Sunday, March 16, 2008

Dollar Slumps Below 97 Yen to 12-Year Low on Subprime Losses

March 17 (Bloomberg) -- The dollar slumped below 97 yen for the first time in 12 years after the Federal Reserve cut its discount interest rate and financed the bailout of Bear Stearns Cos. by JPMorgan Chase & Co.

The dollar also dropped to a record low against the euro and the Swiss franc as the Fed lowered the rate it charges commercial banks for loans by a quarter percentage point to 3.25 percent to ensure ``orderly market functioning.'' Traders increased bets the Fed will slash its benchmark target rate by 1 percentage point tomorrow, making fixed-income securities issued by the U.S. government less appealing to global investors.

``The Fed's action indicates the extent of credit problems in the market,'' said Thomas Harr, a senior currency strategist at Standard Chartered Plc in Singapore. ``Risk appetite is still very fragile. It improved for no more than 10 minutes after the Fed move and it's all collapsed since.''

The dollar fell to as low as 96.58 yen, the weakest since Aug. 28, 1995, before trading at 97.22 yen at 10:26 a.m. in Tokyo from 99.09 yen late in New York on March 14. Against the euro, the dollar declined to $1.5807, the weakest since the creation of the single European currency in 1999. The dollar slid to an all-time low of 0.9804 Swiss francs.

The dollar set record lows against the euro for five consecutive days as investor confidence tumbled, sending U.S. stocks lower for a third straight week and driving gold to a record high of $1,009 an ounce.

The U.S. currency has lost about 16 percent against the euro and 17 percent versus the yen in the past year as the worst housing slump since 1991 forced the Fed to cut its benchmark rate 2.25 percentage points.

Fed Meeting

Primary dealers can borrow at the discount rate in exchange for a ``broad range'' of collateral, the Fed said in a statement today. The central bank also extended the duration of loans at the discount rate to ``bolster market liquidity.''

``The Fed's measures just provided a temporary impact,'' said Masafumi Yamamoto, head of foreign-exchange strategy for Japan at Royal Bank of Scotland Group Plc, the fourth-biggest currency trader. ``But those liquidity injections won't solve the problems. The injection of public money should be really needed. The dollar may fall to 96 yen this week.''

JPMorgan Chase & Co. agreed to buy Bear Stearns Cos. for about $240 million, less than a 10th of its value last week, after a run on the company ended 85 years of independence for Wall Street's fifth-largest securities firm. The Fed will provide financing for the transaction.

The likelihood the Fed will cut its target rate for loans between banks by one percentage point to 2 percent at a meeting tomorrow rose to 56 percent on March 15, up from 6 percent a week earlier, futures on the Chicago Board of Trade showed. The balance of bets is on a cut to 2.25 percent. The euro region's main rate is 4 percent.

The dollar is weakest dollar since at least 1971 based on a Fed trade-weighted index, helping push oil, grains and metals, which are priced in the U.S. currency, to record highs. That in turn is causing economists to lower growth forecasts for the U.S. and preventing central banks concerned that inflation is accelerating from cutting interest rates, further undermining the dollar.

``The relative return on U.S. assets is not attractive enough and we have moved back into looking for dollar weakness,'' said Robert Robis, a bond fund manager in New York at OppenheimerFunds Inc., which oversees $260 billion. Robis last month was betting the dollar would rally versus the euro.

European Central Bank president Jean-Claude Trichet and Japanese Prime Minister Yasuo Fukuda said last week in interviews the plunge is ``concerning'' and ``undesirable'' for growth. Goldman Sachs Group Inc. and Morgan Stanley strategists say that coordinated action by policy makers to stem the currency's slide is increasingly likely. In intervention, central banks buy and sell currencies to influence exchange rates.

``Whether it's a 75 basis point cut or 100 basis point cut by the Fed, either way it's very bad for the dollar,'' said Ashraf Laidi, chief currency analyst at CMC Markets in New York. ``We are nowhere near the bottom for dollar-yen. It's not about how soon we are getting back to 100, it's about how soon we will hit 94 or 95.''

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