Morgan Stanley FX Overview

 USDJPY is likely to enter a tradable counter-trend rally.
 Owning JGBs has never been so unattractive, both on an absolute level and from a risk-adjusted perspective.
 Meanwhile, should the US data improve as we expect, but the Fed remain on the sidelines, this will likely manifest itself through the back end of the US yield curve.
 Such dynamics are likely to draw capital into the United States from Japan.
 The previous USD uptrend was driven by repatriation flows triggered by falling returns on investment globally. Hence, the USD rallied mostly against EM currencies.
 The next leg of the USD rally should find its catalyst in rising US rate expectations. This we believe will show up against low-yielding DM currencies first and then spread into EM.
 The EUR has held up better than suggested by rate differentials. Decreased FX hedging on European shares as well as potential reserve diversification into EUR are the reasons.
 Once the transitory effect of short-term flows wanes, the EUR is likely to come under selling pressure again.

Capture

The post Morgan Stanley FX Overview appeared first on www.forextell.com.

Leave a Reply

Your email address will not be published.