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Fed caution hits dollar as Japan anticipation builds

Published 07/28/2016, 05:51 AM
© Reuters. Traders work at their desks in front of the German share price index DAX board in Frankfurt
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By Marc Jones

LONDON (Reuters) - The dollar took its biggest tumble in almost two months on Thursday and stocks crept to nine-month highs as cautious sounds from the U.S. Federal Reserve left the focus firmly on Japan's next round of money-printing measures.

The dollar was down 0.7 percent against six other major currencies (DXY) after the Fed ended its meeting on Wednesday with little suggestion that it was in a rush to raise U.S. interest rates.

It had seen traders cut their bets on a September Fed move to just 17 percent. Benchmark 10-year U.S. government bond yields fell back to 1.5 percent though there was no follow-through in Europe where yields nudged higher.

The yen , meanwhile, notched its fourth rise in six days as news that Tokyo had unveiled a surprisingly large 28 trillion yen ($265 billion) stimulus package left traders wondering how aggressive the Bank of Japan would be when it meets on Friday.

Speculation has been intense for weeks, causing whipsaw moves in currencies as analysts forecast even deeper negative Japanese rates and yet more bond purchase-driven money-printing.

Societe Generale (PA:SOGN) FX strategist Alvin Tan said the BOJ meeting was now a "huge event risk" for markets.

"The Fed did kind of acknowledge the better economic data but the tone was definitely on the dovish side and the market has reacted as such," he said.

"There is an expectation that there will be action from the BOJ tomorrow," he added. "The pain trade would therefore be if it did nothing, you would see a significant move in the yen."

MSCI's 46-country All World stocks index (MIWD00000PUS) had tested its highest level since early November after gains in Asia.

European shares (FTEU3) spent most of their first couple of hours dithering though before settling just in the red.

Modest rises for Germany's DAX (GDAXI) and France's CAC40 (FCHI) were offset some sharp individual falls including a 3.5 percent slide by oil major Shell (L:RDSa) after it posted a 70 percent slump in it quarterly profits. (EU)

STRESSFUL TIMES

Banking stocks were also in focus ahead of European bank stress test results on Friday that are expected to lay out the scale of the bad loan problems in Italy as well as strains on big German banks like Deutsche Bank (DE:DBKGn). (MIAPJ0000PUS)

Shares in Italy's third-largest lender Monte dei Paschi di Siena, which is saddled with a mountain of bad loans and accumulated losses, rose as much as than 4 percent after news it was aiming for a 5 billion euro capital hike and that Italy's Atlante fund might be able to buy substantial amounts of bad loans.

The region's bond markets were swinging about too, with investors caught between the week's three big events.

With the stress tests looming, Italian government bond yields edged up ahead of new 10-year bond sales.

"It's probably not a coincidence that it's on the day before the stress test results," ING senior rates strategist Martin van Vliet said.

Italian benchmark bonds have also underperformed their Spanish peripheral peers since Britain's June 23 vote to leave the European Union. The extra yield investors demand to hold Italy's 10-year debt over Spain's hit its highest since February 2015 earlier this week at 13.8 basis points.

The broader market uncertainty and lack of interest rate rise expectations left spot gold hovering near a two-week high of $1,342.18 an ounce touched overnight.

The euro, which gained 0.7 percent overnight, edged up to a nine-day high of $1.1077 while the Australian dollar which has been tracking the yen recently was up 0.4 percent at $0.7524 .

Oil markets steadied after a turbulent few days that have pushed crude prices back to three-month lows. U.S. crude (CLc1) rose 0.2 percent to $42.02 a barrel after dropping sharply on news U.S. crude and gasoline stocks had surged. [O/R]

Brent crude (LCOc1) was shade lower $43.39 a barrel.

"Lower oil prices continue to be a significant challenge across the business, particularly in the upstream (operations)," Shell's Chief Executive Ben van Beurden said after it reported its slump in profits.

© Reuters. Traders work at their desks in front of the German share price index DAX board in Frankfurt

For Reuters new Live Markets blog on European and UK stock markets see reuters://realtime/verb=Open/url=http://emea1.apps.cp.extranet.thomsonreuters.biz/cms/?pageId=livemarkets

(Addition reporting by Nigel Stephenson; Editing by Hugh Lawson)

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