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FOREX-Dollar rises to 2-mth high vs yen on heightened Fed hike expectations

Published 21/09/2017, 01:58 pm
© Reuters. FOREX-Dollar rises to 2-mth high vs yen on heightened Fed hike expectations
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* Dollar extends overnight gains versus yen, euro

* BOJ stands pat on policy as expected, little market reaction

* Prospects of Dec US rate hike fully back in play after Fed

* Kiwi pulls back from 1-1/2-mth high (Adds details and quotes, updates prices)

By Shinichi Saoshiro

TOKYO, Sept 21 (Reuters) - The dollar rose to a two-month high against the yen and extended its gains against the euro on Thursday after a hawkish-sounding Federal Reserve heightened expectations for an interest rate hike in December.

After concluding a closely watched two-day policy meeting on Wednesday, the Fed left interest rates unchanged as expected but signalled it still expects one more increase by the end of the year, despite a recent bout of low inflation. U.S. central bank, as anticipated, also said it would begin in October to reduce its holdings of around $4.2 trillion in U.S. Treasury bonds and mortgage-backed securities it acquired after the 2008 financial crisis.

Interest rate futures traders are now pricing in about a 70 percent chance of a December Fed rate hike, up from above 50 percent prior to the Fed meeting, according to CME's FedWatch tool.

The euro shed 0.1 percent to $1.1886 EUR= after dropping 0.8 percent the previous day, when it reversed a four-session winning run.

The dollar was 0.2 percent higher at 112.430 yen JPY= after brushing 112.645, its highest since July 18. Still, the greenback's gains against the yen were assessed as relatively limited.

"The Fed will likely stick to its intent of hiking rates one more time in 2017 and three more times in 2018. But it also cut its long-term interest rate projection and this has somewhat slowed the dollar's gains versus the yen by causing the U.S. yield curve to flatten," said Yukio Ishizuki, senior currency strategist at Daiwa Securities.

While the Fed's latest policy stance was viewed as hawkish for the most part, the central bank did lower again its estimated long-term "neutral" interest rate from 3.0 percent to 2.75 percent, reflecting concerns about overall economic vitality.

Against this backdrop, the 30-year Treasury bond yield US30YT=RR climbed 2 basis points overnight to a one-month high of 2.836 percent before dipping back to 2.814 percent on Thursday.

The two-year Treasury yield rose more assertively, climbing roughly 5 basis points to touch a nine-year high of 1.451 percent US2YT=RR and last stood firm at 1.446 percent.

The Treasury yield curve flattened as a result with the 30-year/2-year yield spread at its tightest in almost two months and nearing its narrowest level in nearly a decade.

"The Fed revising down its long-term interest rate forecast is positive for longer-dated Treasuries," said Noji Makoto, senior strategist at SMBC Nikko Securities, implying that yields on these debt maturities stood to decline eventually.

"The recent rise in yields longer-dated Treasuries could be peaking and we could witness the dollar's rally against the yen peter out this week."

Currencies showed limited reaction to the Bank of Japan's widely expected decision to stand pat on monetary policy.

At a two-day rate review that ended on Thursday, the BOJ maintained the 0.1 percent interest it charges on a portion of excess reserves that financial institutions park at the central bank and also kept its yield target for 10-year Japanese government bonds around zero percent. dollar index against a basket of six major currencies was steady at 92.524 .DXY and near a two-week high of 92.697 set overnight, when it added 0.8 percent.

The New Zealand dollar was down 0.4 percent at $0.7331 NZD=D4 , its rally the previous day losing steam against a broadly stronger dollar.

The kiwi soared to a 1-1/2-month high of $0.7435 on Wednesday after a poll showed New Zealand's ruling National Party pulled ahead of the rival Labour Party ahead of a general election this weekend.

The Australian dollar fell 0.35 percent to $0.8004 AUD=D4 .

The euro was up 0.15 percent at 133.645 yen EURJPY= , recovering some of the losses suffered the previous day, when the common currency's slide against the dollar nudged it away from a 21-month high of 134.160 set on Tuesday. ($1 = 112.5400 yen)

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