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Dollar hits five-month high against yen as inflation talk boost U.S. yields

Published 02/16/2021, 08:19 PM
Updated 02/17/2021, 12:40 AM
© Reuters. FILE PHOTO: U.S. one hundred dollar notes are seen in this picture illustration
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By Hideyuki Sano

TOKYO (Reuters) - The dollar held the upper hand against low-yielding currencies on Wednesday, hitting a five-month high against the yen as U.S. bond yields jumped on the prospects of further economic recovery and a possible acceleration in inflation.

Bitcoin traded just below the $50,000 mark, a day after the cryptocurrency hit that level for the first time, bringing its total market capitalisation to more than $900 billion, as traders bet on its further acceptance among major companies.

The dollar's index against six other major currencies jumped back from a three-week low of 90.117 hit on Tuesday to last stand at 90.665.

Soaring U.S. bond yields boosted the dollar, with the 10-year yield rising to as high as 1.333% from around 1.20% at the end of last week.

"The move up in yields has been driven by increasing inflationary concerns amid a rise in energy prices along with the prospect of a big U.S. fiscal stimulus and the global recovery entering a more solid stage as vaccine roll out lead to the reopening of economies," said Rodrigo Catril, senior FX strategist at National Australia Bank (OTC:NABZY) in Sydney.

The yen, which is sensitive to U.S. yields, reacted the most with the dollar jumping to as high as 106.225 yen, its highest since September, before retreating to 105.91 yen.

"I think the dollar's downtrend is over. At the start of the year, speculators were betting on a fall in the dollar below 100 yen. They seem to have abandoned such a view now," said Yukio Ishizuki, senior strategist at Daiwa Securities.

A sign of dwindling bets on the dollar's fall against the yen is apparent in the options market, where short-term dollar call options, or bets on the dollar, have become more expensive than dollar puts, bets against the currency.

The one-week risk reversal spread is now in favour of dollar calls for the first time in almost five years.

"If one thinks U.S. yields will rise further, we could see more gains in the dollar," said Jun Arachi, senior currency strategist at Rakuten Securities.

"I would say this trade could continue until Biden Administration's stimulus package will come into effect, possibly in March, at which point people could start unwinding their bets to 'sell-on-fact'".

Biden tried to build public support for his $1.9 trillion coronavirus relief plan in a town hall.

The euro slipped slightly to $1.2085 though its fall was less pronounced due to its gains earlier on Tuesday following strong German economic sentiment data.

The New York Federal Reserve's Empire State manufacturing report released on Tuesday offered an upbeat economic picture, with a rise in its "prices paid index" stoking fear of faster inflation.

That optimism was echoed by St. Louis Fed President James Bullard, who told CNBC that U.S. financial conditions were "generally good," and that inflation was likely to heat up this year.

San Francisco Fed President Mary Daly, however, said pressures on inflation are still downward, pushing against critics warning low interest rates and government spending could overheat the U.S. economy and spark high inflation.

"Her comments are not resonating with market players preoccupied with inflation at this point," said Daiwa's Ishizuki.

The positive mood on the economic outlook is underpinning risk-sensitive currencies.

The British pound held firm at $1.3895 , having reached its highest level since April 2018 on Tuesday. Against the euro, the pound traded at its highest level since early May at 87.02 pence per euro.

The Australian dollar stood at $0.7750 , down slightly but still not far from Tuesday's one-month high of $0.7805.

© Reuters. FILE PHOTO: U.S. one hundred dollar notes are seen in this picture illustration

The offshore Chinese yuan stepped back slightly to 6.4359 per dollar after hitting a 2-1/2-year high of 6.4010 earlier in the week.

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