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FOREX-Euro nears 2-month high, yield advantage in focus

Published 02/01/2011, 12:37 AM
Updated 02/01/2011, 12:40 AM

* Euro recovers as CPI rise fuels rate hike expectation

* Egypt unrest worries subside but traders cautious

* Pound hits 10-week high as BoE rate hike view simmers

By Masayuki Kitano

SINGAPORE, Feb 1 (Reuters) - The euro crept back near a two-month high on Tuesday after a jump in euro zone inflation fuelled expectations of a rate hike and as worries about unrest in Egypt abated slightly.

Analysts said the euro could add to its gains in the near-term, especially if European Central Bank President Jean-Claude Trichet talks tough on inflation after the ECB's policy meeting on Thursday.

A key will be whether the euro manages to break above last week's two-month high of $1.3760, said Andrew Robinson, FX market strategist at Saxo Bank in Singapore.

"I think if we break there, then we have every chance to squeeze up to maybe the $1.39 to $1.3950 level, which is the next Fibonacci level for that latest down move," he said.

The 76.4 percent retracement of the euro's November to January slide lies right around $1.3950.

Some market players say the euro could even rise towards $1.40 in the weeks ahead, provided the trouble in Egypt does not spread to other countries.

The euro rose 0.2 percent from late U.S. trading on Monday to $1.3722 .

The euro edged higher after data on Monday showed that consumer prices in the euro zone rose 2.4 percent year-on-year, holding above the European Central Bank's target of just below 2 percent for the second month.

The data helped lift the three-month Euribor rate , the benchmark short-term interest rate for European money markets, to 1.074 percent, its highest since July 2009. [ID:nEAP000437]

The euro's yield advantage over the dollar -- as measured by the difference between two-year German and U.S. bond yields -- has also widened over the past month, and is now hovering near a two-year high touched last week. .

Easing worries about the euro zone sovereign debt crisis and growing expectations that the ECB could hike rates sooner than the U.S. Federal Reserve have supported the euro in recent weeks. [ID:nBRLVCE7AU]

WILL EURO REBOUND LAST?

There were doubts, however, about how long the euro's rally may last.

Gareth Berry, G10 FX strategist for UBS in Singapore, said worries about the debt crisis could come back to haunt the euro, adding that the UBS forecast was for the euro to be trading at $1.25 at the end of April.

In addition, current market expectations about the possible pace of ECB rate rises seem excessive, Berry said.

Overnight index swaps are now implying that market players expect the ECB to raise interest rates by roughly 75 basis points in the next 12 months, exceeding the pace of tightening they expect from central banks in Australia and New Zealand, he said.

"I think it's very likely that Trichet is going to sound more hawkish. But there's a big difference between sounding hawkish and actually delivering a rate hike," Berry added.

Sterling rose 0.2 percent to $1.6051 , supported by market expectations that British interest rates may rise as early as the first half of the year.

Sterling hit a 10-week high of $1.6073 earlier on Tuesday, having extended its gains after surging 1 percent on Monday.

The Australian dollar held firm after the Reserve Bank of Australia (RBA) ended its monthly policy meeting with a generally upbeat assessment of the domestic and global economy.

The RBA kept its key cash rate unchanged at 4.75 percent, saying the impact of flood damage in Queensland would be temporary and it was still very much focused on the medium-term outlook for solid growth. [ID:nL3E7CV25J] [ID:nL3E7CV06C]

The Australian dollar extended its gains after triggering stop-loss bids and last stood at $1.0025 , up 0.5 percent on the day.

The dollar fell 0.3 percent to 81.83 yen , having touched a one-month low of 81.75 yen earlier on Tuesday. (Additional reporting by Hideyuki Sano in Tokyo, Wayne Cole in Sydney, and Reuters FX analyst Rick Lloyd in Singapore; Editing by Alex Richardson) (masayuki.kitano@thomsonreuters.com; Reuters Messaging: masayuki.kitano.thomsonreuters.com@reuters.net; +65-6417-4682))((If you have a query or comment on this story, send an email to news.feedback.asia@thomsonreuters.com))

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