Expectations of RBA rate increase boosts Australian bond yields

Published 07/09/2023, 03:04 pm
© Reuters.

Investing.com - Bond traders have subtly shifted their expectations towards higher interest rates in Australia, mirroring similar movements in the US after the ISM non-manufacturing PMI data came in above expectations.

Futures for Australian bonds now suggest a 38% likelihood of the Reserve Bank elevating the cash rate to 4.35%, a slight increase from Wednesday's 35%. The most significant shift lies in the predicted timeline for this rate increase, with the odds evenly split between December of this year and May 2024. Essentially, traders have postponed the probability of a potential rate hike.

Conversely, expectations for rate cuts have been scaled back by traders. Current predictions estimate a roughly 50% chance of a rate reduction by the end of 2024, down from 70% on Wednesday.

In the US, futures for Fed funds indicate a 48% probability that the Federal Reserve might implement another rate hike in November, a minuscule increase from Wednesday's 47%.

Australian bond yields have also seen an increase, with 3-yearbond yields rising by 4 basis points to 3.85%, and the 10-year rate climbing three basis points to 4.17%.

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