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Australia dlr hits 3mth high, NZ$ gains as rate view shifts

Published 31/10/2019, 10:27 am
© Reuters.  Australia dlr hits 3mth high, NZ$ gains as rate view shifts
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By Wayne Cole

SYDNEY, Oct 31 (Reuters) - The Australian and New Zealand dollars firmed on Thursday as investors scaled back wagers on local interest rate cuts after the U.S. Federal Reserve signalled a pause in its easing campaign.

The Aussie AUD=D3 reached a three-month top at $0.6905, having been as low as $0.6849 at one stage on Wednesday. In a bullish technical development, it also cleared major resistance at the September high of $0.6895.

The kiwi dollar NZD=D3 popped up to $0.6409, leaving behind Wednesday's low of $0.6335, though it still faced tough resistance at the October peak of $0.6436.

It got a helping hand when Westpac economists changed their call on New Zealand interest rates, now expecting no cut at the Reserve Bank of New Zealand's (RBNZ) policy meeting on Nov. 13.

The bank, like much of the market, had thought the RBNZ was odds-on to cut its cash rate by 25 basis points to 0.75%, but a run of better domestic economic data and an improvement in global market sentiment changed the balance of risks.

Also influential was the Fed's decision to move to a more neutral stance after it cut rates as expected on Wednesday. and Australian central banks are suggesting that they have cut rates far enough for now," wrote Dominick Stephens, Westpac's chief economist for New Zealand, in a note.

"However, we do expect the RBNZ will remain open to the possibility of future cuts, depending on how the data evolves," he added. Westpac now expects an easing in February.

The market now implies around a 57% chance of a November easing, down from more than 80% early this month.

Investors have also been lengthening the odds on a move from the Reserve Bank of Australia (RBA) in the near term.

Futures 0#YIB: imply almost no chance of a quarter-point cut in the 0.75% cash rate at the RBA's policy meeting on Nov. 5, and only a 26% probability of a move in December.

The RBA has repeatedly noted that the trend to lower rates by other major central banks had added to the pressure for cuts at home, so the Fed's pause may give it some breathing room.

Yields on three-year paper AU3YT=RR have already drifted up to 0.78%, having hit an historic low of 0.60% early in the month, while 10-year bonds AU10YT=R pay 1.12%.

On Thursday, the three-year bond futures contract YTTc1 was half a tick firmer at 99.225, while the 10-year contract YTCc1 rose 2 ticks to 98.8800.

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