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Australia, NZ dlrs near 9-mth peaks on carry trade demand

Published 01/04/2016, 01:19 pm
Updated 01/04/2016, 01:20 pm
Australia, NZ dlrs near 9-mth peaks on carry trade demand
AUD/USD
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NZD/USD
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AU2YT=RR
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NZ2YT=RR
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By Cecile Lefort and Charlotte Greenfield

SYDNEY/WELLINGTON, April 1 (Reuters) - The Australian and New Zealand dollars hovered close to nine-month peaks on Friday following solid manufacturing data from China with investors awaiting the latest reading on U.S. jobs.

The Australian dollar AUD=D4 held at $0.7661, not far from a summit of $0.7723 set on Thursday.

It gained a stunning 7.2 percent in March, the largest monthly increase since 2011, largely due to a dovish U.S. Federal Reserve. That, combined with ultra-loose policies in Japan and Europe underpinned demand for carry trades whereby investors borrow at low rates in U.S. dollars to buy higher yielding assets like the Aussie and Kiwi.

Australia's two-year bonds pay 2.0 percent AU2YT=RR , while New Zealand's counterparts NZ2YT=RR offer 1.9 percent. That compares with the negative yields of Germany, France, Sweden and more recently Japan.

Also underpinning the Aussie was surprisingly solid manufacturing data out of China, Australia's key export market. recent explosive rise in the Aussie certainly complicates the task of the Reserve Bank of Australia (RBA), which holds its policy meeting on April 5.

While it is widely expected to keep rates at a record low of 2 percent, some dealers see increasing risks of an easing in coming months.

"I think the only tool in the RBA arsenal is an interest rate cut, and this may ultimately lead the RBA to pull the trigger," said Stephen Innes, senior trader at OANDA Australia and Asia Pacific.

The RBA cut rates in May last year to a record low of 2 percent and has been reluctant to ease again as the economy shifts away from mining to sectors such as tourism, retail and education.

The next big focus is U.S. payrolls which are expected to show a healthy increase of 205,000. ECONUS Any further strength might revive expectations of higher U.S. interest rates and set a fire under the U.S. dollar.

The New Zealand dollar NZD=D4 paused at $0.6904, from a fresh nine-month high of $0.6968 scaled on Thursday. It rose nearly 5 percent in March, the biggest monthly gain since November.

That too will be unwelcome new for the Reserve Bank of New Zealand, which cut rates early in March in part to head off any further appreciation in the currency.

ANZ Bank tips resistance around $0.7010 and said it deserves to be watched closely "especially with the U.S. Federal Reserve now openly behaving like a shy dove."

New Zealand government bonds 0#NZTSY= gained, sending yields 5 basis points lower sending yields 5 to 6 basis points lower across the curve.

Australian government bond futures eased, with the three-year bond contract YTTc1 falling 4 ticks to 98.080. The 10-year contract YTCc1 also shed 4 ticks to 97.4750, while the 20-year contract YXXc1 lost 3.5 ticks to 96.8950. (Editing by Sam Holmes)

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