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FOREX-Sterling firm near 3-week high on growing Bremain hopes

Published 21/06/2016, 10:40 am
© Reuters.  FOREX-Sterling firm near 3-week high on growing Bremain hopes
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* Sterling back near top of range but trade thin

* Pound implied volatilities fall

* Markets look to Yellen's testimony

* Yen supported as BOJ easing expectations wane

By Hideyuki Sano

TOKYO, June 21 (Reuters) - The British pound held near three-week highs against the dollar and euro on Tuesday, a day after it had made its biggest daily gains since late 2008 as opinion polls swung in favour of the campaign for Britain to stay in the European Union.

Two opinion polls on Monday showed that the "Remain" camp has recovered some ground in Britain's European Union referendum debate. implied probability of a "Remain" vote in Thursday's referendum rose to around 78 percent after falling as low as 60 percent last Thursday, according to odds from gambling website Betfair. For the latest Reuters news on the referendum including full multimedia coverage, click British pound GBP=D4 hit a three-week high of $1.4721 on Monday and last stood at $1.4681. It rose 2.1 percent on Monday, its biggest daily gain since late 2008.

"The market is reacting to every twist in opinion polls but trading is becoming choppy because people are avoiding taking big positions ahead of the poll. Our options desk was fairly quiet yesterday," said Kyosuke Suzuki, director of forex at Societe Generale (PA:SOGN).

"Polls seem to suggest support for 'Remain' is rising, but the truth is we won't now until we see the results," he said.

This is the third time the currency pair has tested the $1.47-48 band since May and a clear break of those levels could spark a wave of short-covering in the pound.

But traders also said any break may have to wait until the markets see the results of Thursday's referendum.

The implied volatility on pound options also fell notably as investors see a diminishing chance of the "Leave" camp winning. The three-month volatility fell to 13.3 percent GBP3MO= , compared with a high of 18.5 percent last week.

The euro also slipped to a three-week low of 76.925 pence EURGBP=D4 and last stood at 77.125 pence.

Against the dollar, the euro EUR= rose to as high as $1.1383 on Monday but it has slipped back to $1.1316.

The dollar index =USD .DXY stood at 93.550, near a one-month low of 93.425 hit earlier this month, as the market awaited U.S. Federal Reserve Chair Janet Yellen's testimony before the Senate Banking Committee at 10 a.m. local time (1400 GMT).

Expectations of dovish comments from Yellen weighed on the dollar particularly against the yen, which held at 103.95 to the dollar JPY= , near its 22-month high of 103.555 set last Thursday.

"At the root of the yen's strength lie diminishing yield gaps between Japan and the U.S. Since expectations of further easing in Japan have waned, Japanese exporters' bids tend to support the yen," said Koichi Yoshikawa, executive director of finance at Standard Chartered (LON:STAN) Bank.

Elsewhere, the safe-haven Swiss franc eased against the euro to 1.0889 per euro EURCHF= from last week's six-month high of 1.07765. (Editing by Sam Holmes)

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