Euro and Yen Capitalize as Risk Aversion Sweeps Financial Markets

Talking Points:

Kiwi Dollar Underperforms as RBNZ Compounds Pressure from Risk Trends
Euro Joins Japanese Yen in Capitalizing on Sharp Carry TradeLiquidation
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The Australian, Canadian and New Zealand Dollars underperformed in overnight trade as risk aversion continued to sweep financial markets, weighing on the sentiment-geared currencies. The Kiwi suffered outsized losses after RBNZ Deputy Governor Spencer reiterated that interest rates are “off the table” as a measure for dealing with the buoyant housing market.

New Zealand central bank officials have repeatedly stated that they prefer macro-prudential tools to the cash rate as a way to reign in runaway property costs. This means that fears of stoking further froth in real estate will not necessarily discourage the central bank from further easing. Indeed, the markets are pricing in an 88 percent probability of a 25 basis point cut at the RBNZ’s meeting next month.

The Japanese Yen proved strongest on the session, rising as much as 1.4 percent on average against its top counterparts. The move appeared to reflect the unwinding of carry trades funded in terms of the perennially low-yielding currency.

The Euro continued to mirror Yen dynamics, reinforcing the suspicion that the ECB’s commitment to long-lasting QE has encouraged the single currency’s transition into a carry funding vehicle in its own right. Tellingly, while the Yen scored gains in excess of a percentage point against most of the majors, EURJPY spent most of the day oscillating in a choppy range.

Looking ahead, the absence of meaningful event risk in European and US trading hours suggests that little stands in the way of continuation for overnight moves. S&P 500 index futures are trading down over 2 percent ahead of the opening bell on Wall Street, bolstering the case for continued risk aversion.

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Asia Session

GMT

CCY

EVENT

ACT

EXP

PREV

01:30

NZD

RBNZ Deputy Governor Spencer Speaks

05:00

JPY

Leading Index CI (JUN F)

106.5

107.2

05:00

JPY

Coincident Index (JUN F)

112.3

112.0

European Session

GMT

CCY

EVENT

EXP/ACT

PREV

IMPACT

07:00

CHF

Total Sight Deposits (AUG 21)

463.4B (A)

463.0B

Low

07:00

CHF

Domestic Sight Deposits (AUG 21)

394.7B (A)

396.0B

Low

Critical Levels

CCY

Supp 3

Supp 2

Supp 1

Pivot Point

Res 1

Res 2

Res 3

EURUSD

1.1017

1.1176

1.1281

1.1335

1.1440

1.1494

1.1653

GBPUSD

1.5562

1.5627

1.5661

1.5692

1.5726

1.5757

1.5822

— Written by Ilya Spivak, Currency Strategist for DailyFX.com

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Source: Daily fx