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Afternoon analysis 23.10.2014

23 Oct 2014 17:14|Artur Wiszniewski

Improved data from the euro zone strengthened the euro and the zloty. The US labor market reports were also solid. Poor data pushed the pound lower.

The shape of the European economy has improved. Today's PMI reports were better than estimated. Although the data from France was somewhat poor, the data concerning Germany was very good. The German PMI not only exceeded expectations, but also moved clearly above 50 – a level that separates expansion from contraction. As a result, odds for recession in the major euro zone economy was lowered significantly.

Given a quite good data, the euro tamed loses against the dollar and moved higher. In recent days the common currency was hit by speculations for the European Central Bank to introduce purchases of corporation bonds. Although it was not confirmed, one can't exclude a similar scenario if the ECB fails to resurrect the credit growth in the euro zone.

Moreover, the euro was pushed down by rumors before the release of the ECB's asset quality review. The survey is aimed at assessing the quality of bank's assets and at determining capital needs. In the recent days there was some unofficial information that 11 banks failed to pass the test. In addition, analysts at Mediobanca estimated, that the ECB's scrutiny will unveil total capital needs of 85 billion euro and as a result, the average capital adequacy ratio will be deteriorated by 1.05 percent.

Earlier the ECB's report was seen as a factor that will rather calm markets. But now one can expect, that the release may heighten volatility in the markets and as a result, lower the euro. As Mario Draghi reiterated many times, one of the major obstacles for the credit to growth is risk aversion.

Given that, if Sunday's report is negative, it will result in additional uncertainty and will harm December's TLTRO. After poor result of September's TLTRO the December's was seen as a hope for a higher credit influx to the real economy, but a positive scenario is getting less possible. So the ECB may be forced to resort to corporate bonds purchases, as mentioned earlier. That is negative scenario for the euro.

Solid US data

The US labor market remained in a good shape. Today's releases showed that unemployment claims number was 283k – slightly higher than 281k expected and the continuing claims number dropped to 2.351 million from 2.389 million and 2.380 million expected.

Yesterday the US currency was supported by inflation readings, that was higher than expected – it stood at 1.7 percent versus 1.6 percent. Rising inflation combined with strong labor market provides additional argument for hawkish part of the Federal Reserve. As a result, the odds for earlier interest rates hikes increased.

After the data was released, the dollar inched higher against the euro. But later the movement was weakened. It seemed that today's session will belong to the euro eventually.

The pound lower after data

The pound dropped for third day in a row as poor data may result in postponing interest rates hikes. Today's retail sales data was clearly below expectation. It fell 0.3 percent on a monthly after rising 0.3 percent in the previous month. It was worse than no growth expected. On a yearly basis the growth was 3.1 percent against 3.4 percent expected.

This was a next report that showed deterioration of economic conditions in the United Kingdom. Earlier reports on inflation and industrial production missed expectations. Given current circumstances, the interest rates hikes may be deferred. As a result, the GBD/USD was briefly below 1.60 and it will probably move lower in the near future.

The zloty under pressure

Today's data from Poland was mixed. On one hand retail sales was below expectations – it rose 1.6 percent on a yearly basis, lower than 2.4 percent expected. On the other, the unemployment rate fell to 11.5 percent from 11.7 percent – more than anticipated 11.6 percent.

In addition, the National Bank of Poland released minutes form October's meeting of the Monetary Policy Council. The publication showed some discrepancies among policymakers on their view of current economic conditions, but the meeting, as we know, eventually resulted in lowering of the borrowing cost. Moreover, some MPC members think that the adjustment of the policy should be as quick as possible, to avoid latency of monetary transmission.

Nevertheless, today's data didn't change the view for the monetary policy. So we still expect additional 25 basis points cut in November. Given theses circumstances, the zloty will remain under pressure, and it will drop against its major pairs.


23 Oct 2014 17:14|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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