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Fresh Nine-year Best for New Zealand Dollar Buyers

Published 19/12/2024, 10:09
© Reuters.  Fresh Nine-year Best for New Zealand Dollar Buyers
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GBP/NZD has rallied as sentiment suffers a setback and New Zealand GDP data disappoints, but the move is looking overheated in the short term.

The New Zealand Dollar is one of the biggest casualties of a major global financial reset that follows the Federal Reserve's December policy update and news that the economy shrank 1.0% in the third quarter.

The policy update saw the Fed squeeze the joy out of pre-Christmas trade by promising fewer interest rate cuts in 2025 than was previously expected.

The prospect of U.S. borrowing costs staying at elevated levels pushed up the cost of U.S. bond yields, which in turn benchmark U.S. lending rates.

But, such is the importance of the Fed to the global system that this has also pushed global bond yields higher, implying higher lending costs globally.

Stock markets and commodity prices dropped on the developments, while the U.S. Dollar surged in value.

The New Zealand Dollar has a particularly strong correlation with investor sentiment, meaning it came under pressure alongside the equity market selloff.

The Pound to New Zealand Dollar (GBP/NZD) exchange rate now quotes at 2.2386, which means the best rate for New Zealand Dollar buyers is now at approximately 2.2330. This is the strongest rate of exchange in nine years (going back to December 2015).

A look at the daily chart shows the rally now takes GBP/NZD into overbought territory as the Relative Strength Index (RSI) in the lower panel of the chart is above 70.

The rule is that a reading above 70 is overbought and that a mean reversion below 70 must ensue. This would require either an outright decline in the Pound or a consolidation.

It does not signal a shift will happen immediately but is a strong warning signal that the move might be about to fade.

The New Zealand Dollar will nevertheless enter 2025 from a position of weakness, weighed by a struggling economy and the prospect of elevated U.S. bond yields and a strong U.S. Dollar.

The Kiwi Dollar is also damaged by official data showing the economy shrank 1.0% in the third quarter, which is well below a consensus estimate for -0.2%/

The Q2 print was revised substantially lower as well, from -0.2% q/q to -1.1%.

"This is a cumulative fall of 2.1% over the June and Sep quarters, the sharpest two-quarter drop in activity since 1991," says a note from TD Securities.

Analysts add that the economy is now not far off where the RBNZ expected it to be, so the outlook has not changed materially overall.

"Given Governor Orr's guidance at the Nov MPS press conference and the OCR track pointing to the next move as a 50bps cut, we change our RBNZ call now expecting a 50bps cut at the Feb'25 meeting, but retain 25bps cuts at subsequent meetings till the OCR hits 3% in July'25 (prior was Aug'25)," says TD Securities.

Further headwinds to the NZD in 2025 also include China's economy, which continues to disappoint, as recent stimulus announcements failed to convince, weighing on Chinese proxies such as AUD and NZD.

The Reserve Bank of New Zealand is meanwhile alert to these facts and will likely cut interest rates again in February.

The RBNZ is outcutting the Bank of England handsomely, creating a divergence in interest rates that is naturally supportive of GBP/NZD upside.

So, the fundamentals remain aligned in GBP's favour, but in the near term, the move is looking overbaked.

An original version of this article can be viewed at Pound Sterling Live

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