Sovereign International Daily Market Report

Sovereign International Daily Market Report

What busy week of economic data could mean for FX market

The G3 currencies have traded within relatively tight ranges so far this week, as investors await crucial macroeconomic data releases out of both sides of the Atlantic.

Highlights:

  • G3 currencies trade in tight ranges ahead of major data releases.
  • Business activity PMIs set to show solid expansion.
  • Biden withdrawal has little impact on FX thus far.
  • PBoC interest rate cuts dominate Asia newswires.
  • Euro Area consumer confidence rises to 2-year highs.
  • GBP remains top dog, but August BoE decision key.

Focus among investors will be largely on today’s business activity PMI numbers for the G3 economies, as well as Thursday’s second quarter GDP report out of the US. With inflation rates globally now mostly under control, and the worst of the cost-of-living crisis clearly in the rear-view mirror, markets are bracing for confirmation that demand is holding up well, and that the major economies are expanded at a decent pace.

News over the weekend that President Biden will not be running for re-election in November has dominated media headlines across the globe, although the impact on FX has been muted thus far (more on that shortly). Market participants are instead concentrating on developments in Asia, notably Monday’s surprise PBoC rate cut and speculation that the Bank of Japan could hike rates again in July in a bid to prop up the yen.

Away from the G3, the Bank of Canada will be announcing its latest policy decision this afternoon. We expect another 25bp cut, with rhetoric that indicates further easing ahead.

USD

News that Joe Biden has stepped away from the Presidential race has had very little impact on the USD thus far. We see this as a consequence of the below:

a) The policy impact under Kamala Harris would be negligible relative to a continuation of a Biden presidency.

b) Trump’s chances of re-election have eased, albeit only modestly, and he remains the clear front-runner. Bookies are now assigning around a 65% chance of a Trump win in November.

c) Investors remain unclear how a Trump presidency would impact the dollar, particularly given Vance dollar devaluation rhetoric.

Away from politics, the next few days will be busy in terms of US economic data, notably this afternoon’s preliminary PMIs, and June durable goods and Q2 GDP growth data on Thursday. We are bracing for an acceleration in the latter (consensus is for 1.9% annualised expansion vs. 1.2% in Q1), which would confirm the narrative that slowdown fears are perhaps slightly overdone. FOMC officials will also be closely monitoring Friday’s PCE inflation data for June, the Fed’s preferred measure of consumer prices. Consensus is on the low-side (2.4% from 2.6%), so room for downside in the greenback may be limited.

EUR

The euro traded modestly lower on the greenback on Tuesday. There was no clear catalyst for the sell-off, indeed economic data out yesterday was largely encouraging, with the consumer confidence index unexpectedly rising to a more than 2-year high in July (-13). Doubts over when the ECB will next lower interest rates could keep the euro well bid in the coming days. ECB member de Guindos reiterated on Tuesday the line that the Council would have ‘more information’ in September. Markets are not convinced, however, that this guarantees another cut at the next meeting (16bps priced in by swaps).

GBP

GBP has been stuck in a tight range versus the dollar so far this week amid a lack of major economic or policy news flow. This ensures that the pound remains the best performer in the G10 so far this year as investors react to solid UK economic data and the likelihood of closer UK-EU relations under a Labour government. Yet, the performance of the pound in the near-term will likely be highly dependent on the timing of BoE rate cuts, which remains uncertain. Last week’s CPI report surprised modestly to the upside, but with inflation now back to target and the MPC indicating that some members were already close to voting for a cut as early as the June meeting, a first-rate reduction since 2020 may well be on the way when committee members convene next month.

This morning’s PMI numbers will be of great interest to market participants, as they’ll give the first real read as to how the UK economy is performing in the third quarter. The composite index has fallen in each of the past two months, but economists are eyeing a rebound, which would be consistent with solid expansion.

Market Report provided by Ebury

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