FOREX-Euro sinks to 2-mo low vs dollar; lower seen likely

Published 11/29/2010, 02:46 PM
Updated 11/29/2010, 02:48 PM

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

* Euro/dlr volatilities up as market senses further falls

* U.S. economic data could sway market sentiment (Updates prices, adds comment, changes byline)

By Julie Haviv

NEW YORK, Nov 29 (Reuters) - The euro sank to two-month lows against the dollar on Monday, with more weakness expected as investors were left unimpressed with Ireland's rescue package and remained fearful that another debt-burdened euro zone economy could be bound for a bailout.

Analysts expect further losses in the euro given the 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.

"There is a real possibility the euro could hit $1.30 by the end of the week," said Omer Esiner, chief market analyst at Commonwealth Foreign Exchange in Washington D.C.

"Given the momentum already in place, the euro will likely be between $1.29 and 1.32 at the end of the year," he said.

European Union finance ministers 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 with a sale of Italian bonds meeting lukewarm demand and highlighting investors' unease about euro-zone debt. [ID:nTAR001551]

"The markets remain concerned about prospects in the euro zone," said Matthew Strauss, senior currency strategist at RBC Capital in Toronto. "If Spain were to apply for a bailout, that would require a bigger amount because of the size of its economy. And this continues to weigh on the euro."

The euro fell to $1.3117, down 0.9 percent on the day, but above a two-month low of $1.3065. The euro fell below a key leve, the 50 percent retracement from the early June lows to early November highs, at the $1.3080 level.

Investors also took out option barriers at $1.31, traders said.

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]

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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


There is plenty of U.S. economic data this week that has the potential to sway market sentiment, culminating with Friday's November payrolls report.

Commonwealth's Esiner said if data surprises to the upside it will bode well for the dollar.

"The dollar had suffered from an overly pessimistic view of the U.S. recovery, so if there is good news about the U.S. economy we should see additional unwinding of short dollar positions into the year-end," he said.

IRELAND TO IBERIA

Ireland said the emergency loans would run for an average of 7.5 years, with an interest rate of around 6 percent. Many analysts say markets are still likely to turn on Portugal and Spain, seen as the euro zone's next weakest links. [ID:nWEA2085]

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. [ID:nLDE6AR09R]

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 helped the dollar index <.DXY> to its highest in two months at 81.142. The dollar also hit a two-month high of 84.41 yen and was last at 84.26 yen, up 0.2 percent.

(Additional reporting by Gertrude Chavez-Dreyfuss, Editing by Chizu Nomiyama)

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