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VIEW: TD Securities Adjust Call In Hawkish Manner

RBA

Late on Monday TD Securities noted that “last week, we outlined why the RBA's May Statement read hawkish. Accordingly, we revised our RBA cash rate forecast for 2022 - we pencilled in a 40bp hike in June with follow-up 25bp hikes in July, August, November and December to take the year-end cash rate to 1.75%.”

  • “We discussed the possibility for the RBA to hike in potential 50bp clips in August and/or November, which could take the year-end cash rate to 2% or higher. Such actions were more likely at these meetings as they would follow CPI prints in July and Oct.
  • “We now pencil in a 50bp hike at the August meeting for the following reasons: We expect the Bank of Canada to hike 50bp in July & we expect the Fed to hike 50bp in July. The risk to the RBA's Q'22 implied trimmed mean forecast of 1.3% Q/Q (as per the May '22 Statement on Monetary Policy forecasts) is to the upside, given capacity constraints and global price pressures including supply-side disruptions. Indeed, the Bank's SoMP pointed to upside risks to inflation.”
  • “Our expectation for the RBA to hike 50bp in August, not 25bp as per our prior forecast, nudges our year-end 2022 cash rate forecast to 2.00% from 1.75%.
  • We also adjust our terminal cash rate forecast higher from 2.00% to 2.50%. This comes after lifting our U.S. terminal rate forecast from 2.75% to 3.25%. & lifting our Canadian terminal rate forecast from 2.50% to 3.00%. The RBA indicated it viewed the nominal neutral rate to be 2.50% (real neutral rate + midpoint of inflation target band which is at 2.5%), with the RBA Governor commenting that the Bank hoped to see the real neutral rate above 0%”
  • “Based on our current forecasts, we have the Bank getting to 2.50% by the end of H123 with 25bp hikes in Feb'23 and May'23.”
  • “The possibility for Australian banks to deliver outsized or out-of-cycle hikes to the variable rate on their home loan products means the RBA may not need to lift the cash rate to 2.50%. Also, the neutral rate could be below 2.50% if productivity growth is soft.”
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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