The No Stress Test

Politicians under pressure have a well established tendency to believe their own mollifying words. The regulators at the European Banking Authority have apparently acquired the habit.

 

The banking capital assessments conducted by the EBA and released June 15th reported that only eight of 90 continental banks tested required

 

Since the issuance of those findings on Friday European sovereign debt prices have continued to fall and yields move higher.  The return on the Italian ten year note closed 20 basis points higher today at 5.955%. In the past year it has gained 188 points, 118 of those in the past six months and 109 this month. Spanish 10 yield debt ended at 6.293% today. It

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SK Long-term Outlook, July

Regulatory body announced sizeable hike in energy prices (gas, heat) for households already as of end-July, which should add 0.5-0.6pp to harmonised inflation during summer, when inflation is going to climb above 4.5% y/y. The hike of energy prices comes earlier than we assumed, lifting our expected HICP average in 2011 to 4.2%. We see a risk of another increase of regulated energy prices at the beginning of 2012. Even with this hike, we expect slowdown of inflation to 3.5% next year. Inflation in the Euro area is likewise expected to decelerate next year, probably to below to the ECB target of 2%. Therefore, our colleagues in Erste Group Research expect the ECB to pause the hiking cycle at 2% in 2012.

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Understanding the Forex Market, the Depth, the Breath, and the Participants

Over the Counter Markest and Liquidity

The Current market is generally and Over the Counter market, where traders transact against counter parties in an effort to receive the best possible price.    The majority of the currency trading is transacted away from a regulated exchange such as futures trading or ETF trading.

A trade in the forex markets takes place on what is referred to as a currency pair.  A currency pair is two currencies that trade as a security.  For example, if an investor where to purchase dollars and sell the Yen, the currency pair or security is USD/JPY.

Certain currencies take precedence when paired with other currencies and it is important prior to transacting the parties to the transaction clarify the currency they are buying and selling.   The currency markets perform an important function in global trade, and even more important is the liquidity that the currency market provides.  Millions of transactions are completed every day in this electric and exciting market, and each trade adds to the liquidity of the market.

If very few trades take place in an instrument, then the liquidity is fair, if there are hundreds or thousands of transactions, the liquidity in a market is excellent.  The current daily notional volume in the currency markets is approximately 4 trillion US dollars per day.    Approximately 34% of the volume is traded in London England which is considered the central hub for the currency markets.  New York trades almost half the volume of London, which is 16%, and Tokyo Japan is third with 6% of the daily volume.

The Participants

The Current market has numerous players that form a number of categories.  Approximately 50% of the global daily transactions occur within the inter-bank market.  The inter-bank market is an over the counter market where large institutions transact as counter parties with one another.  Another level is where funds and smaller investment banks and retail traders transact.  A third tier is where the daily exchange of small volume is transacted from one individual to another.

The majority of forex trading is speculative.    The balance that is not speculative is made of corporations hedging exposure, funds changing one currency for another in foreign security trading, or central banks trying to control monetary issues.

The dealer or market makers create liquidity in the forex market.  A market maker, is a trader that creates a market by determining where they will buy an instrument and where they will sell an instrument.  The bid is where the market maker is willing to purchase a currency pair, and the offer is where the market maker is willing to sell the currency pair.   The liquidity within the Foreign Exchange market has driven bid offer spreads to very tight levels.  Liquidity plays a very important role within bid offer spreads.  The easier it is to transact when trading a currency pair, the tighter the bid offer spread.

Risk Appetite Suppressed Ahead Of Key Data Events Due This Week

After ending last week in depressed fashion, risk sentiment took another knock this morning after reports that a magnitude 6.0 aftershock shook Christchurch in New Zealand causing unspecified damage to the city centre. Understandably, NZDUSD plunged from 0.8215 to low 0.8100 levels; with the price action exacerbated by the Australian public holiday and generally poor liquidity. The data calendar for the majors is incredibly light today, with most of Europe also out of the office this morning. Nevertheless, the remainder of the week promises both the BoJ and SNB’s latest interest rate decisions, as well as some key inflation data from the UK and Europe. F Read more…

EURUSD Forecast for July 18

Good morning everyone. Hope everyone had a great weekend. We ended with a “no forecast” on Friday. Today I’m expecting the US Dollar to gain strength. It has a decent sense of direction and is expected to hold. Try and use the blue zones as barrier areas today (market will stay above or below these zones) rather then entry zones. Expec Read more…