CEE MARKETS-Forint drops after two days of gains, markets see rate cut pause

Reuters10-21

PRAGUE, Oct 21 (Reuters) - Central Europe's currencies retreated on Monday, with the forint dropping the most as it snapped a two-day winning streak ahead of the Hungarian central bank's meeting this week, where markets are counting on a pause in interest rate cuts.

The Hungarian forint fell beyond the psychological 400-per-euro level this month, for the first time since March 2023, and has struggled to regain ground as global financial markets have turned more risk averse and the U.S. dollar's strength is weighing on central Europe's currencies.

Hungary's central bank is widely expected to keep its main rate at 6.50% when it meets on Tuesday as recent falls in the forint have raised fears of a rebound in price growth.

The forint firmed past 400 last week after Deputy Central Bank Governor Barnabas Virag said that the bank may pause its rate cuts. But the move was short-lived.

"Virag managed to push it towards firming a bit last week, but now the forint is going with the global flow," a Budapest trader said.

"Tomorrow's rate decision, a hold, is already priced in, so that will not really move the forint's rate. But if the bank reiterates that it is willing to keep rates at this level, that could help the forint firm past 400 again."

The forint had dropped 0.4% to 401.25 to the euro by 0821 GMT.

In Poland, the zloty also fell, losing 0.35% to 4.319 to again edge down toward two-month lows beyond 4.32 hit earlier in October. The Czech crown dipped 0.2% to 25.27 to the euro.

Currencies are facing pressure from a stronger dollar before U.S. elections in two weeks, with polls showing rising odds of former President Donald Trump winning.

"The Polish currency is influenced by global factors," Bank Millennium said. "In addition to (incoming) data, market sentiment will also be determined by (election) polls from the United States."

Polish data on Monday gave no support to the zloty, with industrial output falling in September and producer prices decreasing more than expected. Unlike other central banks in the region, Poland paused its rate cuts in the past year, lifting the zloty versus its peers.

CEE SNAPSHOT AT

MARKETS 1021

CET

CURRENCIES

Latest Previo Daily Change

us

trade close change in 2024

Czech <EURCZK 25.2700 25.218 -0.21% -2.25%

crown => 0

Hungary <EURHUF 401.2500 399.70 -0.39% -4.50%

forint => 00

Polish <EURPLN 4.3190 4.3040 -0.35% +0.59%

zloty =>

Romania <EURRON 4.9730 4.9735 +0.01% +0.03%

n leu =>

Serbian <EURRSD 117.0000 116.99 -0.01% +0.21%

dinar => 00

Note: calcula 1800 CET

daily ted

change from

Latest Previo Daily Change

us

close change in 2024

Prague 1626.85 1627.3 -0.03% +15.05

400 %

Budapes 74525.81 74228. +0.40% +22.94

t 20 %

Warsaw <.WIG20 2299.85 2303.3 -0.15% -1.84%

> 3

Buchare 17432.43 17405. +0.15% +13.41

st 74 %

Spread Daily

vs Bund change

in

Czech spread

Republi

c

<CZ2YT= 3.3990 0.0170 +128bps +1bps

2-year RR>

<CZ5YT= 3.6320 -0.048 +159bps -7bps

5-year RR> 0

<CZ10YT 3.9170 0.0240 +170bps -1bps

10-year =RR>

Poland

<PL2YT= 5.0080 0.0070 +289bps +0bps

2-year RR>

<PL5YT= 5.3470 0.0260 +331bps +1bps

5-year RR>

<PL10YT 5.6310 0.0140 +342bps -2bps

10-year =RR>

FORWARD RATE

AGREEMENTS

3x6 6x9 9x12 3M

interba

nk

Czech <CZKFRA 3.78 3.46 3.27 4.12

Rep ><PRIBO

R=>

Hungary <HUFFRA 6.76 6.06 5.80 6.37

><BUBOR

=>

Poland <PLNFRA 5.81 5.46 4.97 5.85

><WIBOR

=>

Note: are for

FRA ask

quotes prices

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(Reporting by Jason Hovet in Prague, Anita Komuves in Budapest, Anna Wlodarczak-Semczuk in Warsaw; Editing by Sumana Nandy)

((jason.hovet@thomsonreuters.com))

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