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FX: Big Hikes Ahead For NZ And CA, U.S. CPI Outlook

Published 12/07/2022, 22:43
Updated 09/07/2023, 11:31
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The global tightening cycle continues in the next 24 hours with two central banks prepared to raise interest rates. In the Asia session, the Reserve Bank of New Zealand is widely expected to deliver its third consecutive 50bp rate hike. Another half-point adjustment would bring interest rates to 2.5%. The RBNZ was one of the first central banks to raise interest rates post-pandemic and after what will be the sixth consecutive increase, it may be time to hit the brakes.  
 
Inflation in New Zealand is at a 30-year high, but the RBNZ clamped down hard on price pressures with interest rates up 175bp since October. As a consequence, growth is slowing, the housing market is cooling and business confidence is weakening. There’s still an argument to be made about further policy normalization, but with the economy contracting in the first quarter, financial conditions across the globe tightening, China’s COVID war and worries about global recession, the case could be made for fewer rate hikes in the second half of the year. Inflation is also nearing its peak. Not only is the price of oil down 22% from its June peak, but rising interest rates are having a notable effect on house prices. Corporate inventories are also rising, while wage growth stands to ease as the job market cools. 
 
If we are right and the RBNZ expresses concerns about global headwinds and suggests that rate hikes after July will be smaller, the New Zealand dollar will fall to fresh two-year lows against the U.S. dollar, with a slated aim at 60 cents. However, if the RBNZ focuses on the need to bring down inflation and nothing else, NZD/USD, which has sold off six out of the last seven trading days, will rally on short covering. The currency’s most significant gains will be seen against euro, Swiss Franc and Australian dollar
 
The Bank of Canada is also expected to raise interest rates – in its case by as much as 75bp to 2.25% – on Wednesday. To be clear, economists are looking for 50bp hike, but the market has completely discounted a 75bp increase, which would be the largest single meeting rise since 1994. Although last week’s labor market report showed an unexpected decline in job growth, Canada’s economy, its housing and labor markets are strong. Canada does not face the same headwinds as Europe or Asia, and it receives a boost from the strong U.S. dollar. With inflation running at its fastest pace in nearly four decades, the BoC will take a big step at bringing rates back into its neutral range of 2% to 3% on Wednesday. The primary question is how much further it will go beyond the July hike.
 
The talk of recession in a rising rate environment is a concern for many central banks, and while many Canadians believe the country is already in recession, Canada’s economy is still running on all cylinders. The booming labor market will prevent a severe slowdown. There’s no question that the Bank of Canada’s commitment to more rate hikes will be stronger than the Reserve Bank of New Zealand. The stronger U.S. dollar is driving inflation even higher. In the long run, Canada’s economy could experience a deeper slowdown but in the short term, existing inflationary pressures could leave the BoC stubbornly hawkish. An unambiguously hawkish outlook will renew the rally in the Canadian dollar and cement the loonie’s dominance against other major currencies, leading to further losses for pairs like AUD/CAD and EUR/CAD and gains for CAD/JPY and CAD/CHF.
 
U.S. consumer prices are also scheduled for release tomorrow. Prices are expected to hit fresh record highs, but many market participants believe inflation peaked. Rising interest rates are having a notable effect on house prices and the price of oil is down 22% from its June high. Corporate inventories are rising and hiring is slowing. For all of these reasons, the U.S. dollar could shrug off a hot CPI report. Profit-taking has finally hit the greenback, which traded lower against most of the major currencies. 
 
The euro tested and held parity 1.000 against the U.S. dollar. German investor confidence dropped to an 11-year low in the month of July. Worries about inflation have intensified on the back of the energy crisis. The European Central Bank is expected to raise interest rates this month and the latest developments harden the case for 25bp hike.

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