Written by 3:46 AM Interest Rates • 7 Comments Views: 16

A 180 Degree Change in Rate Views

46% probability of a rate cut Sept. 7.

100% probability of a rate cut by year-end.

Changing-Rate-ForecastsThat’s what prices of closely-followed overnight index swaps (OIS) were implying at the close of business on Monday. OIS trade on market expectations for Bank of Canada rate moves.

That amounts to a 180 degree swing in market psychology. Just a few weeks ago traders were pricing in a rate hike by January.

“As we’ve seen, markets can swing and perception can swing quite aggressively, and we could well be back to a fall expectation [of a rate hike] in a month’s time,” said RBC economist Eric Lascelles to the Globe & Mail.

Lascelles counterpart at Scotiabank, Derek Holt, says: “Any talk of the Bank of Canada hiking this year is just foolish in my opinion.”

Peter Gibson, chief portfolio strategist at CIBC World Markets notes: “I think it’s clear that there are a lot of serious problems still in the world and it’s more likely that we’re setting the stage for a sustainably low level of interest rates for a very long time.”

And that is the takeaway here.

Despite the roller coaster of emotions as of late, this about-face in rate assumptions reminds us of the necessity to focus on long-term trends. Long-term, North America’s prognosis still seems compatible with low-growth and low-inflation. That’s an environment where fixed mortgage rates typically underperform.

 


 

US-Treasury-yieldsSidebar: U.S. bonds, which often lead Canadian bonds, shocked many and rallied hugely on Monday in a safe-haven play.

Yet, the fact that U.S. Treasuries are one of the “least bad” places to park your money doesn’t completely inspire long-term confidence, given America’s fiscal nightmare.

Global investors with billions in U.S. debt are talking a big game about how they’ll never sell Treasuries, yada yada… The fact is, a lot of them have to say that. Numerous foreign governments and major investors want to diversify their holdings outside of Treasuries and they know they cannot all whack bids (sell) at the same time.

For that reason, we may see strategic piecemeal selling of Treasuries once volatility fades and it’s safe to go back in the water. That could boost U.S yields at some point and when it does, hopefully Canadian bonds get enough bids from investors leaving Treasuries to keep our yields from rising in parallel.


Rob McLister, CMT

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Last modified: June 6, 2024

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