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FOREX-Dollar hits 2-mth high vs yen, steady vs euro

Published 12/30/2009, 04:48 AM
Updated 12/30/2009, 04:51 AM

* Price action subdued, Japan on last trading day of 2009

* Focus heading into 2010 is timing of U.S. exit strategy

* Dlr up vs yen; steady vs euro after recovering overnight (Updates prices; changes byline, dateline; previous TOKYO)

By Jessica Mortimer

LONDON, Dec 30 (Reuters) - The dollar gained against the yen, hitting a two-month high as it continued to benefit from the view the U.S. economy is on course to recover, allowing the Federal Reserve to begin exiting its ultra-loose policies.

Overall market activity was very subdued ahead of the new year, however, with Japanese markets closed on Thursday and European and U.S. markets closed on Friday.

The U.S. currency was also supported by last-minute commercial needs from Japanese companies at the year-end and by broad dollar buying by Japanese investors during Asian trade, traders said.

Against the euro and a basket of currencies, the dollar was steady, holding onto overnight gains.

"The dollar has been helped by year-end buying, plus we have seen some yield hunting by Asian names which has helped dollar/yen," said Geoffrey Yu, currency strategist at UBS in London.

At 0924 GMT, the dollar edged up 0.1 percent to 92.07 yen , having hit a high of 92.26 yen on EBS trading platform, its strongest in two months.

Sentiment towards the yen was also dampened by rating agency Standard & Poor's saying Japan's AA credit rating could be in danger if policy initiatives fail to stabilise and then gradually reduce the country's debt burden. [ID:nTOE5BT03A]

The euro was steady against the dollar at $1.4347 , well below the previous day's two-week high of $1.4459 hit on EBS.

The dollar index, a gauge of the greenback's performance against six other major currencies, was steady at 77.919 <.DXY>, recovering after falling as low as 77.332 on Tuesday.

Traders said the index had room to test 79.00, a level not seen since August.

Improved U.S. data in the past month has made many review their forecasts for when rates might start to rise and has brought the dollar up from a 14-year low against the yen and revived its fortunes against other majors.

When the Federal Reserve will start to raise rates will be a key question for the currency market in 2010, with investors watching policymaker comments closely, as well as what data indicates about the strength of the labour market.

The December non-farm payrolls report is due on Jan. 8 and some economists are expecting the data to turn positive in the first quarter, after the number of jobs lost shrunk to 11,000 in November.

FUNDING CURRENCY

While the market is looking to the timing of Fed tightening, the Bank of Japan is expected to keep interest rates low and may implement further easing measures.

Traders said once the market gets a stronger sense of timing for the U.S. exit strategy, the yen might become the preferred currency to fund purchases in higher yielding assets.

"If the U.S. heads towards the exit, the dollar-funded carry trade is expected to wane as Japan is seen as more likely to ease further," said Tomohiro Nishida, treasury department manager at Chuo Mitsui Trust and Banking Company in Tokyo.

The spread of the benchmark 10-year U.S. Treasury note yield over the 10-year Japanese government bond yield last week touched its widest level in two years. The widening spread was seen as supporting the dollar. (Additional reporting by Kaori Kaneko in Tokyo; editing by Chris Pizzey)

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