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Dollar Divergence

Published 05/28/2021, 04:43 AM
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Euro steady, pound and yen show gains

The dollar index was barely changed yesterday, finishing just 0.05% lower at 90.00, nestled near to the top of its weekly range. That belied the offsetting moves within its components, though. EUR/USD is almost unchanged at 1.2190. Still, GBP/USD rose strongly by 0.60% to 1.4200 as investors continued to bet on the UK recovery and with dialling down of Northern Ireland Brexit Protocol tension overnight.

Meanwhile, USD/JPY rose 0.65% to 109.85 as the divergence between the US, and Japan inflation trajectories raised expectations of a widening interest rate differential. Fears over the trajectory of Covid-19 in Japan and the potential cancellation of the Olympics also weighed on yen. The break higher yesterday sets up USD/JPY for a move through 110.00 and onto 111.00 next week, especially if US data today has an inflationary tone to it.

The North/South divide in Asia is making a reappearance, with the PBOC setting the yuan at a near two-year high of 6.358 versus the US dollar. That has lifted the currencies of neighbouring South Korea and Taiwan and comes after the PBOC made it easier for financial institutions to secure off-shore funding for their balance sheets. The yuan and the KRW are also benefitting from international investor inflows into the local equity and bond markets. Until the PBOC signals its displeasure or US yields push the greenback higher, the yuan will continue its appreciation path.

By contrast, ASEAN currencies remain locked in much tighter trading ranges. Much of this can be laid at the door of Covid-19, with the entire region now engaged in virus struggles to greater or lesser degrees. Offsetting that is the pace of the global recovery in the northern hemisphere and the potential of large-scale US fiscal spending flowing into those markets.

The US dollar is steady in Asia as markets take a wait-and-see attitude ahead of the US data dump and budget today. If those releases set an inflationary tone, nerves may see a rotation into the greenback at the end of the session. I expect currency volatility to ratchet higher next week when we get a heavy schedule of tier-1 data releases from across the globe.

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