Credit Agricole

FX Flows

Risk oversold? US equity futures up, most of Asian indices are positive.

RBA published minutes for the December meeting, board members recognized that the omicron variant had introduced additional uncertainty, but believe that it is unlikely to derail Australia's recovery. Our macro strategist Patrick said RBA will raise rates later than most elsewhere. Limited price action for AUD$, attempts to take this lower but felt like bids are planted below 0.7100. And there are more than A$1bn of 0.7100 strikes maturing this week. Small risk-on has taken the pair to 0.7115.

$YEN traded lower on back of Tokyo fixing supply but came back up when risk sentiment improved. Exporters should have interests on topside as we approach month-end while buyers sitting near 113.30

CAD recovered against the USD, thanks to oil futures and AUD$. We should see sell orders scattered on top and a barrier at 1.3000. In our Monthly FX Outlook, our economics team said outperformance in Canada’s labour market shows that slack is rapidly vanishing, and inflation is well above target. Omicron is likely to see a setback in services employment and a weak Q1 GDP print. Our outlook for 150 bps in BoC rate hikes in the next two years, divided equally between 2022 and 2023, is a bit more drawn out than market pricing. Also weighing on the Loonie in early 2022 will be a lack of upside in commodities. We see $CAD around 1.29 over Q1 and 1.30 for Q2.

One overnight commentary said offers in EUR$ above 1.1300, no mention of names but I suspect these are from those eager to rid of long position. UST yields are higher, risk is on and EUR$ nudged up. Germany will release January GfK consumer confidence today, market expects it to slip to -2.7 from -1.6. Two option strikes rolling off Thursday December 23. €1.73bn at 1.1225, €1.2bn at 1.1300. Jeremy Stretch wrote that unless fiscal policy proves significantly more expansive than anticipated, a long period of ECB policy inertia, set against firming expectations for Fed hawkishness, underlines our bias for the EUR to remain on the defensive in 2022. We see EUR$ at 1.11 over Q1 and then 1.10 in Q2.

Citi

European Open

Low volumes across asset classes signal that we have entered a festive mood as we near Christmas. USD traded flat, with the remainder of G10 currencies trading mixed against it. EM currencies fared similarly, trading mostly flat. Omicron risks were top of mind, with news from the Associated Press yesterday that Omicron is the dominant strain in the US. New Zealand delayed its border reopening due to the omicron variant concerns as well. RBA minutes were broadly in line with earlier messaging. Regardless, equities and oil ticked higher modestly today.

We will see consumer confidence prints from EUR today, with Germany GfK Consumer Confidence at 07:00 GMT and Eurozone Consumer Confidence at 15:00 GMT. GBP will sight PSNB ex Banking Groups at 07:00 GMT, while SEK will receive the Economic Tendency Survey at 08:00 GMT. CAD sees Retail Sales at 13:30 GMT. In the EM space, HKD receives CPI at 08:30 GMT and COP will receive its monetary policy minutes at 22:00 GMT.