Saturday, July 3, 2010

Action Insight Weekly Report 7-3-10

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Action Insight Weekly Report Markets Snapshot

Swiss Franc and Japanese Yen Shone as Stocks Tumbled. Euro Extended Rebound

Swiss Franc and Japanese yen were the major winner last week and another round of risk aversion moves. We had DOW, FTSE and Nikkei, as well as some other major stock indices made new 2010 low. Commodity currencies were hardest hit with respective yen and swiss crosses weakened 5-6%. European majors managed to strengthen against dollar as funding pressure in Eurozone eased. Meanwhile, greenback was pressured after UN called for a more stable currency reserve system than dollar. A number of event risks are scheduled this week that should trigger much volatility. We'd continue to expect more upside in the Japanese yen as stock investor sentiments deteriorate further. The main question will be on when dollar will re-couple with risk aversion and when rebounds in European majors lose steam.

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Featured Technical Report

USD/JPY Weekly Outlook

USD/JPY dropped sharply to as low as 86.96 last week. The break of 88.13/25 support zone confirmed that fall from 94.97 has resumed. A temporary low is formed at 86.96 after the fall and hence, some consolidation might be seen initially this week. But recovery should be limited well below 90.27 resistance and bring fall resumption. Below 86.96 will target a retest on 84.81 low.

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Yen To Reverse Rally Later In The Year As Economy Struggles. BOJ Maintains Low Rate Policy

BOJ's quarterly Tanken survey of business June beat market expectations with the headline present condition DI for large manufacturers and non-manufacturers was +1 and -5, readings in March for both indices were -14. The readings also exceeded the consensus of -3 and -7 respectively. Forecasts for coming months were also robust. While the encouraging survey might have helped push Japanese yen higher, the major driver was clearly the sharp deterioration in risk appetite as worries over double dip reignited.

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Euro To Resume Weakness After Brief Rebound, ECB On Hold Until 2H11

The euro has rebounded broadly since early June despite continued concerns about sovereign crisis in the Eurozone and uncertainty about the banking system. In our opinion, the rebound has been driven by well-received auctions for peripheral European bonds and the fact that the ECB has not been required to purchase a large amount of bonds in the secondary market. At the same time, squaring of extended short euro positions has also helped the currency. These factors will only provide short-term gains and we expect the euro to weaken again soon, probably in July, as driven by catalysts such as Spanish and Italian government redemption. In the longer term, the euro's outlook will continue to be pressured by sovereign crisis woes, austerity measures to cut fiscal deficits as well as RMB appreciations. We revise down our EURUSD to 1.18 in 3Q10, 1.2 to 4Q10 and 1.22 to 2Q11. The abovementioned factors will also delay the ECB's original plan to gradually withdraw stimulus measures. It's unlikely for the central bank to raise interest rates until 2H11.

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Suggested Readings

The Week in Review and Preview


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