Citi

Risk off sentiment dominated Asia session as market stay cautious ahead of NFP print tomorrow. USD traded marginally stronger against G10 basket with AUD the exception as record trade surplus nudged AUDUSD higher to trade at 0.7368 at writing. USD noted mixed performance against Asia FX with KRW and THB underperforming and PHP outperforming.

Downside pressures in KRW as foreigners net sold $362m of KOSPI shares this morning and in absence of USDKRW sellers at current levels. THB continues to be weighed down by weak economic backdrop and persistent current-account deficit even as the Covid situation in Thailand stabilizes. Elsewhere, PHP outperformed to break below 50.0 handle, onshore suspects that importers interest away from us is driving the PHP strength here.

USD traded marginally stronger against G10 basket ahead of the NFP print tomorrow. As a frame of reference, consensus estimates for NFP sit at 748k, while the Bloomberg ‘whisper’ figure lies higher at 800k.

CIBC

FX Flows

Australia July trade surplus widened to AUD12.1bn versus estimates of AUD10bn. However, further reading into the details showed that iron ore exports fell 5% from previous month. AUDUSD reversed away from 0.7365. Our trader Jon believed there has been some profit taking in AUDJPY and widening of AU-NZ yield spreads played a part. Intraday resistance seen at 0.7377 then 0.7400. Not much in terms of option expiry today, AUD1.1bn at 0.7350 for tomorrow.

Comments from BoJ dove Kataoka failed to stir USDJPY, said that in his personal view is that the BoJ should aggressively buy bonds, push down yields to prop up capex, investment in growth areas. No one paid attention, traders were busy with selling JPY crosses since the opening. Seemed that sell orders are scattered above 110.25 up to 110.50, from both corporate and Japanese retail, I was told these day traders have gone short. I am sure they will be collecting near 109.50-60. Not a lot to talk about in terms of option strikes but not $1.3bn of 110.00 strike mature tomorrow.

EURUSD is back below 1.1840, dominated by sales of EURJPY. Intraday support seen at 1.1825, our trader thinks this will head higher, especially the EURCAD cross where the golden cross has clearly developed. One big asset manager has set his target at 1.50, which isn’t too distant, we think there is a potential to go beyond. In EURUSD, there is a trendline at 1.1858, should extend towards 1.1900. Not a lot of strikes due today but far bit tomorrow, concentrated on the topside from 1.1850-1.1880.