• Bank stock analyst Mayo says banks have marked down loan books only to 98 cents
  • Morgan Stanley tells clients to be underweight equities; bear market not over
  • German economy has not yet hit bottom: EcoMin Guttenberg
  • ECB, BOE, BOJ, SNB, Fed set up reciprocal FX swap lines; allows banks to borrow which ever currency they need.
  • Chicago Fed Midwest manufacturing index falls to 83.8 in Feb from 84.2
  • Canada’s Ivey PMI falls to 43.2 from 45.2
  • Canadian building permits fall 15.9%
  • Oil closes down $1.30 or 2.55; was down more than 4% earlier in day
  • US shares stage late rally, close down 0.8% after being down more than 2.2%

Monday, Monday. The US got off on the wrong foot this morning with equities selling off sharply on the critical report on the banking sector by Mike Mayo and on Morgan Stanley’s view that the bear market is still underway. Risk aversion ramped up out of the blue, catching the market leaning heavily the other way. US equities fell hard at the open but spent most of the afternoon recouping lost ground.

EUR/JPY did the same, pulling back from opening levels of 136.70 in New York (already down from 137.40 highs) before skidding to 134.50 before bouncing to 135.50 at the close. US JPY dropped to 100.50 from 101.45 during the London morning. It held up well compared to EUR/JPY, closing at 101.03 in New York.

Cable slipped back to the 1.4670/75 level after stalling near 1.4950 in London. Barriers at 1.5000 remain a hurdle near-term.

EUR/USD fell to 1.3358, just far enough to trigger stops below Friday’s 1.3366 low. It closed at 1.3405.

Commodity currencies lost early gains as the macro picture turned less friendly early in New York. Talk of Chinese selling in AUD above the 72.00 level was a eight at well.

Gold traded miserably all session on a day when it should have rallied as bank stocks fell. It sits at the base of a support window between $865/870.