Risk FX Rallies on Short Covering

By FX360 April 11, 2012, 02:37:51 AM EDT

Top Stories

  • Euro seesaws arounf 1.3100 as auctions prove mixed
  • Azumi - watching rates carefully
  • Nikkei off -0.83% Europe up 0.97%
  • Oil at $101.50/bbl
  • Gold at $1655/oz.

Overnight Eco

  • AUD Westpac Consumer Confidence (APR) -1.6% vs. -5%
  • AUD Home Loans (FEB) -2.5% vs. -3.6%
  • JPY Machine Orders (MoM) (FEB) 4.8% vs. 0.7%
  • NZD NZIER Business Opinion Survey (1Q) 13 vs. 0

Event Risk on Tap

  • CAD Housing Starts ( MAR )

Price Action

  • USD/JPY find support at 80.50 and rebounds to 80.80
  • AUD/USD capped at 1.0300
  • GBP/USD rally above 1.5900 stalls
  • EUR/USD initial rally above 1,3100 capped by auction results

Risk FX seesawed in Asian and early European session but eventually traded higher in the wake of Italian and German bonds auction that saw the spread in yield between the periphery and the core narrow slightly. Despite the fact that Italian auctions went off at higher yields than the period prior, while German auction was essentially uncovered, risk currencies overcame credit concerns and moved higher as the day progressed with EUR/USD making its way through the 1.3150 level by midmorning Frankfurt trade.

Italy sold 3 Billion of 91 BOT at 1.249% versus 0.492% last time and also 8 Billion 361 BOT at 2.84% versus 1.405% the auction prior and the materially higher rates reflected renewed concerns about credit for EZ third largest economy. Germany meanwhile was not able to sell the full 5 Billion of 10 year bonds selling only 3.87 Billion at the current rates of 1.75%. The markets sold off initially on the news but quickly recovered their composure as credit spreads in the region stabilized.

Meanwhile USD/JPY slid towards the 80.50 at the start of Asian session trade as risk aversion flows dominated early, but quickly stabilized and started to rally towards 80.80 after Bank of Japan announced that it may increase its asset buying program by 10 Trillion yen on April 27th. Japan's Finance Minister Jun Azumi stated that official see signs of economic rebound but also noted that they were fully aware of the impact of yen strength on the country's export dependent economy. Also Mr. Azumi said that policymakers will not be swayed by every movement in the FX markets he nevertheless warned that their watching the market with great interest.

Japanese authorities are clearly becoming uncomfortable with the recent strengthening of the yen, as USD/JPY has lost nearly 4 yen in less a month. Most market watchers believe that today's comments were an effort at verbal intervention ahead of the 80.50 barrier and that the BOJ could physically intervene if the pair approaches the key 80.00 level.

Yet intervention may prove as futile this time as it has in the past if US long term yields continue to drift lower. If Japanese authorities truly want to arrest the appreciation in yen they will have to commit to large QE program in order to match the dilution in currency stock coming from the Fed. Today's announcement of possible additional 10 Trillion yen in QE is only start if the BOJ wants to defend the 80.00 level successfully.

With no economic data on the calendar in North American trade currencies are likely to take their cue from equities. After a step selloff yesterday risk assets may be due for some short covering action and if the price action in stocks proves supportive the EUR/USD could target the 1.3200 level as concerns over EZ credit ease and late shorts get squeezed further.

Note: I will be away until Monday the 16th of April.

FX Upcoming

Currency GMT EST Release Expected Prior
CAD 12:15 8:15 Housing Starts ( MAR ) 201K



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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