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Tax-Bill Passage Drives FX Gains

Published 20/12/2017, 21:05
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By Kathy Lien, Managing Director of FX Strategy for BK Asset Management.

Most of the major currency pairs traded higher Wednesday with the dollar and euro leading the gains. The U.S. tax bill passed both houses of Congress and is on its way to President Trump for signing. Regardless of anyone’s skepticism, the bill gives consumers, businesses and investors a new sense of optimism and this promise translated into fresh gains for equities and currencies. EUR/USD hit 1.19, and USD/JPY burst through 113, driving EUR/JPY to its strongest level in 2 years. The side-by-side rally in USD/JPY, EUR/USD, NZD/USD and USD/CHF tells us that risk appetite was the main driver of Wednesday’s flows. Another day of gains for Treasury yields and a much stronger-than-expected existing home sales report also helped. The housing market is still going strong but the tides could shift in the coming year with the changes to mortgage interest deductions. As we head into the holidays, there’s still another round of data to watch – namely the Philadelphia Fed’s manufacturing index and GDP revisions on Thursday followed by personal income, personal spending, durable goods orders and new home sales on Friday. We continue to look for positive reports as the recent jump in retail sales signal an upward revision to Q3 GDP. We’re at the tail end of the tax-reform rally but if the U.S. government avoids a shutdown and President Trump signs the tax bill into law, we could get a final push before profit-taking takes over, which means USD/JPY could see 114. The Bank of Japan was slated to meet Wednesday night but no changes were expected, so the rate decision should have a limited impact on the currency.

With Wednesday’s rally in EUR/USD, the pair has finally broken to the upside.
For the past 2 weeks, EUR/USD has been confined to a narrow range and even though Wednesday’s high is just 40 pips above the range-peak, it opens the door to a stronger move above 1.19. Eurozone data did not contribute to the rise as German producer prices grew at a slower pace but euro has been inching upward gradually this week led by gains in German bond yields. The Eurozone economic calendar is light with no major economic reports scheduled for release the rest of the week. Instead, the focus will be on Catalonia Thursday where there is an election that investors view as a test of secessionist sentiment in the region. Like many political challenges these past 2 years, it's too close to call and it will be interesting to see which party gains majority. If the pro-independence party attains more seats, it could drive euro lower. Of course the market’s appetite for U.S. dollars and risk will also be important drivers of EUR/USD flows.

Sterling held back as the euro rallied.
The CBI Distributive Trades Survey declined, which is a sign of weakness in consumer demand but most importantly, Brexit concerns still weigh on the currency. Prime Minister May wants a special deal for the City of London but EU’s Barnier continues to push the other way on Brexit, saying the UK won’t be subjected to the same international agreements. Bank of England Governor Mark Carney did not touch on monetary policy Wednesday and for the time being, we see GBP/USD confined within a narrow 1.33 to 1.3450 trading range.

The next 24 hours will be a busy one for the commodity currencies with New Zealand and Canadian data scheduled for release.
The New Zealand dollar has been incredibly resilient in the face of weakening data. Tuesday night’s trade balance report came in significantly lower than expected with the deficit expanding in November instead of contracting like economists anticipated. This does not bode well for Wednesday night’s GDP report as trade activity and consumer spending turned lower in the third quarter. The only thing holding NZD/USD up is risk appetite. We are looking for a deeper decline though the greater weakness may be against the euro, Australian or Canadian dollars. Speaking of the loonie, we look forward to a significantly stronger retail sales and consumer price reports. Wednesday’s jump in Wholesale Sales signals is a sign of healthy demand while the sharp uptick in the price component of the latest IVEY PMI report points to growing price pressures. USD/CAD is just beginning to turn and is at risk of a deeper decline toward 1.2750. There are no immediate factors affecting AUD and with the 200-SMA hanging near 77 cents, we expect consolidation for the rest of the week.

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