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"UBS: euro’s unlikely to rebound"(2011-12-29)

 

 

 

 

 

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Analysts at UBS give several reasons why they think that the single currency won’t be able to rebound at the beginning of 2012 as it has done this year gaining several thousands of pips.

 

1. The ECB is likely to cut rates to a new historic low of 0.50% and might well then embark on outright QE.

 

2. Greek PSI will last till March 20. However, revenue shortfalls due to the deeper-than-forecast recession may result in additional financing needs, which in the absence of new official money might mean a larger haircut and hence the need of more PSI.

 

3. If Greece is forced to impose an involuntary restructuring on investors, the crisis will spread to other problem economies – Portugal, Spain and Italy. The measures conducted by the European authorities are arguably not yet powerful enough to stop the contagion.

 

4. The above Greek scenario would result in Greece’s default. This will trigger credit default swaps (CDS) which imply payouts of more than 80 billion euro. This alone would make the market highly stressed.

 

5. High possibility of resistance to ESM ratification in some countries as well as more serious social unrest in both debtor and creditor nations.

 

 

 

Comment here http://www.fbs.com/analytics/2011-12-29/16335-ubs-euros-unlikely-rebound

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"UBS, Commerzbank: bullish on EUR/CHF"(2012-01-04)

 

 

 

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Analysts at UBS advise investors to buy the single currency versus Swiss franc expecting the pair EUR/CHF to rise to 1.25. According to the bank, “the franc is now largely flat on a structural basis” and “the SNB should take note of this before they manage their next step”. As a result, the specialists think that the odds that the Swiss national Bank increases floor for EUR/CHF are now higher.

 

Analysts at Commerzbank also think that the speculation about EUR/CHF floor-raising will help to strengthen euro ahead of the important inflation data release in February.

 

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Chart. Daily EUR/CHF

 

 

 

Comment here http://www.fbs.com/analytics/2012-01-04/16347-ubs-commerzbank-bullish-eurchf

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"Citigroup: emerging markets will rebound in 2012"(2012-01-05)

 

 

 

 

 

 

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2011 was an unhappy year for the emerging markets: MSCI emerging markets index slumped by 20%.

 

Analysts at Citigroup, however, believe that in 2012 the situation will be different and expect 25-30% rebound in emerging markets’ equity. In their view, negative factors which affected these markets – much sharper interest rate cycle and inflation cycle – will ease.

 

The specialists forecast soft landing in China: inflation will decline to the average level of 4.1%, so that Chinese monetary authorities will be able to conduct more loose monetary policy. The bank thinks that China will make as eight 50-basis point cuts in the reserve requirement ratio this year, with the first coming before Chinese New Year. According to Citigroup, the country’s growth rate will decrease to 7.5-8% in the first quarter before rebounding by the end of the year.

 

The outlook for the emerging markets will be influenced by the global economic environment, particularly Europe. Citi isn’t expecting a worst-case scenario in the euro area. The bank thinks that the emerging market currencies will stabilize against the greenback.

 

 

Comment here http://www.fbs.com/analytics/2012-01-05/16351-citigroup-emerging-markets-will-rebound-2012

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"Byron Wien: forecasts for 2012"(2012-01-05)

 

 

 

 

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Byron Wien, vice chairman of Blackstone Advisory Partners, sees Europe’s future this way: Italy and Greece will default but stay in the European Union, because Europe “has much too much to lose if the European Union dissolves”. Wien says that European authorities will likely manage to come up with a long-lasting plan to solve its financial problems.

 

The specialist is optimistic about US economic prospects expecting the S&P 500 index to get above 1400. In his view, the unemployment rate will fall below 8%, while the economic growth will top 3%. If these predictions come true, Barack Obama will likely win president elections.

 

The economist claims that oil price will drop to $85 a barrel as the supply increases due to the extraction from shale and rock in the United States. Wien remains bullish on gold and says it will trade at $1,800 a troy ounce.

 

Note that last year 8 out of 10 Wein’s predictions were right, reports CNBC. Wein predicted the S&P would end the year at 1500 and the yield on the 10-year Treasuries would close out 2011 at 5%.

 

 

Comment here http://www.fbs.com/analytics/2012-01-05/16353-byron-wien-forecasts-2012

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"BBH on trading EUR/USD"(2012-01-06)

 

 

 

 

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Analysts at Brown Brothers Harriman are bearish on the single currency versus the greenback.

 

The specialists think that the pair EUR/USD will drop to $1.20 by the middle of 2012.

 

At the same time, the bank doesn’t recommend investors to sell euro at the current levels noting the large number of euro shorts: US economic outlook is gradually improving, so the demand for US dollar as the safe haven will decline.

 

According to BBH, it’s necessary to wait for euro’s rebound to $1.2900 and then start selling EUR/USD with a stop in the $1.3050 zone and targeting $1.2600 and $1.2000.

 

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Chart. Daily EUR/USD

 

 

Comment here http://www.fbs.com/analytics/2012-01-06/16359-bbh-trading-eurusd

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"Merrill Lynch: sell EUR/CAD, AUD/CAD"(2012-01-06)

 

 

 

 

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Analysts at Bank of America Merrill Lynch note that oil prices have been range bound for 8 months. If they resume growth, that would be a very positive factor for Canadian dollar.

 

The bank thinks that oil prices may gain $20. Bank of America suggests selling EUR/CAD stopping at 1.3250 and targeting 1.2775 or even 1.24. The specialists note that the pair is trading within a very strong downtrend.

 

In addition, the analysts recommend going short on AUD/CAD as Aussie may be affected by the base metal prices.

 

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Chart. Daily EUR/CAD

 

 

Comment here http://www.fbs.com/analytics/2012-01-06/16361-merrill-lynch-sell-eurcad-audcad

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"Nordea: be bearish on euro"(2012-01-11)

 

 

 

 

 

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Analysts at Nordea Bank advise investors to go short on EUR /USD at $1.2779 placing stops at $1.3820.

 

In their view, euro will be affected by the difficulties the European governments will surely face trying to raise funds and implement new budget rules.

 

According to the bank, “the question is not if you are bearish on the single currency, but rather, are you bearish enough?”

 

The specialists claim that one should buy back the single currency when it hits $1.20.

 

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Chart. Daily EUR/USD

 

 

Comment here http://www.fbs.com/analytics/2012-01-11/16392-nordea-be-bearish-euro

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"BoA: pound's slipping into downtrend"(2012-01-12)

 

 

 

 

 

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Analysts at Bank of America Merrill Lynch believe that British pound will trade within downtrend versus the greenback all year.

 

The specialists claim that if GBP/USD breaks below support at $1.5272 (October minimum), the pair will complete 15-month “head & shoulders” breaking through the neck line. As a result, the long-term trend will become bearish and sterling will be condemned to failure to $1.3908 and $1.3825.

 

Analysts at Commerzbank are also bearish on pound, though not as strongly yet. In their view, the pair will fall to $1.5272 and then to $1.5135, where it should hold first time around before resuming decline.

 

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Chart. Weekly GBP/USD

 

 

Comment here http://www.fbs.com/analytics/2012-01-12/16403-boa-pound-slips-downtrend

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"BoA: Canadian dollar will fall in Q1"(2012-01-12)

 

 

 

 

 

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Analysts at Bank of America Merrill Lynch believe that by the end of the first quarter the greenback may reach peak at 1.09 versus its Canadian counterpart and then return to the lower levels.

 

The specialists underline that loonie keeps depending on the market’s risk sentiment. Canada’s currency is highly sensitive to the market volatility stemming from Europe and the situation in the euro area, in their view, will get worse before it gets better.

 

Moreover, the bank points out that Canada's housing market is overvalued. Although Merrill Lynch doesn’t expect a crash, this situation may кeinforce any large external shock if prices fall rapidly.

 

In addition, China remains the object of investors’ concerns.

 

All these factors contribute to increasing the possibility of an interest rate cut by the Bank of Canada, negative for CAD.

 

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Chart. Daily USD/CAD

 

 

Comment here http://www.fbs.com/analytics/2012-01-12/16405-boa-canadian-dollar-will-fall-q1

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"MIG Bank: negative outlook for Aussie"(2012-01-12)

 

 

 

 

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Technical analysts at MIG Bank are bearish on the prospects of Australian dollar versus its American counterpart.

 

In their view, the pair AUD/USD will go down to the parity level and then drop to $0.9862 (December 15 minimum) and $0.9664/20 (November 23 minimum).

 

According to the bank, the pair won’t be able to overcome 200-day MA which has been has been holding steady around $1.0413 during 3 months.

 

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Chart. Daily AUD/USD

 

 

Comment here http://www.fbs.com/analytics/2012-01-12/16407-mig-bank-negative-outlook-aussie

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"Citigroup: USD/JPY is facing resistance"(2012-01-12)

 

 

 

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Analysts at Citigroup think that US dollar will be imprisoned in range between 75 and 80 yen in 2012.

 

The specialists claim that USD/JPY will face resistance of the weekly Ichimoku Cloud which is situated in the 78/80 yen area.

 

In their view, the greenback will trade with a slight downside bias unless and until the Federal Reserve shifts to tighter monetary policy.

 

Strategists at ANZ are bearish on USD/JPY in the long-term as Japan switches away from direct currency intervention tools. In addition, they say that the private sector is likely to have a continued bias to repatriate offshore assets because of the global deleveraging cycle. As yen is strengthening in most of its crosses, it would be very difficult for Japanese policymakers to encourage large outflows of private sector capital.

 

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Chart. Weekly USD/JPY

 

 

Comment here http://www.fbs.com/analytics/2012-01-12/16409-citigroup-usdjpy-facing-resistance

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"ECB: rates unchanged, analysts’ comments"(2012-01-13)

 

 

 

 

 

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As it was expected, yesterday the European Central Bank left its benchmark rate unchanged at 1%.

 

Here are the main points of the euro zone’s monetary authorities:

 

- There are “tentative signs of stabilization” in the European economy, yields at Spanish and Italian bond auctions decline.

- Still euro zone’s economic outlook in 2012 seems alarming, the region’s financial market is in the state of “high uncertainty and substantial downside risks”.

- During the next few months euro area inflation will remain at 2% before declining.

- European leaders have to encourage job creation without slippage in austerity measures and reforms.

- The new European fiscal compact, which is currently under negotiation, must be characterized by “unambiguous and effective wording”.

- The central bank’s decision to provide 489.2 billion euro in low-cost 3-year loans to the European banks has prevented a credit contraction.

- The ECB was pleased that euro zone leaders had confirmed that the involvement of private creditors in the second Greek bailout was “unique and exceptional.” The ECB has persistently argued against private sector involvement warning that it would increase contagion risks.

 

Analysts’ comments

 

Nomura underlines that the central bank wants to assess the latest data in order to judge the magnitude and depth of the recession in the region.

 

Societe Generale claims that further rate cuts will only be forthcoming in case of the signs of an outright credit crunch.

 

The single currency picked up versus the greenback returning above $1.28.

 

Never the less, UBS thinks that the overall negative outlook for euro didn’t improve after the ECB meeting. The specialists lowered forecasts for the pair EUR/USD from $1.25 to $1.15 by the end of this year and from $1.20 to $1.10 by the end of 2013.

 

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Chart. Daily EUR/USD

 

 

Comment here http://www.fbs.com/analytics/2012-01-13/16413-ecb-rates-unchanged-analysts-comments

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"Morgan Stanley: sell EUR/CAD and EUR/AUD"(2012-01-13)

 

 

 

 

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Analysts at Morgan Stanley recommend selling the single currency versus Australian and Canadian dollars.

 

In their view, traders will be using euro as funding currency investing money in higher-yielding currencies such as Aussie and loonie. Such move of the market may be explained by high risk aversion in the euro area, low yield especially in key European economies and the risk of ECB’s easing policy, says the bank.

 

According to Morgan Stanley, one should open shorts on EUR/CAD at 1.3150 stopping at 1.3260 and targeting 1.2740 and on EUR/AUD at1.2660 targeting 1.1925 and stopping in the 1.2860/2905 area.

 

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Chart. Daily EUR/CAD

 

 

Comment here http://www.fbs.com/analytics/2012-01-13/16416-morgan-stanley-sell-eurcad-and-euraud

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"ING, Lloyds: EUR bearish trend will stay intact"(2012-01-13)

 

 

 

 

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The single currency has been trading within downtrend since November, when the possibility of Greece exiting the euro zone was mentioned officially for the first time.

 

Analysts at ING claim that no matter whether the European policymakers including the ECB reach agreement to stabilize the government debt crisis or not, the single currency will fall. In their view, the Europe’s credit crunch is a reality, and the euro zone requires softer monetary conditions, including a weaker euro.

 

At the same time, the specialists underline that euro’s shorts are too large now, so if the currency is to fall further from here, a “different community of sellers” – corporations, institutional investors and FX reserve managers – must emerge.

 

According to ING, US dollar, demand for which will be supported by the euro zone’s debt problems, will keep strengthening versus commodity and emerging market currencies. The recovery of American currency will go on for 3-6 months, says the bank.

 

Strategists at Lloyds Bank claim that though excessive euro shorts may allow the European currency to experience short-term runs, euro's reaction to the improved global data will be limited as the markets realize that European economy is severely weakened by the austerity measures and it would take a long time for the region’s growth to become strong enough so that the ECB would be able to tighten its monetary policy.

 

 

 

Comment here http://www.fbs.com/analytics/2012-01-13/16420-ing-lloyds-eur-bearish-trend-will-stay-intact

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"Italy: mixed results of the debt auction"(2012-01-13)

 

 

 

 

 

 

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Italy managed to raise 4.75 billion euro meeting the target level. The nation sold 3-year notes at an average yield of 4.83% down from 5.62% at a prior auction in December.

 

The single currency declined versus US dollar and Japanese yen as the demand wasn’t as high as the market’s expected: investors bid for 1.2 times the amount allotted, down from 1.36 last month.

 

Italy will soon face a more serious challenge – 10-year bond auction which is set to take place in 2 weeks. In the first quarter the country will have to pay off more than 100 billion euro.

 

Analysts at Morgan Stanley claim that any rebound of EUR/USD is going to remain limited and the medium-term outlook for the pair is limited.

 

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Chart. Daily EUR/USD

 

 

Comment here http://www.fbs.com/analytics/2012-01-13/16424-italy-mixed-results-debt-auction

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"France will offer bills amid the downgrade"(2012-01-16)

 

 

 

 

 

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Monday, January 16, 2012 - 09:00

The weekend was marked by the dim news for the euro area: Standard & Poor’s downgraded France and Austria by one level from top AAA rating to AA+ with “negative” outlooks. The agency also reduced credit ratings of Italy, Portugal, Spain and Cyprus by 2 steps and cut Malta, Slovakia and Slovenia by one notch. The ratings of Germany, Belgium and the Netherlands were affirmed.

 

In this light one has to watch French debt auction the result of which will be due around 13:55 GMT. The nation plans to sell 8.7 billion euro ($11 billion) in bills.

 

The yield on France’s 10-year bonds rose by 3 basis points to 3.055%. The yield spread between French and German 10-year bonds increased from less than 50 points a year ago to about 130 basis points.

 

France’s finance minister Francois Baroin claimed that “it’s not a catastrophe” and “it’s still an excellent grade.” Never the less, the downgrade will likely have a dreadful impact on the image of French president Nicolas Sarkozy. According to the polls conducted last week, Sarkozy, the leader of the ruling UMP party, has the backing of 23.5% of voters versus 21.5% who support anti-euro candidate Marine Le Pen, the leader of the nationalist National Front, while Socialist Party candidate François Hollande leads with 27%.

 

Coming auctions

 

Tuesday, January 17: EFSF, Greece, Spain

Wednesday, January 18: Portugal

Thursday, January 19: Spain

 

Debt payments in 2012

 

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Chart. Daily EUR/USD

 

 

Comment here http://www.fbs.com/analytics/2012-01-16/16427-france-will-offer-bills-amid-downgrade

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"J.P.Morgan: sell GBP/USD"(2012-01-16)

 

 

 

 

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Analysts at J.P. Morgan recommend selling British pound versus the greenback at $1.5295 stopping at $1.5530 and targeting $1.4800.

 

The specialists remind that the European crisis has strong negative impact on British economy as about 40% of UK exports go to the euro area and a large percentage of the nation’s banks have claims on the euro zone.

 

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Chart. Daily GBP/USD

 

 

Comment here http://www.fbs.com/analytics/2012-01-16/16429-jpmorgan-sell-gbpusd

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"Barclays Capital: comments on British pound"(2012-01-16)

 

 

 

 

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Analysts at Barclays Capital claim that as British pound may be able to hold at current levels for a while as so far it has managed to close above $1.5270 – the neckline of a multi-week pattern.

 

If GBP/USD closes below this level, it will fall to $1.5150 and $1.4950 later in January. The fact that sterling spiked below this mark on Friday means that the bears will ultimately pull the rate lower.

 

According to the bank, the outlook for pound will remain negative as long as it’s trading below $1.5410.Barclays Capital: comments on British pound.

 

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Chart. Weekly GBP/USD

 

 

Comment here http://www.fbs.com/analytics/2012-01-16/16431-barclays-capital-comments-british-pound

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"Westpac: recommendations for EUR/USD"(2012-01-16)

 

 

 

 

 

 

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Analysts at Westpac recommend selling EUR/USD at $1.2650 stopping at $1.2800 and expecting the pair to fall to $1.2350.

 

The specialists don’t expect much of an upward correction amid sovereign downgrades and a breakdown in talks over the Greek debt restructuring. In their view, it seems that the single currency has shifted into a clear downtrend regardless of more supportive signals from stocks and euro basis swap.

 

In addition, the specialists underline that euro’s current decline doesn’t seem excessive as during the past 20 years EUR/USD survived at least 8 sustained, multi-week large slumps when it fell by about 20% peak to trough, while euro has lost only 11% dropping from October 2011 maximum at $1.4250.

 

According to Westpac, from the fundamental point of view, there are only 2 main factors which may reverse euro’s downtrend: another round of QE by the Fed and/or aggressive steps by EU policymakers to bring more definitive coherence to EU finances. Never the less, neither of these outcomes is likely to realize in the short term.

 

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Chart. Daily EUR/USD

 

Comment here http://www.fbs.com/analytics/2012-01-16/16434-westpac-recommendations-eurusd

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"UBS: recommendations for EUR/USD"(2012-01-16)

 

 

 

 

 

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Analysts at UBS recommend selling euro at $1.2755 stopping at $1.3050 and targeting $1.2250. The specialists remind that the European Central Bank is expected to cut 2 more times rates in the next few months from1.00% to 0.50%. In their view, Greece may suffer a disorderly default in March.

 

According to the bank, downgrades of European economies by S&P will have a greater impact on the euro than just one day's price action would suggest – the strategists think that the downgrades still aren’t fully priced in yet. UBS claims that euro’s fair value is in the $1.15/$1.20.

 

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Chart. Daily EUR/USD

 

 

 

Comment here http://www.fbs.com/analytics/2012-01-16/16...ndations-eurusd

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"HSBC: Germany is vulnerable to crisis"(2012-01-16)

 

 

 

 

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Analysts at HSBC note that that fact that S&P downgraded European economies on Friday wasn’t unexpected as in December the ratings agency warned the region’s policymakers.

 

The specialists claim that the euro zone’s officials are guilty of 3 sins: optimism, inaction and omission.

 

Firstly, too many countries are too optimistic about recovery when all the evidence is now pointing towards recession in both the periphery and the core. Secondly, inaction is inevitable for politicians faced with a difficult trade-off between political expediency and fiscal reality. Thirdly, the idea of a fiscal pact doesn’t deal with the shortfall of income which led to today’s crisis.

 

According to HSBC, euro zone’s difficulties in the coming months will likely strengthen. The economists think that Germany will get under pressure as its exports to other nations of the currency union will shrink, while its financial institutions are exposed to the region’s debt.

 

As a result, the leading European economy will be forced into recession. HSBC expects that the ECB will have to step in and start quantitative easing. That would make the crisis easier to solve, though the ultimate way out may be provided only by the political action.

 

 

Comment here http://www.fbs.com/analytics/2012-01-16/16438-hsbc-germany-vulnerable-crisis

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"January 17: data and comments"(2012-01-17)

 

 

 

 

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Yesterday Standard & Poor’s reduced the rating of the EFSF, the euro area’s 440-billion-euro bailout fund, from AAA to AA+ after earlier downgrades of France and Austria as the fund’s obligations are no longer fully supported either by guarantees from EFSF members rated AAA by S&P, or by AAA rated securities.

 

The downgrade of the EFSF was no big surprise after Friday's mass downgrade of nine euro-zone countries.

 

Klaus Regling, chief executive officer of the facility, claimed that “EFSF has sufficient means to fulfill its commitments” until the launch of permanent ESM (European Stability Mechanism) in 2012.

 

According to the data released today, China’s GDP added 8.9% y/y in the fourth quarter versus 8.7% expected. As a result, EUR/USD managed to rise to $1.2750 on the short squeeze. Even EUR/CHF backed away from the 1.20 danger zone. Asian equity markets added 1.5% on average; gold and oil also rise 1.5% to $1663/oz and $100.30/bbl respectively.

 

Later today:

 

• British CPI (9:30 a.m. GMT);

• BOE Gov King Speaks (9:45 a.m. GMT);

• German ZEW Economic Sentiment (10:00 a.m. GMT);

• Bank of Canada’s meeting: overnight rate release (2:00 p.m. GMT);

• EFSF, Greece, Spain: debt auctions.

 

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Chart. Daily EUR/USD

 

 

Comment here http://www.fbs.com/analytics/2012-01-17/16439-january-17-data-and-comments

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"Merrill Lynch: forecasts for euro and pound"(2012-01-17)

 

 

 

 

 

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Analysts at Bank of America Merrill Lynch think that the single currency may drop to $1.2510 versus the greenback in the near term. In the medium term the specialists see EUR/USD falling to $1.12 and even $1.08 due to both fundamental issues and technical patterns.

 

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Chart. Weekly EUR/USD

 

According to the bank, euro zone’s problems are also weighing on the British pound. Merrill Lynch claims that the pair GBP/USD will ultimately slide to $1.38. The specialists recommend selling sterling at $1.5300 stopping at $1.5425 and targeting $1.4250.

 

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Chart. Weekly GBP/USD

 

 

Comment here http://www.fbs.com/analytics/2012-01-17/16440-merrill-lynch-forecasts-euro-and-pound

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"UBS: how SBN will possibly act"(2012-01-16)

 

 

 

 

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The single currency declined versus Swiss franc from December 7 maximum in the 1.2445 area. At the beginning of this year euro’s decline accelerated after the resignation of the SNB’s president Philipp Hildebrand, who promoted EUR/CHF peg. On Friday the pair EUR/CHF hit 1.2061.

 

Analysts at UBS claim that if the Swiss National Bank holds EUR/CHF at 1.20, deflation pressure in 2012 will strengthen due to strong franc and recession in the euro area. As a result, Switzerland’s monetary authorities will eventually have to raise EUR/CHF minimal level to 1.30 during 2012 in order to offset falling consumer prices.

 

At the same time, the specialists really think that Hildebrand’s departure will make the central bank less willing to increase EUR/CHF floor. So, the bank expects SNB to keep the floor at 1.20 during the next few months before lifting it higher as the nation’s economy won’t be able to deal with franc’s strength on its own.

 

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Chart. Daily EUR/CHF

 

 

Comment here http://www.fbs.com/analytics/2012-01-17/16443-ubs-how-sbn-will-possibly-act

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"EUR/USD on the upside, but outlook still bearish"(2012-01-19)

 

 

 

 

 

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The single currency keeps going up versus the greenback on the positive sentiment about US economic prospects.

 

There’s a bunch of important data released today in the United States which is projected to be better than forecasts. US unemployment claims are thought to have declined in the week before January 14 from 399K to 387K.

 

At the same time, demand for euro may be regarded as limited as the talks between Greece and its private creditors represented by the Institute of International Finance on a debt-swap plan continue for the second day.

 

France will offer debt later today with maturities from 2014 to 2040. Spain will also sell notes and bonds maturing in 2016, 2019 and 2022 today.

 

EUR/USD rose from Friday’s minimum of $1.2624 to the levels in $1.2860 area. Never the less, analysts at Citigroup and Nomura are bearish on the pair citing the euro zone’s weak economy and the poor state of the region’s finance.

 

daily_eurusd_13-07.gif

 

Chart. Daily EUR/USD

 

 

Comment here http://www.fbs.com/analytics/2012-01-19/16446-eurusd-upside-outlook-still-bearish

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