Archive for carry trade

Japan Sub Prime

Thursday, February 14th, 2008

Although it is now almost a year since the first warning signs about sub-prime the full truth and extent of the damage to the banking industry has yet to be revealed. All that is known is that the total losses are in the region of $500 billion with some $300 billion still unaccounted for.

Rumour has it that it is the Japanese banks who will suffer the greatest loss and we will  have  confirmation at the end of March when the Japanese banks will have to publish their figures under the country’s new strict audit regulations. No more hiding and trying to save face. Evidence that all is not rosy with the Japanese banking system has come from the fact that the banks are already tightening as shares in Mizuho Financial, Mitsubishi UFJ and Sumitomo Mitsui have been punished hard in the Nikkei 17% tumble since Christmas. It feels like the lull before the storm.

Other areas of concern in Japan include a drop in machine orders in both November and December last year and January housing starts fell to the lowest in 40 years. A mirror image of what has been happening in the US and, for the world’s second largest economy, deeply worrying. Intra Asia trade was supposed to help cushion Japan from such effects but it seems all the world’s economies are much more intertwined and co-dependent than was originally thought.

Against such a gloomy picture this week’s interest rate decision and monthly report by the BOJ should make interesting reading, especially if there are hints that interest rates will need to be cut. Given they currently stand at 0.5% we can only assume it going to be back to zero!

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Market Fundamentals To Determine Dollar Direction

Monday, January 28th, 2008

Following the emergency interest rate cut by the Fed last week the question being asked was whether the embarrassment at SocGen had anything do with the decision? Whilst the massive loss facing the French bank would be enough to temporarily spook any market is the bank merely using this event to cover up problems in other areas. Indeed the “rogue trader” at the centre of this storm, Jerome Kerviel, has insisted through his lawyers that he “did not commit any dishonest act”. They said SocGen wanted to “raise a smokescreen” to distract attention from losses it had made, “notably in the unbelievable sub-prime affair”.  We can only wait and see.
Meanwhile the market moves on and this week is likely to be just as dramatic and possibly define the direction of the US dollar as well as equity and commodity market through to the spring.  Not only do we have non farm payroll on Friday but on Wednesday we also have the ADP numbers and the Fed’s interest rate decision. If the employment figures are positive and the Fed cuts a further .50% thereby taking rates to 3% this will benefit both the equity market and the carry trade as the appetite for risk returns. The addition of personal consumption data, ISM and durable goods figures should also give traders the best possible picture of what is actually happening in the US economy and likely to happen in the short term.

Against this background it is not surprising that forex movements in all the pairs can appear somewhat random as the market waits to decide on the future direction of the major currencies.

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Euro vs Dollar

Thursday, January 17th, 2008

The flight from risk continues with stock markets tumbling and the carry trade unwinding at an alarming rate.  The sound of hatches being battened down is quite deafening.  Meanwhile the euro has again failed to reach 1.50 and has fallen back to 1.46 following “dovish” statements from an ECB official.  Is this the beginning of a reversal or merely a necessary pause in these extreme times?  At the moment it is almost  impossible to tell. .  All I would say is that for a more concrete sign of the euro’s reversal it would have to fall to below 1.42.

Daily close prices at around 1.46 should be seen as an attempt to build support and therefore buying opportunities.   A good timescale to use when prices are consolidating is the 4 hour period as most of the market noise has been filtered out.

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Yen Trades

Monday, January 14th, 2008

Although the dollar is on the slide against almost every currency there is one anomaly, namely the British Pound which, if you will forgive the pun, is taking a “pounding” of its own against the euro, yen and swiss franc. From the charts it doesn’t look like this scenario is likely to change in the short term so consider further sell against the yen and euro.

With regard to the other yen crosses or carry trade pairs most, except the pound yen and canadian yen, appear to be forming a flag on the weekly chart in readiness for a breakout either way.  However, my own view is that this is the year of the yen. Part of the reason is the flight from risk which will only return once stability returns to both the markets and banking industry.

Lastly the dollar yen which despite last week’s spike high is now fast approaching 107, last touched back in November 2007.  If breached the next level to watch is 105 and then onto 102.

More on the yen later.

Non Farm Payroll

Friday, January 4th, 2008

The first NFP numbers for 2008 are due for release today with a figure of 70k being forecast. As always any number above will be good for the dollar and any figure below bad. This first set of data is important when taken with yesterday’s ADP numbers which showed that 40k new jobs were created in December. I believe that it is the employment figures which will set the tone for the dollar in this election year.

Healthy employment figures are good for the economy and for the ruling party. Apparently this is the view taken by President Bush who is due to meet with Ben Bernanke and Henry Paulson as they discuss measures to stimulate the economy amid slowing growth.

However, once the market’s knee jerk reaction to the nfp numbers has subsided it is the ISM data released 90 mins later which often determines the medium term direction of the dollar. As a leading indicator The Institute of Supply Management (ISM) Non-Manufacturing Index measures the activity level of purchasing managers in the services sector, with a reading above 50 indicating expansion. To produce the index, purchasing managers are surveyed on a number of subjects including employment, production, new orders, supplier deliveries, and inventories. Traders watch these surveys closely because purchasing managers, by virtue of their jobs, have early access to data about their company’s performance and can therefore give the most up to date indication of overall economic performance.

Although many traders avoid nfp because of excessive volatility in the major pairs trading opportunities can also be found in the carry trade pairs. For example should the headline numbers disappoint the yen crosses will go down with the pound yen being the most volatile as the markets become risk averse.  As the euro yen tends to move with the S&P 500 it is this index which lead the way with this pair.

Tankan Survey Japan

Friday, December 21st, 2007

For those you who are unfamiliar withe the above, this is a quarterly survey released by the Bank of Japan, and provides a barometer of consumer confidence and sentiment. Its results can offer us important clues on the future course of monetary policy and interest rates. If you would like further details please take a look at the currency trading site which gives an explanation: Tankan Survey

The survey is a comprehensive and widely respected report on business confidence in Japan and is highly regarded by both international investors and multinationals for the latest on the state of the Japanese economy and its forecasts of business activity in the months ahead. Given the current state of the financial markets the numbers released with this survey will be particularly significant.

This quarter’s forecast is 21, down from 23 in October and is expected to show that business confidence continues to be eroded in the fourth quarter on growing concerns about earnings and rising procurement costs. This is unlikely to lead to any interest rate rise later this month and will probably delay any rise until the middle of next year. Japanese interest rates are currently 0.5%!

For the forex market the Tankan is particularly important because the survey offers a detailed look at what the business community is thinking with regard to future capital investments, employment and predictions of where the yen will likely be valued in the future.

Given the amount of money which has poured into carry trade pairs featuring the yen it is not difficult to see how important this survey has become to forex traders.

A look through the yen pairs reveals a very mixed picture and they continue to reflect the uncertainty and volatility of current market conditions. However, once this survey has been published and the markets achieve a modicum of equilibrium we may be able to determine whether the yen remains weak and therefore a magnet for investors in the carry trade or whether the time has come to consider Japan as an alternative to China and other emerging markets.

The dollar yen chart is particularly interesting as it would appear that the dollar is once again gaining ground. However, until all the skeletons have tumbled out of the sub prime closet and we are done with thin and volatile end of year markets, it is impossible to judge whether in fact any rise in the dollar is in fact a selling opportunity.