* Rise in jobless claims data dampens risk appetite
* Dollar broadly higher, erases losses vs euro
* Swiss franc lower as traders nervous about intervention (Updates prices, adds quotes, changes byline, dateline, previous LONDON)
By Wanfeng Zhou
NEW YORK, June 25 (Reuters) - The U.S. dollar rose against major currencies on Thursday as worse-than-expected jobless claims data dampened risk appetite and investors continued to digest the Federal Reserve's statement released a day earlier.
The Swiss franc fell against both the euro and dollar as traders cited more talk of the Swiss National Bank selling francs for euros and dollars, possibly via the Bank for International Settlements. Both the SNB and BIS declined to comment.
The dollar strengthened after the Federal Reserve on Wednesday made no mention of plans to step up quantitative easing, which some market participants considered to be a downside risk to the dollar.
A government report showing the number of U.S. workers filing new claims for jobless benefits unexpectedly rose last week further boosted the greenback and helped it reverse losses against the euro.
"The jobless claims were a slight disappointment with the increase in both headline and continuing claims," said Nick Bennenbroek, head of FX strategy at Wells Fargo in New York.
"Overall, the dollar strengthened on the data because there was some pressure on equities ... and a slight pullback in risk appetite."
In early New York trading, the ICE Futures' U.S. dollar index, which tracks the value of the greenback against a basket of six major currencies, was up 0.3 percent at 80.818, well off a roughly two-week low of 79.562 hit on Wednesday.
The euro fell 0.1 percent to $1.3910, after hitting a two-week high of $1.4138 on Wednesday in the run-up to the Fed meeting. The dollar rose about 0.5 percent to 96.19 yen.
Separately, the government said the U.S. economy shrank slightly less in early 2009 than previously thought, but the upward revision was more than offset by the disappointing claims report.
Earlier, the euro jumped to 1.5380 Swiss francs from around 1.5282 francs in a matter of a few minutes, while the dollar hit a session high of around 1.1020 francs from 1.0939 francs. The euro was last at 1.5305 francs, while the dollar bought 1.1000 francs.
Market participants remained jittery about possible intervention by the Swiss National Bank to weaken its domestic currency. The SNB repeatedly intervened on Wednesday, according to traders, giving a stark reminder that it is determined to fight deflation risks by preventing a rise in the Swiss franc.
"In the wake of yesterday, people were always going to be nervous, and we're in thinner summer markets and that always leaves potential for rumors or nerves to afflict markets," said Jeremy Stretch, strategist at Rabobank in London.