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U.S. dollar rises, yen not far from 24-year trough that prompted intervention

Published 10/10/2022, 08:54 PM
Updated 10/11/2022, 04:51 PM
© Reuters. FILE PHOTO: Banknotes of Japanese yen and U.S. dollar are seen in this illustration picture taken September 23, 2022. REUTERS/Florence Lo/Illustration
AUD/USD
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NABZY
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By Gertrude Chavez-Dreyfuss

NEW YORK (Reuters) - The safe-haven U.S. dollar gained broadly in volatile trading on Tuesday, adding to recent gains, after a top Bank of England official reiterated that the central bank will end its bond-buying program on Friday and told pension fund managers to finish rebalancing their positions within that time frame.

That fuelled concerns that the BoE's withdrawal could re-ignite market volatility around the world and cause financial instability.

BoE Governor Andrew Bailey said pension funds should finish rebalancing their positions by Friday when the British central bank is due to end its emergency support program for the county's fragile bond market.

Earlier on Tuesday, the Pensions and Lifetime Savings Association, an industry body, urged the BoE to extend the bond-buying programme until Oct. 31 "and possibly beyond."

Sterling dropped to a two-week low of $1.0962 after Bailey's remarks, down 0.9%.

Adding to the gloom was a downbeat report from the International Monetary Fund that said countries representing a third of world output could be in recession next year. The IMF also cut its 2023 global growth forecasts further.

"The risk-off vibe will persist until we see some good news and this is all U.S. dollar-positive," said Erik Bregar, director, FX & precious metals risk management, at Silver Gold Bull in Toronto.

"I can see it propelling the dollar higher still, even though people think it's a crowded trade. But the trend is definitely dollar-bullish right now."

Investors are also bracing for a key inflation report later this week that is expected to show persistently strong price pressures.

Overall, dollar sentiment remained positive as worries about rising interest rates and geopolitical tensions unsettled investors, while the yen hovered near the level that prompted last month's intervention.

Strong U.S. labour market data and a high inflation forecast expectation on Thursday have all but dashed hopes on anything but high interest rates through 2023, which should drive the dollar back toward the 2002 peak hit last month.

In afternoon trading, the U.S. dollar index rose 0.2% to 113.25, not far from a 20-year high of 114.78 it touched late last month.

U.S. data due on Thursday is forecast to show that headline inflation came in at a hot 8.1% year-on-year rate in September, but down from 8.3% in August. Core inflation is expected to have risen to 6.5% from 6.3% previously.

The dollar touched a three-week high against the yen of 145.895 , just shy of the 24-year peak of 145.90 hit before the Japanese government stepped in to prop it up three weeks ago. It was last flat at 145.815 yen.

Japan chief cabinet secretary Hirokazu Matsuno on Tuesday reiterated the government's willingness to intervene, saying they will take "appropriate steps on excess FX moves".

Fear of intervention has helped the yen firm in recent weeks, but as it drifted back to multi-decade lows, analysts were keeping an eye on whether the Japanese authorities will step in again.

The euro was little changed at $0.9706, after four days of losses that have seen the currency drift toward the 20-year low of $0.9528 it touched on Sept. 26.

Britain's markets remained on edge and not exactly soothed by the BoE stepping up bond buying and UK Finance Minister Kwasi Kwarteng promising to bring forward some budget announcements.

Meanwhile, the risk-sensitive Australian dollar hit a 2-1/2-year low of $0.6248 and was last down 0.4% at US$0.6270. Analysts at the National Australia Bank (OTC:NABZY) said the Aussie was the market's "whipping boy" in a selloff and that further lows were possible in the near term as sentiment is fragile.

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Currency bid prices at 4:13PM (2013 GMT)

Description RIC Last U.S. Close Pct Change YTD Pct High Bid Low Bid

Previous Change

Session

Dollar index 113.2900 113.0600 +0.22% 18.426% +113.5000 +112.4100

Euro/Dollar $0.9705 $0.9703 +0.02% -14.63% +$0.9774 +$0.9670

Dollar/Yen 145.8350 145.7350 +0.08% +26.69% +145.8900 +145.4300

Euro/Yen 141.55 141.39 +0.11% +8.60% +142.1900 +141.0200

Dollar/Swiss 0.9970 0.9994 -0.25% +9.29% +1.0021 +0.9917

Sterling/Dollar $1.0954 $1.1060 -0.92% -18.98% +$1.1179 +$1.0955

Dollar/Canadian 1.3802 1.3780 +0.17% +9.17% +1.3855 +1.3715

Aussie/Dollar $0.6270 $0.6299 -0.44% -13.73% +$0.6346 +$0.6248

Euro/Swiss 0.9675 0.9699 -0.25% -6.69% +0.9714 +0.9671

Euro/Sterling 0.8857 0.8774 +0.95% +5.44% +0.8860 +0.8726

NZ $0.5582 $0.5566 +0.31% -18.42% +$0.5657 +$0.5536

Dollar/Dollar

Dollar/Norway 10.7585 10.6795 +0.61% +21.96% +10.7935 +10.6325

Euro/Norway 10.4397 10.3672 +0.70% +4.26% +10.4745 +10.3459

© Reuters. FILE PHOTO: Banknotes of Japanese yen and U.S. dollar are seen in this illustration picture taken September 23, 2022. REUTERS/Florence Lo/Illustration

Dollar/Sweden 11.3671 11.3011 +0.59% +26.05% +11.3787 +11.2483

Euro/Sweden 11.0285 10.9642 +0.59% +7.80% +11.0380 +10.9675

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