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BOE FOCUS-Widening gulf between market, analysts on hike

Published 02/03/2011, 10:16 AM
Updated 02/03/2011, 10:20 AM

* Market, analysts differ on timing by roughly six months

* Gap in expectations normally no more than three months

* Growing risks even if central expectations unchanged

* Credibility issue complicates forecasts

By Fiona Shaikh

LONDON, Feb 3 (Reuters) - A widening gulf between analysts and the market on the timing of a Bank of England rate hike suggests the risk of an extreme outcome -- a hike this month or next -- is rising, even if the market is overshooting somewhat.

The median forecast of economists polled by Reuters, published on Tuesday, was for rates to stay at a record-low 0.5 percent until the final quarter of 2011, when analysts see a hike to 0.75 percent. Only 21 of 67 respondents thought the BoE would raise rates before the fourth quarter. [ID:nLDE7100Q5]

By contrast, Sterling Overnight Interbank Average Rates were on Wednesday night pricing in a 20 percent chance of a hike at next week's meeting of the Monetary Policy Committee, and were fully discounting a 25 basis point rise in May, with rates seen around 1.20 percent by the end of the year.

This gap of roughly half a year between analysts and the market over the BoE's first hike is huge and unusual -- in the past, the difference has rarely been more than one quarter.

The next reading of the SONIA market, on Thursday night, may show even stronger expectations for a rate hike, as it will come after a purchasing managers' survey of Britain's services sector from Markit/CIPS.

The survey, released on Thursday morning, showed the headline services activity index grew at its fastest pace for eight months in January; this was not a surprise, but the survey also showed a record jump by input cost inflation in the services sector. [ID:nLDE7120WD]

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For a graphic on interest rate expectations, click

http://r.reuters.com/feb87r

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OVERSHOOTING

Overshooting by the market probably explains some of the gap in expectations; after many months in which investors saw little need to hedge against a rise in interest rates, they are now piling into the market to do so, distorting prices.

Part of the gap, however, is probably due to the natural reluctance of analysts to recalculate forecasts that they have only recently made, and to the time taken to do so. The pattern of economic data releases over the past few weeks may have encouraged this slowness.

This week's Reuters poll of analysts showed no change in the median forecast from the last poll two weeks previously; news on Jan. 25 that gross domestic product unexpectedly shrank 0.5 percent in the last quarter of 2010 may have reassured analysts who would otherwise have shifted to predicting an earlier hike.

But the purchasing managers' survey for the services sector -- and similarly strong January surveys of the manufacturing and construction sectors released on Tuesday and Wednesday -- now suggest weakness in the last quarter may simply have set the economy up for a stronger rebound this quarter.

There is also the possibility that analysts are trapped by their central predictions. Polls capture what economists see as the most likely interest rate at a given point in time, but do not capture growing risks that they may see to their forecasts.

Recent comments by many analysts have recognised these risks by acknowledging an unusually wide range of possible scenarios.

"February is in play, but on balance I think the MPC will probably hold off because the GDP number gives them the excuse to," said Ross Walker, economist at RBS.

"Even if they don't go in February, I am not sure we're going to have until May. The Inflation Report could tee us up for a March or April hike and the logic for that would be that they may just want to wait another month to see whether we can sustain these sort of levels."

CREDIBILITY

One factor increasing the uncertainty is that when the nine-member MPC announces its decision next Thursday at 1200 GMT, it may have put much more emphasis than normal on the issue of "credibility" -- a political and social concept rather than a purely economic one.

The MPC will have updated inflation and growth forecasts next week, and these are likely to show consumer price inflation accelerating to around 5 percent in coming months, more than double the central bank's 2 percent target.

Much of that will be due to last month's rise in the Value Added Tax and the spike in oil prices above $100 a barrel. BoE Governor Mervyn King has insisted the central bank will not react to short-term fluctuations in inflation and GDP as it is more concerned about long-term stability.

Some other members of the MPC, however, seem increasingly concerned about the BoE's reputation as an inflation-fighter. If its credibility is seriously damaged as a result of inaction on interest rates, the result could be a panicky leap in longer-term bond yields that would damage the economy more than an official interest rate hike.

MPC member Andrew Sentance, who has been voting for higher rates since last June, was joined last month by Martin Weale. Deputy Governor Charles Bean hinted on Wednesday that he might be on the brink of joining the hawks. [ID:nLDE7110IV]

For others on the MPC, January's decision to hold rates steady was "finely balanced", according to minutes of the meeting. The minutes showed most members felt the balance of risks to the medium-term inflation outlook -- the basis for monthly policy decisions -- had moved upwards. [ID:nLDE70P0SV]

"Those minutes were set up for a committee that was actively thinking of moving in February, or if not, in May," said Moyeen Islam, strategist at Barclays Capital.

"Would they go in February? It seems unlikely, but the BoE has been known to suprise the market in the past." In January 2007, the BoE raised rates at least a month earlier than most analysts had expected. (Editing by Andrew Torchia)

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