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FOREX-Euro slips before month-end; debt fears cap gains

Published 05/28/2010, 04:14 AM
Updated 05/28/2010, 04:16 AM

* Euro trims gains made in Thursday's short-covering rally

* Euro on course for sixth consecutive monthly fall vs dlr

* Talk of dlr/yen option expiry at NY cut with Y90.00 strike

By Jessica Mortimer

LONDON, May 28 (Reuters) - The euro dipped versus the dollar on Friday, paring hefty gains made the previous day, as investors squared positions ahead of the month-end while worries over the impact of the euro zone debt crisis capped rallies.

The euro gained more than 1.5 percent against the dollar on Thursday after China reaffirmed its commitment to diversifying currency holdings away from the dollar and denied it was reviewing its holdings of euro sovereign bonds

A Spanish parliament vote on Thursday to approve a 15 billion euro austerity package also provided relief. However, it passed by a single vote and investors were concerned about possible strike action by Spanish unions.

Analysts and traders expect trade to be dominated by month-end position adjustment, with UK and U.S. markets closed on Monday for a public holiday.

"The trend is clearly there for more euro weakness and the focus will be on what is happening to the Spanish banking sector and whether there is anything that could ruin this recovery in risk appetite," said Carl Hammer, SEB currency strategist in Stockholm.

"But the market has come to a more mature level (in euro/dollar) and the euro could rebound short-term due to extreme short euro positioning," he said.

At 0746 GMT, the euro was down 0.3 percent at $1.2335 after rising close to $1.2400 the previous session when stops above $1.2340 were triggered.

Analysts said a key support level was $1.2135, the 50 percent Fibonacci retracement of the 2000-08 advance, just above the recent four-year low of $1.2143.

The euro is down against the dollar more than 7 percent on the month and set for its sixth consecutive monthly fall. Charts show a monthly close below $1.2135 would favour more weakness, with the next downside support at $1.1640, a trough hit in November 2005.

"The euro zone's fiscal problems are deep-seated. No one is truly confident about the euro right now and people think $1.2400 is probably the highest it can reach," a senior trader at a Japanese securities firm in Tokyo said.

Against the yen, the euro fell 0.1 percent to 112.54. On Thursday, it climbed 2.7 percent for its biggest one-day percentage rise in 15 months.

The dollar rose 0.2 percent to 91.25 yen, while the dollar index, which measures the greenback's performance against a basket of currencies, rose 0.3 percent to 86.494.

A large amount of options in dollar/yen is expected to expire during New York trading hours on Friday with a strike at 90.00, and that may provide near-term support to the dollar against the yen, a senior options manager at a European investment bank said in a note to clients.

The options manager said positions at options desks are gamma short in yen crosses, a factor that has contributed to their recent market swings. With gamma shorts, options desks tend to chase spot moves, to hedge their books. (Additional reporting by Masayuki Kitano and Satomi Noguchi in TOKYO)

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