INSIDE ASIA: Won, Yen Lead Rally as Treasury Yields Decline
(Bloomberg) -- Japanese yen and Korean won lead rally in Asian currencies as Treasury yields decline and traders push back bets on timing for higher Fed rates.
- FOMC minutes this week are unlikely to convince market participants that Fed is bullish on rate hikes and this will weigh on dollar and support Asian currencies, Masashi Murata, currency strategist at Brown Brothers Harriman says
- Disappointing U.S. retail sales means it will be hard for Fed to hike rates in Sept.
- 10-yr Treasury yield falls 2bps to 1.5372% session low in Asia
- Bloomberg Dollar Index extends overnight losses, drops 0.2% to 1,172.41
- USD/JPY tumbled 0.9% to 100.35 session low; break below o/n low of 100.87 triggered widespread selling in USD/Asia, traders say
- Fall in USD/JPY probably accelerated as stops were triggered by short-term players when pair slid below Friday’s and yesterday’s lows of 100.83 and 100.87, according to Bank of America
- Expect pair to trade in 100-103 range this week before speeches from Fed officials and release of FOMC’s July meeting minutes, says Keisuke Hino, NY-based trader at Mizuho Bank
- Japanese investors are paying highest hedging costs since 2008 on foreign bond purchases, thwarting efforts by BOJ to spur overseas investment by boosting dollar supplies
- Ministry of Finance negotiating with country’s major banks to lend to govt at zero interest rate in auctions starting Oct. or Nov., Reuters reported yesterday
- Aussie govt bonds remain lower after RBA minutes of Aug. 2 meeting says that on balance, prospects for sustainable growth and inflation returning to target over time, would be improved by easing monetary policy
- AUD/JPY selling seen after RBA minutes brought USD/JPY bids around 100.80 into play, according to an Asia-based FX trader
- ANZ consumer confidence rises to 117.6 for week ended Aug. 14
- China’s yuan little changed as PBOC raises yuan reference rate for second day
- PBOC expects pace of M2 growth y/y to pick up in Aug., Sept.
- China bond honeymoon may continue on tepid growth: survey
- Won leads rally among Asian currencies as local markets resume trading after long w/e
- Korea should continue to allow FX rate to move flexibly: IMF said at conclusion of the Article 4 discussions on Aug. 13
- Recent increase in minimum wage is unlikely to lead to improvement in workers’ average wages as number of those receiving below minimum income is also rising: BOK
- Rupiah strengthens for second day
- Indonesia commits to draft 2017 state budget thoroughly, President Widodo says in annual parliamentary speech
- Rupee one-month forwards +0.1% at 67.11 after long w/e
- India’s July wholesale prices est. +2.84% y/y, highest since Aug. 2014, vs June +1.62%
- Peso at 8-wk high before auction of 7-yr bonds
- Stronger remittance growth in June is favorable for the peso, ING wrote in Aug. 15 note
- Ringgit climbs, buoyed by o/n gains in oil prices while bonds rise
- BNM is inching closer to another rate cut, with buffer against lower 4% limit of official 2016 growth target becoming thinner and thinner, OCBC writes in note today
- Overall growth will increasingly depend on domestic demand, since export weakness is “chief culprit” of slowdown in GDP growth in 2Q
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HALISTER1Source: BFW (Bloomberg First Word)
People Masashi Murata (Brown Brothers Harriman & Co)
Keisuke Hino (Mizuho Financial Group Inc)
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