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Dollar Edges Lower in Consolidation, But Remains Supported; 3Y Bond Auction Eyed

Published 03/09/2021, 02:55 AM
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By Peter Nurse

Investing.com - The dollar edged lower in early European trading Tuesday, but remained near multi-month highs on the back of rising Treasury yields and the expectation of a robust U.S. economic recovery.

At 3:55 AM ET (0755 GMT), the Dollar Index, which tracks the greenback against a basket of six other currencies, was down 0.2% at 92.130, after earlier climbing to 92.528, its highest level since late November.

EUR/USD rose 0.3% to 1.1883, after earlier falling to lows last seen in late November 2020, ahead of the release of the latest revision of the euro zone’s fourth-quarter GDP data later Tuesday and the European Central Bank handing down its policy decision on Thursday. Data released on Monday showed that the ECB hadn't noticeably stepped up its purchases of bonds two weeks ago as inflation jitters grabbed world markets. 

Another test for the market later will be the sale of three-year Treasury notes at 1 PM ET (1800 GMT), a week after a poorly-received auction of seven-year notes triggered a sharp rise in yields. Three-year maturities are more sensitive to short-term interest rates, and the prices bid will thus be a more explicit comment on when investors expect the Federal Reserve to start hiking interest rates.

USD/JPY was down 0.1% at 108.78, just off a nine-month high after Japan’s fourth-quarter GDP was revised to show quarterly growth of 2.8%, versus a preliminary 3.0% gain. GBP/USD rose 0.4% to 1.3880, having touched a three-week low of $1.3779 on Friday, while the risk-sensitive AUD/USD rose 0.4% to 0.7680.

Driving the gains in the greenback, with the dollar index up around 2.5% this year, has been upbeat macroeconomic data, combined with a loose monetary policy. Analysts have revised their forecasts for U.S. growth higher while tending to revise down their forecasts for other countries.

Added to the mix has been the passage of the Biden’s administration’s $1.9 trillion stimulus plan on Saturday, which heads back to the House of Representatives this week after being passed by the Senate over the weekend, which has raised concerns of increased inflationary pressures.

“The rise in yields has not been quite sharp enough to trigger a tipping point in global equity markets – we’re more seeing a rotation out of Tech and into Financials – yet we are seeing speculative dollar shorts getting unwound against the low yielders – first JPY, then CHF and now it looks like EUR,” said analysts at ING, in a research note.

The yield on the benchmark 10-year Treasury currently trades around 1.55%, below the 1.62% level seen at the end of last week, but could rise again this week as the market will have to digest a $120 billion auction 10- and 30-year Treasuries in addition to the three-year notes later Tuesday.

That said, “we do see this as a corrective dollar rally - not a turn in the bear-trend - and would be looking for it to stall after a 1%-2% extension higher,” ING added.

 

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