Policy Divergence Is Back - And It Will Hurt The Euro

Published 30/03/2017, 12:15 pm

Originally published by AxiTrader

The period of US dollar weakness could be at an end after real signs of policy divergence re-emerged last night on both sides of the Atlantic.

Reuters reported that "sources" inside the ECB wanted it made known that the market was overinterpreting the message from Europe's central bank at its last policy meeting in March. That sense, that the ECB was preparing the ground for a shift in policy was fed by comments from Ewald Nowotny that the ECB could move to adjust interest rates even before the the ECB ends quantitative easing.

That expectation has been built on by comments from Bundesbank president Jens Weidmann, and his German ECB Executive Board member Sabine Lautenschlaege since the meeting. Both Weidmann and Lautenschlaege said the time for a reversal of policy is at hand.

ECB chief economist Peter Praet begged to differ. He favoured the Mario Draghi approach and said expressly that the increase in inflation in the euro area at the moment is transitory and should be ignored.

But there is no denying the turn in German data over recent months. And that, together with the softness in the US dollar in the wake of the Republican failure to pass the repeal of Obamacare earlier this week allowed the euro to hit a high of 1.0905 in trade Tuesday.

But in a neat combination of technicals and timing ECB governing council member Jan Smets reminded markets that the hawks are in the minority. That BoE interest rate setter Ian McCafferty did likewise in the UK and as the Brexit trigger loomed Euro failed to hold the high - or the test of the 200 day moving average at 1.0870.

Chart

But there are two sides to a cross and overnight comments from Fed officials has again focussed attention on the path of interest rates in the US. So far this week we've heard from Dallas' Robert Kaplan, Chicago's Charles Evans, Janet Yellen (nothing on policy), vice chair Stanley Fisher, Fed governor Jerome Powell, Boston's Eric Rosengren, and San Francisco's John Williams.

The clear consistency, even from doves like Evans, is that at least two more hikes are coming.

But it's the comments from Rosengren and Williams which are noteworthy in the context of policy divergence.

Rosengren said his "base case would be four tightenings, reflecting the strength of the economy that I believe justifies more regular normalization of interest rates". While Williams agreed saying we shouldn't rule out the additional rate hike.

And even though it's now fashionable to say Trump's legislative agenda is at risk it is worth noting both these comments are before any Trump stimulus is added.

Chart

So just like the December rate hike when the US dollar swooned in the aftermath and regained its vigour so too the divergent positions back in evidence between the ECB and the Fed may have now signalled a renewed period of US dollar strength against the euro.

Have a great day's trading.

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