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The Australian and New Zealand dollars celebrated a remarkable comeback on their US counterpart on Friday, as dismal economic data stoked speculation of a U-turn on US interest rates. It got an added fillip when China's commerce ministry said Beijing and Washington would hold trade talks at the vice ministerial level on Jan. 7-8, once again stirring hopes of a thaw in the tariff war.
The Aussie was back at $0.7016, after a wild 24 hours saw it collapse almost three full cents to $0.6715 only to fetch up higher than when it started. The kiwi dollar had returned to $0.6694, having been as low as $0.6591 at one stage on Thursday when a "flash crash" had sent it and the Aussie careening lower.
Both still nursed losses on the yen which had surged on Thursday when a host of long-held short positions were squeezed out amid a mad dash to safe havens. The Aussie was last at 75.37 yen, up from a deep trough around 72.26 but still down 3 percent for the week.
The Australian two-year yield is now only 56 basis points short of its US counterpart, having been as much as 90 basis points lower just a couple of months ago. That narrowing came even as Australian yields plunged to their lowest since late 2017 at 1.80 percent, a huge swing from September's top of 2.16 percent. Yields on 10-year debt dropped 10 basis points to 2.18 percent, depths not visited since October 2016.
Ten-year bond futures held gains of almost 19 ticks for the week at 97.8200, which would be its best weekly performance since late 2017. Markets in New Zealand have likewise narrowed the odds on a rate cut there, with bank bill futures surging to contract highs. Yields on two-year debt have dived to 1.68 percent, putting them below the 1.75 percent cash rate.

Copyright Reuters, 2019

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