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FOREX-Dollar down, risk demand rises on earnings view

Published 07/15/2009, 07:40 AM
Updated 07/15/2009, 07:48 AM
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* Dollar index hits 2-week low, risk demand picks up

* Euro up 0.7 percent at $1.4077, highest since July 2

* Stocks boosted after strong Goldman, Intel earnings

* Eyes on U.S. consumer prices, industrial output

(Adds comments, updates prices)

By Tamawa Desai

LONDON, July 15 (Reuters) - The dollar fell on Wednesday, hitting a two-week low against a basket of currencies, as other currencies seen as higher risk benefited from upbeat earnings from Goldman Sachs and Intel the previous day.

The yen also struggled while the euro gained, boosted by higher European shares. The euro brushed off a 0.1 percent annual fall in euro zone inflation, which confirmed that price risks in the region are nil at the moment.

But further gains were tempered ahead of U.S. economic data including U.S. consumer prices, and industrial production and capital utilisation data for June due out later in the day.

By 1105 GMT, the euro was up 0.7 percent at $1.4074, near the day's high around $1.4083, the highest since July 2.

The dollar index fell to a two-week low of 79.527.

Minutes from the U.S. Federal Reserve's latest policy meeting will also be released, with market players focusing on whether there was any discussion for a further expansion of quantitative easing.

Analysts said risk appetite was rising on speculation other U.S. firms may post solid second-quarter performance after reports from the two U.S. powerhouse firms exceeded forecasts.

"The market may be expecting more pleasant surprises rather than unpleasant surprises from earnings," said Steve Barrow, head of G10 currency research at Standard Bank in London.

JPMorgan Chase & Co will announce its results on Thursday, followed by Bank of America Corp and Citigroup Inc on Friday.

VOLATILITY FALLS

One-month euro/dollar implied volatility fell to around 11.0 percent according to Reuters data, its lowest since Lehman Brothers collapsed last September, and down roughly half since the start of the year.

"Euro continues to display less volatility versus dollar than other risk currencies such as Australian dollar, New Zealand dollar and Canada dollar," said Ashraf Laidi, chief market strategist at CMC Markets.

"Recent bouts of risk aversion failed to drag the euro below $1.38, while any rebound in appetite is unlikely to see the pair regain the $1.4120s, especially during the mine-laden earnings season."

Barrow at Standard Bank said volatility was unlikely to fall further, given liquidity remained nowhere near levels seen before the financial crisis escalated last year. This may help to limit demand for carry trades, which tend to pick up in low-volatility conditions, he added.

The euro rose 0.7 percent to 131.60 yen, while sterling and the Australian dollar each rose roughly half percent against the yen.

Reaction was muted to the Bank of Japan's expected move to extend special corporate finance-support measures by three months, although some were surprised the extension was not longer. It kept interest rates on hold as expected.

Antje Praefke, currency strategist at Commerzbank in Frankfurt, said there was a risk that euro bond redemptions may limit gains in euro pairs, including euro/yen, in the near term.

Roughly 60 billion euros of bond redemptions and coupon payments are scheduled this week of which around 36 billion euros are due on Wednesday.

"If funds from those redemptions go back into euro assets, it won't be an issue, but if for example some of it goes back to Japan, euro/yen may fall," she said. Data on Wednesday showed China's currency reserves rose to a higher-than-expected $2.13 trillion last month.

The yuan edged up to a two-week closing high as the dollar retreated broadly. Spot yuan closed at 6.8316 against the dollar on Wednesday, the highest close since July 2. (Additional reporting by Naomi Tajitsu; editing by Stephen Nisbet/Ron Askew)

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