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FOREX-Dollar depreciates broadly as Fed,ECB policies differ

Published 04/14/2011, 04:15 PM
Updated 04/14/2011, 04:20 PM
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* Dollar index hits 16-mo low; dlr/Swiss franc record low

* Euro turns higher vs dlr but rate outlook could weigh

* Dollar below 200-day MA vs yen; QE2 seen staying put

* Buying short dated USD/JPY seen a good trade

(Updates prices, adds quotes)

By Julie Haviv

NEW YORK, April 14 (Reuters) - The dollar weakened across the board on Thursday, reaching a record low against the Swiss franc, with more losses likely as long as U.S. Federal Reserve and European Central Bank policies continue to diverge.

U.S. economic numbers kept intact expectations the Federal Reserve's $600 billion asset-buying program will stay in place until June. The Fed's second round of quantitative easing, called QE2, has been a bane for the U.S. dollar as it is tantamount to printing money. [ID:nN14146589]

The euro, in contrast, remains supported by the prospect of higher interest rates in the euro zone despite comments by Germany that Greece may need to restructure its debt [ID:nLDE73C28V].

The ICE Futures' dollar index dropped to a fresh 16-month low at 74.617 <.DXY>. In late afternoon, it was down 0.4 percent at 74.672.

Top ECB policymakers sent fresh warnings about rising euro zone inflation risks on Thursday, with one likening the current economic situation to that at the start of the bank's last rate hike cycle in 2005. The ECB raised rates to 1.25 percent last Thursday. [nLDE73D1EW] ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ For Fed funds rate hike expectations graphic: http://r.reuters.com/xyz48r ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

ECB rate hike expectations have shifted in recent days.

The market on Monday had been pricing in 140 basis points of ECB interest rate hikes over the next 12 months. However over the last three trading sessions this has been pushed out and the market is now only pricing in four hikes over the next year.

The euro may face additional headwinds over the near-term as market participants speculate the European Central Bank to keep the benchmark interest rate at 1.25 percent in May, said David Song, the currency analyst at DailyFX.com in New York.

"In turn, the EUR/USD may have reached a top in April, and the exchange rate may ultimately breakout of the upward trend from earlier this year as the ongoing turmoil within the European financial system weighs on market sentiment," he said.

In late afternoon New York trading, the dollar fell 0.5 percent against the Swiss franc at 0.8918, according to Reuters data. It earlier hit a record low of 0.8892.

The euro was up 0.3 percent at $1.4488 in volatile trading. It was trading lower earlier following a resurgence of sovereign debt fears.

The euro has gained 8.3 percent on the dollar in 2011 even with events that would typically be negative for the currency, such as uprisings in the Middle East and Japan's earthquake.

"Despite the turmoil in Egypt, Libya and all of the other shocks, the euro still managed to move higher," said Rob Bogucki, head of FX North American trading at Barclays Capital in New York.

The dollar traded down against the yen, falling 0.6 percent to 83.40 yen .

One trader cited real money offers above 83.50 yen with further falls likely to target the 100-day moving average at around 82.72 yen.

The greenback's losses pushed it below its 200-day moving average near 83.43 yen as investors cut sizable long positions built after the U.S. currency's speedy ascent from its record low of 76.25 in March.

The dollar, in particular, was badly hit by U.S. initial jobless claims, which were higher than expected in the latest week. See [ID:nN14146589].

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Graphic - http://r.reuters.com/jek98r

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While investors appear intently focused on Fed rhetoric in recent weeks, economic data flow has comparatively flown under the radar.

Todd Elmer, G10 strategist at CitiFX in New York, said Friday's U.S. consumer price index reading could see a break in this pattern since there appears to be the risk of a relatively large surprise.

"Furthermore, we believe that strength would represent the bigger 'shock' to the market," he said. "Transmission from such a shock is likely to be strongest on USDJPY, so we see value in leveraging the recent dip to add short-dated upside via options."

(Additional reporting by Gertrude Chavez-Dreyfuss, Editing by Chizu Nomiyama)

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