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Wholesale swap rates get new energy to push on sharply higher, even on top of the recent sharp increases. This fire is now well ablaze

Bonds / analysis
Wholesale swap rates get new energy to push on sharply higher, even on top of the recent sharp increases. This fire is now well ablaze
adding fuel to the fire

New Zealand swap rates surged higher again on Wednesday. The drive up is not relenting.

This will have strong implications for fixed home loan interest rates - even though they have just moved higher already over the past week.

But Wednesday's wholesale jumps clearly mean more rises are on their way.

To put the rises in perspective, wholesale swap rates already had the increase priced in at the Reserve Bank Official Cash Rate increase on October 6. After that until the surprising high New Zealand Consumers Price Index number, the one year swap rose +13 basis points on the indication the RBNZ was committed to more hikes. The two year swap rose +25 bps, and the three years by a similar amount over those 12 days.

Then the surprise CPI result generated a sharp jump, which until today (another 9 days) caused the 1 year swap to rise a further +25 bps, the two year by +10 bps and the three year by +15 bps.

Now, today alone, the one year swap is up yet another +10 bps, the two year by +12 bps and the three year by yet another +14 bps.

Local market demand is being fueled by self-fulfilling forces as borrowers rush to fix at current levels. But now, the Aussie third quarter CPI data came in higher than expected, especially the core CPI. Further, giant grocery retailer Woolworths flagged unrelenting cost pressure coming through their system which will be passed on.

Let's face it, if the supermarket buyers can't avoid cost increases, no-one will have the power to resist. And this is just adding fuel to the fire of CPI and interest rate rise expectations.

The bottom line: brace yourself for more chunky fixed rate home loan rate increases, and soon.

(And term deposits rates will also follow up, perhaps with a lag.)

Daily swap rates

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Source: NZFMA
Source: NZFMA
Source: NZFMA
Source: NZFMA
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Source: NZFMA
Source: NZFMA

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78 Comments

bring it on! look at the swap rates curves, very nicely upwards and steepening. Well overdue and this is just the beginning.

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15

The 10 year rate is 2.7%

The 2 year rate is 2.17%

Can we really call that steep on moderate outright yield quotes?

The CPI is 4.9%, putting real rates in negative territory- hardly a harbinger of exceptional monetary based inflation.

The US IR 2yr vs 10yr swap spread is currently 102 bps.

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7

Wait till the next CPI read, expect more than 5% annualised........ companies are definitely committed to cost recovery for goods now, at lest those who are even able to get goods to market at the moment.

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0

We are still a long way from a normal OCR of at least 2. But yes, its time to start moving back to reality, money doesnt grow on trees, and it costs to borrow it.

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0

Nature is healing itself.

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7

Who kicked the wasp’s nest!

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3

Hi David, you say aussie cpi came in higher than expected here, but in the daily update you say it dipped more than anticipated. Are these different measures or are you comparing different expectations? Thanks

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2

Ah, yes. Good point.

The headline CPI dipped true, but the RBA trimmed mean rate was higher. It is this technical inflation rate that the market is focused on and it was higher than anticipated.

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4

So did everyone who paid multiple of millions on buying their new houses think that they will be paying sub 2% interest for next 30 years? Who's deluded? 

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22

I think you will find that a number of commentators on this website- STILL believe they will be paying sub 2% interest for the next 30 years.

Everytime you mention interest rates will rise and are rising - they deny all possibility of that occurring.

 

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23

True. I have a very simple question to all those who think like that. How do they think money is made? What is productivity?

Selling same house again and again at a higher price every year is not productivity and it's not how money is generated. 

Hard work makes money and there cannot be short cuts in hard work. If you short cut that, you pay for it tomorrow one way or the other. 

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10

Interest commenters I find are a bit more rational about it. Stuff comments, however, are not. They seem to think they are the victim that RBNZ (or the banks) have targeted. One chap, who was unable to find work, was outraged that this could bankrupt him. He seemed to think 30% plus gains were normal now, as we're ultra low rates, and that's how he would make a living. And these rising rates were taking away his chance to make a living. The entitlement is astounding.

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24

I'm not sure if I am one of the commentators you are referring to. I certainly don't expect that interest rates will be sub 2% for the next 30 years, however!

However, I am much more bearish on interest rates than most here, that's for sure. The reason is not cognitive dissonance, or vested interest in maintaining low interest rates (I could easily handle a mortgage rate of 4%+). And I would actually like to see this stupid and destructive housing bubble crashed. 

Rather, it's a view informed by recent RBNZ and government behaviour, which suggests they will do everything they can to avoid bursting said house bubble.

So I put this to you and others who think the OCR will be raised aggressively in the coming year - why do you think this will be done, when it would crash the housing market and the economy, and flies in the face of the RBNZ's recent practice? And remembering that their mandate includes financial stability and employment.

I just can't see it happening, for those reasons.

But keen to hear responses to my opinion, and why I might be wrong.  

 

 

 

 

 

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2

I thought the same, until recently. But I didn’t see this level of global inflation coming. Energy prices, in particular, could force the RB’s hand. Otherwise they would just maintain low rates forever.

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1

Thanks Brisket. So where do you see the OCR this time next year?

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0

No matter what RBNZ does (nothing, increase, decrease) pain will ensue. The size of the matter is not something we can control.

What I'm curious about, is when the howls of inequity and such increase, how will they spin it?!

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0

Yeah. Was talking to a young agent yesterday who had no idea what the interest rate average was over the long term in NZ, or the levels that central banking has gone to to defy financial gravity. No idea or financial literacy whatsoever.

Bring

It

On.

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26

It's the same with every generation.

There's cocky, invincible types in every generation. Then they learn the hard way, through experience. 

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1

Most seem to be in the 50-60 year age bracket in NZ with respect to property because they’ve  never experienced market pain. Pain teaches humility. The younger ones are more gullible than cocky or arrogant like those who have never been burnt. 

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1

I guess the young ones in their 20s are the kids of those boomers!

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0

Lol... *grabs popcorn*.

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6

All locked in back at the end of summer for 5 years.

It's not your job to predict the weather, it's your job to build the ark. 

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5

On a positive side, higher inflation forces mortgage holders to pay down their loan faster and hence generating a higher gross return for the property investment at the end of the loan tenure.

It's still a win for everyone with a healthy cash flow.

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3

Actually, higher inflation forces mortgage holders, and anyone else, to spend more of their Disposable Income on necessities. It doesn't matter if they have a healthy cashflow or not.

The hope is that Wage Rises eventuate to 'pay down the debt' faster.

They had better. Because if they don't, we are in more trouble than we want to contemplate.

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14

“The hope is that Wage Rises eventuate to 'pay down the debt' faster.”

Umm, wages go up….

The cost of “stuff” goes up to finance the increase in wages.

But we still have to pay down debt even though our wages are being sucked up by higher costing “stuff”.

Ok, new plan…. I’m gunna stop buying “stuff” and just pay my debt down….

How does that play out…

Maybe rely on renters to buy "stuff"?

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1

Precisely. Any Wage Rises that MAY come are likely to get sucked up by the Cost of Living - in its most basic of senses.

Snapper, today, cost me $49-50 per kilo. Perhaps 18 months ago, I paid $32. So. Do fish-eater buy less fish, and use any wage rise to 'pay off the mortgage', or do they pay $49-50 a kilo? My suggestion is that they will probably drop to Terakihi and still pay no more than the minimum off the mortgage.

Higher mortgage rates are unlikely to encourage people to pay off debt any faster than they do today. In fact what may happen is.....they extend the term of their debt to allow them to 'pay less' each week to meet the rising costs they have to pay.

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4

If they'd eaten enough snapper they'd have bought Terakihi in the first place as it's a superior product.  :)

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3

'Tarakihi'

And pronounced TARA KEEHEE 

not TERA KEE

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1

"Do fish-eater buy less fish, and use any wage rise to 'pay off the mortgage', or do they pay $49-50 a kilo? "

 

No they buy themselves a fish harvester and get it for free

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2

Fish harvester is not free lol

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2

Disagree. Not much anything in the world more delicious than fresh snaps fried in butter. 

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2

I’m not convinced there will be a win for property investors from higher interest rates. They might feel infallible from years of decreasing rates and corresponding rising prices, but that feeling is not reality 

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7

Perhaps the market is still functioning beneath the collective psychosis of the crowd?  Expect auction sales rates to grind to a halt as the herd gets wind.  Smart vendors will meet the market at the start of the retreat.  I think we're about to see just how quickly greed transitions to fear.  

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14

I’m not sure they are smart enough to have fear. Property is a sure bet and all. 

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5

Agreed. If rates went to 10% overnight there would still be buyers. The desperation is palpable. 

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2

There will always be buyers, but it’s the market price that I’m interested in.  There’s no way that stays at current levels as rates skyrocket.  And I’m not talking about a reduction in the rate of price growth, which seems to be the limit in the minds of most economists, still licking the wounds of forecast embarrassment. 

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2

I would agree, except I don’t expect sanity any more. Kiwi investors will spray money from every orifice in the direction of real estate, even if real returns are deeply negative and interest rates at 30%. It’s religious now. They won’t stop short of bankruptcy. In fact, I expect an acceleration in inflows and prices that will retrospectively justify current stupid valuations. It’s like Tesla. 

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1

Most property investors are investors in property cos their neighbours, or mates or family are. There are some professionals, obviously, with a focus on long term value add, that positively gear their properties. But they are few and far between.

The reason that people invest in property in NZ is primarily that we are more or less un-educated and property is seen as 'the' investment by default as no one understands or can be bothered understanding anything else.

This creates an artificial market that is driving up prices and hurting society purely as a result of our combined ignorance.

I do have a small mortgage, maybe 300k, and locked it in for five years last week at 3.8% for five years. Happy with the decision. 

Looks like it will get a big ugly from here on in, with five-year rates already at 5.34%. Wouldn't be surprised to see them in the 7-10% range in the next few years. After all, that is what the banks based their stress tests on. Why would they do it if they think it would never happen ?

 

 

 

 

 

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4

$300k is considered a small mortgage. I must be getting old.

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0

Very small by 2021 standards.

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2

Yep.  True that.  

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0

Yep - I have friends in their 30's who have spent $3m in Grey Lynn (needs work too) with $1m down. This behaviour is not uncommon across Auckland.  They all see it as a leveraged investment that they can't lose on.  

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0

$1m down in 30's, would be probably less that 0.01% of the population.  

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Not out of the ordinary if you bought your first house ten years ago for $500k - which is the problem, people think the growth in vales mean they can get rich by making only the minimum mortgage payment.  Obviously worked in the past, but risky business going forward

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3

Mine is $1.27million. Welcome to a doer-upper in central Auckland.

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$150k here, FHB in 2017.  

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I doubt fear although, I think we're at the end of a massive bull run

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0

So will Orr back off from OCR hikes because market rates are naturally doing his job?

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No

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3

Quite interesting. We're just basing off their projected track, but the RBNZ have been very quiet. Apart from their October announcement, there have been precious few of the usual speaking engagements and other media jawboning.

With current data, they basically have to follow through on what they've said which is get to 2% in short order. The swaps market has done a lot of the tightening for them - but the curve is super flat from about 2-3 years out. There's a lot of debt out there that prices off mid term swap. The question is whether a 2% OCR is going to be enough? There is a chance markets overshoot and 5 year swaps head into the 4 or 5% range. Then grab the popcorn...

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4

I think he will moderate the increases, although I think he would do that anyway for the reasons I state higher up the page. 

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0

Many people believe that the Reserve Banks quarter percent OCR rises are too slow to have any short or medium term impact on CPI.

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1

I don't agree with that view. It sends a signal, especially if the RBNZ's messaging signals further increases, which the market reacts to. 

I personally think beyond house prices, raising the OCR won't have much impact on inflation anyway. 

But bloody heck, saw 91 petrol at $2.70 a litre today in Auckland...glad I don't need to drive much at present. 

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1

Well I am desperately hoping interest rates rise high enough quick enough, to detonate this government. 

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10

Why aren't the banks borrowing through RBNZ FLP? Isn't this available until 2022? 

 

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1

Then what?  Go to market to fund their loan book at the going the rate?  A bank using FLP to fund mortgage lending is like a home owner floating their loan - not a great idea at present I’d have thought.

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0

I suggest watching / reading the man who invented Quantatative Easing - Richard Werner.

He also wrote "Princes of the Yen".

Once we understand money and central banks, we have an idea about where we may be headed.

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0

Don't know about the bigger picture but day to day things prices are getting higher and higher. 

Also this is happening for the last few months now and Govt stance is still the same, this inflation is transitory.

Can someone tell me, transitory means for how long?

 

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3

How long to sort out the global supply chain and for covid to stabilise? Probably another 18-24 months.

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0

Then it's not transitory.

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0

I would call that transitory.

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0

You asked how long a transitory period can be, how long do you think that is? We're only part way into a scenario unfolding and we think it can somehow be controlled by our reserve bank and government, the only thing that'll curb it is time.

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0

If it stay for that long in that case it will become new norm & not easy to revert

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0

It's amazing how many remarks are heralding this as the consequence of an inept RBNZ and money printing, and almost no one recognising this as more as the consequence of covid-19 on global trade and economies. The RBNZ isn't making gas $2.70 and effecting our balance of trade.

Spose it's sexier to do some hand wringing.

Only a hop skip and a jump away from talking about precious metals.

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3

Agree.

And raising the OCR will have limited impact.

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1

Here comes another Weimar Republic.   

The recommended cure for an inflationary super-event is a war but only if you are a country that manufactures  armaments.  

Looking around there are not many large NZ-owned manufacturers remaining to convert into armament manufacturers.  Perhaps Hynds Pipes could manufacture mobile missile launchers.  Pacific steel could perhaps convert to making shrapnel for artillery shells.   But that's about it.

Anybody know of any others?

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1

Tiwai making aluminium for aircraft

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1

I think if it came down to us manufacturing war machines, a lack of suitable companies is the least of our problems.

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3

The man who ripped off Humes Pipes, yeah nah

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If there was a war, the undeniable strength of New Zealand would be... buying up weapons from overseas and selling them to each other at higher and higher prices.

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2

Why were observers and economists so surprised with the CPI result?

The only surprise to me was that it was so low!

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1

Yup, it screams to me as it was instructed as "make sure it reads as south of 5%"

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0

Very worrying if that is the case

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0

Floating mortgages may become more popular as the margin between fixed rates and floating reduces.   
And who knows: next year the OCR may need to be dropped for an emergency/s.  

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0

I don't worry at all about the property investors who have loaded up the debt to buy more and more houses. I worry about the first home buyers who are starting out, taking out huge mortgages just to get into the housing market. Those people will really suffer when interest rates pick up, because they haven't had the time to pay off significant amounts of principle.

On the other hand, the corresponding fall in house prices should make property more affordable for new FHBs, but I feel like those properties will just be swept up by investors with low debt taking advantage of a falling market.

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2

Great point

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0

Aussie 2y yields skyrocketing this afternoon after the RBA refuses to buy them. I get the feeling this fire is about to become an inferno.

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We went through the share market crash in Auckland in 87 & through to 91 in the end. Four long years the value of our property was below what we paid for it. We sat. We prayed. In 95 we sold for a 20% paper profit. F.... it was tough. I was diagnosed with depression & put on the pills. I wouldn't recommend that to anyone.

On that basis, I think the RB will be trying to keep things as low as they can go. Will global inflation ruin the party? Reality always sucks.

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