7/01/2012

Tuesday FX Brief: Commodities Roiled by OPEC Warning and Inflation Shortfalls

Stronger global activity is accompanied by a warning of elevated risks associated with the recovery in today’s World Economic Outlook report from the IMF. The dollar has strengthened as several global data-points undershoot the target leaving investors scratching their heads. Commodity currencies are feeling the weight of a lack of inflationary price pressures that had earlier invited them to find alternatives to the dollar for fear of capital losses.

U.S. Dollar – As commodity dollars and the British pound swoon on the back of shortfalls in various economic activity measures on Tuesday the dollar index is on the rise putting in a gain of 0.3%. The IMF raised its forecast for the global economy for 2011 stating that 2010 growth of perhaps 5% might have been the strongest since 2007. The IMF predicts the impact of President Obama’s agreement to extend tax cuts in November will raise growth from 2.3% to 3% this year but that the boost will be temporary as growth falls back to 2.7% in 2012. Global output will gain 4.4% and so more than its October forecast of 4.2%. But the IMF sounded awfully cautious about the associated risks, which is something investors have become all too sanguine over in light of an extension to the global stock market rally set against a backdrop of rising yields as investors acknowledge the ultimate removal of monetary accommodation in response to recovery. But as the U.K. proved earlier today, that path is never smooth.

British pound – The euro gained 1% against the pound, which also slipped by 1.5% against the Japanese yen following a GDP report for the fourth quarter showing the worst contraction in over a year. The pound sank against the dollar losing 1.4% to stand at $1.5766 erasing eight sessions of gains. Economists predicting growth of 0.5% in the three months through December were aghast at a contraction of the same amount leaving the year-on-year pace of growth at 1.7% after a 2.7% pace of growth in the three months through September. Cold weather was to blame with the nation blanketed by the worst snow in a century. Retailing and construction both suffered helping drag activity into the red to end the year. At the same time consumers have been suffering under the weight of rising prices over and above the central bank’s target, causing consternation among lawmakers. The pound had been on a roll as investors tried to discount a faster exit from stimulative monetary policy. The shockingly poor growth report caused a seismic shift in interest rate expectations, which helped take a huge slice out of the pound’s value even ahead of U.S. data on Tuesday.

Euro – The euro fell as the dollar rose with the IMF warning startling some investors. The institution noted two major threats and warned Europe that it must get its plans together to prevent further sovereign debt disorder from debilitating the financial system. At the other end of the scale it warned that emerging economies must be on the lookout for asset bubbles. Rising activity was accompanied by strong capital inflows, which governments must be cautious about and need to prevent turning into the next threat to growth. The euro fell from its highest in two months to trade lower against the dollar at $1.3595 and has also turned cold following similar strength against the Japanese yen where it buys ¥112.05.

Aussie dollar – Inflation data in Australia fell short of forecast and also undermined lingering expectations of any further monetary policy tightening form the Reserve Bank. And on top of the carnage caused by the recent flooding the potential for interest rate increases, which provide a cushion for the domestic dollar, today’s news sent investors fleeing from the Aussie driving it down to 99.00 U.S. cents. Fourth quarter consumer prices rose 0.4% after rising 0.7% in the third quarter. On an annual basis prices rose by 2.7% down from 2.8% and further below the 3% ceiling. An RBA weighted mean measure saw prices gain just 0.5% for a year-over-year gain of 2.3%.

Canadian dollar – Falling commodity prices have hampered the progress of the Canadian dollar, which also felt the burden of a report revealing lower than forecast inflation this morning. On Monday an OPEC warning that rising global economic activity meant it should raise oil output sent the price of crude oil sliding. This morning the contract fell below $87 per barrel for the first time since mid-December as the greenback made gains. Industrial metal and gold prices both tumbled at the outset of what’s shaping up to be a risk-off kind of day. December consumer prices were unchanged after a November gain of just 0.1% while the annual pace of increase eased further to 2.4% after gaining 2.6% the prior month. Investors reduced bets that the Bank of Canada would raise rates in a hurry after its care CPI reading fell by 0.3% on the month leaving an annual price change of 1.5% comfortably below a 2% target rate. The Canadian dollar fell sharply losing almost a penny to $1.0000 for the first session since midweek.

Japanese yen – The Bank of Japan left monetary policy unchanged overnight at its regular policy meeting but raised its growth forecast through the March 31 fiscal year end lifting its estimate from 2.1% to 3.3%. Stocks around the region rose adding to gains made in the North American session. The yen made gains against the dollar rising to ¥82.38.

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