Sovereign International Weekly FX Market Update

Sovereign International Weekly FX Market Update

Dollar rallies as strong jobs report calms Fed rate cut bets

We've been harping for a while that interest rate markets were getting ahead of themselves, pricing in almost four full cuts from the Federal Reserve over the next few quarters.

Last week's strong US jobs report provided support for our view, making it clear that no meaningful slowdown is apparent in the pace of US job creation. The news sent ten-year Treasury yields back across the psychological 2.00% level and ignited a strong countertrend rally in the US dollar, which finished the week up sharply against every G10 currency save the Canadian dollar, itself buoyed by a strong domestic job report.

It is notable that the dollar's performance was much more mixed against major emerging market currencies, many of which managed to put yet another strong performance instead of higher US yields, as fears over the world economy recede.

The focus for this week remains entirely on the US. Federal Reserve Chair Powell will testify in front of Congress. It will be interesting to see the extent to which recent strong economic numbers dampen his enthusiasm for looser policy.

GBP

There are increasing signs that the uncertainty over the Brexit standoff is starting to impact UK business confidence. The PMI indicators of business activity dropped below the key 50 level that indicates contraction.

This week we will see whether this loss of confidence is reflected in actual economic data when GDP growth for the three months to May is released on Wednesday.

EUR

The announcement that Christine Lagarde would be the next ECB President sends a message of continuity and, perhaps, dovishness at the margin. Markets certainly saw it this way, as Italian bonds rallied strongly and the Euro started losing altitude even before the US payroll report on Friday.

Also, the EU decision not to pursue penalties against Italy over its budget deficit signals a more tolerant view of additional fiscal stimulus. This means that, in our view, additional monetary easing may be less necessary, which should be positive for the Euro over the medium term.

USD

Last week's positive noises in the trade front were capped on Friday by a very strong payrolls report out of the US. Job creation rebounded strongly in June from its May dip, real wages continue to grow modestly but steadily. There is no sign that a recession or even a significant slowdown are in the cards in the US.

After the report, markets seemed to rule out any chance of a 50 bp cut in the Federal Reserve July meeting. While we think that one cut is politically inevitable, we do not see the conditions in place for a sustained easing cycle.

CHF

A lack of major announcements or trade war developments ensured that the Swiss Franc was relatively range bound compared to its major peers last week. We did get some encouraging news on the inflation front, with Swiss inflation remaining unchanged at 0.6% after investors had eyed a modest decline. Yet, with the measure still well short for the Swiss National Bank's target, the prospect of any removal in monetary accommodation anytime soon remains highly remote.

Economic data is light on the ground this week, with tomorrow's unemployment number the only announcement of note.

AUD

One of the main news headlines out of the currency markets last week was the Reserve Bank of Australia’s decision to slash its main interest rate for the second time this year by 25 basis points to 1%, its lowest level on record.

The reaction in AUD was somewhat limited, given the outcome was entirely priced in going into the meeting. Governor Lowe struck a fairly optimistic tone, saying that growth was on trend and that jobs growth was strong. The real concern for the central bank is the levels of household spending and wage growth. These factors, combined with the recent escalation in global trade concerns, could force the RBA to cut again towards the end of this year.

CAD

The Canadian Dollar was one of the better performing major currencies last week, buoyed by some encouraging news out of the Canadian jobs market.

Friday’s headline job creation number was soft, with the economy losing 2.2k net jobs in June. The first six months of the year were, however, the best for job creation since 2002. Earnings growth was also impressive, increasing to 3.6% year-on-year, one of its highest levels in a decade. Overall the Canadian economy continues to show no signs of a significant downturn. Attention this week will be firmly on Wednesday’s Bank of Canada meeting. Interest rates are expected to remain unchanged and we expect the bank to reaffirm its stance as one of the less dovish G10 central banks.


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