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US dollar to stay strong as markets delay Fed rate-cut bets: Reuters poll

Published 04/03/2024, 08:12 PM
Updated 04/03/2024, 08:15 PM
© Reuters. FILE PHOTO: U.S. Dollar banknote is seen in this illustration taken July 17, 2022. REUTERS/Dado Ruvic/Illustration/File Photo
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By Sarupya Ganguly

BENGALURU (Reuters) - The U.S. dollar will remain strong over the coming months as financial markets continue to push back on expectations for the timing and magnitude of Federal Reserve interest rate cuts, according to foreign exchange strategists polled by Reuters.

Bucking a brief downward trend in late 2023, the greenback has strengthened about 3.3% this year against a basket of major currencies, with trader positioning data showing net-long dollar bets at their highest since September 2022.

A strong U.S. economy and sticky inflation has forced financial markets to rethink their bets on the timing of the first Fed rate cut.

While markets currently expect a roughly 60% chance for a cut in June, they have priced in roughly 75 basis points of rate reductions this year - what some policymakers consider "reasonable" and in line with the Fed's own projections.

But that is markedly lower than the nearly 150 basis points of cuts markets were expecting earlier this year, suggesting the dollar was likely to stay dominant in the near-term.

None of the major currencies were expected to recoup their year-to-date losses against the dollar, at least in the coming three months, according to currency strategists in the March 28-April 3 Reuters poll.

"Markets are gradually learning that this is not a 'cut-no-matter-what' environment, but rather one where there is 'no rush to adjust' ... That should continue to put a floor under the dollar, at least until inflation relief comes into clearer view," strategists at Goldman Sachs noted.

The euro, trading around $1.08 on Wednesday, was expected to gain about 1.0% to $1.09 by the end of June, making small inroads into a 2.3% loss so far this year. It was then forecast to strengthen another 1.0% to $1.10 in six months, according to median forecasts from 90 foreign exchange analysts.

YEN TO REMAIN CARRY CURRENCY OF CHOICE

The battered Japanese yen, down nearly 25% since early 2022 and around 1% after the Bank of Japan (BOJ) raised interest rates last month for the first time in 17 years, was expected to be one of the biggest gainers against the dollar among major currencies in the coming year.

Currently trading at 151.7 per dollar, the yen was forecast to rise about 6.1% to 143 by the end of September, before strengthening another 2.9% to 139 in 12 months. The BOJ is forecast to hike at least once more this year.

Still, the median of about 30 respondents to an additional question showed the weakest the yen, reeling off a 34-year low last week, would fall to is 152 per dollar this month. Responses ranged from 151.8 to 155.0.

If realised, this could open the door to currency intervention by Japanese authorities, who recently said they could take "decisive steps" against yen weakness.

The last time they intervened was when the currency fell to lows near 152 per dollar in October 2022.

Asked whether the yen was still the preferred funding currency for carry trades - borrowing in a low interest rate currency to invest in a higher yielding currency - a near-90% majority of respondents, 26 of 30, said it was.

The remaining four chose the Swiss franc.

"The BOJ's negative interest rate policy/yield curve control removal was highly telegraphed and essentially fully priced into the FX market ... as a result, we got a classic 'buy the rumor, sell the fact' type reaction in the JPY," said Alex Cohen, FX strategist at Bank of America.

© Reuters. FILE PHOTO: U.S. Dollar banknote is seen in this illustration taken July 17, 2022. REUTERS/Dado Ruvic/Illustration/File Photo

"Carry is still a key factor driving the yen, which should continue to be used as a funding currency. Moving from a slightly negative to a slightly positive policy rate won't change that."

(For other stories from the April Reuters foreign exchange poll:)

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