Bank of England minutes the main event today [HEAT]

Filed in: Macro Update
23 December 2009 at 8:02 GMT

Daily Trading Stance

  • The third estimate of Q3 US GDP was revised down to 2.2% vs. Saxo/consensus of 2.7%/2.8%. The main drivers behind the change in the growth rate were non-residential construction, inventories, and net exports. The report also indicates that private consumption was driven to an even large degree by Cash for Clunkers than estimated in earlier reports as motor vehicle output contributed roughly 73% of total private consumption contribution.
  • Existing Home Sales surprised even more to the upside than we expected with sales growing 7.4%. New Home Sales are out today, and we expect a flat number.
  • Watch out for Bank of England minutes today at 09:30.

Calendar

Economic Data Releases

 

Country

Time (GMT)

Name

Saxo

Consensus

Prior

US

13:30

Personal Income / Spending MoM (NOV)

0.3% / 0.6%

0.5% / 0.7%

0.2% / 0.7%

US

15:00

New Home Sales Unit / MoM (NOV)

430K / 0.1%

438K / 1.7%

430K / 6.2%

US

15:00

U. of Michigan Consumer Confidence (DEC)

 

73.8

73.4

 

FX

FX

Daily stance

Comment

EURUSD

0

Likely ranging 1.4225-1.4300. Watch 200-day MA suppt at 1.4195 below

USDJPY

0

While holding abv 91.50 suppt seen trading 91.50-92.00. Below risks 91.20

EURJPY

0

Ranging activity. 130.25 – 131.0 suggested parameters

GBPUSD

0

Look to test 1.5920 lows but seen holding for 1.5920 -1.600 range

AUDUSD

0

Consolidation within established 0.8740-0.8780 range

FX Options

FX-Options

Comment

EURUSD

Very little has changed in EUR vols, spot ranges are contained and middle to back end vols are likely to stay firm.

USDJPY

Yen vols continue to see bids through the back end of the curve. 1Y is now 15.2 bid which is just slightly firmer from yesterday.

AUDUSD

Short date strikes still continues to see a few offers but curve is generally holding up though flows are light and spot has been rangebound in Asia.

Equities

Equities

Daily stance

Comment

DAX

0/+

Buy around 5960 targeting 6000. S/L below 5940.

FTSE

0/+

Buy around 5340 targeting 5360. S/L below 5330.

S&P500

0/+

Buy around 1118 targeting 1122. S/L below 1116.

NASDAQ100

0/+

 

DJIA

0/+

 

Futures

Commodities

Daily Stance

Comment

Gold

0

Likely ranging 1,075-1,090 but downside looks vulnerable. Prefer to play from short side.

Silver

0/-

Break abv 17.0 seen limited to 17.10. Sell there for test of 16.85, stop abv 17.15.

Oil (CLG0)

0

Seen ranging 74.0 - 75.0 but prefer to sell rallies, stop abv 75.25.

 

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