Tuesday, November 20, 2007

Dollar Declines to Record Low Versus Euro, Swiss Franc on Rates

Nov. 20 -- The dollar fell to a record low against the euro and Swiss franc on concern credit-market losses will slow economic growth, prompting the Federal Reserve to lower interest rates again this year.

Currencies in New Zealand, the U.K., Australia and Norway gained on speculation a group of six Arab nations will change their fixed exchange rates from the U.S. currency. Freddie Mac, the second-largest mortgage company, posted its largest-ever quarterly loss, while a report showed homebuilding permits in the U.S. slumped to their weakest level since 1993.

``There are lots of forces working against the dollar,'' said Robert Fullem, vice president of U.S. corporate currency sales at Bank of Tokyo-Mitsubishi UFJ Ltd. in New York. ``The market sentiment toward the dollar is very negative. You are going to see further declines in the dollar.''

The dollar fell 0.8 percent to $1.4783 per euro at 11:20 a.m. in New York, and touched $1.4814, the cheapest level since the 13-nation currency started trading in January 1999. The U.S. currency weakened 0.5 percent to 1.11 versus the Swiss franc and reached an all-time low of 1.1070. The dollar gained 0.4 percent to 110.20 yen.

The dollar will decline to $1.50 per euro by the end of the year, according to Fullem. Europe's single currency will trade at $1.45 by year-end, according to the median forecast of 43 analysts and brokerages surveyed by Bloomberg News.

Norway's Krone

Norway's krone was the best performer against the dollar among the 16 most-actively traded currencies, rising 1.8 percent, followed by a 1.2 percent gain in New Zealand's dollar. A report showed Norway's economy expanded at the fastest pace in almost two years and a rise in crude boosted the prospects of the world's fifth-biggest oil exporter.

The yen fell against the 16 most-actively traded currencies as a rebound in global stocks encouraged investors to buy higher-yielding currencies funded by loans in Japan, in a practice known as the carry trade. The Standard & Poor's 500 Index gained 1.2 percent, after losing 1.8 percent yesterday.

The Japanese currency fell 1.2 percent to 162.85 per euro. Currencies from Norway, New Zealand and South Africa rose at least 1.5 percent against the yen.

In carry trades, investors get funds in a country with low borrowing costs and invest in one with higher interest rates, earning the spread between the borrowing and lending rate. The risk is that currency moves erase those profits. Japan's benchmark interest rate is 0.5 percent, the lowest among industrialized nations.

`Calming Down'

``Stock markets are calming down,'' said Kenichi Yumoto, senior dealer in Tokyo at Societe Generale SA, France's third- biggest lender. ``Increased risk appetite is pushing down the yen,'' which may move between 109.30 and 110.30 per dollar today, Yumoto forecast.

The U.S. dollar has declined against all 16 most-actively traded currencies except Mexico's peso this year as the Fed cut interest rates twice to help revive economic growth amid the worst housing market slump in 16 years, and as companies reported losses on securities tied to U.S. subprime mortgages.

The dollar has lost 10.7 percent against the euro, 7.4 percent versus the yen and 8.9 percent against the franc over the same period.

``The trend of dollar weakness has momentum,'' said Tom Fitzpatrick, global head of currency strategy at Citigroup Global Markets Inc. in New York. ``I won't be surprised if euro dollar trades'' at $1.50 per euro by mid-December.

Over the past five years, the dollar has tumbled 50 percent against Brazil's real, 38 percent against the Canadian dollar and 32 percent against the euro, prompting European Central Bank President Jean-Claude Trichet to say yesterday that ``disorderly'' currency moves are ``undesirable.''

The Fed

The Fed may cut interest rates again this year, futures traded on the Chicago Board of Trade show. Speculation also increased that the U.S. central bank could lower borrowing costs in an emergency meeting or ``employ some liquidity enhancing measure,'' said Neil Jones, head of European hedge-fund sales in London at Mizuho Capital Markets.

The odds of the Fed cutting rates a quarter-percentage point to 4.25 percent on Dec. 11 are 76 percent, up from 72 percent a month ago.

The Fed is scheduled to release the minutes from its Oct. 31 meeting at 2 p.m. in Washington. The central bank cut the target rate for overnight loans between banks to 4.5 percent last month, after a 50-basis-point reduction in September. The central bank is also expected to release quarterly forecasts for the economy and inflation.

Yield Gap

The yield premium investors earn on two-year German bunds over similar-maturity U.S. Treasuries widened to 0.55 percentage point yesterday, the most since 2004, luring investors away from dollar-denominated assets. The gap is 0.5 percentage point today.

The six member countries of the Gulf Cooperation Council, that includes Saudi Arabia and the United Arab Emirates, will discuss a proposal next month to revalue their currencies, Secretary General Abdul Rahman al-Attiyah said Nov. 18.

``This is another factor weighing on the dollar,'' said Samarjit Shankar, director of global strategy for the Global Markets group in Boston at Bank of New York Mellon, the world's largest custodial bank with more than $20 trillion in assets under administration. ``The most likely scenario is they may link the local currencies against a basket. This will undermine the dollar's status as a currency where other countries are willing to benchmark their foreign exchange rate with.''

Gulf states face rising price pressure caused in part by the weakening dollar that has made imports from Europe more expensive. Consumer prices rose a record 4.9 percent in Saudi Arabia during August. Oman said today its annual inflation surged to a 10-year high of 7.1 percent in September.

Oil Producers

The GCC is an economic and political grouping of six Gulf Arab oil producers, comprising Saudi Arabia, the U.A.E, Qatar, Oman, Bahrain and Kuwait. The first five peg their currencies to the dollar, while Kuwait links to a basket including the dollar, euro, yen and sterling. The pegs set a reference rate at which central banks buy and sell.

United Arab Emirates central bank Governor Sultan Bin Nasser al-Suwaidi last week said his bank has a target of moving 10 percent of its currency reserves into euros and has ``already diversified to some extent.'' The $50 billion Qatar Investment Authority said Sept. 4 it was looking to buy assets in Asia to counter a weak dollar.

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