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Christian Tegllund Blaabjerg
Analysis by : Christian Tegllund Blaabjerg
Market Strategist
Thursday, Mar 18, 2010, 07:50

The Greek Issues Resurfaces - But We Are Still Bullish On Risk

Germany poured some cold water on risk sentiment (risk indicators up overnight) with the remark that Greece should go to the IMF instead of the EU. We are still bullish on risk.




What's going on?

Theme Comment

·         Germany poured some cold water on risk sentiment (risk indicators up overnight) with the remark that Greece should go to the IMF instead of the EU. We are still bullish on stocks, however, and buy on dips.

·         Initial Jobless Claims have been very sticky in recent months and so far do not point to positive Nonfarm Payrolls (when Census hiring is subtracted). CPI is also out and is expected to be roughly flat month-on-month, confirming our view that inflation is (and will remain for some time) a non-event in the US.

·         China is conducting stress tests to estimate the outcome of a de-pegging of the renminbi from the US Dollar. Forward contracts point to a 2.4% appreciation of the renminbi a year from now.

 



Calendar

Economic Data Releases

 

Country

Time (GMT)

Name

Saxo

Consensus

Prior

US

12:30

CPI / Core CPI MoM (FEB)

0.1% / 0.0%

0.1% / 0.1%

0.2% / -0.1%

US

12:30

Initial / Continuing Jobless Claims

 

455K / 4522K

462K / 4558K

US

14:00

Philly Fed / Leading Indicators MoM (FEB)

 

18.0 / 0.1%

17.6 / 0.3%



FX

FX

Daily stance

Comment

EURUSD

0/+

Buy on dips towards 1.3653 and target 1.3700. Stop below 1.3637.

USDJPY

0/+

Buy at the break of 90.40 and target 90.63. Stop below 90.28

EURJPY

0/+

Buy on dips towards 123.18 and target 123.69. Stop below 123.00.

GBPUSD

0/+

Buy on dips towards 1.5285 and target 1.5334. Stop below 1.5269.

AUDUSD

0/+

Buy on dips towards 0.9202 and target 0.9249. Stop below 0.9185.

 



FX Options

FX-Options

Comment

EURUSD

Vols offered again yesterday with spot continuing its range. We believe this range will continue,

but expect vols to jump if we break 1.3600. But until that happens we still see it higher short term.

EURCHF

Vols turned bid yesterday when spot broke 1.4500. Likely just as protection against SNB moves.

This should keep spot from dropping at same pace, but we still see it heading towards 1.40 longer

term.



Equities

Equities

Daily stance

Comment

DAX

0/+

Buy on dips towards 5985 targeting 6022. S/L below 5965.

FTSE

0/+

Buy on dips towards 5623 targeting 5644. S/L below 5610.

S&P500

0/+

Buy on dips towards 1156 targeting 1162. S/L below 1153.

NASDAQ100

0/+

 

DJIA

0/+

 



Futures

Commodities

Daily Stance

Comment

Gold

0/+

Buy on dips towards 1121 targeting 1129. S/L below 1117.

Silver

0/+

Buy at the break of 17.50 targeting 17.59. S/L below 17.45.

Oil (CLJ0)

0/+

Buy on dips towards 81.75 targeting 82.29. S/L below 81.47.

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