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FOREX-Euro battered as refinancing crunch nears; yen rallies

Published 06/29/2010, 08:06 AM
Updated 06/29/2010, 08:08 AM
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* Euro hits record low vs Swiss franc, 8-1/2-yr low vs yen

* High-yielding currencies hurt by risk aversion

* Euro zone banks to repay 1-yr refi loans on Thursday (Updates prices, adds comment)

By Dominic Lau and Naomi Tajitsu

LONDON, June 29 (Reuters) - The euro hit an all-time low versus the Swiss franc and an 8-1/2-year trough against the yen on Tuesday as investors worried about the expiry of a key euro zone refinancing programme this week. The yen rallied as a 2 percent fall in European shares raised the safe-haven appeal of the Japanese currency, along with the Swiss franc and the dollar, while the high-risk Australian and New Zealand dollars took a beating.

Lower U.S. government bond yields, with 10-year Treasury yields at below 3 percent for the first time since April 2009, also prompted investors to cut short positions in the Japanese currency, weighing on dollar/yen. "There is quite a lot of worries about the (U.S.) payrolls, worries about stress tests of European banks and also the rollover of ECB's long-term repo operations that will be taking place in the next couple of days," said Paul Robson, currency strategist at RBS Global Banking.

"People are a little bit negative on the outlook for growth and recovery, and therefore selling the high-yielding currencies."

By 1136 GMT, the dollar rose 0.6 percent against a basket of major currencies.

The euro was down 1.4 percent to 108.17 yen after hitting its weakest since late 2001 at 107.80 earlier in the day, and fell to 1.3238 francs according to Reuters data, the lowest since the single currency's 1999 launch. The Swiss franc has gained broadly since the Swiss National Bank earlier this month backed off its pledge to intervene in the currency market to stem franc strength. Comments from policymaker Jean-Pierre Danthine on Monday bolstered this view.

Against sterling, the common currency fell to 80.89 pence, its weakest since November 2008. It gave up 0.7 percent on the day to hit a two-week low of $1.2178, according to Reuters data.

Pressuring the euro were concerns that banks on Thursday must repay 442 billion euros ($539 billion) borrowed a year ago at low rates as part of the European Central Bank's efforts to boost liquidity.

The ECB holds a three-month tender on Wednesday which many in the market expect will be tapped as banks scramble to pay back the one-year funds. Expectations are that 210 billion euros will be allotted at the offer.

ECB Governing Council member Ewald Nowotny said the ECB is not considering offering banks another batch of 12-month loans to replace those expiring on Thursday.

The funding needs reflect persistent stress in the banks of euro zone countries including Portugal, Italy, Spain and Greece.

Europe's main barometer of investor anxiety, the VDAX-NEW volatility index, rose more than 10 percent, hitting its highest level in three weeks.

RISK ANXIETY

A 2 percent fall in oil prices and a 4 percent drop in Shanghai stock market also prompted investors to dump higher-risk currencies including the Australian and New Zealand dollar, which each fell nearly 2 percent versus the dollar and around 2.5 percent versus the yen.

Nordea said net short positions on the euro/dollar in percentage terms have been only slightly trimmed following its short-covering rally earlier this month.

The current net short stood at 31.7 percent, down from 36.7 percent two weeks ago though higher than one week ago, it said in a note, adding that it remained "bearish and negative" on the euro/dollar.

(Editing by Ruth Pitchford)

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