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Sterling fell sharply against the yen on Tuesday as investors reassessed yield-dependent carry trades in a bid to avoid risk, with the move also dragging the pound down versus the euro. The yen rose broadly as risk appetite abated and investors sought to unwind some of their carry trades, which use low-yielding currencies such as the yen and Swiss franc to fund purchases of higher return assets.
"This sell-off does look like one of the more severe ones we've on sterling/yen - we're back now, more or less, to where we started the year," said David Jones, chief markets analyst at CMC Markets. "It looks like there's more weakness to come short-term, the big support level is around 232 yen - the low of mid-February."
By 1438 GMT, sterling had fallen 1.3 percent on the day to 233.64 yen. The pound was a touch firmer against the dollar at $1.9650. However it weakened against a broadly firm euro, as the single currency hit a fresh two-month high above $1.32.
The euro was up 0.33 percent at 67.36 pence. Sterling fell on a trade-weighted basis to 104.4. Data from the British Bankers' Association showed January mortgage approvals fell 16 percent from a year ago, while the average value of a loan for house purchase stood at 146,700 pounds ($287,800) in January, up 16 percent from a year ago.
Analysts said the data was further evidence that the Bank of England's three rate hikes since August were starting to bite. "There are further hints in the BBA data that housing market activity is gradually coming off the boil as higher interest rates and elevated house prices increasingly impact," Global Insight chief European and UK economist Howard Archer said in a note to clients. More housing data is due on Wednesday, from the Land Registry and from the Nationwide Building Society.

Copyright Reuters, 2007

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