Daily Market Outlook, January 30, 2025 

Munnelly’s Macro Minute...

"Monetary Policy Stealing The Spotlight As MegaCap Tech Underwhelms”

Futures for European and US markets rose, paralleling gains in Asian shares as traders looked forward to the ECB's interest rate announcement. Euro Stoxx 50 contracts saw a 0.2% increase, while S&P 500 contracts climbed by 0.4%. These movements reflected a slight uptick in Asian stock markets, which pushed a regional index up by approximately 0.1%. However, trading activity was subdued in the region due to several major stock exchanges being closed for the Lunar New Year holiday. FX dealers in Asia noted that the Yen appreciated by as much against the Dollar as speculative traders placed bets on the currency. Japanese shares also experienced gains. Nonetheless, initial comments from Himino seemed to convey a cautious outlook, with the central banker indicating that the BOJ would consider raising rates "if the outlook is realised." Meanwhile, shifting bets on AI dominated global markets this week, following a selloff triggered by reports that the Chinese AI startup DeepSeek had made unexpectedly significant advancements with its model.

Monetary policy has once again stolen the spotlight with no change in Fed Funds rates as FOMC unanimously maintains target range of 4.25%-4.50%. The outcome was anticipated, with the market pricing in a 25bps cut by June. However, the Statement pushed DXY/2YR Yield higher and SPX down, removing references to ‘Inflation Making Progress Toward Goal’ and describing the labour market as “solid.” Chair Powell downplayed the labour market's role in inflation and stated the Committee is not on a preset course. In the Q&A, he avoided comments on Trump’s remarks about needing lower rates. Powell indicated policy is well-positioned for dual goals and noted progress towards a “meaningfully less restrictive” stance. He clarified that the change in statement language was not a signal, leading to a retracement in 2YR yields while equities remained unchanged. Overall, the hawkish read on inflation was walked back in the Press Conference. President Donald Trump's policies continue to pose a risk to the Fed's policy perspective, and new tariffs are expected to be imposed on Canada, Mexico, and potentially China on Saturday.

Today, European traders are unlikely to receive clear trading signals from Asia, as many markets in the region are closed for the lunar New Year. However, Tokyo managed to recover from initial losses to trade positively, Sydney's stock market reached a record high, and U.S. stock futures are rising after Wall Street's weak performance overnight. The earnings season for the major "Mag 7" companies began on Wednesday with mixed results: Microsoft exceeded quarterly revenue expectations, while Tesla's profit margin for the fourth quarter fell short of forecasts. Meta has projected first-quarter revenue to be below market expectations. Apple is set to report its earnings after the market closes today.

The European Central Bank (ECB) is poised to implement a 25 basis points cut, indicating a potential continuation of easing measures. Despite recent improvements in Eurozone Purchasing Managers' Indexes (PMIs), the ECB remains focused on the persisting economic challenges. Growth stagnation and Germany's structural issues, compounded by political uncertainties with upcoming elections, underscore the complexities facing the region. Although inflation has seen a modest increase, driven by base effects and elevated service costs limiting core inflation growth, the overall economic sentiment remains positive. Monetary easing efforts have been slow to materialize, influenced by subdued confidence impacting credit availability while households prioritize savings, evident in mounting deposits. Anticipated progress in the near future is expected, notwithstanding lingering uncertainties such as tariff threats. The likelihood of a 25 basis points cut on Thursday remains high, with prevailing communication signaling a dovish stance emphasizing the need for a more balanced approach. With references to a "neutral" stance at around 2.0%, hints suggest room for adjustments. Market sentiments lean conservatively, signaling a potential overvaluation of the Euro (EUR). A dovish posture from the ECB is seen as a catalyst for corrective actions in both market expectations and currency valuations, promising recalibrations in response to evolving economic conditions.

Overnight Newswire Updates of Note

  • Chinese Managers To Cut QDII Fund Fees For Domestic Investors

  • BoJ To Slice Almost $500B Off Balance Sheet With QT Move

  • Japan Sees Debt-service Costs Jumping 25% By 2028 As BoJ Hikes

  • ECB Set To Cut As Fears Of Weak Growth, US Tariffs Mount

  • EU Debates Return To Russian Gas As Part Of Ukraine Deal

  • EZ Q4 GDP To Show Slight Gain As Growth Concerns Remain

  • US GDP Data To Offer First Economic Insight Post-FOMC

  • Powell Says US Fed In No Hurry To Cut Rates After Pause

  • Trump: Fed Failed To Beat Inflation, Vows ‘I Will Do It.’

  • BoC Can Ease Tariff Pain But Can’t Fix Damage, Macklem Says

  • Meta Posts Robust Fourth-quarter Earnings Amid DeepSeek Mania

  • Tesla Shares Rally On Pledge To Return To Growth In 2025

  • Microsoft’s Cloud Computing Business Hits A Speed Bump

  • IBM Stock Rises On Earnings Beat CEO Says AI Is Helping

          (Sourced from reliable financial news outlets)

FX Options Expiries For 10am New York Cut 

(1BLN+ represents larger expiries, more magnetic when trading within daily ATR)

  • EUR/USD: 1.0350-55 (3.7BLN), 1.0365-75 (1.8BLN), 1.0390 (504M)

  • 1.0400-05 (2.4BLN), 1.0415 (450M), 1.0425-30 (1.1BLN), 1.0435-40 (1BLN)

  • 1.0450-60 (1.8BLN)

  • GBP/USD: 1.2350 (307M), 1.2535-40 (365M)

  • AUD/USD: 0.6225 (200M), 0.6300 (766M)

  • AUD/NZD: 1.1070-75 (486M)

  • USD/CAD: 1.4400 (321M), 1.4475 (437M), 1.4490-1.4500 (2.6BLN)

  • USD/JPY: 154.00 (630M), 154.50 (290M), 155.00 (591M)

  • 155.40-45 (770M), 156.00 (380M)

  • EUR/JPY: 159.90 (282M). AUD/JPY: 96.80 (400M)

IB FX Month End Rebalancing Model

  • Credit Agricole FX month-end rebalancing model suggests selling the USD against a basket of currencies. The model indicates that there will be mild USD selling across the board, with the strongest sell signal against the JPY.

  • According to our corporate flow model, there is an indication of EUR selling at the end of the month. Thus, in our combined strategy, we will be utilizing the signals from the standalone month-end rebalancing model.

  • Based on Deutsche Bank's model, rebalancing flows driven by relative equity performance indicate slight USD purchasing against the euro and Scandinavian currencies. However, seasonal trends suggest overall USD selling, particularly at the end of the month and on the first trading day of February.

CFTC Data As Of 24/1/25

This summary provides an overview of the trading positions held by equity fund managers and speculators in various futures markets as of the reporting period ending January 21:

1. Currencies (Net Short Positions):**

- Euro: -62,486 contracts (significant bearish sentiment).

- Japanese Yen: -14,673 contracts (moderate bearish stance).

- Swiss Franc: -41,837 contracts (notable bearish sentiment).

- British Pound: -8,257 contracts (marginal bearish positioning).

2. Bitcoin (Net Long Position):**

- BTC: +739 contracts (mild bullish positioning in the futures market, reflecting growing optimism).

3. Equities (S&P 500 CME Futures):**

- Equity Fund Managers (Long): Increased net long position by +7,931 contracts to a total of +931,930 contracts, signaling continued optimism.  

- Equity Fund Speculators (Short): Expanded net short position by +88,671 contracts to a total of -399,756 contracts, highlighting growing speculative bearish bets.

4. Treasuries (CBOT Futures):**

Long Positions:

- US Treasury Bonds (30-year): Net long position grew by +24,404 contracts to +24,456, reflecting a more bullish outlook on long-term bonds.

Short Positions:

- US Ultrabond (long-term Treasuries): Net short position decreased (trimmed) by -12,434 contracts to -229,988, indicating less bearish sentiment.  

- 2-Year Treasury Futures: Net short position trimmed by -82,829 contracts to -1,174,377, showing a reduction in bearish sentiment on short-dated bonds.  

- 5-Year Treasury Futures: Net short position increased by +18,570 contracts to -1,796,191, reflecting stronger bearish sentiment for mid-duration bonds.  

- 10-Year Treasury Futures: Net short position increased by +12,310 contracts to -580,245, indicating growing bearish sentiment for this maturity segment.

Key Takeaways:

1. Currencies: Persistent bearish sentiment dominates, particularly for the euro and Swiss franc, with speculative shorts significantly outweighing longs.

2. Bitcoin: A small but positive net long position reflects a bullish tilt.

3. Equities:  

   - Fund managers are steadfastly bullish on the S&P 500, while speculators maintain a growing bearish stance, signaling a potential divergence of sentiment.

4. Treasuries:  

   - Long-duration bonds (30-year) saw increased long positions, indicating optimism in long-term fixed income.

   - Shorter and mid-duration bonds (e.g., 5-year, 2-year) retain heavy net short positions, reflecting expectations of rising interest rates or bearish bond sentiment.  

Overall, bullish interest in long bonds and equity fund managers’ sustained optimism, while speculative shorts dominate in currencies and some Treasury maturities.

Technical & Trade Views

SP500 Pivot 6040

  • Daily VWAP bullish

  • Weekly VWAP bullish

  • Seasonality suggests bullishness Into Feb 6th

  • Long above 6075 target 6195

  • Short Below 6045 target 5743

EURUSD Pivot 1.0435

  • Daily VWAP bearish

  • Weekly VWAP bullish 

  • Seasonality suggests bearishness into March 30th

  • Above 1.0505 target 1.0634

  • Below 1.0435 target 0.9758

GBPUSD Pivot 1.2614

  • Daily VWAP bullish

  • Weekly VWAP bullish 

  • Seasonality suggests bearishness into March 10th

  • Above 1.2685 target 1.2812

  • Below 1.2615 target 1.1878

USDJPY Pivot 153.77

  • Daily VWAP bearish

  • Weekly VWAP bearish

  • Seasonality suggests bearishness into jan 23rd

  • Above 1.5377 target 165.50

  • Below 152.41 target 150

XAUUSD Pivot 2692

  • Daily VWAP bullish

  • Weekly VWAP bullish 

  • Seasonality suggests volatile bullishness into Feb 22nd

  • Above 2725 target 2762

  • Below 2692 target 2475

BTCUSD Pivot 101,960

  • Daily VWAP bullish

  • Weekly VWAP bullish 

  • Seasonality suggests bullishness into Apr 9th

  • Above 104,020 target 110,000

  • Below 101,942 target 86,266