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Australia, NZ dlrs hold gains on carry trade appetite

Published 09/08/2016, 12:39 pm
Updated 09/08/2016, 12:40 pm
Australia, NZ dlrs hold gains on carry trade appetite
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NZD/USD
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By Cecile Lefort and Charlotte Greenfield

SYDNEY/WELLINGTON, Aug 9 (Reuters) - The Australian and New Zealand dollars kept gains versus their U.S. counterpart on Tuesday as the search for yield largely supported demand for carry trades.

While liquidity was thinned by a holiday in Singapore, the Australian dollar AUD=D4 edged down to $0.7640 but was still near a three-week peak of $0.7672 set on Monday.

A break above $0.7676 would push it to its highest level since early May.

It has bounced a cent and a half since it hit a low in the wake of last week's interest rate cut by the Reserve Bank of Australia.

Much of the Aussie resilience comes from a lack of U.S. dollar momentum combined with strong appetite for risk assets.

"We've got money pouring into emerging markets and the Aussie dollar is correlated to them," said Ray Attrill, global co-head of FX strategy at National Australia Bank, seeing the Aussie dropping to around 72 cents by September.

Also underpinning is Australia's relatively high yielding 10-year bonds paying around 2 percent, compared with the negative rates of Japan and Germany.

That has encouraged carry trades where the market borrows at low rates in yen, pounds or euros to buy higher-yielding assets such as the Aussie and kiwi.

Sterling dropped to a three-year low of A$1.6976 GBPAUD=R to be down 16 percent so far this year. The euro stood at A$1.4519 EURAUD=R , having touched its lowest since April on Monday. A break of A$1.4368, would be the weakest in more than a year.

The New Zealand dollar NZD=D4 inched lower to $0.7133, but was up from the previous day's low of $0.7088.

The Reserve Bank of New Zealand (RBNZ) is widely expected to cuts rates by 25 basis points to 2.00 percent at a policy meeting on Thursday. A Reuters poll of 25 analysts found all but one looked for a cut, with a majority tipping a further move to 1.75 percent next quarter.

"We believe the RBNZ can cap the Kiwi if it acts and says the right things - showing a genuine preparedness to take the OCR lower as outlined in earlier scenarios," said ANZ senior rates strategist David Croy in a research note.

"But with so much easing already priced in, and growth accelerating, we struggle to be outright bearish."

New Zealand government bonds 0#NZTSY= eased, sending yields 1.5 basis points higher at the long end of the curve.

Australian government bond futures had a soft tone, with the three-year bond contract YTTc1 off 1 tick at 98.570. The 10-year contract YTCc1 fell 2 ticks to 98.0100, while the 20-year contract YXXc1 was steady at 97.4700. (Editing by Kim Coghill)

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