🥇 First rule of investing? Know when to save! Up to 55% off InvestingPro before BLACK FRIDAYCLAIM SALE

Euro zone bond yields rise as traders, banks ramp up ECB rate hike bets

Published 04/08/2022, 08:15 AM
Updated 04/08/2022, 11:17 AM
© Reuters. FILE PHOTO: 20 Euro banknotes are seen in a picture illustration, August 1, 2016. REUTERS/Regis Duvignau
GS
-
FR10YT=RR
-
SCGLY
-

By Yoruk Bahceli

(Reuters) -Euro zone bond yields rose on Friday as traders further ramped up bets on European Central Bank rate hikes this year.

Minutes from the ECB's latest policy meeting, which were more hawkish than expected, had already pushed yields higher after they were published on Thursday.

The minutes showed some policymakers wanted to go further than ending bond purchases at some point in the third quarter by setting a firm end-date.

Traders moved to price in over 65 basis points of ECB rate hikes by the end of the year, compared to around 60 bps before the minutes were released.

Expectations for rate hikes next year have also moved sharply higher. For example markets are betting rates will rise to around 1.15% in July 2023, up from around 0.95% at the start of the month.

Banks are also adjusting their calls.

Goldman Sachs (NYSE:GS), which had cut its call following the invasion of Ukraine, and Danske Bank now expect the ECB to deliver 25 basis-point hikes in both September and December.

Societe Generale (OTC:SCGLY) moved to the same forecast on Thursday.

"The economic backdrop since the last meeting has moved further towards a stagflationary scenario in the euro area, with weakening growth, higher uncertainty, lower confidence and higher inflation," Danske's analysts said in a client note.

"However, the increasing risk of unanchored inflation expectations and second round effects on wages will keep the pressure on ECB to proceed with its policy normalisation despite rising recession risks."

Goldman Sachs economists said that a hike might come already in July if the demand hit from the Ukraine invasion turned out smaller than expected and there were clear signs of second-round inflation effects.

Germany's two-year yield, which is sensitive to interest rate expectations, was up 6 bps by 1446 GMT at 0.036%.

The 10-year Bund yield, the benchmark for the euro area, was up 2.7 bps at 0.71%.

A key market gauge of long-term euro zone inflation expectations continued surging and hit the highest since early 2013 at 2.3532%.

French and Italian debt underperformed as investors remained focused on Sunday's first-round French presidential vote. Bond yields move inversely with prices.

Markets this week started to acknowledge the possibility of far-right candidate Marine Le Pen beating incumbent Emmanuel Macron as her surge in the polls brought that outcome within the margins of error.

© Reuters. FILE PHOTO: 20 Euro banknotes are seen in a picture illustration, August 1, 2016. REUTERS/Regis Duvignau

The French 10-year yield was up 5.3 bps after rising to the highest since mid-2015 at 1.296%.

Italian 10-year yields were up similarly after touching the highest since March 2020 at 2.421%. The closely-watched gap over German peers to 169.6 bps, the highest in a week.

Latest comments

Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all investors. Prices of cryptocurrencies are extremely volatile and may be affected by external factors such as financial, regulatory or political events. Trading on margin increases the financial risks.
Before deciding to trade in financial instrument or cryptocurrencies you should be fully informed of the risks and costs associated with trading the financial markets, carefully consider your investment objectives, level of experience, and risk appetite, and seek professional advice where needed.
Fusion Media would like to remind you that the data contained in this website is not necessarily real-time nor accurate. The data and prices on the website are not necessarily provided by any market or exchange, but may be provided by market makers, and so prices may not be accurate and may differ from the actual price at any given market, meaning prices are indicative and not appropriate for trading purposes. Fusion Media and any provider of the data contained in this website will not accept liability for any loss or damage as a result of your trading, or your reliance on the information contained within this website.
It is prohibited to use, store, reproduce, display, modify, transmit or distribute the data contained in this website without the explicit prior written permission of Fusion Media and/or the data provider. All intellectual property rights are reserved by the providers and/or the exchange providing the data contained in this website.
Fusion Media may be compensated by the advertisers that appear on the website, based on your interaction with the advertisements or advertisers.
© 2007-2024 - Fusion Media Limited. All Rights Reserved.