New Zealand Bond Markets Could Face an October RBNZ Surprise

  • Traders price in 25 basis point rise each in next two meetings
  • They ascribe 4% probability to 50 basis-point hike in October
Photographer: Mark Coote/Bloomberg
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New Zealand interest rate markets are expecting the nation’s central bank meeting to do next month what it didn’t in August -- hike rates by 25 basis points. In fact, an even larger increase could be on the cards.

A hawkish sounding Reserve Bank of New Zealand as well as Prime Minister Ardern’s decision to lift a national lockdown outside largest city Auckland have already buoyed the nation’s yields. The 10-year tenor rose above 2% last week to touch its highest level since April 2019. To top that off, data due this week should show a booming economy ahead of the lockdown, with second-quarter gross domestic product data slated to rise 16.1% year-over-year.