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UPDATE 1-Australia, NZ dlrs suffer the world's woes, bond yields hit record lows

Published 28/02/2020, 02:10 pm
UPDATE 1-Australia, NZ dlrs suffer the world's woes, bond yields hit record lows
AUD/USD
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NZD/USD
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AU10YT=RR
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(Adds poll of RBA rates, updates prices)

By Wayne Cole

SYDNEY, Feb 28 (Reuters) - The Australian and New Zealand dollars were heading for another week of losses on Friday as fears for the health of the global economy fuelled bets on aggressive rate cuts and drove local bond yields to all-time lows.

The only saving grace for the Aussie was that markets reckoned the United States would ease even more drastically than Australia might, so restraining the U.S. currency.

That still left the Aussie huddled at $0.6550 AUD=D3 , just a whisker above an 11-year trough of $0.6542 hit on Wednesday. It was down 1% for the week so far, having fallen in eight of the last nine weeks.

The Aussie also took a beating on the euro, which jumped to seven-month peaks at A$1.6763 EURAUD= after the head of the European Central Bank played down the prospect of an immediate easing in monetary policy there. kiwi dollar was off 1.2% for the week at $0.6267 NZD=D3 , a fresh four-month low.

Both currencies have been dumped as investors worried the spread of the coronavirus would do significant damage to the world economy, a major negative for countries that rely heavily on resource exports and tourism to support growth.

"Fragile industrial commodities and the China travel ban threaten each of Australia's top 5 exports - coal, iron ore, LNG, education, tourism - pointing to a collapse in the trade surplus starting in the January data," wrote analysts at Westpac.

"The RBA's growth optimism lends AUD some support with low risk of easing near term, but we still see two rate cuts this year."

It was just a couple of weeks ago that the Reserve Bank of Australia (RBA) was arguing the coronavirus would be a temporary jolt and the economy would still accelerate this year.

With those comments so recent, markets doubt the central bank would do a sudden u-turn and cut the 0.75% cash rate at its next policy meeting on March 3.

Almost all 35 respondents of a Reuters poll of analysts expect the RBA to hold steady next week, but 29 predicted it would cut by June at the latest. 0#YIB: imply only a 14% chance of a quarter-point easing in March, though that rises to 50% for April and 82% by May. Investors are also pricing in a 50-50 chance of a second easing to 0.25% by year end.

Yet that pricing is positively restrained compared to U.S. rates, where the market now implies a 96% chance the Federal Reserve will cut in March, compared to just 9% a week ago. FEDWATCH

It is also pricing in no less than three cuts for this year and the chance of at least one more in 2021.

Expectations of ever-cheaper money have sent bond prices soaring and taken yields on Australian 10-year bonds AU10YT=RR to an historic low at 0.838%.

Three-year bond futures YTTc1 added another 1.5 ticks on Friday to 99.455, having touched a record peak of 99.495 overnight. The 10-year contract stood at 99.1400 YTCc1 , after hitting a peak of 99.1850.

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