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CORRECTED-FOREX-Dollar firms after U.S. yield spike; yen continues march lower

Published 26/02/2021, 12:38 pm
© Reuters.
EUR/USD
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USD/JPY
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USD/CHF
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USD/CAD
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DX
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US10YT=X
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BTC/USD
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BTC/USD
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(Corrects day in first paragraph)

* Rise in yields globally spark inflation fears

* Cryptocurrencies slide as risk appetite sours

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

By Kevin Buckland

TOKYO, Feb 26 (Reuters) - The U.S. dollar held gains on Friday after rebounding overnight from three-year lows following a spike in U.S. bond yields.

The yen, which tends to weaken when U.S. yields rise, slid to a fresh six-month low versus the greenback.

Government bonds, and particularly U.S. Treasuries, have become the focal point of markets globally, which have aggressively moved to price in earlier monetary tightening than signalled by the Federal Reserve and its peers. yen's decline came even amid a sell-off in stocks, as the surge in yields fomented inflation worries. The yen and dollar are both traditional haven currencies.

Emerging-market and commodity-linked currencies retreated, with the Australian and Canadian dollars stepping back from three-year highs.

Cryptocurrencies also tumbled, with bitcoin sliding 5% overnight and ether dropping 9%.

"The fixed income rout is shifting into a more lethal phase for risky assets," after initially being interpreted as a "story of improving growth expectations," Westpac strategists wrote in a client note.

"It appears to be the case that bond markets are 'taking on' the central bankers' world view, and standing in front of the current momentum is unwise."

Bond yields have climbed this year on the outlook for massive fiscal stimulus amid continued ultra-easy monetary policy, led by the United States.

An acceleration in the pace of vaccinations globally has also bolstered what has become known as the reflation trade, referring to bets on an upswing in economic activity and prices.

In recent days though, a rise in inflation-adjusted bond yields has accelerated, indicating a growing belief that central banks may need to pare back ultra-loose policies, despite their dovish rhetoric.

The benchmark 10-year Treasury yield US10YT=RR spiked above 1.6% overnight for the first time in a year, after an auction of $62 billion of 7-year notes was met with weak demand. dollar index =USD edged up to 90.381, holding on to a 0.2% rise from Thursday, when it rebounded from losses of as much as 0.26% before the bond tender.

The greenback was little changed at 106.2 yen JPY=EBS after earlier touching 106.43 for the first time since September. It has strengthened 2.8% after the first back-to-back monthly increases since mid-2018, putting the yen among the worst performing major currencies this year.

The Australian dollar AUD=D4 continued its retreat after topping $0.80 on Thursday for the first time since February of 2018, declining 0.2% to 0.78525.

The Canadian dollar CAD=D4 weakened to C$1.2613 after falling from its own three-year top to the greenback at C$1.2468 overnight.

The euro EUR=EBS weakened 0.1% to $1.2158 after touching a seven-week high of $1.22435 on Thursday.

Bitcoin BTC=BTSP was slightly weaker Friday at $46,704, while ether ETH=BTSP slipped to $1,476. ========================================================

Currency bid prices at 110 GMT Description

RIC

Last

U.S. Close Pct Change

YTD Pct

High Bid

Low Bid

Previous

Change

Session

Euro/Dollar

EUR=EBS

$1.2156

$1.2175

-0.14%

-0.49%

+1.2185

+1.2137 Dollar/Yen

JPY=D3

106.2270

106.2100

+0.02%

+2.85%

+106.4170 +106.1700 Euro/Yen

EURJPY=

129.14

129.35

-0.16%

+1.75%

+129.5300 +128.9900 Dollar/Swiss

CHF=EBS

0.9054

0.9051

+0.04%

+2.35%

+0.9066

+0.9049 Sterling/Dollar GBP=D3

1.3991

1.4009

-0.14%

+2.39%

+1.4024

+1.3950 Dollar/Canadian CAD=D3

1.2619

1.2605

+0.09%

-0.93%

+1.2647

+1.2598 Aussie/Dollar

AUD=D3

0.7848

0.7870

-0.27%

+2.03%

+0.7882

+0.7823 NZ

NZD=D3

0.7348

0.7370

-0.28%

+2.34%

+0.7380

+0.7310 Dollar/Dollar

All spots FX= Tokyo spots AFX= Europe spots EFX= Volatilities FXVOL= Tokyo Forex market info from BOJ TKYFX

<^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ World FX rates

https://tmsnrt.rs/2RBWI5E

^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^>

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