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DAX Set For A Record Open As Margin Call Concerns Subside

Published 30/03/2021, 07:46
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If markets were worried about the spill over effects from Friday’s $20bn block trade margin call, and the potential spill overs from the Ever Given container ship getting stuck in the Suez Canal, then yesterday’s price action suggested the fallout was fairly contained.

European markets finished yesterday’s session broadly higher, while US markets finished the day well off the lows of the day, despite opening the week sharply lower, though the Russell 2000 did rather get taken to the cleaners, finishing the day over 2.8% down.

United States 10-Year yields also continued to move higher, making a fresh one year high, as markets looked ahead to tomorrow’s US infrastructure plan, and this week's payrolls report, amidst the prospect of a really strong number, with some estimates pushing up towards the 900k level.

With the end of the month, and the end of the quarter approaching, we can still expect to see a fair amount of volatility over the next couple of days, in what is also going to be a shortened week due to the approach of Easter, however it would be surprising if the events of the last few days did anything more than raise volatility levels.

One could argue that this type of event is also quite healthy and a salutary reminder, that despite the tried and trusted mantra of the last decade, that buying the dips is the only game in town, that the market still has the capacity to teach the unwary a very harsh lesson, if you take liberties with your risk management strategy.

It is also a timely reminder of the consequences of a low interest rate environment, created by central banks, helping to push investors of various levels of experience into taking risks that they would probably not otherwise have taken.

Already this year we’ve had the GameStop (NYSE:GME) saga and the entry of retail traders into the market by way of trading apps like Robin Hood, which has opened up the markets to a broader range of traders, with varying levels of experience. Now we’ve got the spectacle of the professionals getting it wrong as well, maybe this can act as a lesson and a reminder that the market doesn’t take prisoners, whoever you are, and whatever your experience level.

For the banks involved the losses will be painful, and probably a little embarrassing, however they aren’t likely to undermine confidence in the stability of the financial system.

We already know from the events of the last 12 months that the banks are much better capitalised than they were back in 2007, with the pandemic seeing them set aside over $115bn in loan loss reserves in the first half of last year, and while the levels of provision slowed in the second half, a continued economic recovery through the rest of this year could well see some of these provisions get added back, assuming no further nasty surprises.

In light of yesterday’s recovery of the lows today’s European market session looks set to be a positive one, with the DAX set to open at a new record high.

EURUSD – continues to find support at the 1.1750 area for now, however the lack of rebound keeps the focus towards a break lower towards the previous lows at 1.1615. The 1.1870 area still remains the key resistance on any pullback.

GBPUSD – continues to push up from last week’s lows finding resistance at the 50-day MA at 1.3850. We need to push back and close above this level to reopen the 1.3920 area. A move back below 1.3760 argues a return to the recent lows.

EURGBP – made a marginal new low at 0.8506 yesterday, before squeezing back to close above the 0.8530 area. This lack of follow-through does make us vulnerable to a short squeeze towards 0.8620, however the bias remains for a retest of the 0.8400 area, as well as the lows last year at 0.8280.

USDJPY – continues to look well supported while above the 109.20 level with a test of the 110.30 the next key resistance. A break below 109.20 level opens up the 108.20 level area.

FTSE100 is expected to open 30 points higher at 6,766

DAX is expected to open 70 points higher at 14,887

CAC40 is expected to open 20 points higher at 6,035

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