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FOREX-Dollar broadly weak, yen slips after S&P outlook cut

Published 04/27/2011, 02:39 AM
Updated 04/27/2011, 02:44 AM
SI
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* Dollar hits 3-year lows vs basket of major currencies

* Yen dips after S&P cuts Japan rating outlook

* Market expects Fed to remain accommodative after meeting

* Euro hits 16-mth highs, Aussie at 29-year peak

* Swiss franc at record high

By Hideyuki Sano and Masayuki Kitano

TOKYO/SINGAPORE, April 27 (Reuters) - The dollar fell broadly on Wednesday, marking a fresh nadir against the Swiss franc and a 29-year trough against the Australian dollar as investors expect no surprises from the U.S. Federal Reserve's policy meeting later in the day while the Japanese yen was dented after Standard and Poor's cut its rating outlook on Japan.

Many traders expect the dollar's index against a basket of currencies to eventually descend to an all-time low hit in 2008 of 70.698 after it marked a new three-year low on Wednesday, pummelled by wide-spread expectations that the U.S. Federal Reserve will not rush to tighten policy even after the likely termination of its asset purchase programme in June.

"In addition to the fact that U.S. rate hike expectations are receding, the market is also looking at U.S. debt problems as its debt ceiling is expected to be hit next month. It's becoming hard to justify dollar buying not just from a monetary policy perspective but also from a fiscal policy perspective," said Koichi Yoshikawa, head of forex trading at BNP Paribas in Tokyo.

The dollar index last stood at 73.580, after having fallen as low as 73.493 at one point, down close to 10 percent from its peak in January.

The euro flew to a high of $1.4715 after breaking above $1.47 for the first time since December 2009. It was last at $1.4685. The dollar slumped to an all-time low around 0.8669 Swiss francs .

The Japanese yen dipped from a one-month high after S&P cut the outlook on its Japan rating to negative from stable, citing rising costs from disaster relief efforts, although traders think the impact will be limited.

"Honestly I don't see a huge impact, because mechanically when we look at how changes in Japanese sovereign credit impact the market, there tends to be less pass-through to foreign exchange than is the case for other countries because the bulk of Japanese government securities are held by domestic banks," said Todd Elmer, currency strategist at Citi in Singapore.     "These types of announcements don't necessarily trigger a lot of selling by foreigners (of Japanese government debt) which might weigh on the currency," Elmer said.

Currency speculators are already short on the yen, with the latest U.S. derivatives data showing speculators' yen net short positions were at a one-year high of 52,983 contracts last week, prompting some traders to warn of more upside risk for the yen.

"They sold the yen on the view that monetary policy bias in Japan is heading in the opposite direction. But they are starting to realise the Fed's exit strategy from its easy policy doesn't necessarily mean tightening and it is more likely to be something of a wait-and-see, and the two-year U.S. yield seems to be peaking," said Hideki Amikura, forex manager at Nomura Trust Bank.

Although the yen fell briefly to 81.78 yen per dollar , many traders expect the impact of the rating firm's move to be short-lived as a similar step by Moody's in February had no lasting impact. Earlier, the yen rose to a one month-high of 81.27 per dollar on the back of a fall in the two-year U.S. Treasury yield to one-month lows ahead of the Fed's policy announcement.     The Fed is expected to say it is in no hurry to scale back its massive support for economic recovery, in contrast to the European Central Bank, which hiked rates last month and looked poised to deliver more due to the threat of rising inflation.

This means the dollar, like the Japanese yen, will remain a funding currency of choice in popular carry trades that have boosted higher-yielding currencies like the euro and Aussie dollar.

The Fed post-statement is expected at 1630 GMT on Wednesday, and Chairman Ben Bernanke will hold the first-ever regularly scheduled news conference by the Fed chief at 1815 GMT.

The dollar's latest fall came even as yield spread between two-year U.S. and German bonds have held mostly steady in the past couple of weeks. The currency market took little notice of skyrocketing Greek bond yields as talk of potential debt restructuring swirls, which in turn pushed up Spain's short-term borrowing costs. [ID:nLDE73P0VQ]

Nor the comment from U.S. Treasury Secretary Timothy Geithner on Tuesday that a strong dollar will always be in U.S. interests largely fell on deaf ears.

With the greenback already under so much pressure, some traders said the dollar could see a short squeeze if the Fed did not sound as dovish as what markets are braced for in the near term. A sharp fall in silver this week served as a reminder on the possibility of such a setback.

But many traders say the dollar's downtrend looks set to stay.

"There will be some adjustments for sure but I cannot see a sustainable rise in the dollar at this moment," said BNP's Yoshikawa.

The high-flying Aussie dollar reached a 29-year high of $1.0853 after Australian consumer prices jumped by the most in almost five years last quarter and key measures of underlying inflation also rose faster than expected, reviving the risk of a hike in interest rates. [ID:nL3E7FR003]

(Additional reporting by Ian Chua in Sydney; Editing by Edwina Gibbs)

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