The next market rally depends on this

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OPINION: If the Fed does not need to take its cash rate into restrictive territory care of more benign inflation pressures, risk assets could rally.

In an age of record household debt, the Reserve Bank of Australia’s monetary policy transmission mechanism is a beast to behold. When the RBA dumped its 0.1 per cent interest rate target for the 2024 government bond in November, it sent private sector rates soaring – repayments on NAB’s new three-year fixed-rate mortgages leapt from 1.98 per cent to 4.50 per cent.

Sydney house prices are falling quickly, having lost 1.74 per cent since their peak a few months ago, according to CoreLogic. Melbourne prices are following, off 0.74 per cent from their highs. After booming last year, Brisbane dwelling values are similarly flat-lining. For the time being, markets are still pricing in the prospect of the RBA boosting its cash rate to 2.5 per cent by the end of 2022, and to 3.25 per cent within 12 months. There are, however, factors that could attenuate the RBA’s hiking profile.The first is that both non-bank and bank funding costs have increased materially, and lenders may pass on these charges to customers via higher borrowing rates. This could do some of the heavy-lifting for the RBA.

A similar debate is playing out in US markets, where equities and fixed-rate bonds are rallying in correlated unison, despite the post-GFC dynamic whereby duration tended to be negatively correlated to stocks.P 500 index has bounced 6.7 per cent. Concurrently, the US 10-year government bond yield has slumped from a recent peak of 3.20 per cent to just 2.76 per cent, which means bond prices have risen.

 

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