CIBC

FX Flows

New Zealand second quarter retail sales beat forecast at +3.3%, estimate was gain of 2.5%. Statistics New Zealand said rises across all regions and spending on big ticket items was main priority for many consumers. Earlier, Finance Minister Robertson appeared at the Finance & Expenditure select committee and said New Zealand entered the lockdown in strong economic position and has fiscal headroom to handle the lockdown. Little to see in FX, small resistance seen at 0.6900, could be linked to 0.6900 put strike maturing today for NZD725mio. Slight USD firmness took NZDUSD towards 0.68835.

Slow session for the AUDUSD, pair got down to 0.72005 and recouped, back to square one. There was a report that Vietnam’s Trade Min Nguyen Hong Dien directs Vietnam Steel Corp, Vietnam Steel Association and steel, iron and iron ore producers to restrict exports of the products in high local demand. This could be reason why Dalian iron ore futures opened up 3%. EURAUD sold and this lifted the AUDUSD towards 0.7220.

Light buying of USDJPY for the Tokyo fix, no drama actually. I think there are exporters sitting on the offer while leveraged accounts are side lined. We should see some bids below 109.50 from Japanese retail traders. I heard from last week that Japanese importers have lined up their interest below 109.20. In the option strikes due today, about $1bn worth at 109.65 put strikes, total $1.1bn of strikes 109.00-10, another $1bn at 108.82. Not a lot on top, about $650mio at 109.90.

Citi

USDAsia traded lower across the board this morning as risk sentiment firms after FDA approves Pfizer-BioNTech COVID-19 vaccine; the first vaccine to gain full US regulatory approval. In Asia, KRW led outperformance after Finance Minister Hong Nam-ki verbally intervened yesterday and said authorities are ready to act to tame any swings in the won and ahead of BoK’s MPC meeting this Thursday.

Outside of Asia, we see a snooze fest in G10 complex with most pairs trading in tight ranges after all the action in commodities currencies observed yesterday. After lagging behind CAD and NOK overnight, we see AUD +23bps seeking out extra gains this morning to outperform in the G10 complex this morning and NZD following suit +22bps against USD.