Saturday, March 29, 2008

Dollar Falls Most Versus Euro Since 2006 on Central Bank Rates

March 29 (Bloomberg) -- The dollar dropped the most against the euro in more than two years as traders increased bets the Federal Reserve will cut borrowing costs further to avoid a recession while the European Central Bank holds rates steady.

The currency came within a cent of the all-time low this week before a Labor Department report on April 4 forecast to show U.S. employers cut jobs for a third straight month. The pound declined to a record versus the euro as March consumer confidence in the U.K. slumped to a 15-year low.

``Numbers from the U.S. show the economy is worse than most people expected, while numbers from Europe have been better than expected,'' said Tom Fitzpatrick, global head of currency strategy in New York at Citigroup Global Markets Inc., the world's third-biggest currency trader. ``The decline in the dollar has very good momentum.''

The dollar fell 2.4 percent to $1.5796 per euro yesterday, from $1.5431 on March 21. It's the biggest decline since January 2006. The dollar traded at 99.23 yen, compared with 99.58 on March 21. Japan's currency traded at 156.79 per euro, compared with 157.21.

The U.S. currency dropped 2.7 percent against the euro on March 25-26, the biggest two-day decline since January 2001, after reports unexpectedly showed U.S. durable-goods orders fell in February while German and French business confidence increased this month. The dollar fell to $1.5903 against the euro on March 17, the lowest since Europe's currency made its debut in 1999.

The Turkish lira was the biggest loser against the dollar this week among the 177 currencies tracked by Bloomberg before a March 31 hearing on a suit brought by the chief prosecutor to shut down the ruling party for undermining secularism. The lira fell 4.3 percent to 1.3043 per dollar after touching 1.3059 yesterday, its lowest level since Sept. 10.

Norwegian Krone

The Norwegian krone was the biggest gainer versus the dollar this week, rising 3 percent, as the price of crude oil surged. Norway is the world's fifth-biggest exporter.

The pound fell yesterday to a record of 79.29 pence against the euro on the decline in consumer confidence and a separate report showing U.K. housing prices advanced in March at the slowest pace in more than a decade.

The 15-member euro fell short of breaking the all-time high against the dollar as gauges traders use to predict changes in prices showed gains were too fast to be sustained.

The euro's nine-day stochastic oscillator, a measure of deviations from a trend, was 81.2 yesterday, according to data compiled by Bloomberg. A level above 80 suggests a currency has risen too fast to be sustained.

`Bit of Consolidation'

``I think investors are reluctant to build fresh positions against the dollar at these levels,'' said Mike Moran, senior currency strategist at Standard Chartered Bank in New York. ``We're looking at a bit of consolidation of the move, followed by more dollar weakness taking us past $1.60 in the next couple of weeks.''

U.S. payrolls fell by 53,000 this month after dropping 63,000 in February and 22,000 in January, according to the median forecast of 44 economists surveyed by Bloomberg News. The jobless rate probably rose to 5 percent from 4.8 percent, the survey showed. The Labor Department is due to release the report on April 4.

Europe's currency has gained 8.3 percent versus the dollar this quarter as traders reduced bets the ECB will reduce borrowing costs this year. The yield on the Euribor interest-rate futures contract expiring in December increased to 4 percent from 3.91 percent on March 21.

Weber on Inflation

While the current benchmark rate of 4 percent is helping to contain inflation, the bank ``will act'' if its price-stability goal is threatened, ECB council member Axel Weber said in a speech in Luxembourg yesterday.

Futures on the Chicago Board of Trade showed a 48 percent chance the Fed will lower the 2.25 percent target lending rate by a half-percentage point, compared with no chance a month ago. The remaining bets were for a cut of a quarter-percentage point.

``Most other central banks focus on inflation pressures building in their economies, while the Fed, although concerned about inflation, clearly is more concerned about the downside risk to the economy,'' said Robert Sinche, head of global currency strategy in New York at Bank of America Corp., in an interview with Bloomberg Radio. ``That leaves the Fed out of step and the dollar out of sorts.''

The Dollar Index traded on ICE Futures in New York, which tracks the currency against those of six trading partners, was at 71.678, down from 72.71 a week ago. It reached a record low of 70.698 on March 17.

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