RBNZ Rate Hike Bets Overdone as NZD Holds Above 12-Month Average

BNY analysts argue market expectations for two more RBNZ hikes by year-end are excessive amid stable inflation and foreign bond demand. Foreign investors now hold 58.9% of New Zealand government bonds, up from 57.7% in June, with nonresident holdings rising to NZ$122.47bn

BNY analysts argue market expectations for two more RBNZ hikes by year-end are excessive amid stable inflation and foreign bond demand.

Foreign investors now hold 58.9% of New Zealand government bonds, up from 57.7% in June, with nonresident holdings rising to NZ$122.47bn from NZ$115.53bn. Nonresident repo holdings declined slightly to NZ$11.02bn from NZ$11.09bn.

NZD/USD trades above its 12-month average, but BNY’s Geoff Yu questions the market’s pricing of two additional RBNZ rate hikes by year-end. While domestic activity remains strong, well-anchored inflation expectations and stable nontradables inflation reduce the urgency for further tightening.

Yu notes that if the RBNZ overlooks headline price risks, the case for additional hikes weakens significantly.

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