vendredi 10 avril 2015

Interest rate differentials weigh down the euro

The euro slumped for a fifth straight session against the U.S. dollar on Friday to a 3-1/2 week low as falling European interest rates drove investors into greenbacks and the yen.



The euro traded around $1.06005, off 0.54 percent on the EBS trading platform. It had slumped to $1.05670, its weakest level since March 17. For the week the euro lost 3.38 percent, its worst week against the greenback since September 2011.







"You can look at euro/yen, clearly breaking lower. The big picture globally is negative yields in the euro zone and long yields trading at incredibly low yields, substantially lower than Japanese yields," said Jens Nordvig, global head of currency strategy at Nomura in New York.



"That is triggering this persistent (fixed-income) asset allocation shift out of euro zone," he said.



At its low, the euro was off 1.28 percent to 127.22 yen, its weakest point in four weeks before recouping ground to trade at 127.43 yen, down 0.86 percent. For the week the euro fell 2.35 percent against the yen.



Nordvig notes how euro zone yields have flipped versus those of Japan. Whereas a year ago German 30-year yields were 75 basis points above equivalent Japanese yields, now they are exactly the opposite.

Interest rate differentials weigh down the euro

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