Poranny Przegląd Rynkowy (Wake-up Call)

Christian Tegllund Blaabjerg
Autor analizy: Christian Tegllund Blaabjerg
Market Strategist
poniedziałek, mar 15, 2010, 07:44

We Expect A Positive Surprise In Today's US Industrial Production

Key market drivers today are Empire Manufacturing and Industrial Production. We expect both to surprise positively, so our stance is a “buy on dips” today.




What's going on?

Theme Comment

·         Credit spreads are continuing to narrow and the VIX is pushing for new lows. Corporate CDS prices are also lower and the S&P500 is making new highs.

·         Key market drivers today are Empire Manufacturing and Industrial Production. We expect both to surprise positively, so our stance is a “buy on dips” today.

·         China’s Wen doesn’t believe that Renminbi is undervalued. USDCNY forwards rose and commodities fell.

 



Calendar

Economic Data Releases

 

Country

Time (GMT)

Name

Saxo

Consensus

Prior

US

12:30

Empire Manufacturing (MAR)

 

22.00

24.91

US

13:00

Net Long-term TIC Flows

 

$47.5B

$63.3B

US

13:15

Industrial Prod. / Capacity Util. MoM (FEB)

0.3% / 72.7%

0.0% / 72.5%

0.9% / 72.6%



FX

FX

Daily stance

Comment

EURUSD

0/+

We buy around current prices 1.3735, looking for 1.3800 stop at 1.372.

USDJPY

0/+

Stay long; we continue to buy dips down to 0.9038 looking for more upside.

EURJPY

0/+

Strong uptrend momentum. Stay long, buying dips looking for 125.70 to print.

GBPUSD

0/-

Stay short. We are looking to add to position, sell break below 1.5140 back to 1.5120. Stop 1.5200.

AUDUSD

0

Unable to break 0.9200 for more upside this morning, we see it ranging now 0.9140-0.9190.

 

 



FX Options

FX-Options

Comment

EURUSD

Vols under pressure again last week as spot continued in it range.  Mkt mainly looking

 

to buy frontend EUR calls, but in backend the RR is still bid. We think the current

 

correction will continue this week toward 1.3850-1.3900 levels.



Equities

Equities

Daily stance

Comment

DAX

0/+

Buy on dips towards 5900 targeting 5927. S/L below 5888.

FTSE

0/+

Buy on dips towards 5595 targeting 5617. S/L below 5583.

S&P500

0/+

Buy on dips towards 1143 targeting 1150. S/L below 1140.

NASDAQ100

0/+

 

DJIA

0/+

 



Futures

Commodities

Daily Stance

Comment

Gold

0/+

Buy around 1104 and target 1117. Stop below 1100.

Silver

0/+

Buy on dips towards 16.90 and target 17.20. Stop below 16.78.

Oil (CLJ0)

0/+

Sell at the break of 80.50 and target 79.00. Stop above 81.00.

 Podziel się

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