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Dollar Falls With Treasuries As Trump Inaugurated

Published 23/01/2017, 11:19 am
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Originally published by Rivkin Securities

The U.S. dollar index fell -0.34% on Friday as two-year US treasury yields declined -2.8 basis points to yield +1.197% following the inauguration of Donald Trump as the 45th US president. Despite comments that he would immediately begin negotiations with both Canadian and Mexican leaders to renegotiate the NAFTA agreement the Mexican peso was one of the best performing currencies on the day, up +1.68% shown on the first chart below while the Canadian dollar was unchanged. Precious metals spot gold and silver also benefited from the weaker dollar, up +0.38% and +0.34% respectively while in Australian dollar terms spot gold was +0.5% higher.

US equity markets finished higher, both the S&P 500 and Nasdaq 100 gaining +0.34% and +0.24% respectively with broad based buying on the S&P500 universe with just over 70% of stocks finishing higher for the session. Earnings season for the fourth quarter is now underway, with 49/505 S&P500 companies having reported. Of those 67% has surpassed earnings estimates and 40.8% have beaten revenue forecasts. For the quarter analysts are forecasting growth of 6.3% year-on-year with gains driven by Financials (+17.3%), Utilities (+10.9%) and Technology (+7.7%) while energy is still expected to lag (-2.9%).

Trump also set an ambitious target of 4% GDP growth over the next ten years. This week we will have US GDP data for the fourth quarter on Saturday at 12:30am AEDT with expectations for +2.2% annualised growth for the quarter, down from +3.5% in Q3 as net negative trade weighs on growth. While this is an important data release, the market is likely to place a heavy weighting towards the outlook for policies, particularly given the change in leadership.

Trump’s first 100 days will now be the key focus, and while he may be given a short honeymoon period by the market, patience will run out quickly if there is little progress towards making good on his promises of tax cuts, stimulus and deregulation.

The second chart below shows both WTI and Brent crude oil which gained +1.87% & +2.46% respectively on Friday despite a jump in the US Baker Hughes rig count to 694 from 659 the previous week. This comes on the back of comments from Saudi Arabia’s oil minister that 1.5 million barrels of production cuts have already been implemented as OPEC and non-OPEC officials met in Vienna on Sunday to discuss a mechanism to monitor the agreed production cuts.

The Joint Ministerial Monitoring Committee (JMMC) comprises of Algeria, Kuwait, Venezuela, the Russian Federation and Oman and will release a monthly press release on progress towards production cuts suggesting they will go for a name and shame approach for those countries not complying. Production cuts are voluntary and there is no real mechanism to ensure they are enforced, and it remains unlikely there will be 100% compliance. However if initial signs of compliance are kept up it will be supportive for oil prices above US$45 for the next six to twelve months.

Locally the S&P/ASX 200 finished -0.66% lower on Friday while the Australian dollar was flat, down just -0.07%. Meanwhile we can expect to recover a portion of those declines this morning with ASX SPI200 futures finishing trading on Friday +27 points higher.

Chart 1 – USD/MXN (Blue inverse) and USD/CAD (Purple inverse)

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Chart 2 – WTI (Purple) and Brent (Blue) Crude Oil

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Source: Rivkin, RivkinTrader

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