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Afternoon analysis 15.10.2014

15 Oct 2014 17:24|Artur Wiszniewski

Inflation numbers support the case for interest rates cut in Poland. The pound rose as labor market data was better than expected. The US retail sales was below expectations, what sent the dollar lower.

We are observing heightened risk aversion in the markets due to concerns that the global economy growth is faltering. Recently the International Monetary Fund cuts its 2014 growth forecast to 3.8 percent from 4 percent. Moreover, Germany – euro zone's major economy – is slipping toward recession. As a result, stock indices fell as investors shift to safe haven assets. In the currency markets it is reflected by the growth of the frank and the yen.

The Swiss currency rose against the euro and the zloty. It posted a five-day winning streak against these currencies.

The Swiss National Bank will keep its pledge to keep EUR/CHF above 1.20 until 2016, according to Bloomberg monthly survey. Moreover, given the poor performance of euro zone economy and more loose policy of the European Central Bank, the SNB may be willing to introduce additional measures to ward off deflation risk. Although the SNB president Thomas Jordan rejected the possibility of using new tool in the near future, the vice president Jean-Pierre Danthine said that he don't exclude negative interest rates if it is necessary.

The pound strengthened

Recently the pound was under the pressure due to worse than expected economic data, what postponed the case for interest rates hikes by the Bank of England. Today the solid reports form the labor market helped the sterling to recoup some loses. The unemployment rate dropped to 6 percent in August from 6.2 percent in the previous month. It was better than 6.1 percent expected. In addition, the wage growth stood at 0.7 percent, up from 0.6 percent in the preceding month.

As a result, the pound went up. The GBP/USD returned from the lowest level since November 2013, and rose above 1.60.

Poor US data

Thursday's data from the United States was below expectations. The retail sales was down 0.3 percent in September form the previous month, worse than minus 0.1 percent expected. It rose 0.6 percent in August. Sales excluding autos dropped 0.2 percent against plus 0.2 projected. The PPI inflation was also below expectations, rising by 1.6 percent versus 1.8 percent expected.

As a result, the EUR/USD briefly rose above 1.2885, and later it hovered at 1.2750.

More interesting things happened in the bond market. 10 year US bond yield plunged as low as 1.87 percent from above 2.20 percent two hours earlier after the data was shown. These significant moves reflect aversion against the stock market (S&P500 is down 1.7 percent today) and shift of the expectations for interest rates hikes.

Low inflation environment

The Central Statistical Office said inflation in September was minus 0.3 percent – no change comparing to the previous month. It was slightly higher than minus 0.4 percent expected. The data strengthen the case for the Monetary Policy Council to cut interest rates in November. It is also supported by the fact of slowing of the German economy and poor overall euro zone performance.

The zloty weakened against the euro and the frank. But it rose against the dollar, although the move was uneven – first the USD/PLN fell near to 3.26 and later it rose to almost 3.30. Given the increased risk-aversion in the markets the Polish currency will probably drop against its major pairs.


15 Oct 2014 17:24|Artur Wiszniewski

This commentary is not a recommendation within the meaning of Regulation of the Minister of Finance of 19 October 2005. It has been prepared for information purposes only and should not serve as a basis for making any investment decisions. Neither the author nor the publisher can be held liable for investment decisions made on the basis of information contained in this commentary. Copying or duplicating this report without acknowledgement of the source is prohibited.

See also:

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Daily analysis 15.10.2014

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Afternoon analysis 13.10.2014

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Afternoon analysis 10.10.2014

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