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Audere Research

Foreign Exchange Analysis ~ 13 March 2023


GB Pound

What happened last week?

Sterling reacted positively last week given news of the collapse of Silicon Valley Bank although the pound lacks a number of safe haven characteristics.


What to watch for in the short-term?

The UK subsidiary of Silicon Valley Bank has been taken over by HSBC this morning, boxing off any systemic risk to the UK banking system by the former’s insolvency.


With that dealt the focus for the pound will shift to Wednesday’s Budget and what plans the Chancellor has to alleviate pressures on personal, business and government finances. The Budget is not normally an FX event – the Truss/Kwarteng iteration was an anomaly – but a poor growth outlook alongside expectations of higher rates from the BOE next week may be enough to keep sterling on the back foot for the rest of the quarter.


What about the coming months? Given the pound is sandwiched between the Eurozone and the US and their respective, aggressive rate rise outlooks it makes sense that market participants will look to sell the pound on rallies.


Calendar

Tuesday 07.00 GMT | UK Unemployment

Wednesday 12.30 GMT | UK Budget


US Dollar

What happened last week? A week of two halves; Fed Chair Powell was on Wednesday talking about higher rates at a faster pace, by Friday having to prop up a major financial institution. What to watch for in the short-term? The US has just navigated its first banking crisis since 2008 and with it, the outlook for US interest rates has collapsed. Expectations for the Fed Funds rate for this December are a full 75bps lower than they were on Wednesday. Simply put you can’t be aggressively raising rates whilst also having to extend liquidity provisions to the US banking sector. How the dollar reacts this week will depend on equity investors’ appetite for US banking stocks. In the longer term, we need to see a reduction in those liquidity provisions for things to get ‘back to normal’. What about the coming months? It’s too early to tell whether SVB has done material damage to the USD but the data from the US economy is still very strong. Calendar Wednesday 12.30 GMT | US Retail Sales Friday 14.00 GMT | US Consumer Confidence



Euro

What happened last week?

The repricing of the US policy curve has made EURUSD a lot more attractive in the short term, allowing it to pull away from its recent lows.


What to watch for in the short-term?

The ECB meeting this Thursday will be closely watched for two main indicators of future rate moves; consensus and growth expectations.


Up until now, moves on rates by the ECB have been unanimous but that unity is starting to crack and we could easily see some members of the Executive Council voice their opposition to a 50bps increase, instead driving for 25bps.


Similarly, if growth and inflation prospects are both raised then the messaging around further increases in rates will be amplified, despite the obvious risks.


What about the coming months? A lot fewer people are talking about energy prices than they were even a couple of weeks ago. With core inflation coming lower, we expect European corporate news to support the currency.


Calendar

Wednesday 13.15 GMT | ECB Rate Decision





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