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Australian 3-year bond yields hit record low, A$ at 1-week high

Published 12/03/2021, 03:38 pm
Updated 12/03/2021, 03:42 pm
© Reuters.
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By Swati Pandey

SYDNEY, March 12 (Reuters) - Yields on Australian three-year government bonds AU3YT=RR slipped to a record low on Friday as the country's central bank pushed back against market speculation of early interest rate hikes though the local dollar jumped to a one-week high.

Yields in the cash market had jumped to 0.188% late last month during a global bond sell-off. Three-year bond futures YTCc1 had then implied a yield of 0.385%, much higher than the Reserve Bank of Australia's (RBA) 0.1% anchor.

In response, the RBA this week doubled the fee it charges for lending out April 2023 and April 2024 Australian government bonds, both key to policy stimulus. sent the three-year bond yield to under 0.096%, the lowest on record.

"If you see this from the RBA's yield curve control policy this move has definitely worked in the sense that it's reinforced their target at 0.1%," said Robert Thompson, a rates strategist at RBC.

"But it hasn't necessarily stopped the market from speculating or anticipating rate hikes earlier than the RBA thinks they will happen."

Thompson pointed to the two-year/one-year swap rate at 61 basis points, which suggested more than two rate hikes by 2023.

On Friday, the three-year bond contract YTTc1 was down a shade, implying a yield of 0.228%. It had earlier jumped to 0.385%.

Dovish commentary this week by RBA Governor Philip Lowe also helped stem some of the bond sell-off after he dismissed rate-hike talks, analysts said. still did not stop the Aussie dollar AUD=D4 from hitting a one-week high on Friday.

The Aussie climbed to $0.7801, a level not seen since March 4. It was last at $0.7780 with key resistance seen around $0.7840, a breach of which could see it flying above 80 U.S. cents.

The New Zealand dollar NZD=D4 surpassed key resistance at $0.7200 to go as high as $0.7240, a level unseen since March 3. The kiwi has drifted away from the week's trough at $0.7103, which now marks a strong support.

For the week so far, the kiwi is up 0.7% while the Aussie has risen 1.3%.

Stronger-than-expected domestic data and soaring prices of Australia's top export iron ore have also boosted the Aussie.

Figures on consumer and business confidence have been robust this week, in a sign the economic momentum apparent in the second half of 2020 has sustained into the New Year. attention next week will be on a speech by RBA's Lowe on Monday, followed by the RBA minutes of its March 2 policy meeting on Tuesday.

Australia's labour force data is due on Thursday which is likely to show strong jobs growth and a fall in unemployment. (Editing by Subhranshu Sahu)

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