November 21, 2022

Daily Report 21/11/2022

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Sterling gained an element of support from the latest retail sales data and there was an element of relief surrounding the Autumn Statement with hopes that the spending squeeze would be less harsh than expected. There were still important reservations surrounding the underlying UK fundamentals, especially with substantial budget and current account deficits which will continue over the medium term. Overall risk appetite held steady on Friday which provided some protection to the UK currency. CFTC data recorded a further small decline in Sterling shorts to a 10-week low below 35,000 contracts in the latest week from over 36,500 the previous week with hedge-fund positioning likely to remain a key element for the currency in the near term. Global risk conditions will remain important for Sterling and contributed to the more defensive tone on Monday as equities moved lower.

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ECB President Lagarde stated that inflation is far too high and that interest rates are expected to increase further with the rhetoric broadly currency neutral. Council member Knot stated that the pace of rate hikes is likely to slow as policy tightens further. He added that he expected rates to reach broadly neutral territory at next month’s policy meeting. The comments maintained expectations that the pace of rate hikes would slow which limited potential Euro support. Overall, narrow ranges prevailed during the day with markets waiting for fresh developments. The net long Euro positions also increased to the highest level since March 2021. The overall shift in positioning will make it difficult for the Euro to make further headway with the risk of sharp position adjustment.

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US existing home sales declined to an annual rate of 4.43mn for October from 4.71mn the previous month, but slightly above consensus forecasts of 4.38mn. Fed Governor Collins stated that the central bank needs to increase interest rates further and that rates will need to remain at a higher level for some time. She added that the recent data had increased the top of the range where rates are likely to go. She did, however, also comment that there is a risk that the Fed may go too far in raising rates. According to Collins, all possible rate-hike increments should be on the table in December. Latest CFTC data recorded a switch to a net short, non-commercial dollar position for the first time since July 2021.

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