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Australia, NZ dollars slugged by stock setback, quarter-end flows

Published 28/03/2018, 12:11 pm
© Reuters.  Australia, NZ dollars slugged by stock setback, quarter-end flows
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By Wayne Cole

SYDNEY, March 28 (Reuters) - The Australian and New Zealand dollars nursed losses on Wednesday after a sudden reversal in Wall Street stocks soured risk appetite and pulled local long-term bond yields to their lows for the year so far.

The Aussie dollar AUD=D4 huddled at $0.7690, having shed 0.9 percent overnight. It had been as high as $0.7758 at one stage on Tuesday as Asian markets rallied, only for a late slide in U.S. tech shares to spook investors.

The swerve to safety knocked the Aussie down almost 1 percent on the Japanese yen AUDJPY= and near its lowest since late 2016.

The kiwi NZD=D4 was likewise back at $0.7262, after hitting as high as $0.7304.

Dealers also pointed a finger at quarter-end book squaring, which involved taking profits on short U.S. dollar positions.

"Over the medium-term, we envisage the U.S. dollar heading lower from here, but we believe that we saw some premature quarter-end flows on Tuesday as investors sought to get things done early ahead of the long Easter weekend," said analysts at Citi.

Indeed, historically April has been a soft patch for the U.S. currency, which has ended the month lower in each of the last five years.

The Aussie could do with the help given it is again testing major chart support around $0.7670/75, a break of which would take it to lows last seen in December.

Bonds benefited from the sell off in stocks, with yields on Australian 10-year paper AU10YT=RR falling to their lowest since December at 2.58 percent.

That was a long way from the 2.93 percent peak seen as recently as February and some way under the current U.S. 10-year yield of 2.79 percent.

The three-year Australian bond futures contract YTTc1 was up 4 ticks at 97.880, while the 10-year contract YTCc1 added 5 ticks to 97.3800.

New Zealand government bonds 0#NZTSY= also rallied with yields down as much as 5 basis points. The 10-year yield NZ10YT=RR hit its lowest since early January at 2.755 percent.

The only domestic data out on Wednesday showed New Zealand business sentiment deteriorated in March, even as firms' outlooks for their own activity improved. (Editing by Sam Holmes)

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