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FOREX-Yen, euro gain on dollar as markets bet Fed will cut rates this month

Published 02/03/2020, 04:22
Updated 02/03/2020, 04:27
FOREX-Yen, euro gain on dollar as markets bet Fed will cut rates this month
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* Yen firm after biggest weekly gains since 2016

* Euro also up as euro carry trade pared back

* Investors bet on Fed rate cut at March 17-18 or even

earlier

* Pound, emerging markets currencies suffer

* Graphic: World FX rates in 2020 https://tmsnrt.rs/2RBWI5E

By Hideyuki Sano

TOKYO, March 2 (Reuters) - The yen and the euro were on the

front foot against the dollar on Monday as traders raised their

bets of an interest rate cut by the U.S. Federal Reserve this

month to shield the economy from the rapid spread of the

coronavirus.

As U.S. shares were routed in recent days, Federal Reserve

Chair Jerome Powell said on Friday the central bank will "act as

appropriate" to support the economy in the face of risks posed

by the coronavirus epidemic. Investors took his comments as a hint that the Fed will cut

interest rates by at least 0.25 percentage point at its next

scheduled meeting on March 17-18.

There is even increasing chatter of an unscheduled move,

with a U.S. bank lobby economist saying a coordinated global

interest rate cut by the top central banks could happen as early

as on Wednesday.

The expectations around the Fed underscored the speed and

scale of the virus' spread from China through to dozens of

countries and the potentially crippling blow to the global

economy.

Investors expect the dollar's yield advantage - a key

support for the U.S. currency - to shrink as the European

Central Bank and the Bank of Japan are seen as having limited

room for further cuts given their rates are already in negative

territory.

All the same, highlighting the risks posed by the virus, BOJ

Governor Haruhiko Kuroda issued a statement to say the central

bank would take necessary steps to stabilise financial markets,

helping to curtail the yen's earlier gains. The yen last stood little changed at 108.15 to the dollar

JPY= , having risen to as high as 107.00 in early Monday trade.

The Japanese currency had risen 3.2% last week, the biggest

gain since July 2016. Japan's current account surplus and the

yen's vast liquidity make the yen behave like safe haven asset.

"It felt a bit like today's fall in the dollar/yen was a

near-term selling climax. But regular dollar buyers such as

domestic importers are now on the sidelines. So I expect the

market to remain volatile," said Shingo Sato, director of

currency trade at MUFG Bank.

The euro rose to one-month highs of $1.1074 and last stood

at $1.1050 EUR= , up 0.3% so far in Asia, after a 1.7% gain

last week, the largest in two years.

The common currency's rise stemmed from unwinding of

so-called euro carry trade, in which speculators borrow the euro

to invest in higher-yielding currencies, market players said.

The safe haven Swiss franc CHF= also hit 1-1/2-year high

of 0.9610 franc per U.S. dollar on Friday and last stood at

0.9642.

Reports of more coronavirus cases in the United States

undermined the perceived strength of the U.S. economy and

supported the euro and other major currencies against the

dollar.

Washington state confirmed a second death from the virus,

while New York reported its first case of the illness.

In China, two surveys showed China's factories were dealt a

devastating blow in February as the coronavirus epidemic

triggered the sharpest contraction in activity on record.

The Caixin/Markit Manufacturing Purchasing Managers' Index

(PMI) tumbled to 40.3 last month, the lowest level since the

survey began in 2004 from 51.1 in January. The official PMI

published on Saturday fell to a record low of 35.7 in February

from 50.0 in January. "The data showed the severity of the damage from the

coronavirus. If upcoming data undershoots market expectations,

that will weigh on sentiment further," said Kyosuke Suzuki,

director of currency trading at Societe Generale.

Still, helped by signs of stabilisation in the epidemic in

China, the offshore yuan firmed slightly to 6.9663 yuan per

dollar CNH= , its highest since Feb. 12.

The Australian dollar, often used as a liquid proxy on

China, also bounced back to $0.6538 AUD=D4 , up 0.5% after

having hit a 11-year low of $0.64345 on Friday.

Sterling traded little changed at $1.2828 GBP=D4 , not far

from its 4-1/2-month low of $1.2726 hit on Friday and stood near

its lowest levels since October against the euro and the yen.

Among developed market currencies, the pound is seen more

vulnerable than its peers at time of major economic crisis as

UK's sizable current account deficit meant the country depends

on foreign capital.

Investors are also fretting about Britain's negotiations

with the European Union over a trade deal and whether a UK

budget next month will include much more spending, which many

investors say is necessary to boost economic growth.

Selling spread to some emerging market currencies earlier.

The Mexican peso MXN= and the South African rand ZAR= both

slumped more than 1% in early Monday trade before erasing

losses.

The Turkish lira TRYTOM=D4 , which has been weighed by the

country's intensifying involvement in fighting in Syria, slipped

a tad to record lows.

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