FOREX-Dollar toils on rising QE expecations

Published 09/29/2010, 04:08 AM
Updated 09/29/2010, 04:12 AM

* Dollar index hits 8-month low, euro at 5-month high

* Sub-forecast U.S. data, lower yields fuel QE expectations

* Dollar hit post-intervention low vs yen

(Changes dateline, adds quote, detail, previous TOKYO)

By Neal Armstrong

LONDON, Sept 29 (Reuters) - The ailing dollar suffered further losses on Wednesday as falling U.S. Treasury yields and below-forecast U.S. data fuelled expectations that U.S. monetary policy would need further easing.

Mounting speculation the U.S. Federal Reserve could embark on a second round of quantitative easing (QE) knocked the dollar to a five-month low against the euro and a two-year trough against the Australian dollar.

"The market is jumping on QE expectations as it feels the U.S. data will force the Fed to do something and I think that will be the case," said Manuel Oliveri, currency strategist at UBS in Zurich.

Analysts said the dollar could face further losses as a firm selling trend for the currency was taking hold.

"The backdrop for the dollar continues to deteriorate," JPMorgan said, advising clients to seize any bounce in the dollar as a chance to sell.

At 0735 GMT the dollar index was down 0.4 percent at 78.675, close to an earlier eight-month low of 78.616.

Dollar weakness helped push the Australian dollar to a two-year high of $0.9730 after a large option barrier at $0.9700 gave way.

The euro jumped to a five-month high of $1.3638, pushed by suprantional demand. Technical analysts highlighted the break above the 55-week moving average at $1.3610, with the April high at $1.3692 seen as a potential target.

The euro's rose despite Irish and Portuguese yield spreads blowing out to euro lifetime highs against German bonds on Tuesday on concerns over those countries' fiscal deficits.

The euro has risen about 11 percent against the dollar so far in the July-September quarter and is on track for its biggest quarterly percentage gain in about eight years, according to Reuters data.

Long positions in the euro do not seem overly stretched at this point despite its recent surge, said Kimihiko Tomita, head of foreign exchange at State Street Global Markets in Tokyo.

YEN INTERVENTION JITTERS

The dollar also looked vulnerable against the yen, hitting its lowest since Japan intervened to sell the yen two weeks ago to drive the dollar up from a 15-year low.

The dollar fell 0.4 percent against the yen to 83.50 yen on EBS, its lowest since Sept. 15, when Japan intervened.

Many market players think Japan is likely to intervene again if the dollar threatens the 83 yen area as Japan's intervention began after it had hit a 15-year trough of 82.87 yen, but the impact of further intervention could be limited.

"Dollar/yen has to go lower in the end. The Bank of Japan cannot fight the fundamental trend." said Oliveri at UBS.

(Additional reporting by Tokyo Forex team)

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