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

Risk appetite back on Obama's speech and FOMC statement

Filed in: 3 numbers to watch
28 January 2010 at 8:30 GMT

What's going on?

  • Stocks reacting positively to both the FOMC statement (quite subdued optimism, but still scheduling the end of various liquidity providing programs) and Obama’s State of the Union speech – promising to combat unemployment.
  • It looks like we have a rejection of the USD here and that the bounce in risky assets will continue higher today. The widening/worsening of the HY credit universe and the CDS market has stopped and that should also support risk.

 

 

Calendar

Economic Data Releases

 

Country

Time (GMT)

Name

Saxo

Consensus

Prior

GE

08:55

Unemployment Rate (JAN)

 

8.2%

8.1%

EC

10:00

Consumer Confidence (JAN)

 

-15

-16

US

13:30

Durable Goods / Ex. Trans. MoM (DEC)

1.8% / 0.9%

2.0% / 0.5%

0.2% / 2.0%

 

Earnings Releases

 

Country

Time (GMT) (G(GMT)(GMT)

Name

EPS exp.

EPS prior

Comment

FI

11:00

Nokia

0.195

-0.151

 

US

12:00

Ford

0.259

0.270

 

US

22:30

Microsoft

0.582

0.400

 

 

FX

FX

Daily stance

Comment

EURUSD

0/+

Look to buy dips to 1.3980, target 1.4065, stop below 1.3925.

USDJPY

0/+

Buy into dips below 90.0 for a rebound back to 90.55 en-route to 91.0. Stop below 89.30.

EURJPY

0/+

Buy dips to 126.0 for a rebound back to 127.40. Stop below 125.50.

GBPUSD

0/+

Buy dips to 1.6150 for a rebound back to 1.6220. Stop below 1.6110.

AUDUSD

0/+

Likely finds suppt at 0.8970. Buy there for 0.9045 target. Stop below 0.8910.

FX Options

FX-Options

Comment

EURUSD

Vols offered right after the FOMC rate decision but with the spot break of 1.40 in Asia

 

have started to find bids. Spot likely to retest lows around 1.3940.

USDJPY

Upside short date strikes are being paid this morning as market gets excited about the

 

move above 9000. Back end vega continues to see good bids keeping it firm.

AUDUSD

Vols came offered this morning with the spot rally above 9000 and has found a base with

 

the 1m trading at 13.0 compared to 12.75 earlier in the week when spot was higher.

Equities

Equities

Daily stance

Comment

DAX

0/+

Buy on dips towards 5670 targeting 5700. S/L below 5655.

FTSE

0/+

Buy on dips towards 5249 targeting 5280. S/L below 5233.

S&P500

0/+

Buy on dips towards 1098 targeting 1104. S/L below 1094.

NASDAQ100

0/+

 

DJIA

0/+

 

Futures

Commodities

Daily Stance

Comment

Gold

0/+

Buy at the break of 1092 and target 1104. Stop below 1088.

Silver

0

Neutral.

Oil (CLH0)

0/+

Buy on dips towards 73.50 and target 75. Stop below 72.80.

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