EM FX outlook: Renewed USD strength might affect countries with weak fundamentals - BBH

FXStreet (Barcelona) - Renewed USD strength will lead to spillover effects in the EM, and hence the Brown Brothers Harriman Team uses a FX model in assessing FX risk across countries in EM and highlights the best (1-rated) and worst (5-rated) EM FX currencies according to fundamentals for Q2 2015.

Key Quotes

“With negative risks to EM still ahead, we believe it will be very important for investors to continue focusing on the fundamentals. We continue to believe that countries with weak fundamentals and poor growth outlooks will suffer more in the coming months.”

“The recent stall in the US dollar’s upward march has allowed EM assets to stabilize a bit. However, given that we expect the dollar to resume appreciating against the majors, renewed greenback strength is likely to once again spill over into EM.”

“With global financial markets likely to come under stress again, we recommend focusing on fundamentals as opposed to high yield.”

“Note that all five top currency picks for Q2 2015 are in Asia (SGD, CNY, MYR, THB, and TWD). They have somewhat low yields but offer better fundamentals. Indeed, this lines up perfectly with our view that Asia is best-placed fundamentally.”

“Three others in the top ten are also from Asia (PHP, KRW, and PKR) and one from EMEA (ILS), with PEN the lone representative from Latin America.”
“Notable positive movements include Thailand (3 to 1), Pakistan (5 to 2), and Mexico (4 to 3).”

“The five worst currency picks are ARS, TRY, IDR, ZAR, and EGP. Others in the worst ten are RUB, CLP, COP, INR, and CZK. Notable negative movements include Indonesia (3 to 5), Colombia (2 to 4), and Czech Republic (3 to 4).”

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