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FOREX-Dollar slips vs euro but near 3-month highs

Published 12/21/2009, 01:00 AM
Updated 12/21/2009, 01:03 AM
EUR/CHF
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* Dollar/yen capped by Japan exporter selling

* Dollar may extend gains on short-term buying

* But data shows dollar shorts at lowest in 10 months

By Satomi Noguchi

TOKYO, Dec 21 (Reuters) - The dollar dipped against the euro on Monday but still hovered near its highest point in more than three months as currency players anticipated more short-covering in the greenback in a holiday-shortened week.

A brighter outlook for the U.S. economy after stronger figures on the job market and retail sales earlier this month has also helped the dollar maintain its rising momentum.

"The dollar may extend gains a little more as momentum buyers could chase the dollar up while it stays in an uptrend," said Masafumi Yamamoto, chief FX strategist for Barclays Capital in Japan.

"But gains are likely to slow down, unlike what we saw last week, because many dollar-short positions have already been neutralised by now, and short positions in the euro on the other hand are growing," Yamamoto said.

Speculators cut bets against the dollar to their lowest level in more than 10 months in the week ended Dec. 15, U.S. Commodity Futures Trading Commission data showed on Friday.

The euro remained vulnerable after the European Central Bank raised its estimate of euro zone bank writedowns.

The euro's recovery was also capped after ECB Vice President Lucas Papademos said on Friday the central bank would not change plans to tighten its collateral rules at the end of next year should Greek sovereign debt fall below the required "A-" standard, analysts said.

The euro stood at $1.4350, inching up 0.1 percent from late New York trade on Friday when it fell as low as $1.4262 on trading platform EBS, its lowest since Sept. 4.

A senior options trader at a Japanese bank said demand for longer-dated dollar call options in euro/dollar had increased partly due to the outlook that the U.S. economy is recovering faster than the euro area, which could mean the Federal Reserve might tighten before the ECB.

Dollar calls are the right to buy the dollar at an agreed level until a specific date.

"What we are seeing may be a reflection of a structural shift from a market dominated by massive dollar carry trades to more dynamic investments than simple position squaring by speculators," the trader said.

The dollar index, a gauge of the greenback's performance against six other major currencies, dipped 0.1 percent to 77.719, off Friday's peak of 78.141, its highest since Sept. 4.

A focal point is whether the market will continue to bid up the dollar in reaction to any positive U.S. economic data, or whether such upbeat indicators increase optimism about the outlook for the global economy and prompt investors to sell the dollar to invest in higher-yielding currencies and assets, said a trader for a Japanese brokerage house.

The euro recovered to trade flat on the day at 1.4950 Swiss francs after falling earlier below 1.4900 and hitting nine-month lows.

Investors are nervous that the Swiss National Bank might intervene to weaken the Swiss franc after the euro broke below a perceived threshold of 1.50 francs late last week.

The SNB sold francs to fight deflation earlier this year, but some analysts said modest improvement in the Swiss economy may mean that the SNB is less likely to intervene now.

The dollar fell 0.2 percent to 90.31 yen, capped by expectations for more selling orders from Japanese exporting companies trying to repatriate overseas earnings after the dollar gained to a six-week high of 90.91 yen on Friday.

Japanese retail investors have also been keen to sell into the dollar's rise. Retail margin traders on the Tokyo Financial Exchange increased their net short positions in the dollar against the yen to 97,630 contracts on Friday, the highest on TFX data going back to July 2006. (Additional reporting by Masayuki Kitano; Editing by Chris Gallagher)

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