Investment Bank Outlook 14-03-2022
Credit Agricole
Asia overnight
Even though oil prices remain in retreat, rising US inflation and the news flow on the Ukraine crisis kept risk on the back foot. News that several Chinese companies will be forced by the US government to de-list from US bourses added to the negative sentiment of stocks in Mainland China and Hong Kong. Most Asian bourses were trading lower and S&P500 futures slightly in the red at the time of writing. In G10 FX, the USD remains a beneficiary of fragile sentiment, but the EUR and NOK were modest outperformers in the Asian session. The JPY was the big underperformer in the Asian session.
Citi
European Open
SEK, EUR popped higher in early trade as some risk premium was shed after Russia/Ukraine delegates gave the most upbeat assessment of talks so far, with both suggesting results could be seen in the coming days without elaborating. Treasuries yields jumped from the open, with our Tokyo desk seeing real money selling the long-end. S&P gained and USDJPY probed further into uncharted territory as our options desk saw continued demand for topside. Energy and commodity prices slipped on hopes of a compromised, which pressured AUD and allowed INR to outperform in USD Asia. Risk markets underwent an about turn as the Covid spread in China triggered fresh lockdowns in the tech-hub of Shenzhen, further interfering with supply chains, and driving a sharp selloff in domestic stocks. Tech-FX suffered with KRW and TWD worst performers in USD Asia. This combined with local press reports of further easing spurred another powerful rally in China bonds.
Looking ahead, with a lack of tier 1 data releases due, the European FX focus remains on developments around Ukraine/Russia after Ukrainian President Zelensky confirmed talks with Russia are being held on a daily basis via video conference.
CIBC
FX Flows
Reuters News published a story on Sunday that Russian and Ukrainian officials gave outcome from their latest talks, indicating positive results within days. Ukraine has said it is willing to negotiate, but not to surrender or accept any ultimatums. RIA news agency quoted a Russian delegate, Leonid Slutsky, as saying the talks had made substantial progress. At the same time US Deputy Sec of State Wendy Sherman said Russia was showing signs of willingness to engage in substantive negotiations. This article fuelled tad risk-on, US equity futures higher after open.
$YEN rose to more than 5-year high 117.61, partly on optimism and also the 10-year UST got to near 2.06%. The move up stalled but only temporarily, climb continued after higher CNY fix, traders eyeing 118.00 supposedly another option barrier. If this materialises, Japanese importers will have to increase their hedging and could push US$ further. We are likely to hear more barriers up side almost every 50 pips from 118.00. Already we are seeing buyers of 1-month 118.50 US$ call strikes today about $600mio.
EUR$ traded 1.0900 immediately after opening bell, then bounced straight back and printed 1.0945. It was all headline trading in low volume. Euro Stoxx 50 futures started positive (just like the US e-minis) then pared gains, due to weak China and Hong Kong. Dragged the EUR$ lower to 1.0901. It felt like there are some bids down there, could be linked to an option strike at 1.0900 due today for €1.85bn. Bids from real money should scattered below 1.0880.
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