Market Roundup

  • Russia June Central bank key rate decrease to 11.50 % (forecast 11.50 %) vs previous 12.50 %.
  • Euro is under pressure as Greek debt talks falter. EUR/USD tests 1.1189 before lifting.
  • Euro implied volatility jumps to 3-1/2 year high.
  • Dollar index edges up, plays 94.999/95.391.
  • BUBA- If EUR appreciates strongly, downside risks for the economy the result.
  • Germany Finmin declines comment on question of Greece staying in EZ if bankrupt.
  • Greece and creditors fail in “last attempt” to reach deal.
  • Germany CDU leader- Germany parliament won’t back any deal without IMF included.
  • Oettinger- European Union needs to prepare for ‘state of emergency’ in Greece.
  • Euro Zone April Eurostat trade NSA 24.9bln vs previous 23.4bln.
  • Switzerland May Producer/import price -0.8% m/m, -6.0% y/y vs previous -2.1%/-5.2%.
  • Switzerland April Retail sales 1.6% y/y vs previous -2.8%.
  • Switzerland sight deposits rises w/e Jun 12 to 383.387bln vs 379.905bln the previous week.
  • RBA Kent- Further fall in A$ likely and necessary, especially given lower commodity prices.
  • South Korea Fin Min- Harder to directly intervene in FX markets now.

Economic Data Ahead

  • (0830 ET/1230 GMT) US Empire State Manufacturing (Jun) previous 3.09.
  • (0915 ET/1315 GMT) US Industrial Production (May) previous -0.3% m/m.
  • (0915 ET/1315 GMT) US Factory Output (May) previous 0.0% m/m.
  • (0915 ET/1315 GMT) US Capacity Utilization (May) previous 78.2%.
  • (1000 ET/1400 GMT) US NAHB Housing Market Index (June) previous 54.
  • (1600 ET/2000 GMT) US Treasury International Capital Statistics (April).

Key Events Ahead

  • (1145 ET/1545 GMT) Fed Trade operation 30-yr Ginnie Mae (max $775 mn).
  • (1430 ET/1830 GMT) Fed Trade operation 15-yr Fannie Mae/Freddie Mac (max $650 mn).

FX Recap

EUR/USD is supported above 1.1200 levels and currently trading at 1.1218 levels. It has made intraday high at 1.1259 and low at 1.1188 levels. The euro was trading weaker against its major currency peers on Monday after Greece and its creditors failed to strike an agreement over the weekend. Greece will resume talks on Thursday in Luxembourg when finance ministers from the 19-country Euro group meet. Today Euro Zone released trade balance data with positive numbers at 24.3B, previous 19.9B. Initial support is seen around 1.1144 and resistance is seen around 1.1296 levels. Option expiries are at 1.1200 (539M), 1.1250 (327M), 1.1335 (506M).USD/JPY is supported above 123.00 levels and posted a high of 123.64 levels. It has made intraday low at 123.13 and currently trading at 123.57 levels. The Yen has been on the front foot since Kuroda called a virtual top in USD/JPY as officials continued to talk the major lower diminishing the fundamental case for a higher price. There has been a soft tone to the dollar across a number of majors, bar the euro but the Yen remains broadly strong across the FX tickers.  Near term resistance is seen at 124.57 and support is seen at 123.02 levels. Option expiries are at 122.00 (810M), 123.00 (1.48BLN), 123.35-50 (1.2BLN).GBP/USD is supported below $1.5500 levels. It made an intraday high at 1.5567 and low at 1.5490 levels. Pair is currently trading at 1.5492 levels. In the UK, house prices surged by 3% in June to an all time high, according to the Rightmove house price index, boosting fears of a housing bubble in the UK, and diminishing chances of a tighter economic policy coming from the UK. In the absence of any other major economic data from UK, market will eye the US data release due later in a day. Initial support is seen at 1.5440 and resistance is seen around 1.5535 levels. Option expiry is at 1.5420 (219M).USD/CHF is supported above 0.9300 levels and trading at 0.9330 levels and made intraday low at 0.9286 and high at 0.9338 levels. The Swiss Franc failed to strengthen even though retail sales increased 1.6% year-on-year in May, following a 2.8% decline in April. Near term support is seen at 0.9242 levels and resistance is seen at 0.9372 levels. Option expiries are at 0.9250 (500M), 0.9450 (500M).AUD/USD is supported just above 0.7700 levels and trading at 0.7727 levels. It has made intraday high at 0.7753 levels and low at 0.7703 levels. Analysts believe the RBA minutes due for release on Tuesday, will be dovish, compared to the Fed that is still planning on moving in the opposite direction. Meanwhile, more worries about Greece after the failure of overnight talks could weigh over the Aussie. Initial support is seen at 0.7568 and resistance at 0.7811 levels. Option expiries are at 0.7600 (400M), 0.7650 (510M), 0.7700 (596M), 0.7735 (610M).NZDUSD is supported below 0.7000 levels and currently trading at 0.6969. It has made intraday high at 0.6996 and low at 0.6958 levels. The US dollar weakened across the board last week, except against the Kiwi, which fell on account of an interest rate cut by the RBNZ. Traders now await the FOMC decision, which could provide insight into the timing of interest rate hike in the US. A hawkish statement would confirm a diverging monetary policy path adopted by RBNZ and Fed. Initial support is seen at 0.6946 and resistance is seen around 0.7055 levels.

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