Markets Watch for any Deviation from the Expected ECB Script

The subdued tone that the G20 has brought on this week continues to transpire, as markets struggle to find a level before the meeting, that some have put on par with the treaty of Versailles and the creation of the League of Nations so many years ago. We are in line with the market consensus view in expecting the ECB to cut its refinancing rate by 50bp to 1.00% and its deposit rate by 25bp to 0.25%. In Australia, February merchandise trade surplus went to A$2.1 billion, an increase of A$1.2 billion on a revised surplus in January 2009.

[B]News and Events:
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The subdued tone that the G20 has brought on this week continues to transpire, as markets struggle to find a level before the meeting, that some have put on par with the treaty of Versailles and the creation of the League of Nations so many years ago. We are in line with the market consensus view in expecting the ECB to cut its refinancing rate by 50bp to 1.00% and its deposit rate by 25bp to 0.25%. In addiiton, we believe the ECB must move forward with some level of non-conventional policy measures, due to mounting economic pressure. With that said, the strategy the ECB employs is truly up for debate. We believe that Trichet will opt for a conservative appoach (one which the market expects) with extension of longer-term refinancing operations and purchase of corporate credit. Should we see Trichet stick to this script, we should see only minor EURO selling. However, should the central bank chose a more exotic route of non-conventional policy measures or make more forward movement at all, we expect the EURO to come under significant selling pressure. In Australia, February merchandise trade surplus went to A$2.1 billion, an increase of A$1.2 billion on a revised surplus in January 2009. The rose was primarily due to the strong increase in goods and services exports. Exports were up 4.4 percent on the month. The AUD raised to the level of the end of October’s and beginning of November against the JPY and it should challenge the 72.50 level against the USD, a crucial resistance for this currency pair. In a side note, BoC Carney stated that credit and quantitative easing might not be needed if current fiscal and monetary actions filter through the domestic economy.

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Today’s Key Issues (time in GMT):[/B]

00:00 EUR Start of G20 in London
11:45 EUR ECB Rate decision 1.00% exp, 1.50% prior
12:15 USD ECB Press Conference
12:30 USD Initial Jobless claims 652K exp, 650K prior
12:30 USD Continuing claims 650 exp, 652k prior
14:00 Factory Orders +1.4% exp, -1.9% prior

[B]The Risk Today: [/B]

[B]EurUsd:[/B] subdued volatility sees the pair trade an inclining channel with a distinct Euro bias ahead of the G20 and ECB�s expected 50bp cut today. Initial resistance stands at 1.3314. 1.3342 unlocks potential for 1.3593. On the downside we see 1.3190 as initial resistance which would unlock 1.3169. Strong floor level at 1.3115 which remains recent (mid-March) low.

[B]GbpUsd:[/B] Yesterday�s head and shoulders formation saw the pair trade as low as 1.4110 whereby the bearish signal actually confirmed a retracement (61.00% Fibonacci of 1.3660 � 1.4784 move). Initial resistance stands at 1.4642 (neckline of previous head and shoulders). Further weakness isn�t to be discounted as Sterling�s strength as of late could be pre G20 euphoria, dollar remains bullish on the mid-term. Initial support at 1.4110.

[B]UsdJpy:[/B] Neckline is moved higher as pair consolidates above previous neckline at 99.61 (previous at 98.84). Yen�s impulsive dynamic fails to stick as pair continues to head for 100.00. Lower, strong support (at shoulder line) is seen at 95.97 � which would unlock potential for 93.56.

[B]UsdChf:[/B] Bull flag persists, but bullish tone has subsided as markets consolidate. The pair fails to break key level at 1.1500. Wedge points to an imminent breakout with a bias towards a stronger dollar, however a return of risk appetite would play in favor of a CHF rally bringing the pair back towards the 1.1330 � 1.1170 range we traded in the previous two weeks � all eyes riveted on the G20 and their stance on the Swiss banking secrecy laws.

[B]Resistance and Support:

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By[B] Peter Rosenstreich [/B]- ACM Advanced Currency Markets, Geneva, Switzerland