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Australia, NZ dlrs dumped for yen, Swissy as risk shunned

Published 11/08/2017, 03:48 pm
Updated 11/08/2017, 03:50 pm
Australia, NZ dlrs dumped for yen, Swissy as risk shunned
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By Wayne Cole

SYDNEY, Aug 11 (Reuters) - The Australian and New Zealand dollars slipped for a third straight session on Friday as the escalating war of words over North Korea spooked investors toward safe harbours including the yen and Swiss franc.

With stocks and equities falling across Asia and volatility on the rise, funds pared back riskier positions in carry trades which typically favour the higher-yielding Antipodeans.

The Aussie AUD=D4 lost 0.4 percent on its U.S. counterpart to stand at $0.7845, bringing its loss for the week so far to 1 percent. It was down 2.6 percent on the week against the Swiss franc AUDCHF= and 2.5 percent on the yen AUDJPY= .

Japan is the world's biggest creditor nation and there is an assumption that investors there will repatriate funds at times of crisis.

"Risk aversion has picked up though many will argue that we have heard it all before," said Sean Callow, a senior currency strategist at Westpac.

"Positioning suggests AUD and NZD are vulnerable to a short term USD bounce," he added, noting speculators have been sitting on large long positions in the Antipodean currencies.

The sabre-rattling over North Korea overshadowed another upbeat outlook from Reserve Bank of Australia (RBA) Governor Philip Lowe, who told lawmakers the next move in interest rates was likely to be up albeit not for some time yet. also ruled out intervention to curb the currency, saying it would only be undertaken in "extreme" situations.

The New Zealand dollar NZD=D4 was down at $0.7276, and heading to a loss for the week of 1.9 percent. It was also down a hefty 4.7 percent on the yen NZDJPY= and 4 percent on the Swiss franc NZDCHF=R .

The currency took an added hit on Thursday when a top official at New Zealand's central bank said they were becoming more uncomfortable with the strength of the currency and the market should recognise that. shift to safety was a boon for Australian government bonds, however, which are among the few in the world with a triple A rating.

The Aussie three-year bond contract YTTc1 climbed 5 ticks to 98.080, while the 10-year contract YTCc1 jumped 8 ticks to 97.4250. Yields on the cash 10-year bond fell to their lowest in five weeks at 2.585 percent AU10YT=RR .

New Zealand government bond yields 0#NZTSY= were as much as 4 basis points lower at the long end of the curve. (Editing by Kim Coghill)

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