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Writer's pictureMike Paterson

Risk sentiment still turning sour

Monday 25 April 2022

Increased COVID lockdowns in China, soggy commodity prices, rising inflation vs interest rate hikes, weak economic data not to mention the atrocities in Ukraine sadly continuing and we've seen more wobbly risk tones with equity markets lower still amid a generally firmer USD and softer bond yields with ongoing JPY and CHF demand return helping to drive core pairs lower.


The preliminary estimate of month-end FX hedge rebalancing flows is signalling USD buying across the board. The average signal strength in G10 currencies is approximately twice the historical norm. Says Citi "Following months of relative out-performance, US assets have under-performed advanced economy peers in April. The MSCI US equity index has dropped by just over -6% month-to-date while US government bonds have declined by -3.2%. The loss in fixed income is the second worst month-to-date performance since 1996.The model estimates that both international equity and bond investors will be USD buyers this month-end with equity investors’ needs to reduce US hedges driving nearly 80% of the signal". As ever we should watch for these flows bu certainly not the only game in town right now.


US Fed FOMC looming on 4 May and there's now a blackout period on Fed speakers til then but today sees BOC Gov. Macklem speaking at 15.00 GMT.


For new and older readers alike I repeat my view that it's still a case of not over-analysing but keeping your focus on price action in core and cross-pairs.Continue to identify ranges and what levels present value for money. Algos will continue to knee-jerk price action on the variable headlines. Discipline is key as ever.


GBPUSD: Per my earlier tweet and Friday's update we've reached my 1.2750 target sooner than I expected with the wobbly risk tones certainly adding to the momentum and remains core behind my ongoing strategy. Pips banked but keeping some shorts. I remain a rally seller overall while keeping an eye on EURGBP and GBPJPY as always. EURGBP: A hold of 0.8380 then 0.8400 sees a test 0.8425-30 and helping to cap GBPUSD. I've been expecting dip demand in recent updates as you know but equally I think sellers still poised as the uncertainty continues. GBPJPY: Support at 163.00 for the moment after a solid cap at 166.00 as the GBP supply/JPY risk-off demand double whammy sees both core pairs in retreat.


EURUSD: Softer risk tones/firmer USD/French election fallout has seen a test 1.0700 this morning after Friday's highs around 1.0850. USDJPY: Now testing 128.00 in the latest retreat from 128.90-00 with solid risk-off JPY demand squeezing out some USD longs. EURJPY: Support at 137.20-25 holding so far as dip demand lurks still but jury remains out amid renewed softer risk tones. USDCHF: Holding 0.9520-30 still in the latest retreat amid firmer USD tones and EURUSD retreat but rallies tempered by risk-off CHF demand again. SNB casting a shadow as ever. EURCHF: A further retreat t0 1.0265 amid the EUR selling and softer risk tones but with the SNB lurking in the dips.


AUDUSD: Still not feeling any love as I warned on Friday amid the firmer USD/softer risk tones and currency commodity selling. Now testing 0.7150 after capping at 0.7250 this time. Same combined story as AUDUSD for NZDUSD as it falls through 0.6600 in latest retreat from 0.6730-50 area but bouncing as I type. USDCAD: Another commodity currency getting smacked again and up to 1.2750-60 from the 1.2650 support area found on Friday.


Let's continue to be careful out there in all things. Staying safe must be our main priority still.


Interbank rates: 08.30 BST

GBPUSD 1.2740

EURUSD 1.0728

EURGBP 0.8420

GBPEUR 1.1876

GBPJPY 163.20

GBPCAD 1.6231

GBPCHF 1.2203

GBPZAR 19.9575

GBPHKD 9.9323

USDJPY 128.20

EURJPY 137.35

EURCHF 1.0283

EURHKD 8.3626

AUDUSD 0.7170

USDCAD 1.2732

USDCHF 0.9580



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