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FOREX-Yen down on weak econ data; Aussie, stg rebound

Published 08/28/2009, 08:21 AM
Updated 08/28/2009, 08:24 AM
SOGN
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* Yen down, Australian dollar and sterling up on data

* Dollar index regains footing after overnight fall

* Euro options talk

(Updates prices)

By Jamie McGeever

LONDON, Aug 28 (Reuters) - The yen fell broadly on Friday, hit by weak economic data ahead of Japan's election, and sterling drew relief at the end of a torrid month from data showing Britain's economy shrank slower than previously thought.

The Australian dollar hit a two-week high on growing expectations the Reserve Bank of Australia will raise interest rates before the end of the year, and the Swedish crown jumped after Swedish retail sales data easily beat forecasts.

The euro was flat on the day, as was the U.S. dollar index against a basket of currencies.

Economic reports overnight showed Japanese deflation and unemployment at record levels, and a sharp fall in household spending.

With European stocks and oil up 1 percent or more and U.S. stock futures pointing up, investors' appetite for risk supported high-yielding currencies like the Australian dollar to the detriment of others like the yen.

"The yen continues to change on global factors and swings in the risk cycle ... and 'risk' currencies like the Aussie are up again today," said Michael Hart, senior currency strategist at Citigroup in London.

At 1150 GMT the dollar was up a third of a percent on the day against the yen at 93.80 yen and the euro was up 0.4 percent at 134.65 yen.

The Australian dollar was up half a percent at $0.8445, close to the two-week high of $0.8448 struck earlier.

Relatively strong domestic economic data and hawkish comments from RBA policymakers have prompted a shift in market expectations of when the central bank will hike rates, to November from December.

EURO OPTIONS

Sterling was up half a percent against the dollar at $1.6350 after revised British gross domestic product figures showed a slightly slower pace of contraction in the second quarter.

But the annual rate of GDP decline was still the biggest on record and, although much of the recent British data has beat forecasts, sterling will post in August its steepest monthly fall this year against the dollar.

The euro was flat at $1.4355 and the U.S. dollar index, a trade-weighted measure of the dollar's value against six currencies, was also flat at 77.99.

Traders cited talk of a euro/dollar options structure in the market, held by a large Asian player, aimed at keeping the euro below $1.4450 and above $1.3950 until the middle of next month.

"The longer the ranges persist, the bigger the embellishment on these (options) rumours. There's definitely some barrier protection up there, though," said Peter Frank, senior currency strategist at Societe Generale in London.

"The data flow in general is conducive to a higher euro/dollar."

Implied volatility on benchmark one-month euro/dollar options this week fell below 10 percent for the first time in a year.

The U.S. dollar recovered much of the ground lost in heavy selling in New York late on Thursday. Traders had cited large dollar selling against the Swiss franc by a U.S. bank and rumours that hedge funds had unwound long dollar positions.

The dollar stood at 1.0561 francs, down 0.2 percent the day but up from Thursday's 2009 low of 1.0529 francs.

Meanwhile, Sweden's crown rallied after domestic retail sales far outstripped forecasts and producer price inflation bounced back in July.

The euro fell as low as 10.134 crowns from around 10.19 crowns before the data, but rebounded from technical support at the 100-hour moving average at 10.13 crowns.

(editing by Lin Noueihed; Reuters Messaging: jamie.mcgeever.reuters.com@reuters.net; +44 207 542 8510))

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