US dollar share of global reserves edges up in Q2

Published 09/30/2010, 10:43 AM
Updated 09/30/2010, 10:48 AM

By Steven C. Johnson

NEW YORK, Sept 30 (Reuters) - The dollar's share of known global currency reserves rose in the second quarter while total central bank holdings hit a new record of $8.4 trillion, International Monetary Fund data showed on Thursday.

The data, which covers about two-thirds of the world's foreign exchange reserves, showed the U.S. dollar accounted for 62.1 percent of the roughly $4.7 trillion in global reserves of which the composition is known. That was slightly above its 61.5 percent share in the first quarter of 2010.

Analysts said Europe's sovereign debt crisis drove central banks to accumulate more dollars in the second quarter. The euro's share of reserves slipped to 26.5 percent from 27.2 percent in the first quarter.

Valuation effects were also likely responsible for some of the shift, as the euro lost more than 9 percent against the dollar in the second quarter, analysts said.

The yen's share of reserves rose to 3.3 percent from 3.1 percent. China, whose $2.45 trillion of currency reserves are the biggest in the world, said it has been buying record amounts of Japanese government debt in 2010, calling it a safer short-term investment than U.S. Treasuries.

Though the composition of China's reserves is unknown, analysts believe some two-thirds are held in U.S. dollars.

Central banks have long been underweight the yen in their reserve portfolios.

"The trend of reducing euro holdings and increasing dollar and yen holdings was more pronounced among emerging market central banks than among the developed country central banks," Citigroup currency strategist Greg Anderson said.

Earlier this month, Japan sold yen in the market for the first time in six years to weaken the currency, which had hit a 15-year peak against the U.S. dollar.

The share of "other currencies," which excludes the dollar, euro, yen, sterling and Swiss franc, rose to 3.8 percent from 3.7 percent in the first quarter.

Anderson said a decline in U.S. Treasury yields may suggest a shift back in favor of the euro in the third quarter.

"Reserve managers will be tempted, like any other fixed income managers, to reallocate back to the euro and away from the dollar," he said. "The fact that the U.S. bond market may be near the end of a bull run-up may also be a factor that weighs on the minds of reserve managers."

The IMF data provides only limited insight into shifts in the composition of central bank holdings because it does not show one-third of the world's reserves. (Reporting by Steven C. Johnson; Editing by Andrea Ricci)

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