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

Watch out for US housing data today

Filed in: 3 numbers to watch
26 January 2010 at 8:15 GMT

Daily Trading Stance

  • Rumours about tightening lending standards in China continue to impact the markets as we saw a declining appetite for risk overnight with USD and JPY both strengthening.
  • Watch out for the housing indices out of the US today (14:00 and 15:00 GMT). House prices appear to have stagnated (according to the CaseShiller HPI) and we expect a flat MoM number, which translates into a -5.2% YoY figure from -7.3% prior – slightly below consensus of -5.0%.
  • Asian markets are again retracing o/n and spreads are widening. The HY credit universe is not performing too well and yesterday’s drop in Existing Home Sales was the biggest on record since sampling began in 1967. Risk-aversion is likely to continue today.

Calendar

Economic Data Releases

 

Country

Time (GMT)

Name

Saxo

Consensus

Prior

GE

09:00

IFO Business Climate / Expectations (JAN)

 

95.1 / 99.1

94.7 / 99.1

UK

09:30

UK GDP QoQ (Q4)

 

0.4%

-0.2%

US

15:00

Consumer Confidence (JAN)

 

53.5

52.9

 US  15:00  House Price Index (NOV)    -  0.60%

 

Earnings Releases

 

Country

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

Name

EPS exp.

EPS prior

Comment

US

11:00

Du Pont

0.414

0.450

 

US

-

Johnson & Johnson

0.969

1.200

 

US

-

Yahoo!

0.168

0.080

 

FX

FX

Daily stance

Comment

EURUSD

0/-

Seen capped at 1.4130 for a re-test of 1.4030 recent low. Stop abv 1.4185

USDJPY

0

Look for consolidation below 90.0. with a risk we ease off to 89.0. Res 90.20

EURJPY

0/-

Sell up to 127.0 for a deeper push to 125.50. Stop abv 127.55

GBPUSD

0

Seen holding a 1.6170-1.6240 range. Watch for GDP data today

AUDUSD

0/-

Sell rally to 0.9020-40 window for a deeper retracement back to 0.89. Stop abv 0.9095

FX Options

FX-Options

Comment

EURUSD

Front end continues to see sellers and rest of the curve drifts lower but gamma should start seeing some support given the event risk next week. Buyers seen in upside strikes.

USDJPY

Risk reversals are leading vols higher as spot struggles to stay above 9000. Offers have dried up and would expect more short gamma covering to prevail is we hit new spot lows.

AUDUSD

Vols started the day offered with spot trading up to 9080 but quickly got paid up as we hit the lows. 2 wk 8800 area strikes are seeing some strong buying interest.

Equities

Equities

Daily stance

Comment

DAX

0/-

Sell on rallies towards 5640 targeting 5600. S/L above 5652.

FTSE

0/-

Sell on rallies towards 5260 targeting 5220. S/L above 5275.

S&P500

0/-

Sell on rallies towards 1096 targeting 1087. S/L above 1091.

NASDAQ100

0/-

 

DJIA

0/-

 

 Futures

Commodities

Daily Stance

Comment

Gold

0/-

Sell at the break of 1092 and target 1083. Stop above 1096.

Silver

0/-

Sell at the break of 16.86 and target 16.50. Stop above 17.00.

Oil (CLH0)

0/-

Sell on rallies towards 75 and target 73. Stop above 75.50.

 

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