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FOREX-Dollar holds firm as oil jitters ease, Fed rate decision awaited

Published 18/09/2019, 06:24
FOREX-Dollar holds firm as oil jitters ease, Fed rate decision awaited
DXY
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* Graphic: World FX rates in 2019 http://tmsnrt.rs/2egbfVh

* Dollar holds onto gains versus yen

* Saudi Arabia taps reserves to ease oil supply shocks

* Fed money market operation unsettles futures pricing

* Sterling grinds higher but sentiment still weak

(Adds spike in dollar repo rates)

By Stanley White

TOKYO, Sept 18 (Reuters) - The dollar traded near a

seven-week high versus the yen on Wednesday as oil markets

slowly recovered from a supply shock, but markets were cautious

ahead of a U.S. Federal Reserve meeting later in the day that is

expected to deliver another interest rate cut.

Sterling traded near a six-week high versus the dollar as

some speculators scaled back bearish bets on the pound, but

sentiment remained weak due to uncertainty over how Britain will

exit the European Union.

With investors largely pricing in a quarter-point rate cut

by the Fed, the focus will be on how much more easing it signals

for this year and next. Some analysts warn that the dollar could bounce if the Fed

does the minimum that markets expect.

"Speculators are already excessively short the dollar," said

Yukio Ishizuki, foreign exchange strategist at Daiwa Securities

in Tokyo.

"If there are no surprises from the Fed, the speculators

will have to give up their dollar shorts. The biggest reaction

would be in dollar/yen."

The dollar traded at 108.20 yen JPY=EBS on Wednesday,

close to a seven-week high of 108.37 yen.

The pound GBP=D3 was quoted at $1.2487, holding onto a

0.6% gain from Tuesday, when it briefly touched the highest

since July 19.

Oil prices edged lower in Asia, extending a 6% tumble on

Tuesday after Saudi Arabia's energy minister said the kingdom

has tapped inventories to restore oil supplies to where they

stood before drone attacks over the weekend shut around 5% of

global oil output. IN U.S. BORROWING COSTS

A surge in overnight U.S. borrowing costs also supported the

dollar.

Overnight borrowing costs in the $2.2 trillion repurchase

agreement market spiked to 10% on Tuesday as lending dwindled

due to huge corporate tax payments and the settlement of $78

billion of Treasuries sold last week.

The repo market allows banks and Wall Street dealers use

securities as collateral to obtain cash from money market funds

and other cash investors.

The New York Fed responded by injecting $53.15 billion into

the financial system with overnight repos, a money market

operation it has not used in more than a decade. The New York Fed later said in a statement it will conduct

another repo operation on Wednesday for up to $75 billion.

The spike in short-term rates shows there is a shortage of

dollar liquidity in the U.S. repo market, but some investors and

analysts are also worried about a shortage of dollars in the

offshore market.

Some traders say are monitoring cross-currency basis swaps

JPYCBS3Y= , which are starting to widen in a sign of higher

costs for dollars.

"This problem will come up again in a week or two because

there will be strong demand for dollars at the end of September,

which is the end of the third quarter," said Akira Takei, a

global fixed income fund manager at Asset Management One in

Tokyo.

"We better prepare for a rainy day. Difficulty in funding

dollars could lead to another sell-off in Treasuries."

The chaotic moves in money markets and late-day swings in

U.S. federal funds futures mean the CME's FEDWATCH tool shows

about a 51% chance that the Fed will cut rates by 25 basis

points on Wednesday, which is at odds with economists' and

market expectations. Elsewhere in the currency market, the euro stood at $1.1065

EUR=EBS , little changed in Asian trade.

The Australian dollar fetched $0.68485 AUD=D3 , down 0.27%.

The dollar index .DXY measuring the greenback against a

basket of six major currencies fell 0.03% to 98.288.

After the Fed releases its policy decision, traders will

turn to the Bank of Japan's meeting ending on Thursday to see if

it follows its global peers by easing policy.

Deepening negative rates will be the key option if the BOJ

were to ease, although the central bank may accompany that with

measures to mitigate the pain on financial institutions, sources

have told Reuters. (Editing by Jacqueline Wong & Kim Coghill)

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