• Libyan foreign minster offers cease fire
  • Moodys downgrades certain Portuguese government-related issuers
  • Fed publishes stress tests of 19 largest banks; Capital grows $300 bln between end of 2009 and 2010
  • Trichet: No new message on inflation, policy; Still strongly vigilant.
  • Obama: Libya must comply or face military action
  • US 10-year note rises 1.6 bp to 3.27
  • S&P 500 rises 0.4% to 1279
  • Oil rises $0.15; sheds early gains after Libya offers cease fire

USD/JPY rallied briefly from the US open as the Fed and Bank of Canada joined the BOJ and the European central banks in a round of coordinated intervention. We touched 81.76 very early on but most of the rest of the session was spent with USD/JPY on the defensive.

The 80.80 provided a intraday floor on dips for much of the session but late selling pushed USD/JPY to US lows of 80.61. Very disappointing for the BOJ/MOF.

EUR/USD tried to trigger barriers at 1.4150 early i the day but stalled. Much of the US morning was spent backing and filling between 1.4125 and 1.4145 before pushing higher at the European close as Trichet reiterated his strongly vigilant stance on inflation, wiping away any doubt that the Japanese disaster would dissuade the ECB from hiking. We reached 1.4184 before stalling.

USD/CHF and EUR/CHF surged today, especially the cross. A sharp bounce from 1.2400 support in EUR/CHF has traders worried a double bottom is now in place on the medium-term charts.

Perhaps most significantly, the US dollar index (DXY) closes just below the lows made last November at the 76.63 level. We end barely a pip below the old lows…

Cable rallied with EUR, USD as did AUD. AUD ends at 0.9960 from highs of 0.9978 on an intraday basis.