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FOREX-Euro down as ECB rate hike expectations scaled back

Published 06/09/2011, 04:10 PM
Updated 06/09/2011, 04:12 PM
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* ECB holds rates at 1.25 pct; July hike widely expected

* ECB inflation forecasts for 2012 unchanged

* Markets slightly pare back ECB rate increases

* Greece worries hurt euro; BoE decision nips sterling (Updates prices)

By Steven C. Johnson

NEW YORK, June 9 (Reuters) - The euro fell on Thursday after the European Central Bank kept its 2012 inflation forecast unchanged, suggesting the pace of euro zone interest rate hikes may be slower than previously thought.

ECB President Jean-Claude Trichet did signal that the benchmark refinancing rate, now at 1.25 percent, would rise next month. But markets expected as much and had already priced in the prospect of a July hike.

Investors sold the euro after the ECB said inflation would hold at 1.7 percent in 2012, lower than analysts had expected. Investors now expect 75 basis points of tightening over the next year, from around 80 basis points before Trichet spoke.

Greece worries also weighed on the euro after Moody's said it would be tough to imagine private creditors participating voluntarily in a debt restructuring. For details, see [ID:nFAB016108]

Trichet said any private sector involvement would have to be voluntary. Earlier this week, German Finance Minister Wolfgang Schaeuble called for a "quantified and substantial" contribution from bondholders to any new bailout for Greece.

"It feels like selling euro upticks against the dollar will remain the bias, not least because the expected rate hike signal is out of the way and it is clear that many major decisions on how to navigate the Greek crisis have not been taken in either Athens or other European capitals," said Alan Ruskin, global head of G10 currency strategy at Deutsche Bank.

The euro fell 0.5 percent to $1.4511 , and Ruskin said $1.4450 was a reasonable short-term target.

Against the yen, the euro was unchanged at 116.53 , while the dollar rose 0.4 percent to 80.28 yen .

Sterling fell 0.2 percent to $1.6366 after the Bank of England kept rates at record lows. [ID:nLAC005850]

'STRONG VIGILANCE'

The euro initially rose above $1.46 after Trichet said "strong vigilance" was warranted to curb inflation in the 17-country euro zone but then abruptly fell, triggering automatic sell orders at $1.4600, $1.4550, and $1.4500.

Investors have come to view the words "strong vigilance" as Trichet's way of signaling a rate increase the following month. For Trichet's remarks, click on [ID:nFAT007213].

The last eight times Trichet used those words, the euro appreciated in the 72 hours that followed, analysts said.

"Trichet uttered the fateful code words 'strong vigilance,' preparing the market for further tightening," said GFT Forex research director Boris Schlossberg. "However, Trichet also suggested that the central bank expects inflationary pressures to moderate in 2012, leading many market participants to conclude that the action in July may be a one-off event rather than the start of a series of rate hikes."

The focus could now come back to the Greek debt crisis. News on the debt-ridden country was mixed the last two days and short-term Greek borrowing costs remained elevated.

Sources told Reuters a new international bailout for Greece may total 120 billion euros. Schaeuble said Wednesday Greece needed 90 billion euros to get through 2014. [ID:nLDE75819V]

Jens Nordvig, head of G10 FX strategy at Nomura Securities, said the question in the longer run is whether Greece's debt woes infect sentiment toward other euro zone countries.

"The key unknown is contagion, and in this context the resilience of bigger countries -- Spain and Italy -- remains key," he said. (Additional reporting by Gertrude Chavez-Dreyfuss; editing by Dan Grebler)

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