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How Will AUD/NZD Trade on a 25bp or 50bp Rate Cut From the RBNZ?

Published 10/03/2024, 03:55 PM
NZD/USD
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AUD/NZD
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AUDNZD is one I’m looking at for an RBA/RBNZ play.
We’ve seen the kiwi side weakening as lots of banks are calling a 50bp cut at the RBNZ meeting next week (9th October).
There’s pros and cons to those calls.

Pros

  • Their rate is still relatively high vs everyone else (5.25%).
    Inflation is back at target.
    They noted weakening economic factors.

Cons

  • The RBNZ have said they will take a “careful and measured” approach to cuts
  • They want to stay restrictive to keep inflation expectations where they are, and that’s their “single focus”.
  • They say there’s still things pointing to positive econ growth, so they feel cuts are more to “remove restraint than provide stimulus”.
Overall, the RBNZ haven’t come across more dovish to an extent that would lead them to 50bp cuts, and I’m thinking the market may be getting a bit too dovish.
But, this is central banking so no one is going to rule a 50bp cut out after the Fed.
AUD/NZD Chart
For the trade set up, these expectations for a 50 are being priced in so there’s a positive for the trade risk in that If a 50 is expected, a 50 won’t be a shock if they drop one. That favours my thinking for being short AUDNZD. On the RBA side, I still hold the view that they will be forced to cut sooner than they think and are telling everyone. We’ve already had one shift of pushing a hike further away, the next will be data pointing to them cutting. There may be a Bailey styled flip in the pipeline (probably not soon though).
 
My plan is to get in short AUDNZD and run it over the RNBZ. If the market is expecting 50 and they go a 25, that should get the trade off to a good start and then perhaps I can stay in it to catch an RBA turn.
Obviously lots can happen between events, and AUD is likely to remain strong while the China hopium trade continues.
 
I’d like AUDNZD a bit higher to start getting in. Ideally up near the last highs around 1.1150’s would look tempting, otherwise I might start nibbling small pieces around this 1.10-1.1050 area.
 
There’s obvious risks that they have seen a material change in the economy and inflation indicators since their last meeting, and they could well come out far more dovish. That’s a risk I’ll factor into my trading risk parameters and trade management. If I’m wrong, I’ll be wrong on my terms. Like all my trades, I’ll be focused on the risk before I focus on any profit.

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