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Australia, NZ dlrs at multi-month highs on Fed rate fever

Published 19/07/2019, 11:17 am
© Reuters.  Australia, NZ dlrs at multi-month highs on Fed rate fever
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By Wayne Cole

SYDNEY, July 19 (Reuters) - The Australian and New Zealand dollars hit multi-month highs on Friday as market speculation on aggressive U.S. rate cuts reached fever pitch following dovish comments from Federal Reserve policy makers.

The Aussie AUD=D3 was up at $0.7073, a level not seen since late April. It jumped 0.9% overnight to finally crack stiff resistance around $0.7050 after multiple failures.

The next target is the 200-day moving average at $0.7090.

The kiwi NZD=D3 reached its highest since early April at $0.6789, and was last trading at $0.6782 after rising 0.7% overnight. The next goals for bulls is $0.6837.

All the gains came after New York Fed President John Williams (NYSE:WMB) said "it pays to act quickly to lower rates at the first sign of economic distress," seeming to cement the prospect of a rate cut at the Fed's July 30-31 meeting.

A New York Fed representative later said the speech was academic in nature and "not about potential policy actions", which hosed down the market a little. futures 0#FF: were still implying a 44% chance the Fed would cut by a drastic 50 basis points this month, up from almost zero a couple of weeks ago.

That left Treasury yields down sharply for the week, while European yields fell further on reports the European Central Bank might make its inflation target more flexible. South Korea, South Africa and Indonesia all eased policy on Thursday and analysts at JPMorgan (NYSE:JPM) expect another 12 central banks to cut rates in the next couple of months.

"Despite upside surprises in incoming data, the Fed is on track to cut 25 basis points at the end of this month and then again in September," they said in a note. "The ECB and the BoJ are on deck for September."

They see the Reserve Bank of New Zealand easing in August, though the Reserve Bank of Australia (RBA) is likely on hold for a while having already cut in June and July.

The futures market 0#YIB: implies around an 84% chance the RBA will trim rates to 0.75% in November, by which time the Fed may have gone twice itself.

That outlook has helped put a floor under the Aussie and kiwi and, ironically, adds to pressure on the RBA and RBNZ to ease merely to stop their currencies from rising further.

Bond markets clearly anticipate more moves, with yields on Australian three-year paper AU3YT=RR down 7 basis points for the week so far at 0.933%.

The 10-year bond futures contract YTCc1 was up at 98.6600, having climbed 10 ticks for the week.

Yields on New Zealand two-year notes NZ2YT=RR were just a whisker above all-time lows at 1.15%. (Editing by Shri Navaratnam)

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