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FOREX-Euro hits 5-month low, hit by Greece, soft data

Published 01/21/2010, 06:03 AM
Updated 01/21/2010, 06:06 AM
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* Euro down 0.3 percent at $1.4055 after hitting 5-mo low

* Spreads widen on Greek, Spanish and Portuguese bonds

* Euro zone composite PMI lower than expectations

* Aussie pares gains on China tightening concerns

By Tamawa Desai

LONDON, Jan 21 (Reuters) - The euro hit a five-month low against the dollar on Thursday, weighed down by concerns over Greece and other peripheral euro zone countries, and by data which pointed to possible slower growth in the currency bloc.

The Australian dollar pared gains as robust Chinese growth and higher inflation data raised speculation of further monetary tightening, which could hurt commodity-linked currencies.

Worries over the fiscal health of some heavily-indebted euro zone states prompted investors to sell government bonds of Greece, Spain and Portugal in favour of benchmark German paper.

The premium to hold 10-year Greek government bonds rather than German Bunds rose to 311 basis points, its widest since Greece joined the euro in 2001. The spread between German and other peripheral euro zone debt, such as that of Spain and Portugal, also climbed to multi-month highs.

Highlighting investor concern over euro zone deficits, the International Monetary Fund said on Wednesday that without new measures, Portugal's fiscal deficit would rise to 8.6 percent of GDP this year from an estimated 8 percent in 2009.

For a graphic on the euro and Greek bond spreads, click on

http://graphics.thomsonreuters.com/0110/EZ_EURGR0110.gif

The euro was also under pressure after a flash reading of the composite Purchasing Managers' Index for January fell to 53.6 from 54.2 the previous month and below forecasts of 54.5, indicating slower expansion.

"January's fall in the euro zone composite PMI suggests that the recovery might be losing momentum," said Jennifer McKeown, economist at Capital Economics.

"The risks to our forecast of a moderate annual rise in euro zone GDP ... seem to be shifting to the downside."

By 1001 GMT, the euro fell 0.3 percent on the day to $1.4055, near a five-month low of $1.4045. Option barriers were seen at $1.4050 and $1.4000, traders said.

The options market also looked skewed to chase the downside on the euro, with investors scrambling to buy outright euro puts or risk reversals, particularly in tenors under one month.

"Momentum is now on the side of the euro bears and it is difficult to see this ending anytime soon," said Stuart Bennett, currency strategist at Calyon.

The dollar index rose to 78.721, its highest since early September, and pushed above its 200-day moving average at 78.515 for the first time since May last year.

CHINA GROWS, PRICES RISE

China's annual gross domestic product expanded 10.7 percent in the fourth quarter, while third quarter growth was revised up to 9.1 percent. Growth for the year was 8.7 percent, surpassing Beijing's 8.0 percent target.

Consumer price inflation in China rose to 1.9 percent in December on year from 0.6 percent the previous month.

That raised speculation of further tightening after recent steps by China's central bank to rein in liquidity. On Thursday, it guided rates on 3-month bills higher.

China is Australia's top trading partner, making the Aussie sensitive to growth expectations for China.

The Australian dollar rose 0.1 percent to $0.9094 after falling to $0.9081, after falling some 1.8 percent the previous day. It was up 0.4 percent against the yen at 83.35 yen, having earlier fallen below 83 yen.

The dollar rose 0.4 percent to 91.67 yen following Tuesday's bullish reversal from support in the 90.35 yen area. A break above 92.00/05 was needed to push it higher, traders said.

Traders will watch earning results from Goldman Sachs and Google. Weekly U.S. jobless claims and the Philadelphia Federal Reserve's survey on factory activity are also due out later in the day.

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