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Audere Research

Foreign Exchange Analysis ~ 30 July 2024


GB Pound

What happened last week?

↓ Sterling underperformed against the dollar last week as markets gear up for a rate announcement from the Fed and the BoE this week.

 

What to watch for in the short-term?

In the UK, markets are pricing in 13bp of cuts in August’s meeting and 52bp of cuts for 2024. Therefore, the risk for Cable this week is a cut on Thursday followed by a dovish repricing of the SONIA curve.

 

What about the coming months?

As mentioned, a repricing from c.50bp of cuts this year to 75bp could lead to a weaker sterling in the back end of this year.

 

Calendar

Thursday 12pm | BoE Interest Rate Announcement




US Dollar

What happened last week?

Despite last week's PCE data showing further cooling of the core services inflation components, the dollar outperformed most currencies last week.


What to watch for in the short-term?

 We expect the improvement in services inflation, cooling consumer spending and labour market mediation to lead to a more dovish Fed on Wednesday. Nevertheless, we see Fed commentary to point to September for the first interest rate announcement.


What about the coming months?

 As with the UK, this week’s announcement could tilt 2024 rate cut predictions closer to 75bp (currently c.68bp of cuts) which would put a downside risk on the Greenback.


Calendar

Wednesday 7pm | Fed Interest Rate Announcement

Thursday 3pm | Manufacturing PMI’s (Jul)



Euro

What happened last week?

While the single currency struggled against the greenback last week, GBPEUR traded somewhat more rangebound.

 

What to watch for in the short-term?

 This week has a packed week for economic data in Europe. With GDP, inflation and jobs data, markets should have a clearer idea of the economic health of the Eurozone by the end of the week.

 

What about the coming months?

 While this week’s European macro data is important, it is unlikely to materially change the implied number of cuts the ECB is expected to make this year (base case is 50bp of tightening). For this reason, EUR price action will likely be at the back of US and UK changes.

 

Calendar

Tuesday 10am | GDP (Q2)

Wednesday 10am | HICP (Jul)

Thursday 9am | Unemployment Rate (Jun)



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