Euro, Yen Rise as Jackson Hole Outcome Sends Markets Scrambling

Talking Points:

Euro, Yen Rise as News-Flow from Jackson Hole Fuels Risk Aversion Anew
New Zealand Dollar Underperforms as Business Confidence Hits 6-Year Low
Eurozone CPI May Reveal Markets’ Outlook for ECB Policy Announcement

The Euro and the Japanese Yen outperformed in overnight trade as risk aversion swept financial markets anew. The slump in sentiment appeared to drive the unwinding of carry trades funded in the two low-yielding currencies.

The MSCI Asia Pacific regional benchmark stock index fell 0.6 percent as markets responded to news-flow emerging from the central bankers’ summit at Jackson Hole, Wyoming over the weekend. The prospect of tightening against a backdrop of global slowdown and market instability fears unnerved investors.

Federal Reserve Vice Chair Stanley Fischer hinted the FOMC may yet raise rates at next month’s policy meeting despite the recent slump in sentiment. BOE Governor Mark Carney also sounded hawkish, suggesting that rate increase considerations will enter the picture by year-end.

The risk-geared commodity bloc currencies understandably bore the brunt of eroding confidence in the G10 FX space. The New Zealand Dollar proved weakest on the session as dour economic data compounded sentiment-fueled selling. The ANZ Business Confidence gauge printed at -29.1 in August, the lowest since March 2009.

Looking ahead, the preliminary set of Augusts’ Eurozone CPI figures headlines the economic calendar. The core year-on-year inflation rate is expected to edge lower to 0.9 percent having hit a 15-month high at 1 percent in the prior month.

The markets’ response to the outcome may help illustrate investors’ mindset ahead of the ECB monetary policy announcement due later in the week. A soft print that weighs on the Euro may hint at building stimulus expansion bets, whereas a lackluster response would suggest traders expect Mario Draghi and company to remain on auto-pilot for now.

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Asia Session

GMT

CCY

EVENT

ACT

EXP

PREV

22:45

NZD

Building Permits (MoM) (JUL)

20.4%

-3.3%

23:50

JPY

Loans & Discounts Corp (YoY) (JUL)

3.28%

2.74%

23:50

JPY

Industrial Production (MoM) (JUL P)

-0.6%

0.1%

1.1%

23:50

JPY

Industrial Production (YoY) (JUL P)

0.2%

0.8%

2.3%

00:30

AUD

TD Securities Inflation (MoM) (AUG)

0.1%

0.2%

00:30

AUD

TD Securities Inflation (YoY) (AUG)

1.7%

1.6%

01:00

AUD

HIA New Home Sales (MoM) (JUL)

-0.4%

0.5%

01:00

NZD

ANZ Activity Outlook (AUG)

12.2

19

01:00

NZD

ANZ Business Confidence (AUG)

-29.1

-15.3

01:30

AUD

Company Operating Profit (QoQ) (2Q)

-1.9%

-2.0%

-0.3%

01:30

AUD

Inventories SA (QoQ) (2Q)

0.0%

0.2%

0.6%

01:30

AUD

Private Sector Credit (MoM) (JUL)

0.6%

0.5%

0.4%

01:30

AUD

Private Sector Credit (YoY) (JUL)

6.1%

5.9%

5.9%

03:00

NZD

Money Supply M3 (YoY) (JUL)

9.3%

9.5%

04:00

JPY

Vehicle Production (YoY) (JUL)

-5.9%

-5.3%

05:00

JPY

Housing Starts (YoY) (JUL)

7.4%

11.0%

16.3%

05:00

JPY

Annualized Housing Starts (JUL)

0.914M

0.938M

1.033M

05:00

JPY

Construction Orders (YoY) (JUL)

-4.0%

15.4%

European Session

GMT

CCY

EVENT

EXP

PREV

IMPACT

06:00

EUR

German Retail Sales (MoM) (JUL)

1.1%

-2.3%

Medium

06:00

EUR

German Retail Sales (YoY) (JUL)

1.7%

5.1%

Medium

07:00

CHF

KOF Leading Indicator (AUG)

100.3

99.8

Low

07:00

CHF

Total Sight Deposits (AUG 28)

463.4B

Low

07:00

CHF

Domestic Sight Deposits (AUG 28)

394.7B

Low

08:00

EUR

Italian Retail Sales (MoM) (JUN)

-0.2%

-0.1%

Low

08:00

EUR

Italian Retail Sales (YoY) (JUN)

0.3%

Low

09:00

EUR

Eurozone CPI Estimate (YoY) (AUG)

0.1%

0.2%

High

09:00

EUR

Eurozone CPI Core (YoY) (AUG A)

0.9%

1.0%

High

09:00

EUR

Italian CPI (MoM) (AUG P)

0.1%

-0.1%

Low

09:00

EUR

Italian CPI (YoY) (AUG P)

0.1%

0.2%

Low

09:00

EUR

Italian CPI – EU Harmonized (MoM) (AUG P)

-0.2%

-2.0%

Low

09:00

EUR

Italian CPI – EU Harmonized (YoY) (AUG P)

0.2%

0.3%

Low

Critical Levels

CCY

Supp 3

Supp 2

Supp 1

Pivot Point

Res 1

Res 2

Res 3

EURUSD

1.0909

1.1063

1.1124

1.1217

1.1278

1.1371

1.1525

GBPUSD

1.5176

1.5283

1.5337

1.5390

1.5444

1.5497

1.5604

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

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