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RPT-GLOBAL MARKETS-Euro plumbs 4yr low; tide firmly against risk

Published 05/17/2010, 02:54 AM
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* Euro thumped to four-year troughs

* Asian stocks have worse day in eight months on risk rout

* Gold, U.S. dollar fly high on haven demand

* Libor, Euribor rates creep higher in nervous market

By Koh Gui Qing

SYDNEY, May 17 (Reuters) - The euro sank to four-year lows on Monday as angst over Europe's debt crisis led investors to pull more money from stocks in favour of havens such as gold and Asian bonds.

So sour was the mood that markets seemed to take scant notice of a slew of encouraging economic data from the United States, Japan and Singapore. [ID:nN14138390] [ID:nTOE64G008] [ID:nSGE64C0FF]

Financial bookmakers expect European stocks to suffer too, with Britain's, German and French stock indices <.FTSE> <.GDAXI> <.FCHI> seen opening down between 0.4-1.2 percent.

"The market has gone into fear mode, and we're seeing red across the board," said Justin Smirk, chief economist at St George Bank in New Zealand.

The euro fell 0.7 percent from Friday's close to $1.2293 as investors doubted fiscally weaker euro zone nations can tighten their belts, or do so without stunting growth. Charts suggest the currency may extend losses to $1.23, then $1.2190.

With bets against the euro at an all-time high [IMM/FX], traders said the currency looked weak as ever although a brief bounce on short-covering in the near term could not be ruled out.

Worryingly, there are signs that anxiety over Europe was squeezing credit markets, mirroring the days of the financial crisis when anxious investors and banks hoarded cash.

The tense mood hammered Asian stocks. Japan's Nikkei <.N225> shed 2.2 percent, and South Korea's stock index <.KS11> lost 2.6 percent. The MSCI measure of Asia-Pacific markets outside of Japan <.MIAPJ0000PUS> dropped 3.6 percent to head for its worse day in nine months.

"The worry is really that the fiscal situation in the southern European states will hit the European economy, and then the global economy," said Takashi Ushio, head of the investment strategy division at Marusan Securities in Japan.

"This would affect exporters not only in Japan but also China as well, raising fears that Chinese economic growth could cool too.

Shanghai's stock index <.SSEC>, among the world's worse-performing stock indices this year due to expectations of monetary policy tightening, dived 4.1 percent.

While there is speculation that China could revalue the yuan in a much-awaited move over the next few days before a China-U.S. summit, choppy markets have led some analysts to argue that China may hold off for now.

Thai stocks <.SETI>, rocked by escalating violence in the country, fell to a one-month low. [ID:nSGE64G05P] [ID:nSGE64G00Y]

The downbeat mood in markets benefitted the U.S. dollar. It's measure against a basket of currencies was strong near 15-month highs at 86.9 <.DXY> as investors favoured the safety of its liquidity.

A stronger U.S. dollar weighed on commodity prices. Oil hit its lowest level in over three months, and copper futures eased too. Shanghai copper touched three-month lows. [MET/L]

In reflection of sluggish metal prices, material stocks were among the hardest hit. Australian-listed global miners BHP Billiton and Rio Tinto shed 4.3 percent and 5.5 percent respectively.

STRENGTH OF EU-ASIA LINKS?

Thomson Reuters data suggested the euro's tumble fuelled selling in Asian stocks. The correlation between the MSCI index and the euro-U.S. dollar rate stood at a strong 0.92, up sharply from around 0.20 a few weeks ago.

Perfect correlation stands at 1 and it means two assets move in tandem.

Yet, many economists argued real economic links between Asia and Europe were not strong enough for Europe's problems to scupper Asian growth.

"Sure, Europe is again the single biggest market for Asia. But the rest of the world is still a substantially larger buyer of Asian products," HSBC said in a note to clients.

"And it is here that in recent years all the action has happened in terms of growth."

Yet, all said, rising funding costs in credit markets suggest Asia is not insulated from Europe's turmoil.

Three-month Libor and Euribor rates have crept higher after failing to pull back in the wake of the mammoth $1 trillion euro zone aid deal struck a week ago.

The rates, which measure borrowing costs between banks and reflect credit risks, are at eight- and four-month highs respectively.

Underscoring the extent of anxiety in markets, gold held up despite the firm U.S. dollar at $1,237.60 an ounce, within earshot of a record high of $1,248.95. It hit a record high when priced in euro. [GOL/]

Safe-haven government bonds were also in demand. Benchmark 10-year U.S. Treasuries surged, and Japanese five-year yields hit five-month lows. [US/] [JP/] (Additional reporting by Adrian Bathgate in WELLINGTON; Editing by Tomasz Janowski)

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