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Dollar Posts Longest Winning Streak Since 2022 as Fed Bets Fade

(Bloomberg)

(Bloomberg) -- The dollar advanced on Wednesday, for its longest run of gains in more than two years as US economic resilience forced traders to rethink their expectations for Federal Reserve interest-rate cuts. 

The Bloomberg Dollar Spot Index rose 0.4% on the day. It kept its gains as the minutes of the September Fed meeting showed that there was some pushback against a half-point interest-rate cut. The dollar gauge has gained eight straight days, its most protracted winning streak since April 2022. It’s up about 2% in that period. 

The dollar has been climbing as traders erased bets on another half-point cut from the Fed in the wake of last week’s surprisingly strong US jobs report. Traders have been repeatedly forced to reconsider the outlook for US monetary policy this year, as data points to a robust economy even as inflation slows.

“The September labor market report came at a time when sentiment was still very dollar bearish,” said Skylar Montgomery Koning, a foreign-exchange strategist at Barclays. “The continued unwind of bearish dollar positions will likely support the dollar further.”

The dollar advanced against all G-10 currencies on Wednesday, with the New Zealand dollar tumbling as the nation’s central bank cut rates by half a percentage point, stepping up the pace of easing.

In the US, money markets implied about 44 basis points of Fed cuts by the end of the year, down from nearly 70 basis points at the start of the month. A quarter-point cut in November that until recently was seen as certain is now given a chance of less than 80%.

Thursday US inflation data will shed light on the likely pace of further monetary easing in the US. Forecasters expect a monthly government report to show a deceleration in key measures of US inflation. 

“‘Resilient’ is a word that we use a lot to describe the health of the US economy. It’s difficult to argue against,” said Erik Wytenus, head of investment strategy at JPMorgan Private Bank EMEA, in an interview with Bloomberg TV. This is driving a preference for US assets, he added.

Buying Dollars

Corporate names have been buying the dollar versus the pound in recent days, while hedge funds continue to add to long positions versus the yen, according to two Europe-based traders, asking not to be identified because they’re not authorized to speak publicly.  

Bearish euro options structures have also been in demand since last week’s US jobs report, while market sentiment into next month’s US election is the most bullish on the greenback in more than three months. The premium to own long-dollar options versus its major peers has risen in 10 of the last 11 days.

“It’s an ongoing, piecemeal reduction of short dollar positions,” said Neil Jones, a managing director at TJM Europe. Long-term investors in Asia and the Middle East are selling the euro and the pound as they shift away from their long-held bullish views those currencies, he added.

--With assistance from Carter Johnson, Anya Andrianova and Mark Tannenbaum.

(Updates with Fed minutes starting in second paragraph.)

©2024 Bloomberg L.P.