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3 numbers to watch - Macro analysis on the day’s biggest scheduled economic events

Ample liquidity in credit markets will lead stocks higher today

Filed in: 3 numbers to watch
28 September 2009 at 8:49 GMT

Daily Trading Stance

  • Both Durable Goods Orders and New Home Sales were lower than expected on Friday - despite first-time home buyers still being eligible for the $8K tax credit.
  • Beginning signs of risk-aversion in the FX market: USD and JPY strengthening at the expense of EUR and AUD. GBP under severe pressure. Shanghai Composite down again.
  • Still, the corporate credit market seems to reflect ample liquidity and risk-willingness.
  • Today will be quiet, data-wise, but further political statements in the aftermath of the G20 might impact the markets. Some talk about record amounts of cash on the 'sideline'. We maintain a 'buy-on-dips' until we see further deterioration in corporate credit markets.

 

Calendar

Economic Data Releases

 

Country

Time (GMT)

Name

Expectation

Prior

Comment

GE

 

Consumer Price Index MoM (SEP)

-0.2%

0.2%

 

US

12:30

Chicago Fed Nat. Activity Index (AUG)

 

-0.74

 

US

14:30

Dallas Fed Manf. Activity (SEP)

-4.0%

-9.1%

 

 

 

FX

FX

Daily stance

Comment

EURUSD

0/-

Res now seen at 1.4610-20 lvl for a challenge of 1.4550. 1.4450 strong suppt.

USDJPY

0/-

Risk of a re-test sub-130 lvls. Res now 130.45-55 but 129.40-50 strong suppt.

EURJPY

0/-

Sell rallies to 89.30-50 lvl for a push thru 88.20 en-route 2008 low at 87.10.

GBPUSD

0/-

N-term suppt at 1.5770. Below sees 1.5720 else 1.5770-1.5850 range for today.

AUDUSD

0

Suppt at 0.8550-60 seen holding with a 0.8550-0.8625 range in prospect.

 

FX Options

FX-Options

Comment

EURUSD

One major US investment house continues to build its frontend and mid-curve EUR put position on Friday. Given the move in spot over the weekend, expect vols to remain firm.

USDJPY

Vols gapped as everyone scrambled to buy as spot came tumbling to a low of 88.20 early in Asia. Risk reversals are bid even though spot has almost recouped losses.

AUDUSD

Front end jumped following the spike in cross yen vols. Won't imagine frontend to get offered heavily even if spot retraces back to where it started from.


Equities

Equities

Daily stance

Comment

DAX

0/+

Buy around 5547 targeting 5595. S/L below 5528.

FTSE

0/+

Buy around 5040 targeting 5080. S/L below 5018.

S&P500

0/+

Buy around 1031 targeting 1042. S/L below 1026.

Nasdaq100

0/+

 

Dow Jones

0/+

 


Futures

Commodities

Daily Stance

Comment

Gold

0/+

Buy on dips towards 985 and target 999. Stop below 980.

Silver

0

Neutral. Risk-reward not convincing.

Oil (CLX9)

0/-

Sell at the break of 65 and target 62.50. Stop above 66.50.

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