Dollar slips in London

18 Jun, 2008

The dollar slipped against the euro while sterling sold off widely on Tuesday as traders broadly scaled back expectations of how high US, euro zone and UK interest rates will be raised to tame inflation.
The dollar initially weakened broadly after the Financial Times and Wall Street Journal reported Fed officials suggesting market expectations of how high and quickly US rates will be raised had gone too far.
There was also a scaling back of rate hike bets in the eurozone after European Central Bank Executive Board member Lorenzo Bini Smaghi said that a quarter-point rate hike should be enough to bring inflation below the ECB's 2 percent target.
Then Bank of England Governor Mervyn King, in a mandatory letter to the UK Treasury explaining why inflation surged more than a percentage point above the BoE's 2 percent target, said the path for interest rates remained "uncertain".
"From a macroeconomic perspective there is still uncertainty about the outlook in the US and there is some feeling that the market has got ahead of itself," in expecting rate hikes, said Phyllis Papadavid, currency strategist at Societe Generale. At 1115 GMT the dollar index was down 0.1 percent on the day at 73.63. The euro was up 0.2 percent against the dollar at $1.5500, a cent off its intraday peak.
Sterling was down 0.7 percent against the dollar at $1.9500 - almost 2 full cents down from its intraday high - and the euro was up 0.8 percent against sterling at 79.50 pence.
US interest rate futures markets are currently pricing in around 75 basis points of policy tightening from the Fed this year, effectively three hikes of 25 basis points each. Late last week, these markets had priced in almost 100 basis points of hikes. For more on the WSJ and FT stories, see.
The dollar resumed its broad move lower on Monday after a weekend Group of Eight meeting yielded no joint statement about the weakness of the US currency and data showed manufacturing in New York state contracting in June for the fourth time in five months.
"We certainly don't see the Fed putting on 50-75 basis points this year so our view is that markets were getting ahead of themselves," said Martin McMahon, FX strategist at Credit Suisse in Zurich.
In Europe, meanwhile, the main mover for FX markets on Tuesday was the UK consumer price index for May. The annual rate jumped to 3.3 percent from 3 percent, the highest since the BoE was granted independence in 1997 and more than enough to prompt a letter to the Treasury from King explaining the rise.
But King struck a rather more 'dovish' tone than many had expected, arguing that aggressive action to cool price pressures over a 12-month horizon would spur market volatility and that inflation could even undershoot its target over two years.
The euro was little changed on the day against the yen at 167.42 yen, slipping off an earlier 11-month peak of 167.82 yen. The dollar was steady against the yen at 108.10 yen, still off the four-month highs set on Monday.

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