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FOREX-Swiss franc, yen jump on U.S. downgrade, euro fears

Published 08/08/2011, 01:51 PM
Updated 08/08/2011, 02:00 PM
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* Euro falls as euphoria over ECB bond buying fades

* Swiss franc, yen soar after S&P downgrade

* Markets on alert for intervention by Japan, Switzerland (Updates prices, adds fresh quote)

By Wanfeng Zhou

NEW YORK, Aug 8 (Reuters) - The safe-haven Swiss franc and the yen soared on Monday after Standard & Poor's cut the U.S. credit rating and on fears euro zone debt troubles could worsen into a global crisis despite efforts to contain it.

The euro fell against the U.S. dollar, retracing early gains after European Central Bank purchases of Spanish and Italian debt did little to alleviate concern the region's debt crisis is moving into core countries.

The fallout from Standard & Poor's downgrade of the United States on Friday pushed world stocks to their lowest level in nearly a year, hitting investors already nervous about a slowing global economy.

The world's industrial powers pledged on Sunday to take whatever actions were needed to steady financial markets.

"The perception in markets is increasingly that central banks do not have the tools to solve the problems the advanced economies face and that worse, the responses to date might have caused more harm than good," said Camilla Sutton, senior currency strategist at Scotia Capital in Toronto.

The euro slumped to a record low of 1.0640 Swiss francs and last traded down 2.5 percent at 1.06991. It also lost 2 percent versus the yen .

The dollar fell 0.6 percent to 77.62 yen, having slipped to around 77.60 on EBS. It was down 1.8 percent at 0.7538 Swiss franc , after falling to 0.7480 earlier, also a record low.

Traders said the European Central Bank bought Spanish and Italian debt early in the European session after it said on Sunday it would "actively implement" its bond-buying program. The euro climbed to a high of $1.4432 before falling back to trade at $1.4196, down 0.6 percent. For more, see [ID:nL6E7J704K]

The next downside target for the euro/dollar is seen around Friday's low at $1.4055. Support lies around $1.4030, the euro/dollar's 200-week moving average, strategists said.

"The complete unwind of the euro/dollar rally speaks volumes about the currency market's fear of the euro zone credit crisis," said Boris Schlossberg, director of currency research at GFT in New York.

"Today's price action is shaping up as a battle of confidence between central banks and the bond vigilantes which continue to press the credit markets in Spain, Italy and perhaps France next," he added.

Five-year credit default swaps on U.S. government debt were little changed at 57 basis points, while the price on 5-year French sovereign CS rose 15.5 basis points to 160 basis points -- a record high -- according to data monitor Markit.

INTERVENTION THREAT

Demand for the franc and the yen kept alive the threat of intervention by Swiss and Japanese authorities to weaken their currencies, whose strength eats into export competitiveness.

Market participants expect Japanese authorities will re-enter the market if the dollar falls to 77.10 yen -- the level at which it sold yen for dollars last week.

Nick Bennenbroek, head of currency strategy at Wells Fargo in New York, said the U.S. downgrade will spur continued market volatility and perhaps counter-intuitively, the U.S. dollar could gain in the coming weeks, along with the Swiss franc and Japanese yen as risk aversion continues.

Investors will also turn their attention to a Federal Reserve policy meeting on Tuesday.

"We expect (the Fed) to move closer to, or even announce that maturing Treasury securities will be invested in the middle of the yield curve. That should overwhelm the S&P headlines in the short term, causing dollar weakness across the board," said Axel Merk, president of Merk Investments in Palo Alto, California. (Additional reporting by Richard Leong; Editing by Dan Grebler)

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