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Loonie Weaker Ahead Of FOMC After Oil Tumble

Published 2016-03-16, 03:37 a/m
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Loonie’s high correlation to oil price drags currency lower

The USD has advanced 0.60 percent versus the CAD in the last 24 hours. The currency pair is trading at 1.3359. The drop in oil prices has driven the USD/CAD above the 1.33 price level and briefly traded at 1.34. CAD traders will be looking for the FOMC rate statement for signs of a growing monetary policy divergence between the two nations. The Bank of Canada (BoC) is expected to hold rates unchanged until the second half of the year. The U.S. Federal Reserve could give signs of a rate hike in the June FOMC meeting, which would boost the USD versus the CAD.

USD/CAD Chart

The uncertainty around the oil output freeze agreement between Organization of the Petroleum Exporting Countries (OPEC) and Russia after Iran has said it would not join until after almost doubling production has brought oversupply concerns to the forefront. Saudi Arabia announced earlier in the week that there was no gains from production levels in January. The output freeze was able to stabilize the price of oil to the point where U.S. inventories rising did not make a dent in the price of oil a week ago rather the focus was on gasoline demand growing as seen by a decrease in stockpiles.

WTI Chart

West Texas crude dropped 2.29 percent in the last 24 hours and continues a downward trend since the Iran comments and the possible production freeze summit date has been pushed back to April. The global slowdown has reduced demand for energy at the same time that producers have continue to pump at record levels. Iran had to reduce its oil production after a 5 year sanction period and is eager to at least match pre-sanction levels before agreeing to a freeze.

USD Gains Ahead of FOMC Meeting

The biggest movers of the day were commodity currencies due to the volatility in the energy market. The USD advanced against the CAD (0.73 percent), the AUD (0.77 percent), and the NZD (1.34 percent). Brexit fears have taken a toll on the British pound. The Swiss franc is seen as a safe haven and looks attractive to investors looking to hedge against the fallout of a Brexit. The GBP lost 1.19 percent versus the CHF and 1.24 percent versus the USD.

U.S. Economic Fundamentals have been mixed. Employment continues to be the strongest pillar but deep cracks are showing through on retail sales as consumers are saving more and spending less. The Fed had forecasted 4 rate hikes in 2016, but with current economic conditions those expectations could get adjusted during the release of the Fed’s economic projections.

There is anxiety in the markets as the U.S. central bank could point to June as a strong possible FOMC meeting to announce a follow up to the December rate hike. Canadian economic indicators on Wednesday will start the day with Manufacturing sales forecasted lower than last month at 0.4 percent. The strong loonie after the credit crisis in 2008, supported by strong oil prices, made manufacturing in Canada too expensive and most of the manufacturing base moved to cheaper destinations. Now that the currency is not as strong, it has proven a challenge to rebuild after the erosion even with a relative competitive advantage on wages. The price of oil and Canadian manufacturing sales will define how the loonie flies into the release of the FOMC and the press conference by Chair Yellen that could further boost the USD.

Central banks have faced a tough market that is not reacting as expected to official rhetoric and even in some cases bold monetary policy action. Canada is set to blaze a different path as it is putting monetary policy on hold in favour of fiscal policy. The Federal budget will be published in March 22 and the market will be waiting to see how bold the stimulus will be for a market that is proving harder to impress.

CAD events to watch this week:

Wednesday, March 16
8:30am CAD Manufacturing Sales m/m
8:30am CAD Foreign Securities Purchases
10:30 am USD Crude Oil Inventories
2:00 pm USD FOMC Economic Projections
2:00 pm USD FOMC Statement
2:00 pm USD Federal Funds Rate
2:30 pm USD FOMC Press Conference

Thursday, March 17
8:30am CAD Wholesale Sales m/m

Friday, March 18
8:30am CAD Core CPI m/m
8:30am CAD Core Retail Sales m/m
8:30am CAD CPI m/m
8:30am CAD Retail Sales m/m

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