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FOREX-Euro drops to 2-month low vs dollar; focus on $1.30

Published 11/29/2010, 12:04 PM
Updated 11/29/2010, 12:08 PM
EUR/CHF
-

* Euro falls below 200-day moving average around $1.3130

* Euro/dlr volatility up as market braces for more losses

* Lukewarm response to Italian debt auction (Updates prices, adds comment)

By Gertrude Chavez-Dreyfuss

NEW YORK, Nov 29 (Reuters) - The euro slumped broadly, falling to two month lows against the dollar and Swiss franc on Monday as a rescue package for Ireland failed to soothe worries other debt-stricken euro zone members may also seek bailouts.

Analysts expect further losses in the euro given uncertainty surrounding the fiscal outlook of the region's peripheral countries. The next key target is $1.30 after the euro fell below the 200-day moving average around $1.3130.

The euro was down 6.3 percent on the month and on pace for its worst monthly performance since May when Greece received a 110 billion euro ($143.9 bln) bailout to avoid a debt default.

"Investors are concerned that European policymakers are putting out brush-fires rather than solving the issue at hand," said Paresh Upadhyaya, head of Americas G10 FX Strategy at Bank of America Merrill Lynch in New York.

"Investors are rightly concerned about contagion. This bailout may resolve Ireland's problems but it doesn't address that of Portugal and Spain."

European Union finance ministers over the weekend endorsed an 85 billion euro rescue package for Dublin and approved outlines of a permanent crisis-resolution system that could make private bondholders share the burden of restructuring sovereign debt after 2013. [ID:nLDE6AR0MC]

Sentiment remained fragile, however, with a sale of Italian bonds meeting lukewarm demand and highlighting investors' unease about euro-zone debt. [ID:nTAR001551]

Many analysts say markets are still likely to turn to Portugal and Spain, seen as the euro zone's next weakest links. [ID:nWEA2085]

The euro fell to $1.3064 , its lowest since September 21 was last at $1.3102, down 1.1 percent on the day. Investors took out option barriers at $1.31 and are eyeing similar barriers at $1.3050.

BREAK OF 200-DAY MOVING AVERAGE SIGNIFICANT

Traders said the euro's break below the 200-day moving average was significant as this suggested a further slide. The last two occasions that the euro fell below its 200-day moving average, the currency fell around 18 percent and 16 percent respectively to its lows in November 2008 and June 2010, according to Reuters data.

Euro/dollar implied volatilities extended a recent rise, reflecting nervousness about the single currency. One-month volatilities spiked to 15.19 percent, the highest since at least June, from 13.85 on Friday.

The one-month 25-delta risk reversals, a gauge of currency sentiment, traded as low as -2.775 vols for euro puts versus a close of -2.3 on Friday.

The cost of insuring Portuguese and Spanish debt against default rose to a record high on Monday. [ID:nLDE6AS114]

Many traders said the European Financial Stability Facility, a joint EU-International Monetary Fund reserve created in May, may not have enough funds to support Spain if it decides to seek assistance. [ID:nLDE6AR09R]

^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ Euro zone crisis timeline: http://link.reuters.com/nyx95q Multimedia coverage: http://r.reuters.com/hus75h Graphic on sovereign debt woes: http://r.reuters.com/zem66q


Ireland said the emergency loans would run for an average of 7.5 years, with an interest rate of 6 percent.

Another source of uncertainty is a lack of details on a Franco-German proposal to make private bondholders share the burden of losses on sovereign debt restructuring.

"That suggests the broader fiscal backdrop in the euro zone could remain troubled for longer, particularly if other, larger countries also require bailout programs, and as well raises troubling questions about moral hazard," wrote Bob Lynch, currency strategist at HSBC in New York.

Analysts said the market would be watching whether European Central Bank policymakers, meeting on Thursday, would remove some of the emergency measures put in place earlier this year.

The euro's losses against the dollar pushed it to a two-month trough against the Swiss franc at 1.3103 .

The dollar also hit a two-month high against the yen at 84.41 yen and was last at 84.33, up 0.3 percent. (Editing by Andrew Hay)

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