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Australian, NZ dollars break higher after bear squeeze

Published 12/12/2019, 01:02 pm
Updated 12/12/2019, 01:07 pm
© Reuters.  Australian, NZ dollars break higher after bear squeeze
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By Wayne Cole

SYDNEY, Dec 12 (Reuters) - The Australian and New Zealand dollars held hefty gains on Thursday as markets took a steady outlook from the Federal Reserve as a dovish signal, lowering U.S. yields and triggering a vicious squeeze in U.S. dollar long positions.

The Aussie was up at $0.6877 AUD=D3 , having jumped 1% overnight to a one-month peak of $0.6889. That was the sharpest one-day gain since January and snapped stiff chart resistance around $0.6862.

Speculators had amassed large short positions against the Aussie in recent weeks as domestic data remained soft, and many were stopped out by the speed and scale of the rally.

"It is possible AUD/USD lifts to the 200-day moving average of $.6912," said Richard Grace, chief currency strategist at CBA. "But at this stage, with a weak domestic economy, we believe it will find levels above $0.6900 challenging to sustain."

The squeeze spread to yen positions, where the Aussie shot 0.8% higher overnight to hit 74.61 yen AUDJPY= .

Likewise, the kiwi had reached $0.6584 NZD=D3 , after rising 0.6% overnight to a fresh four-month top of $0.6603. The break of resistance at $0.6576 was a bullish turn that also forced speculative short covering.

Both currencies had already been on the rise before Fed Chair Jerome Powell jolted markets by emphasising it would take a significant and persistent acceleration in inflation for the central bank to even consider raising rates. Fed board had earlier indicated rates would likely stay steady for all of 2020 and trimmed projected hikes in 2021 and 2022. Long-term Treasury yields fell in response and markets are still wagering on one more cut for next year FEDWATCH .

Australian yields lagged, narrowing the gap between 10-year yields AU10YT=RR to 64 basis points from 71 basis points a day ago. The three-year bond futures YTTc1 were off 0.5 ticks on Wednesday at 99.275.

The next major hurdle for markets will the UK election where exit polls should appear around 2200 GMT, which is early Friday morning in Australia.

Sterling has been rising steadily on expectations the Conservative government would win re-election with a majority and lessen the uncertainty over Brexit.

As a result, a hung parliament or a win by the hard left Labour Party would likely see the pound fall sharply.

Sterling hit its highest since mid-2016 at A$1.9385 GBPAUD= early this week, so it has a lot of room to fall if the result surprises. (Editing by Shri Navaratnam)

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