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Dollar Index Gained Overnight

Published 12/31/2000, 07:00 PM
Updated 02/12/2009, 05:32 PM

The dollar gained overnight while S&P futures declined along with Asian and European equity markets as investors remained skeptical about the U.S. stimulus plan. The pound fully retraced 50% of the previous upswing while the euro declined to a daily support trend line connecting the lows of Nov.21 to Feb. 02. The Australian dollar, which had been the best performer against the green back in recent days, retraced more than 61.8% of its recent move to the upside. Curiously, the yen advanced well off its lows of the day even as stocks retreated.

BOE governor King signaled that the central bank will cut interest rates below its current record-low 1.00% and is likely to start buying domestic government bonds (called gilts) to jump-start lending and pull the economy out of recession.

The BOE's aggressive stance on expanding the money supply (quantitative easing) by buying government debt differs from its counterparts in the Federal Reserve and European Central Bank.

The Fed, at least at this time, is focused on boosting consumer and business lending via the purchase of ABS written on those forms of lending. Policymakers have made it clear that they will buy Treasuries only if such purchases are deemed "particularly effective" in bringing down private borrowing costs.

The European Central Bank has expressed doubt on the effectiveness of the quantitative easing and has not cut interest rates as aggressively as the BoE and Fed, because it is wary of falling into a liquidity trap (which occurs when rates fall to 0.00%), thereby rendering traditional monetary policy less effective. The ECB is widely expected by market participants to cut interest rates by 50 basis points at its March meeting.

There is doubt among market participants themselves regarding the effectiveness of quantitative easing in lowering private lending rates. The swaps market, the ultimate risk gauge in fixed-income markets, recently saw U.K. swap spreads widen sharply.

It all comes back to the argument which Nouriel Roubini made at the beginning of the crisis; monetary policy is only effective when the economy is suffering from liquidity issues and not solvency issues. As it turned out, the world's largest financial institutions were indeed suffering with solvency problems, which is why that up until now, reducing nominal rates has not been effective in turning the economy around.

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