CIBC

FX Flows

Quite a start for $CAD from 7.00 am Hong Kong. Pair was sold off from 1.2533 down to 1.25175, met a French bank hitting bids, not sure if he was alone. $CAD reversed back very quickly to 1.2532. Our trader Jon believes that the buying came from Japanese, selling YEN-crosses.

Tokyo banks hit the bids $YEN and the YEN-crosses at the open. This could be month and fiscal year-end. Some have pointed weak US$ linked to the tweet but we doubt so. Slight bounce back but $YEN remained heavy despite BoJ Governor Kuroda saying weak YEN remains positive for the economy. Finance Minister then joined the party watching forex moves but none of their remarks shook the currency. $YEN registered 122.44 high this morning, weaker closing could be problematic.

Move lower in $YEN prompted higher EUR$ and the AU$. The European Union has accused Russia of war crimes in Ukraine, demands that Russia to stop the war. None earth shattering, EUR$ move has been people flipping positions. Only if the Europeans can agree on putting a ban on Russian energy imports, otherwise it will be a limbo. EUR$ will be dominated by positioning. My fear is the €AU$. It has come a long way from recent high 1.5329, bounce back up could confirm a double bottom. FYI, there are total of €9.6bn worth of 1.1000 option strikes due in coming days.

After an early move to 0.75005, AU$ bounced back up but not able to takeout the overnight high 0.7528. Light flows – think technical guys will attempt to buy the dips. Short-term resistance 0.7540. Note there is an option strike at 0.7500 for A$1.27bn due next week.

Are we heading to potential triple-top for AUD$NZ$?

In our Monthly FX Outlook, economists Katherine Judge and Avery Shenfeld said if high oil prices dent real consumption growth this spring, and further Covid waves create at least some delays in getting a complete recovery for services, both central banks will have reason to be careful about how quickly they tighten policy. As well, the BoC, and likely after May, the Fed, will be using quantitative tightening as an additional tool to reduce monetary stimulus, thereby relieving some of the burden on overnight rate hikes. BoC looks to hike by 25 bps in April, while the Fed, facing greater inflation pressures and a desire to make more of a statement, will likely deliver a 50 bps hike at its next meeting.