Australian Yields Plumb Pandemic-Era Lows to US as RBA Diverges

Australian bonds are climbing at a time when US bonds are tanking as the smaller nation’s central bank signals a much softer approach to setting monetary policy.

(Bloomberg) — Australian bonds are climbing at a time when US bonds are tanking as the smaller nation’s central bank signals a much softer approach to setting monetary policy.

That’s put yields on 10-year Australian notes at 30 basis points below those on similar-dated Treasuries as of Thursday, within a basis point of the biggest discount seen since March 2020. Reserve Bank of Australia Governor Philip Lowe this week said the central bank is open to pausing its tightening cycle next month. That’s in stark contrast to Federal Reserve Chairman Jerome Powell who’s indicated a willingness to increase the pace of US rate hikes with a half-point increase this month.

“The current divergence of the two central banks’ stance is a big contributor” to the way the yield gap has widened, said Amy Xie Patrick, Pendal Group’s head of income strategies. “The Fed is hellbent on getting inflation down to 2% ASAP. Lowe talked about how he’s willing to let that take more time so he can protect employment.”

Swaps traders see about a 50% chance that the RBA will hold policy unchanged at next month’s meeting, with front-dated OIS contracts at the lowest relative to the cash rate since April of 2022, just before the Australian central bank started hiking in May. Similar contracts for the US have jumped this week to show about a 70% chance that the Fed will raise the cash rate by 50 basis points, rather than the 25-basis-point move it carried out at the start of February. 

Global bond markets are bracing for a steeper path for monetary tightening by central banks around the world, raising the danger of recessions as policymakers struggle to bring inflation under control. That’s made the RBA stand out with its dovish tilt, though Lowe insists he is being guided by the data. 

Australia’s recent readings on quarterly GDP, wages growth and unemployment all showed reason for concern the economy is slowing down substantially. The US data pulse has been more robust, with elevated inflation and a tighter labor market, spurring a hawkish tack from Fed officials. 

There’s a strong chance that both markets will ultimately do well as this year plays out, Patrick said. 

“I like bonds — I like the set-up for 2023,” she said. “I think inflation will continue to come down and bonds are likely to reward you for your patience.”

Australian yields may struggle to sustain their downward momentum relative to the US over the longer term, because it is hard to argue that the local economy will be substantially weaker than the US, she said.

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