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Sterling fell again on Thursday, dropping to its lowest since June 2014 against the euro, amid persistent concern that Britain will vote to leave the European Union in a referendum in June. The latest opinion polls on the June 23 ballot show the two sides effectively tied. Bbookmakers' odds point to a roughly 33 percent chance that Britons will vote to leave - too high a chance to make sterling an attractive play for most traders.
A Reuters poll of bank strategists found on Thursday that if Britons do vote to leave, sterling would fall 7 percent. If a Brexit is averted, the pound would gain 4 percent, the poll found. The cost of hedging against big declines in sterling's exchange rate against the euro over the next three months soared to a seven-year high. The price for hedging sterling/dollar volatility jumped above 16 percent for the first time in six years. "It's the same old story. We don't see any demand for sterling from buyers, and the reason is Brexit," said Credit Agricole currency strategist Manuel Oliveri. Investors got a reminder last week of just how exposed Britain might be if foreign investors are deterred by the prospect of Brexit: Britain's current account deficit grew to 7 percent of GDP in the final quarter of last year.
Sterling fell by as much as half a percent on Thursday against Europe's single currency to a 22-month trough of 81.17 pence per euro before recovering to 80.83 pence, still down 0.2 percent on the day. Against the dollar, it fell 0.3 percent to $1.4086. Those losses helped drive the pound to its weakest since November 2013 against the Bank of England's trade-weighted basket of currencies, having fallen almost 12 percent since late last year.
"The market is positioned very bearishly against sterling, so if we get a catalyst for a squeeze we could have quite a sharp rally," said BNP Paribas strategist Sam Lynton-Brown. "That catalyst could come from either some good data or some dissipation on referendum uncertainty, but it seems that the latter isn't really coming into play." London's role as the world's main currency trading hub would be threatened by a British exit from the EU, with Frankfurt, Paris, New York and Dublin the main beneficiaries, a survey of 12,000 market professionals showed on Wednesday. Against a soaring yen, the fifth most important currency for sterling in trade-weighted terms, the pound tumbled 1.9 percent to a 2 1/2-year low of 151.92 yen.

Copyright Reuters, 2016

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