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Weekly briefings: HiFX Foreign Currency Exchange

W/C 03 March 2008


AU Data 

  • Monday 10.30 TD-MI Inflation Guage for February previous 0.3%
  • Monday 11.30 Business Inventories for Q4 2007 previous 1.3%
  • Tuesday 11.30 Current Account Deficit for Q4 2007 previous $15.59b
  • Tuesday 11.30 Retail Sales for January previous 0.5%
  • Tuesday 14.30 RBA Rate Decision
  • Wednesday 11.30 GDP Capital Expenditure for Q4 2007 previous -0.3%
  • Wednesday 11.30 GDP for Q4 2007 previous 4.3% y/y, 1.0% q/q
  • Thursday 11.30 Building Approvals for January previous -16.0%
  • Thursday 11.30 Trade Balance for January previous $1,936m 

AUD closed in on 24 year highs as US economic data continued to disappoint and Australian Capital Expenditure (+5.1% for Q4) bounced back from a negative in Q3. Commodity prices and the substantially positive interest rate differential will continue to support the AUD; however, as seen on Friday, extreme equity market volatility will cause bouts of risk aversion, profit taking and keep volatility high in coming weeks. Focus this week will be on inflation, retail sales, GDP and RBA interest rate decision where a 25 basis point increase is expected.

 

NZ Data

  • Wednesday 07.00 RBNZ Rate Decision 

NZD hit 23 year highs early in the week despite signs of a slowing local economy and Business COnfidence (-43.9) registering its weakest level in 10 months. The Central Bank is expected to keep rates on hold this week after the RBNZ inflation expectations report showed concern for persistent inflation in the economy. 

 

US Data 

  • Tuesday 02.00 Construction Spending for January previous -1.10%
  • Tuesday 02.00 ISM Manufacturing PMI for February previous 50.7
  • Tuesday 02.00 ISM Manufacturing Prices Paid for February previous 76.0
  • Thursday 23.30 Challenger Layoffs for February previous 74.986k
  • Thursday 02.00 Factory Orders for January previous 2.30%
  • Thursday 02.00 ISM Non-manufacturing Business Activity for February previous 41.9
  • Saturday 00.30 Non-Farm Payrolls for February previous -17k
  • Saturday 00.30 Unemployment Rate for February previous 4.90%
  • Saturday 00.30 Avg Hourly Earnings for February previous 0.20%

Slow growth, growing inflationary pressures and Fed Chairman Bernanke all undermined the USD; the USD Index (USD vs a trade weighted basket of currencies) hit a record low during the week. US equity markets were rocked on Friday as the CHicago PMI (44.5) hit its lowest level since December 2001 and a proposed plan to inject capital into monoline insurer AMBAC faltered. US DJIA slumped 2.51% and Bernanke's warnings to Congress that several banks may fail looked justified. Factory Orders and Non-farm Payrolls will get attention this week but are unlikely to reverse the market view of further interest rate cuts to come.

 

JPN Data

  • Monday 12.30 Overtime Pay for January previous -0.8%
  • Tuesday 10.50 Monetary Base for February previous -0.1%
  • Wednesday 10.50 Business Capital Expenditure for Q4 2007 previous -1.2%
  • Thursday 16.00 Coincidence Indicator for January previous 70.0
  • Thursday 16.00 Leading Indicator for January previous 45.5
  • Friday BoJ Rate Decision 

Construction Orders (-2.5%) and Housing Starts (-5.7%) continue to drag on the economy but Retail Sales (+1.5%) remain resilient as consumers take cinfidence from stable employment conditions. Core CPI (+0.7%) came in below market expectations but will have no immediate effect on the BoJ rate decision this week with no change expected. The JPY has been a major benficiary of USD weakness and a move to 100.00 vs the USD could see some verbal intervention from Japanese officials, though nophysical intervention is expected unless the FX markets become disorderly.

 

Interest rate outlook

Country Current rate Last change Date of change Next meeting
AUS (RBA) 7.00% +25bps 05/02/08 4th March
NZ (RBNZ) 8.25% +25bps 26/07/07 5th March
US (FED) 3.00% -50bps 31/01/08 18th March
JPN (BOJ) 0.50% +25bps 21/02/07 7th March

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