FOREX-Yen falls on BOJ surprise, Aussie down after no hike

Published 10/05/2010, 02:09 AM
Updated 10/05/2010, 02:12 AM
EUR/JPY
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* BOJ: trims rates, launches fund to buy assets

* Yen falls as far as 83.99 per dollar before paring losses

* RBA says inflation to stay near 2.75 pct in near-term

By Hideyuki Sano

TOKYO, Oct 5 (Reuters) - The yen fell on Tuesday after the Bank of Japan unexpectedly trimmed its rate target and launched a fund to buy assets, while the Australian dollar tumbled after Australia's central bank surprised by not raising rates.

The yen had softened ahead of the Bank of Japan decision, with a newspaper reporting that it would consider expanding its asset purchases but the decision still surprised the market.

In the event, the BOJ cut its overnight call rate target to 0-0.1 percent from 0.1 percent, said it would create a 5 trillion yen ($60 billion) pool of funds to buy a wide range of assets and said it would keep zero rates until prices stabilised.

The dollar rose against the yen on the decision, climbing half a yen to 83.99 yen before paring its gains to 83.75, still up 0.5 percent on the day.

"This could set off yen-carry trades, as opposed to dollar-carry trades," said Koji Fukaya, chief currency strategist at Credit Suisse.

"The BOJ's decision will reduce the risk of dollar/yen falling below 83 yen, although I still expect it will meet heavy offers around 85 yen."

The dollar hit a 15-year low of 82.87 yen last month, prompting Japanese authorities to intervene for the first time in more than six years.

In the past few sessions, the dollar has been supported around 83.15 yen, as some market players expect Japanese authorities to intervene around that level, but broadly dollar sentiment has been bearish on speculation that the U.S. Federal Reserve will resume quantitative easing.

"The latest steps have prevented Japan from falling far behind the United States in monetary easing, probably helping mitigate pressure to push up the yen further," said Hiroshi Watanabe, senior economist at Daiwa Institute of Research.

"But they are not likely to cause the yen to weaken."

The yen slipped against the euro, which rose 0.5 percent to 114.72 yen.

Against other currencies the dollar is enjoying a bit of respite. The dollar index was steady at 78.470, after edging off Friday's eight-month low at 78.029.

The euro firmed 0.1 percent to $1.3705, but was still below Monday's 6 1/2-month high of $1.3809 on Monday after players took profits from its rally since early September.

AUSTRALIA DISAPPOINTS WITH NO HIKE

The Australian central bank kept interest rates at 4.50 percent, while the market had priced in a 74 percent chance of a hike before the announcement.

The Australian dollar fell 0.9 percent to a one-week low around $0.9575, slipping further away from a two-year high of $0.9751 hit late last week. Support was expected around $0.9560.

Some analysts said the Aussie's recent strength might have given the Reserve Bank of Australia pause, while speculation about quantitative easing in the U.S. and UK might have made it cautious.

Still, market players say Australia's hefty yield advantage over other major currencies is likely to support the Aussie.

"We've had hawkish talk from the RBA lately so it was a bit of surprise. But it's not like rate hike expectations have been completely dashed. I suspect the Aussie will be supported around $0.95," said Ayako Sera, strategist at Sumitomo Trust Bank.

The derivative market is still pricing in another rate hike within a year.

In fact the spectre of a further rate increase is in stark contrast with many other developed countries, where monetary easing is under discussion to support feeble economic growth.

"The truth is investors want to buy many currencies (other than major currencies). But some currencies are illiquid and there's often regulation, which leaves the Australian dollar the best target for hot money," said Tsutomu Soma, senior manager of foreign securities at Okasan Securities.

The Aussie also fell against the Japanese yen to around 80.31 yen, down 0.5 percent on the day but trimming its losses after the yen fell on the BOJ decision. (Additional reporting by Charlotte Cooper and Masayuki Kitano; Editing by Joseph Radford)

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