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FOREX-Yen climb steepens as profits booked on risk trades

Published 10/29/2009, 12:20 AM
Updated 10/29/2009, 12:21 AM

* Yen pushes higher as profits taken on growth-linked trades

* Kiwi hits 3-week lows, RBNZ not as hawkish

* Euro/dollar at 2-week low, U.S. Q3 GDP in focus

By Charlotte Cooper

TOKYO, Oct 29 (Reuters) - The yen rose across the board on Thursday, extending steep gains particularly on the Australian and New Zealand dollars as investors took profits on a host of growth-linked trades that had been in vogue in recent months.

Traders said short-term speculators had been pocketing gains, with hedge funds said to be booking profits ahead of their business year-end in November, and as the recent rebound in both the yen and the dollar saw bets on their weakness unwound.

The New Zealand dollar was also sold after the Reserve Bank of New Zealand (RBNZ) dropped its easing bias, as expected, but faced down market pressure for a rate rise as soon as early 2010 with a promise to hold rates low for longer.

The euro touched its lowest in two weeks against the greenback while the dollar index rose to its highest in two weeks, pulling further off a 14-month trough hit last week.

"Positions tilted toward dollar weakness and yen weakness had piled up and such positions are being dumped," a trader at a major Japanese bank said.

Share markets around Asia were down about 2 percent after similar falls on Wall Street on Wednesday, while MSCI's Latin America stock index had shed about 5 percent, in keeping with the profit-taking on risk and growth-linked trades.

The Australian dollar fell almost 2 percent against the U.S. dollar on Wednesday, clocking up its biggest one-day fall in nearly two months, while the kiwi shed 3 percent, its steepest drop since June, and lost 4 percent on the yen, its biggest decline since February.

Both have been favoured plays against the low-yielding dollar and yen this year as investors have anticipated higher interest rates in economies seen as recovering faster from the global downturn, and the Aussie has risen about 40 percent against the greenback since early March.

The yen extended its gains on Thursday, hitting a three-week high of 80.85 per Aussie dollar before trimming gains to 81.05 yen.

The kiwi fell 0.8 percent to 64.80 yen, struggling back from a three-week low around 64.70 yen, and dropped 0.3 percent to $0.7189.

"This all resembles position squeeze more than fundamentals," said Alan Ruskin, chief international strategist at RBS Securities, in a note to clients.

The euro also fell, after losing about 1.8 percent the previous day as investors unwound long euro/short yen positions. It was down 0.4 percent at 132.90 yen, and at its lowest levels in two weeks.

It was steady at $1.4716, after falling about 0.6 percent on Wednesday. One trader at a Japanese trust bank said it had technical support at $1.4600, which is roughly the upper edge of a cloud on daily Ichimoku charts and a key level.

Even though the dollar was holding Wednesday's gains on higher yielding currencies and the euro, dealers said losses in yen crosses were dragging it down on the yen.

It fell 0.5 percent to 90.31 yen, dipping to its lowest in a week after a drop of more than 1 percent on Wednesday.

Traders said the market was watching whether it could hold above 90.17 yen, which is a 50 percent retracement of its rise to October's high of 92.33 yen from an eight-month low of Y88.01.

The market is awaiting the third quarter reading of U.S. gross domestic product at 1230 GMT, with forecasts for annualized growth of 3.3 percent after a contraction of 0.7 percent in the second quarter.

U.S. data this week has raised questions about a sustained recovery, with consumer confidence dipping to recessionary levels and new home sales falling unexpectedly.

"To some extent the U.S. dollar has the possibility of winning on any meaningful GDP data surprise," RBS's Ruskin said.

A weak number would be positive for the dollar, which tends to gain when concerns about an economic recovery rise, he said. But strong data could also help the greenback on a belief the Federal Reserve will move to lift rates earlier than expected. (Additional reporting by Anirban Nag in Sydney, Kaori Kaneko and Masayuki Kitano in Tokyo; Editing by Joseph Radford)

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