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USD and JPY weaken on risk appetite, high-yield bonds making new highs

Filed in: FX Update
29 September 2009 at 9:06 GMT

Daily Trading Stance

  • Signs of risk-appetite: USD and JPY weakening again. HYG posting a strong candle and making new highs.
  • Stocks are higher in a strong reversal and we maintain our short-term stance of 'buy-on-dips'.
  • One caveat: Today's Conference Board Consumer Confidence is expected at 57, but the weekly ABC Consumer Confidence has not been improving noticeably in the past weeks. Expect a slight disappointment.
  • Look out for DAX upside, could be boosted by the positive election outcome.

Calendar

Economic Data Releases

 

Country

Time (GMT)

Name

Expectation

Prior

Comment

UK

08:30

GDP QoQ (2Q)

-0.6%

-0.7%

 

US

13:00

CaseShiller Home Price Index YoY (JUL)

-14.20%

-15.44%

 

US

14:00

Consumer Confidence (SEP)

57.0

54.1

 

 

Earnings Releases

 

Country

Time (GMT)

Name

EPS exp.

EPS prior

Comment

US

16:15

Nike Inc.

0.971

1.000

Q1 2010


FX

FX

Daily stance

Comment

EURUSD

0/-

Likely to find res around the 1.4650-70 area for a test of 1.4550. Stop abv 1.4730.

USDJPY

0/-

Res at 90.10-20 holding. Expect a retracement back to 89.25.

EURJPY

0/-

Break abv res at 131.70 sees 132.40-50 else we stay 130.50 -131.80.

GBPUSD

0/-

Should find res at 1.5950 area for a re-test of Monday lows near 1.5775.

AUDUSD

0/+

Expect a squeeze up to 0.88. After that ranging 0.8725 - 0.88.


FX Options

FX-Options

Comment

GBPUSD

US investment bank paid the curve in good amounts. Risk reversals are bid as well so look for spot to head towards 1.55 in the next few weeks.

EURGBP

Middle and back end vega paid again today. 6m atm was up about 0.5 vols on Friday and up another 0.8 vols yesterday. Should see the pair head towards 0.95.

USDJPY

Vols eased off slightly after a wild session on Monday but buyers are still seen supporting the curve and the gamma sellers have not been as aggressive.


Equities

Equities

Daily stance

Comment

DAX

0/+

Buy around 5724 targeting 5780. S/L below 5695.

FTSE

0/+

Buy around 5155 targeting 5210. S/L below 5125.

S&P500

0/+

Buy around 1060 targeting 1068. S/L below 1056.

Nasdaq100

0/+

 

Dow Jones

0/+

 


Futures

Commodities

Daily Stance

Comment

Gold

0/+

Buy on dips towards 988 and target 999. Stop below 984.

Silver

0/+

Buy at the break of 16.30 and target 16.50. Stop below 16.20.

Oil (CLX9)

0/+

Buy on dips towards 66.50 and target 68.25. Stop below 65.80.

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