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Momentum Remains Positive

Published 05/04/2017, 10:28 am
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Originally published by IG Markets

Past presidential meetings have political leaders coming away with a positive view of relationships going forward. The same could be expected at the meeting with China’s president Xi Jinping later this week with President Trump at Mar-a-Lago golf club in Florida.

It’s well known that China regards golf clubs as citadels of capitalist excess and corruption.

Aside from US politics, low volatility themes within equities markets continue to play out with the CBOE Volatility Index volatility indicator falling 5% to 11.8 overnight. US equity market continued to consolidate with the S&P 500 finishing with in a small five-day trading range at 2362.

From the FX markets view point it seems business as usual with the US dollar holding the key support level above 100 last traded at 100.57.

Australia’s Reserve Bank Governor Phillip Lowe gave his first keynote speech as Governor overnight and highlighted the issue of a 6.5% year-on-year rising household debt to the trailing 3% rise in incomes. With the RBA holding interest rates in yesterday’s announcement the Australian dollar broke down through the key support level of 76 cents.

With the current record number of institutional net long positions in the Australian dollar, this has the potential to bring in some near term volatility.

We still have the swaps market pricing in five basis points (bp) of hikes over the coming 12 months (down from 8bp). However, to be fair, the market is sitting on the fence here. Judging by the sizeable 10bp drop in the Australia ten-year ‘real’ yield yesterday (7bp drop on nominal bonds), it seems the fixed income market saw the statement as more dovish at the margin. The daily AUD/USD options ‘straddle’ cost 36 points in premium yesterday, with the market simply saying no move at all was expected in the markets.

This seemed so low given the central bank risk, and buying volatility turned out to be a reasonable trade, although AUD/JPY shorts look better. A real battle to defend the December and March spike low – a close through here opens up greater downside.

Our market looks set for a positive open today with the SPI futures showing a 27 point gain from last close.

Momentum in the S&P/ASX 200 remains positive, with the key 6000 still remaining as the key level for further gains. Gains likely in materials and energy, with BHP Billiton Ltd's (AX:BHP) ADR +1.8%. US crude has seen a positive session (+1.7%) and the just released API inventory report showed a strong 1.8m barrel draw. This bodes well for tonight’s official number, with the market expecting a 70k barrel draw in oil and 1.53m draw in gasoline inventories. US crude looks like it wants to break back into former trading range and this is positive for risk in general.

Keep in mind we have ADP private payrolls at 10.15pm (consensus 185,000 jobs) and this will set the tone for Fridays NFP’s. Worth eyeing the services ISM too, which is expected to increase at a modestly slower pace.

In the commodities space, gold has moved higher overnight adding to the positive sentiment around the local producers.

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