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by Ashraf Laidi
Posted: Jan 15, 2009 16:11
Comments: 28
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More Risk Aversion til Pres. Inauguration

Prolonged risk aversion is expected to ensue until Tuesdays presidential inauguration brings in a temporary feel good rally.
 
Ashraf Laidi
London, UK
Posts: 0
16 years ago
Jan 22, 2009 19:23
Rob, Indeed, rising risk aversion IS driving EURJPY lower. yesterday we tested 112. we should see 110.

Ashraf
Amit
Connecticut, United States
Posted Anonymously
16 years ago
Jan 22, 2009 18:11
-Steve

For EUR/JPY more volatility coming your way so be prepared. 1.10pm est
If EUR/JPY drops below 115 now maybe your OK. Otherwise, its risk management time.
Rob
New York, United States
Posted Anonymously
16 years ago
Jan 22, 2009 17:33
Hi Ashraf,

With equities plummeting shouldn't risk aversion be sending EUR/JPY plummeting along with stocks? Is there another major factor driving EUR/JPY and the other JPY crosses higher? Do you see EUR/JPY going much higher than 115.50? I'm trying to figure out why there is an upward trend and what the downside target is.

Thanks so much
Ashraf Laidi
London, UK
Posts: 0
16 years ago
Jan 22, 2009 13:15
Amit, BoJ isnt pursuing the Feds balance-sheet expansion policy as not only Japanese banks are spared the escalating losses seen in US, but also because BoJ is already pursuing a quantitative easing policy. Remember that interest rates have been at or below 0.5% for at least the last 10-years.

Ashraf
Amit
Connecticut, United States
Posted Anonymously
16 years ago
Jan 22, 2009 11:51
Ashraf i dont want to ask this question to you, however, i am uncertain as to "these" withholdings of currency that institutions have on behalf of BoJ that have been dropping. ( i presume the amount is in their balance sheets posted on their site) I have my assumption ...upside down scythe.

Your call for a USD/JPY in mid 70s somewhere along the way is plausable with my dow at 7000, however, i am uncertain as to how the drop in export demand for japan may lower the appreciation of yen. Japan has been protecting their yen from huge appreciation in time of world growth, however, now that deflation is on the horizon would japan risk itself to manipulating yen by increasing public debt (ie through buying corporate bonds like how FED is buying anything that is high-risk no-return paper thereby subsidizing those markets, or allowing more time to revert large positions because FED know how to scare speculators trying to strong elbow the large positions into liquidating.)
Amit
Connecticut, United States
Posted Anonymously
16 years ago
Jan 22, 2009 11:35
-Steve

USD/JPY cliff after 10 am on 1/21 was due to options expiration on 10am est time. The subsequent upside to USD/JPY is powerful in timing of bids (maybe gov't enterprised operations to prevent yen appreciation) Since the yen spike occured right as the new options became avail, i am assuming one or more powerhouse is long yen and hedged short options.

I am assuming continued risk aversion and more gov't intervention through indirect operations (this looks like an upside down scythe, easy to spot). So you should be fine short EUR/JPY for sometime. Until obama's stimulus package pumping doesnt start, and maybe those fed buying us gov't IOUs dont start.
Steve
New York, United States
Posted Anonymously
16 years ago
Jan 21, 2009 23:19
Hi Ashraf,

I need your advise again. This EUR/JPY down huge today in US seession to 112 area, then US short-covering rally brought EUR/JPY close to 117. How high can this stupid pair goes up before it crashes down to 110. Your insight pls. Tks.

This EUR/JPY and GBP/JPY so volatitle, 1 order is good enough for me!
Ashraf Laidi
London, UK
Posts: 0
16 years ago
Jan 21, 2009 14:25
Hi Rob, Correct. Rising risk aversion drags down CADJPY. It was at 71.50 prior to the BoC and later dropped to as low as 70.48. I should have specified in the IMT that CADJPY went LOWER. Did I say EURJPY 110 was inevitable? I think 111.00 is more of plausible for now. Based on my expectations to see mid 70s in USDJPY later in H1, we could test 110.

Ashraf
Rob
New York, United States
Posted Anonymously
16 years ago
Jan 21, 2009 14:04
Hi Ashraf,

In your latest Intraday thought - would not rising risk aversion trigger CAD/JPY to go lower, as opposed to higher toward the mentioned 76.80. Also, what targets do you see for EUR/JPY and do you still see EUR/JPY 110 as "inevitable" and in what time frame? Thank you.
Ashraf Laidi
London, UK
Posts: 0
16 years ago
Jan 20, 2009 12:13
STEVE, from what you ask me about GBPAUD and EUR2.30 in GBPAUD is possible simply on mean-reverting trade but currently the fundamentals remain in favor of AUD. I think we could see 2.02 before we see 2.32. EURGBP has not abandoned its quest to parity this quarter.

RICK, 900 pips in cable is not abnormal considering the pair's historical volatility.Look at the October charts and you will see. I just told CMC clients that traders will continue selling the rebounds and yes, UK fundamentals warrant the drop in sterling. $35 billion losses in RBS is the size of Croatia. BoE on it way to quantitative easing.

Ashraf