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 Forex Analysis
17

Forex News Spike Trading Signal for January 17th 2012 - UK CPI



0430 UK CPI y/y headline (+4.2% expected, +4.8% prior, +3.6% to +4.6% range)
Affiliated reports:
-Headline CPI m/m (+0.4% expected, +0.2% prior, -0.2% to +0.8% range)
-Core CPI y/y (+3.0% expected, +3.2% prior, +2.8% to +3.2% range)
-UK RPI y/y (+4.7% expected, +5.2% prior, +4.5% to +5.2% range)
-UK RPI m/m (+0.3% expected, +0.2% prior, +0.1% to +0.7% range)
-UK RPI Ex Mort Int.Payments y/y (+4.9% expected, +5.3% prior, +4.7% to +5.2% range)

As the BOE has been saying thru 2011, Inflation would peak out around 5% but then start to drop back
thru 2012-2013, and this is what we are beginning to see, with expectations much lower this time.
Last week the UK PPI figures were lower, but it takes time for lower inflation to pass on from producers
to consumers. Last month the analysts got it right and there was no deviation, the GBPUSD did not move
much for about 3 minutes after the report but then it rallied about 30 pips over the next 20 minutes.
Last month the range of analysts estimates was just +4.6 to +5.0 on the main CPI headline YoY figure,
this contrasts with today where the estimates range from +3.6 to +4.6, so we can expect that today there
is more variation in estimates and thus probably there is more likely to be a deviation. In november,
although you cannot see it on FPA because they have their times wrong, a -0.1 dev on y/y and m/m actually
lead to a 20 pip pop higher, then a 50% retracement 15 minutes later and a continuation of a slow upward
trend. Normally lower CPI would weaken the pound, but as inflation has been so high and Interest Rates
have not been hiked in response to this, the traditional linking of this CPI to Interest Rates is out of
skew. October's +0.3 only gave a short lived spike, but there was a rumor/leak which lead to a rally
before the release. UK news has tended to move before the release alot, so we have to watch out for this
and if the pound rallies before then we can tighten the triggers for the sell side, and widen out the
triggers for the buy side. Usually a +/-0.3 is a good trigger to use on this, but because of October we
should widen this a bit for safety to +/-0.4, but you can tighten 1 side as mentioned above if there is a
strong pre-news momentum flow on Cable. Watch the other CPI figures to make sure they agree. Lower CPI
also makes it easier for the BOE to add to the APF.

If it comes out at 4.6% or higher, GBP/USD should rally 40-70 pips
If it comes out at 3.8% or lower, GBP/USD should fall 40-70 pips

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Categories: GBPUSD

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