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BOC Rate Cut Expectations Rise After Oil Drop Takes CAD To 13-Year Low

Published 2016-01-17, 12:13 a/m
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The Bank of Canada and the European Central Bank Rate Announcement are the Highlights this Week in FX

The USD closed the week by dropping against the JPY and the EUR. The paradoxical situation with consumer confidence beating forecasts and consumers not spending enough to boost sales was evident on Friday. Lower than expected U.S. indicators like the core retail sales numbers that came in at –0.1 percent when a gain of 0.2 percent were negatives for the dollar. The University of Michigan Consumer Sentiment was 93.3 when a reading of 92.7 was expected.

Wednesday will be a busy day for Canadian dollar traders, the Bank of Canada (BoC) will release its rate statement on Wednesday, January 20 at 10:00 am EST followed by the U.S. crude oil inventories at 10:30 am EST and the BoC Governor Press Conference at 11:45 am EST. The expectations of a Canadian interest rate cut have risen as fast as the price of oil has dropped with probabilities in the 50/50 range after the government has released little details on fiscal stimulus, that could force the BoC to act sooner rather than later.

The European Central Bank (ECB) has lost credibility given the communication failure in December 3, 2015 and will try to better manage expectations when it again offers a press conference on Thursday, January 20 at 8:30 am after release its interest rate statement 45 minutes earlier.


EUR/USD Chart January 11-15

BOC Rate Cut Expectation Rise After Oil Drop Takes Loonie to 13 Year Low

The USD/CAD has appreciated 2.71 percent this week. The loonie is caught in a downward spiral that was triggered by the drop in oil prices. The price of a barrel of West Texas crude has broken through the $30 mark several times and it has traded below $29 briefly. The Bank of Canada (BoC) is an advocate for lower currency prices as it helps the exporting profile of the nation, but when that comes as a result of a drop in one of Canada’s major exports it poses a major threat to economic growth.


USD/CAD January 10 - 14 Chart

The BOC will take center state on Wednesday, January 20 when it announces its rate statement. At the end of 2015 the possibility of a rate cut from the central bank was almost zero. The Federal Reserve had just announced a much-awaited rate hike to the U.S. benchmark which gave some breathing room to the BOC regarding its next move. Now the rapid decline of oil (10.85 percent this week) might force the hand of BoC governor Stephen Poloz. Economists and analysts are divided on what to expect next week as so much has changed. Even if the moves are not totally shocking, as they were anticipated, the speed in which the market is reacting has many updating their forecasts of the Bank of Canada’s next move.

Bank of Canada Rate Cut Now at 50/50 in January

The market sentiment about the Bank of Canada has built expectations of a 50 percent chance of a rate cut next week. This is radically different form later expectations that had the central bank cutting the rate twice, like they did in 2015, but for 2016 it later in the year as more of the Federal Reserve’s path rate hikes was given clarity. The drop in oil has the Canadian government concerned as exports of non-energy products have not offset the losses due to the lower price of crude. Inflation expectations have risen, given that imports are now priced higher as the loonie continues to fall.

Fiscal policy measures need sooner rather than later

The Liberal government got into power last year on a platform of stimulus, but like market watchers they expected to reach a deficit well into the rule, not start with one as the final budget report showed. Given the limited runway left to the Bank of Canada for rate cuts (0.50 percent) before going into negative territory, more is demanded of the government. Finance Minister Bill Morneau has been active in sending a message of reassurance as the government will follow through on its promises to invest in infrastructure and fiscal stimulus. The budget will be presented in March, but the timetable to discuss some of the new measures has moved up, given the sudden drop in energy prices.

CAD events to watch next week:

Wednesday, January 20
8:30am CAD Manufacturing Sales m/m
8:30am USD Building Permits
8:30am USD CPI m/m
10:00am CAD BOC Monetary Policy Report
10:00am CAD BOC Rate Statement
10:30am USD Crude Oil Inventories
11:15am CAD BOC Press Conference
Friday, January 22
8:30am CAD Core CPI m/m

*All times EST

European Central Bank (ECB) Will Try to Recover Credibility

The ability to communicate clearly with markets by the ECB was questioned after the December 3, 2015 rate statement. At first it was a welcomed surprise how the central bank headed by Mario Draghi had a higher sense of urgency and wanted to act before the end of the year to add more stimulus rather than wait until 2016 as most forecasters had them pegged. The rhetoric by Mario Draghi was enough to drive the EUR lower, but all that was quickly reversed when he delivered less than promised on the December central bank meeting. Mr. Draghi will have a chance to mend some of the broken fences, some of which were broken after the meeting when ECB members faulted the market for not understanding the message, avoiding pointing the finger at the bank for not managing expectations properly.


EUR/USD Chart January 11 - 15

There is little change the ECB will add additional stimulus next week. To make matters worse, the European stock market has given back all the post Quantitative Easing (QE) gains thanks to the Chinese market turmoil that started a major sell off in global stock markets.

EUR events to watch this week:

Thursday, January 21
7:45am EUR Minimum Bid Rate
8:30am EUR ECB Press Conference
8:30am USD Philly Fed Manufacturing Index
8:30am USD Unemployment Claims
Friday, January 22
3:00am EUR French Flash Manufacturing PMI
3:30am EUR German Flash Manufacturing PMI
8:30am CAD Core CPI m/m

*All times EST

Forex events to watch this week:

Monday, January 18
9:00pm CNY GDP q/y
9:00pm CNY Industrial Production y/y
Tuesday, January 19
4:30am GBP CPI y/y
5:00am EUR German ZEW Economic Sentiment
4:45pm NZD CPI q/q
Wednesday, January 20
4:30am GBP Average Earnings Index 3m/y
4:30am GBP Claimant Count Change
8:30am CAD Manufacturing Sales m/m
8:30am USD Building Permits
8:30am USD CPI m/m
10:00am CAD BOC Monetary Policy Report
10:00am CAD BOC Rate Statement
10:30am USD Crude Oil Inventories
11:15am CAD BOC Press Conference
Thursday, January 21
7:45am EUR Minimum Bid Rate
8:30am EUR ECB Press Conference
8:30am USD Philly Fed Manufacturing Index
8:30am USD Unemployment Claims
Friday, January 22
3:00am EUR French Flash Manufacturing PMI
3:30am EUR German Flash Manufacturing PMI
4:30am GBP Retail Sales m/m
8:30am CAD Core CPI m/m

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