6/13/09

USD support

The Fed is facing very grave problems with trying to keep bond yields down.

I believe that the rise in bond yields is due to an inflation premium being placed on interest rates.

And this is why, when the public expects further inflation, Fed increases in reserves are raising, rather than lowering, the rate of interest.

The Fed is left with two choices, stop monetizing debt or increase their efforts. The market is saying increases in Fed purchasing are leading to an increasing risk of inflation and rising yields. The opposite of what the Fed wants.

When the acceleration of inflationary credit finally stops, the higher interest rate will put a sharp end to the boom in the capital markets, and an inevitable recession liquidate unsound investments of the inflationary boom.

I believe that commodity prices have risen due to inflationary expectations and China stockpiling. However what happens when their reserves are full? It takes years to build additional storage tanks for oil etc....
http://www.fundmymutualfund.com/2009/03/reuters-china-oil-goverment-reserve.html

The currency P/E on the S&P is 120.... I can't imagine paying for stock whose current rate of earning would take 120 years to pay back my original purchase price.
http://www.chartoftheday.com/20090522.gif

This is a diagram I created to visualize the factors the affect the EurUsd. Bonds
have a big influence. The Usd Index the next big influence…. Then previous news release levels, 
equities, and when placing trades best to wait for pullback or after selloff (hence CCI info)

Bonds Up EurUsd Up

As you can see from this overlay chart of EurUsd, when bond prices
rise the EurUsd also raises

This is the chart I was looking at last night. 

Huge divergence between EurUsd and Bonds.

EurUsd is bar charts. Bonds are line chart. 

Notice the EurUsd pulled back to pre-release level when fed announced

 they would be buying bonds.

Bonds were trading near their high after announcement.

Historical evidence of EurUsd and Bonds relationship

S&P Mini was hitting a large support line for a head and shoulders pattern.

USDX Chart

At this point I am waiting for an entrance…. I know that the EurUsd should rise due to Bond prices…

USDX runs against a trendline in the USDX that provides resistance to

more USD strength. 


Copper seems to have bottomed. This is Aud positive and Usd negative...

Previous News Event:

EURUSD Hits 100%R to Release of Fed Buying bonds - green line

The time was also nearing the end of the UK "stopout session" of 3-4:45

EST… this occurs before the major FX players open their books. I've been told that they can see where the orders are sitting in the books so they move the market to trigger the
orders.






What a 4.5% fixed rate mortgage could mean for currency traders….


Pimco’s Bill Gross explains how the govt may step in to buy treasuries - starts around 5min.

In the video he states that the Fed will want to keep the yield of the 10 yr around 3.5% and it will step in around 3%.

I believe Govt will do this to keep yields down so that banks can charge 4.5% and make a profit off the difference.


If the fed does this how can currency traders position themselves for the potential move?


I have found that recently the EurUsd has been tracking the 10 yr fed notes the best. So the trade is when the yield on the 10 yr hits 3-3.5% start buying the EurUsd.