Monday, March 17, 2008

Dollar Trades Near Record Low on Speculation Fed to Cut Rates

March 18 (Bloomberg) -- The dollar traded near a record low against the euro on speculation the Federal Reserve will lower its benchmark interest rate by at least 1 percentage point today as a credit-market slump worsens the finances of U.S. banks.

The U.S. currency weakened for a fifth day against the yen before Lehman Brothers Holdings Inc., which obtained a $2 billion credit line on March 14 to improve its finances, releases earnings today. Traders increased bets the Fed will cut the target for the overnight lending rate between banks to 2 percent, after an emergency cut in its discount rate on the weekend.

``Financial turmoil will continue, pushing down the dollar and propelling the yen,'' said Junya Ota, who oversees the equivalent of about $7 billion at Mitsubishi UFJ Asset Management Co., a unit of Japan's largest lender.

The U.S. currency fell to 97.16 yen at 10:08 a.m. in Tokyo from 97.33 late yesterday, when it touched 95.76 yen, the weakest since Aug. 15, 1995. The dollar traded at $1.5742 per euro, after reaching $1.5903 yesterday, the lowest level since the euro started trading in 1999. It traded at 0.9836 Swiss franc, approaching a record low of 0.9638.

The dollar may fall to 90 yen in a few weeks, Ota said.

Traders saw a 78 percent likelihood the Fed will cut its target rate by 1 point at today's meeting, according to futures on the Chicago Board of Trade. There is a 22 percent chance the cut will be 1.25 points, futures show.

Treasury Secretary Henry Paulson reiterated yesterday that the U.S. has a strong dollar policy. Speaking at the White House, he said he wouldn't speculate on ``hypotheticals'' about whether he would support government intervention in currencies.

Housing Slump

The dollar may also weaken on speculation data will show a real-estate slump pushing the U.S. economy into a recession. U.S. housing starts fell to 995,000 units at an annual rate in February, the lowest since 1991, according to a Bloomberg survey. The Commerce Department will release the data at 8:30 a.m. in Washington today.

Losses and asset writedowns related at the world's biggest banks have swelled to $195 billion since the start of 2007, when the housing slump caused an increase in mortgage defaults, according to Bloomberg data.

``There's nothing to indicate the dollar has hit bottom,'' said Tohru Sasaki, chief currency strategist in Tokyo at JPMorgan Chase & Co. and a former chief currency trader at the Bank of Japan. ``Evidence that writedowns are growing is a negative factor. Weak economic data still have the potential to send the dollar lower.''

The U.S. currency may fall to 95 yen this week, he forecast.

Australia, New Zealand

The Australian and New Zealand dollars fell after Bear Stearns Cos. was acquired by JPMorgan Chase & Co. for less than a 10th of its March 14 value, boosting speculation investors will spurn higher-yielding currencies as financial turmoil deepens. Australia's currency fell to 91.83 U.S. cents from 92.18, after a 1.7 percent decline yesterday. The New Zealand dollar fell to 79.97 U.S. cents from 80.13, after losing 1.5 percent yesterday.

The dollar recovered some ground yesterday as stocks pared losses and as speculation dissipated that the central bank would cut rates before today's meeting. The Standard & Poor's 500 index fell 0.9 percent yesterday, paring a drop of as much as 2.4 percent.

Candle Chart

The dollar's decline against the yen may stall this week, said Hiroshi Koga, head of the foreign exchange department of Athena FX Co., a Tokyo-based margin trader, that handles 3.8 billion yen ($39 million) in customers money. A so-called candle chart, that displays a currency's high, low, open and close for each day, indicates a recovery, said Koga.

``The dollar selling versus the yen was overshot,'' said Koga. ``It will likely rebound to 99 yen in a few days.''

The candle chart yesterday showed a so-called ``long lower shadow and a short upper shadow,'' a formation that signals selling of the dollar may fade. This showed sellers forced the prices down and then buyers entered and pushed prices up at the end of the trading session to back near the open price.

The dollar's 14-day relative strength index against the yen, its momentum in a two-week period, was at 22.4 today. A level below 30 signals losses may be excessive and can signal a change in direction. The dollar set record lows against the euro every day between March 11 and yesterday.

The U.S. currency has lost 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. The Fed lowered the rate it charges commercial banks for loans by a quarter-point to 3.25 percent in early Asian trading yesterday.

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