Will sterling take a beating this week ?

Mar 27, 2006 38 Replies

Will Brown allow his puppets on the Bank of England's MPC to raise interest rates in order to combat a run on the pound or will he allow sterling to sink ? ...........................



The Times March 27, 2006



US rate rise may spark sterling sell-off



By Gary Duncan, Economics Editor


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CURRENCY markets are steeling themselves for a threatened fall in the pound's value against the dollar this week after warnings that a rare rise in American interest rates above Britain's could trigger a sell-off in sterling.



Tomorrow, the US Federal Reserve, under Ben Bernanke, its new Chairman, is set to order a fifteenth consecutive quarter-point increase in American interest rates, lifting these to 4.75 per cent, which is higher than the 4.5 per cent level of base rates in Britain.



Periods when American rates have exceeded those in Britain have been infrequent during the past three decades. However, research by institutions such as HSBC highlights how these moves have almost always tended to send the pound sharply lower against the dollar.



Since the Bank of England cut borrowing costs last summer, foreign exchange markets have expected the Fed to push American rates above Britain's at some point this year. HSBC believes, however, that the event this week will leave risks to the pound's dollar value "heavily skewed to the downside".



One key factor is the effect of the latest Fed rate rise, as well as expectations of at least one more increase to come, on so-called "carry trades", where investors borrow in countries with lower rates to secure bigger returns by placing funds in those with higher rates. HSBC believes that the increase in official American rates tomorrow will oust the pound from its status in carry trade investors' baskets of highyielding currencies in favour of the dollar, leading to a wave of selling of sterling.



It also believes that a sell-off will be fuelled by £3,000 billion of footloose "hot money" invested in Britain through short-term deposits. A large part of these holdings could be vulnerable to being rapidly pulled out of Britain once potential returns in the United States rise further.



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It's not as simple as that!

Current US inflation rate is running at 3.6%

Current UK inflation rate is running at 2.4%

Thus real return on the currencies are 4.75 - 3.6 = 1.15% ($)

and 4.5 - 2.4 = 2.1% (£)

On 27 Mar 2006 01:37:16 -0800, "Mel Rowing" mysteriously appeared thru the usenet mist to inform us thus...

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How does domestic US or UK inflation affect foreign speculators?

But both of those numbers are fantasies.

But the real rate of inflation in both countries is probably more like

8%.

Mark

Well if you believe that sell borrowed pounds for dollars and make (or lose) a lot of money.

Professional currency speculators are doing that sort of thing all the time although from what I've seen the euro and the yen seem to be the currencies presently tipped to emerge stronger over time by many dealers.

Huge trade and budget deficits in the US and UK suggest that both currencies may come under increasing pressure as global liquidity is increasingly tightened so I wouldn't be rushing to exchange sterling for dollars just yet.

Abelard reckons 10% in the UK and for once I have no reason to disbelieve him ;-)

On 27 Mar 2006 04:30:12 -0800, "Crowley" mysteriously appeared thru the usenet mist to inform us thus...

But abelard claims *inflation* = M4-GDP - ie monetary inflation

- but there's no consensus that this always feeds through to CPI even after a lag and it's CPI that most people mean when referring to inflation.

OTOH I do agree that true CPI is higher than government claims, I'd put it at about 6-7% in the UK but it varies for each household; elderly people probably suffer higher than a couple in their 30s with good jobs.

I knew there'd be flaws in old fraudy's methodology.

Lets see...currently its 1.7486 according to Yahoo, check back in a week, that might give us an indication of how good these economic gurus are....or as they say, if you lined all the economists in the world up end-to-end, they still wouldnt reach a conclusion.

Ah now you come to the nitty gritty!

The above calculations of course alter somewhat if the CPI gap between the two countries changes. The only thing we can almost be totally certain about with respect to this is that it will change. I supose it's possible to shrewdly guess the direction of any such change (a toss of a coin will give you a 50% chance of doing such) but the magnitude of any such change is a different matter.

If I could accurately predict these matters over say the next 3 months then I wouldn't be wasting money making time talking to you.

Me neither! To begin with I wouldn't have the nerve to involve myself in such markets I certainly don't have the funds to make any such adventure worth while. I prefer to dabble in the equity markets myself. Methinks this is a market strictly for the professionals handling other people's money.

Exactly. Currency speculation is a very easy way to lose your shirt.

I think that over time both the dollar and sterling are going down against certain other currencies particularly the yen, euro, and remnimbi. Global imbalances have to be worked through.

Long term rates in the US are already higher than in the UK.

Did you write for Nostradamus in your spare time?

Why not go the whole hog? "something that might be a currency, but might alternatively be a bridge or a type of small european frog, may but then again may not, change value against something else that might or might not be a currency, or perhaps a type of horse or a statue or a verb, at some point in the past or future."

As it is, your headline says 'this week' so thats all I'm giving you, and the text is dollar/sterling, so you are stuck with those as well :-)

..........................

Well the Fed has just upped their rates to 4.75% and sterling hasn't crashed through the floor yet so I guess it's safe to say don't believe everything you read in the Times ;-)

It hasn't really moved at all, which means that the market had expected the rise, and had already factored it into the rate.

Spot on. It's where we go from here that's the interesting bit.

Even if it doesn't feed through to CPI, it may feed into actual cost of living. Which is what matters

It's not a methodological flaw, it's that he's measuring something different. Inflation is not the same as CPI.

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