How market bets and economist views for future BoC rate cuts have shifted after today’s inflation data

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Bets swing towards larger 50 basis point cut on Oct. 23

Money markets are back to giving much higher odds to a large 50 basis points rate cut by the Bank of Canada at its next policy meeting following the weaker-than-expected headline inflation reading this morning.

Markets are now fully pricing in a total of 75 basis points worth of monetary easing by the end of this year. Canada’s annual inflation rate slowed more than expected to 1.6% in September, mainly on cheaper gasoline, but indicators of underlying price pressures held steady, Statistics Canada said on Tuesday. Analysts polled by Reuters had forecast the inflation rate would cool to 1.8% from 2.0% in August. Month-over-month, the consumer price index decreased 0.4%, compared with a forecast of 0.2% decline.

Here’s how implied probabilities of future interest rate moves stood in swaps markets, according to LSEG data, just prior to the 830 am ET inflation data release. The overnight rate now resides at 4.25%. While the bank moves in quarter point increments, credit market implied rates fluctuate more fluidly and are constantly changing. Columns to the right are percentage probabilities of future rate moves. The second table to the bottom is a breakdown of probabilities for the size of a cut on Oct.

 

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