained slightly bid as equities rebounded by nearly 1% helping to lift risk appetite, but overall price action was moribund with the only piece of data coming from Industrial Orders which decline by -1.4% confirming the weakness in manufacturing sector evident in yesterday's PMIs.

In North America today the calendar carries Consumer confidence data, and New Home Sales but perhaps the most interesting release will be the Canadian Retail Sales data due at 12:30 GMT. Given the sharp rise in wholesale sales chance are good that Canadian Retail Sales will surprise to the upside which could prompt further selloff in AUD/CAD. The pair has been in strong downtrend over the past several months as Australia's fortunes have waned while economic activity in Canada has been boosted by higher oil prices and recovery in the US. Having made fresh year to date lows at 1.0155 earlier in the day AUD/CAD could target 1.0100 if Canadian data beats forecasts.

FX Upcoming

Currency GMT EST Release Expected Prior
USD 14:00 10:00 Consumer Confidence (APR) 70.1 70.2
USD 14:00 10:00 Richmond Fed Manufacturing Index (APR) 7
USD 14:00 10:00 New Home Sales ( MAR ) 320K 313K
USD 14:00 10:00 New Home Sales (MoM) ( MAR ) 2.2% -1.6%
CAD 12:30 8:30 Retail Sales (MoM) (FEB) 0.5%
CAD 12:30 8:30 Retail Sales Less Autos (MoM) (FEB) -0.5%



The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of The NASDAQ OMX Group, Inc.


This article appears in: Investing, Forex and Currencies

Referenced Stocks: MAR



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