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Wild Moves In Swiss Franc As Switzerland Abandons Euro Peg

Published 01/15/2015, 08:10 AM
Updated 07/09/2023, 06:31 AM
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Today in a surprise announcement, the Swiss National Bank abandoned its silly policy of defending a peg to the euro.

Previously, the bank had set a line in the sand, defending the peg at all costs. That policy meant Swiss accumulation of hundreds-of-billions of euros that today plunged in price.

Wild Swings

EUR/CHF 15 Minute Chart


click on chart for sharper image

32% Move in 30 Minutes

As the above chart from Investing.com shows, the Swiss Franc soared in value from 1.20-per-euro all the way to 0.82-per Euro.

That is a 32% currency move vs. the euro in a matter 30 minutes! Since then, the Franc declined back to 1.03-per euro.

One week from today, the ECB is expected to announce a massive €1 trillion QE intervention. If the euro declined as expected, the Swiss National Bank would have to accumulate billions more euros to defend the peg.

With that, the Swiss National Bank finally threw in the towel on the euro peg that it promised just last month would defend with "the utmost determination".

Swiss Franc Rockets

The Financial Times has some interesting comments in Swiss Franc Rockets as Currency Ceiling Scrapped.

The SNB’s decision highlights the difficulties that central banks of smaller economies such as Switzerland and the UK face as they navigate the turbulent waters between the US Federal Reserve, which is closer to tightening monetary policy, and the ECB, which is poised to loosen it.

It also marks a dramatic volte-face for the SNB, which insisted as recently as December that it remained committed to preventing the franc from strengthening beyond SFr1.20 to the euro, adding that it would enforce the policy with “the utmost determination”.

Thomas Jordan, chairman of the SNB’s governing board, defended the decision though, saying that once it was clear that the policy was no longer sustainable, it was important to act quickly. “It is better to do it now than in six or 12 months when it would hurt more,” he said.

Simon Derrick, chief market strategist at BNY Mellon, said that the SNB had clearly anticipated a huge surge of inflows into Swiss franc assets in the coming days and “saw little reason to provide buyers with an artificially cheap rate”.

Rabbit Hole Intervention

Anyone recall my frequent comments about currency intervention?

First in regards to the Yen, then in regards to the Swiss Franc, then in regards to the Russian Ruble, I said currency intervention doesn't work.

In this case, the Swiss National Bank is no longer willing to follow the euro further down the rabbit hole. Can you blame them?

Switzerland’s foreign exchange reserves have swelled dramatically since the SFr1.20 target was introduced. At the end of December they had reached SFr495bn — or almost 80 per cent of Swiss economic output — up from SFr257bn at the end of 2011.

Lessons for Polish and Hungarian Borrowers

Borrowed money in Swiss Francs? If so you are now in serious trouble. Please consider Swiss move hits Polish and Hungarian borrowers.

The abrupt move by Switzerland’s central bank to abandon its policy of restraining the franc sparked a financial rout on Thursday in Poland and Hungary, where hundreds of thousands of mortgages are priced in the Swiss currency.

Hungarian borrowers will be shielded from a nearly 25 per cent surge in repayment costs, thanks to a conversion programme introduced by prime minister Viktor Orban in November to protect borrowers from foreign exchange risks.

By contrast, the more than €30bn worth of Polish mortgages tied to the franc enjoy no such protection. Citibank estimated that the various currency moves would increase Poles’ average repayment costs for franc-denominated mortgages by 17 per cent, which could boost the rate of non-performing loans from its current level of about 3 per cent.

This sparked concerns among lenders on Thursday that public anger could ultimately force Warsaw to try to enact a similar measure retroactively.

Swiss franc denominated credit accounts for about 8 per cent of Poland’s total bank assets, but 37 per cent of its total home loans, making it a potential political issue with a general election set to take place in nine months.

Morals of the Story

  1. Don't borrow money in other currencies, especially long-term mortgages.
  2. Don't expect currency interventions to work forever.
  3. Don't believe statements made by central bankers. They are not the economic wizards they are made out to be, and they often lie when it suits their purpose.


Additional Repercussions

This move will shock all of Europe very badly. I doubt it could have come at a worse time. Europe was already heading for a serious recession. This shock wave will make matters worse. And to top it off, the QE coming from the ECB is doomed to fail. It too will make matters worse.

For a discussion of why QE will doom Europe, please consider Steen Jakobsen Warns "Euro is Not a Good Idea and ECB About to Make Biggest Mistake in History"

Gold is up about $25 dollars today, an arguably muted response but certainly in the appropriate direction given all the central bank foolishness that is doomed to fail.

Addendum:

I added point number three. It's an important one: Don't believe statements made by central bankers. They are not the economic wizards they are made out to be, and they often lie when it suits their purpose.

Today may very well be the start of the "recognition phase" that central banks are not in as much control as widely thought.

Read more at http://globaleconomicanalysis.blogspot.com/2015/01/rabbit-hole-intervention-fails-wild.html#xmlBEK1eSVjE4mIw.99

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