CEE MARKETS-Forint lowest since March, zloty weak before Polish rate decision

Reuters10-02

WARSAW, Oct 2 (Reuters) - The Hungarian forint fell to its weakest against the euro in 6-1/2 months on Wednesday, while the Czech crown hit a new eight-week low and the zloty eased before a Polish rate decision.

Falling interest rates in Hungary and the Czech Republic have put pressure on those countries' currencies, while the zloty has been supported as the Polish central bank paused rate cuts for the past year.

The zloty is still within sight of multi-year highs hit earlier this year.

Economists polled by Reuters expect the National Bank of Poland to extend that pause and maintain its base interest rate at 5.75% on Wednesday, as inflation rebounds above target.

By 0935 GMT the zloty was down 0.1% against the euro at 4.296, nearing the psychological 4.30 level it has remained below since mid-September.

A Warsaw-based trader said the zloty would likely breach the that level on Wednesday as escalation of the conflict in the Middle East this week weighed on currencies.

"A stronger dollar, higher oil prices - this also has an impact on the currencies of emerging markets, including the zloty," the trader said.

"All this is happening against the backdrop of the (Polish) monetary policy council, (U.S.) payrolls on Friday, but I think this global factor is dominant at the moment," the trader said, referring to the escalation in the Middle East conflict.

The dollar held onto its biggest gains in a week on Wednesday after an Iranian missile attack on Israel.

In Hungary, the forint lost 0.3% to 399.25 per euro and touched its lowest level since mid-March.

"The FX market has fully switched into risk-off mode," ING said in a note.

ING said a growing divergence between central and eastern European currencies and the region's interest rates market will have to be closed at some point, allowing for the currencies' weakness to fade.

"The Polish zloty seems most appealing with the central bank meeting this week, while the Czech koruna may be attractive later," ING said. "The Hungarian forint, on the other hand, will have the hardest path to finding stable ground within the CEE peers."

The Czech crown was 0.2% lower to the euro at 25.33 to the euro, sitting around lows from early August.

CEE SNAPSHOT AT

MARKETS 1135

CET

CURRENCIES

Latest Previo Daily Change

us

trade close change in 2024

Czech <EURCZK 25.3300 25.287 -0.17% -2.48%

crown => 0

Hungary <EURHUF 399.2500 397.90 -0.34% -4.02%

forint => 00

Polish <EURPLN 4.2960 4.2900 -0.14% +1.13%

zloty =>

Romania <EURRON 4.9765 4.9759 -0.01% -0.04%

n leu =>

Serbian <EURRSD 116.9900 117.03 +0.03% +0.22%

dinar => 00

Note: calculated from 1800 CET

daily

change

Latest Previo Daily Change

us

close change in 2024

Prague 1597.65 1604.5 -0.43% +12.99

300 %

Budapes 74324.54 74189. +0.18% +22.61

t 72 %

Warsaw <.WIG20 2322.43 2315.8 +0.28% -0.88%

> 6

Buchare 17495.20 17568. -0.42% +13.82

st 14 %

Spread Daily

vs Bund change

in

Czech spread

Republi

c

<CZ2YT= 3.2010 0.0090 +116bps -1bps

2-year RR>

<CZ5YT= 3.3760 0.0330 +146bps +0bps

5-year RR>

<CZ10YT 3.7210 0.0450 +163bps +0bps

10-year =RR>

Poland

<PL2YT= 4.7730 -0.083 +273bps -10bps

2-year RR> 0

<PL5YT= 4.9960 0.0740 +308bps +4bps

5-year RR>

<PL10YT 5.3330 0.0290 +324bps -2bps

10-year =RR>

FORWARD RATE

AGREEMENTS

3x6 6x9 9x12 3M

interba

nk

Czech <CZKFRA 3.67 3.30 3.05 4.20

Rep ><PRIBO

R=>

Hungary <HUFFRA 5.94 5.58 5.12 6.30

><BUBOR

=>

Poland <PLNFRA 5.77 5.43 4.81 5.84

><WIBOR

=>

Note: are for ask prices

FRA

quotes

************************************************

**************

(Reporting by Karol Badohal in Warsaw, Jason Hovet in Prague and Anita Komuves in Budapest. Editing by Jane Merriman)

((karl.badohal@thomsonreuters.com;))

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