FX Flows via FXWW Chatroom

UsdCad ended at 1.2180 in Toronto on Friday and we suspect 1 or 2 banks had stops to do above 1.2200. Market printed 1.2205 before the official Monday open and went straight to 1.2193 at the turn of the hour. UsdCad stayed in the nineties then slipped lower to 1.2183. Orderbook is light on the downside; bids come in low 1.21’s. Seeing some corporate offers into this 1.22-handle. Yield spreads between 2-year Canadian bonds and UST still indicating weaker UsdCad, somewhere low 1.20’s. 

Nikkei started the day in red but towards mid-morning, the index pared losses and moved into black. That aided UsdJpy towards 119.00. I heard that the positive equity sentiment is partly linked results of local elections and the other is the newspaper report that Japanese lifers are shunning JGBs and increasing investments in foreign bonds, particularly, the UST. The report highlighted that all nine of the major insurers that released fiscal 2015 investment plans intend to increase their foreign debt holdings. They expect to pour a total of nearly Jpy4trln into foreign bonds this fiscal year. UsdJpy faced exporters above 119.00 and beware of stops through 118.50. 

Really, not a lot I can pen for this pair. Weekend news filled with Greek news – is there a Plan B? If so what is it? No Plan B, no Grexit, no Grexident but people are now calling this Grimbo – Greeks in Limbo. Several banks said they have small selling into this 1.09-handle and keep an eye on Gbp, hearsay very decent stops located above 1.5200. 

Aud and Kiwi have been dull. Some said both pairs have offers at 0.7840 and 0.7640. 

Published earlier this morning “On Our Radar” our strategist Bipan Rai wrote on BOJ meeting this week – that we expect to see the BOJ extend the timeline to reach and hold the 2% target to the next fiscal year. This would be in-line with what we’ve heard from Governor Kuroda’s recent speeches and markets would likely not consider this to be a failure on the part of the BOJ. We expect that USD/JPY will remain in the moribund 118-122 range with slight topside risks in the near-term. JPY is a more attractive funding currency than the USD for leveraged funds seeking opportunities. We see value in buying CAD/JPY and NOK/JPY as a way to express the view that crude prices are stabilizing. 

Asians 
USDCNH moved higher after the CNY fix. Although market was expecting central parity at 6.1195, PBOC fixed it at 6.1220. Minutes later, China released the March industrial profits, which fell 0.4% year-on-year. We don’t think that was the reason behind the USDCNH move up on open but rather position adjustments from interbank players. Active sellers on the way up come from North Asia while the others left offers up near 6.1990-6.2000. 

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