2016-04-03

* Nonfarm payrolls report could disappoint dollar

bulls-strategist

* Yellen’s dovish speech still pressuring greenback

* Yen logs best quarterly performance since 2009

* Surprising upbeat China manufacturing PMI underpins Aussie

By Lisa Twaronite

TOKYO, April 1 The dollar found some respite on

Friday after steep quarterly losses against major rivals, as

investors awaited a U.S. nonfarm payrolls report that could give

clues to the monetary policy outlook.

Against the yen, the dollar slipped about 0.3 percent to

112.28 after skidding more than 6 percent in the first

quarter, its biggest loss since the third quarter of 2009, as

market turmoil sent investors into the perceived safety of the

Japanese currency.

That trend continued on Friday, after a downbeat business

survey helped send Japan’s Nikkei stock index plunging

on the first day of the country’s fiscal year.

The Bank of Japan’s quarterly tankan survey of business

confidence, published earlier on Friday, showed large

manufacturers’ business sentiment deteriorated to its lowest

level in nearly three years and was expected to worsen in the

coming quarter.

Large manufacturers expect the dollar to average 117.46 yen

in the fiscal year which began on Friday, the tankan survey

showed.

The dollar dropped as low as 112.06 in the morning session,

before bouncing back.

“The 112 level is holding up, and people were buying on the

dip, so there is clearly some real demand for dollars around

this level,” said Kaneo Ogino, director at foreign exchange

research firm Global-info Co in Tokyo.

The euro was steady at $1.1376, after gaining more

than 4 percent for the quarter and hitting a more than 5-month

high of $1.4120 on Thursday.

The dollar index, which tracks the greenback against a

basket of six rival currencies, edged up about 0.1 percent to

94.677, after shedding more than 4 percent in the first

quarter for its worst performance since the third quarter of

2010.

It notched a five-month low of 94.319 in the previous

session.

On Tuesday, Fed Chair Janet Yellen highlighted risks to the

global economy in a speech, and said the Fed should proceed

“cautiously” on raising interest rates, quashing the hopes of

those who expected a hike sooner rather than later.

Lower U.S. yields undermined the dollar, as Treasuries

marked their best quarter in 4-1/2 years.

The nonfarm payrolls report is expected to show that

employers added 205,000 jobs in March.

“We believe that dollar bulls will be sorely disappointed by

tomorrow’s report for a number of reasons,” Kathy Lien, managing

director at BK Asset Management in New York, said in a note to

clients on Thursday.

“Non-farm payrolls is only important when it can be a game

changer for Federal Reserve policy but Janet Yellen made it very

clear that they have no intention of raising interest rates in

April and unless there’s significant improvements at home and

abroad, rates will remain steady in June as well,” Lien said.

After Yellen’s speech, interest rates futures implied a

majority of traders saw only a 5 percent chance of a rate

increase at the Fed’s next policy meeting on April 26-27.

The Australian dollar edged down about 0.1 percent

to $0.7647, but remained not far from a nine-month peak of

$0.7723 set on Thursday, underpinned by surprisingly upbeat

Chinese manufacturing surveys.

Aided by a dovish Fed, the Aussie gained 7.2 percent last

month, its largest monthly rise since 2011.

Chinese manufacturing activity expanded in March for the

first time in nine months, with the official Purchasing

Managers’ Index (PMI) squeaking above the boom-or-bust threshold

to 50.2. A private PMI survey also beat forecasts and rose to

its highest in 13 months.

(Editing by Simon Cameron-Moore)

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