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Australian dlr undercut as low inflation lifts bonds

Published 31/01/2018, 02:04 pm
Australian dlr undercut as low inflation lifts bonds
AUD/USD
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NZD/USD
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By Wayne Cole and Charlotte Greenfield

SYDNEY/WELLINGTON, Jan 31 (Reuters) - The Australian dollar stumbled on Wednesday as a tame reading on domestic inflation led investors to push out the likely timing of a hike in interest rates, with a move not fully priced in until early next year.

The Aussie AUD=D4 slipped 0.28 percent to $0.8062 after data showed consumer prices rose 1.9 percent in the year to December, just missing forecasts of 2.0 percent. inflation was also stubbornly stuck at 1.9 percent, marking a record run of two years below the Reserve Bank of Australia's (RBA) target band of 2 to 3 percent.

Investors reacted by widening the odds on a rate hike this year. Interest rate futures 0#YIB: now imply around a 50-50 chance of a rise by September, compared to August before the data.

A move to 1.75 percent is not fully priced in until February 2019, out from November this year.

"The RBA won't be worried at all about an inflation break-out given wages remain slow and spare capacity remains in the labour market," said Ivan Colhoun, chief markets economist at NAB.

"That suggests the RBA has room to allow the economy to run for a while longer to lower unemployment further. Makes it hard to tighten in the first half of the year."

All of which was a relief to Australian government bonds where yields fell as much as 7 basis points AU2YT=TWEB at the short end of the curve to 1.89 percent.

That in turn took local yields to 22 basis points under those on two-year U.S. Treasuries, a negative spread not seen since 2000.

Australian government three-year bond futures YTTc1 climbed 6.5 ticks to 97.790, while the 10-year contract YTCc1 added 4.5 ticks to 97.1800.

The New Zealand dollar NZD=D4 jumped on the struggling Aussie dollar, which lost 0.6 percent to NZ$1.0960.

That prompted a surge in buying of the kiwi, which rose almost 0.5 percent to $0.7366 NZD=D4 against the greenback.

With the absence of local data, analysts said offshore factors, including the U.S. state of the union address, dominated.

"Today's focus will be offshore...if President Trump's State of Union speech continues to suggest a more pragmatic view on trade this should provide some support for NZD/USD," said Con Williams, economist at ANZ Bank.

New Zealand government bonds 0#NZTSY= gained, sending yields 2 basis points lower at the long end of the curve. (Editing by Shri Navaratnam)

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