sign up log in
Want to go ad-free? Find out how, here.

Unusually large jumps in local wholesale swap rates, followed by an 11 year high for the main US Treasury benchmark, are putting mortgage borrowers on notice that they face even higher rates in the very near future

Bonds / news
Unusually large jumps in local wholesale swap rates, followed by an 11 year high for the main US Treasury benchmark, are putting mortgage borrowers on notice that they face even higher rates in the very near future
Higher rates ahead

This note is to record that the jumps in wholesale rates in the past day or so are especially notable.

Tuesday's 29 basis points leap in the one-year swap rate was the largest one-day gain since we started recording daily swap rates in May 2007, so for at least 15 years. Today, Wednesday, this rate is now 4.05%. the highest it has been in 13 years.

Tuesday's 28 basis points jump in the two-year swap rate was the largest single day rise since October 2021 when the New Zealand Consumer Price Index jump surprised markets with an unexpectedly large increase. Today this rate is now 4.40%, its highest level in 12 years.

Today, the US Treasury 30-year rate rose to 3.5%, its highest since April 2011, an 11 year high.

These sort of sharp shifts higher will draw retail interest rate responses if they hold. A lot now depends on how markets react to Thursday's US Federal Reserve policy announcements.

Daily swap rates

Select chart tabs

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

We welcome your comments below. If you are not already registered, please register to comment.

Remember we welcome robust, respectful and insightful debate. We don't welcome abusive or defamatory comments and will de-register those repeatedly making such comments. Our current comment policy is here.

50 Comments

Looks like almost every one World wide over cooked the COVID response big time and now it's payback time. Massive overshoot is coming for sure and its going to be a wrecking ball.

Up
15

It’s been a truely dismal forecasting performance from the RBNZ. First they opened the credit taps unnecessarily wide (removing LVR was particularly egregious).

As the months rolled on and it became painfully clear the response was overcooked we got told inflation was “transitory” and just supply side and nothing to do with monetary policy settings. The RBNZ told us they had little impact on house prices going ballistic.

Even when asked to look at their decisions in hindsight they still don’t admit they made any mistakes.

The average Kiwi is going to pay dearly for their hubris, through losses from the QE process, losses from an asset bubble being turbo charged and massive inflation.

And through all this there is nearly no criticism of Orr from politicians or the media. It blows my mind 

 

Up
45

Yes...I was pointing out back in 2020-2021 that I thought Powell was the most dangerous man on the plant with his covid response policies and then inflation denial. Especially because of the potential pain he could cause if his actions and denials were misplaced (it would impact most of the planet)....which it looks like they have been....and I think its far less likely that Russia would have invaded Ukraine had the Russians not had the ability to blackmail large parts of the world via energy and food supplies issues during a period of rising inflation. So again, a policy mistake by the US has played into the hands of the Russians giving them economic leverage to carry out this war. Had that mistake not been made, I doubt Putin would have gone ahead with his plan as otherwise the sanctions would have crippled them. 

We need a complete change of guard in terms of leadership across the western world....people that are willing to take responsiblity for their actions and actually admit there are problems and do something to address them. As opposed to the current crop of silly old men (and women - I'll include the likes of Yellen and Largade) who don't appear to think they are responsible for anything...despite continuous policy blunders. 

And I find it bizarre that the Fed officals all managed to cash out of the share market at its peak.....and deciding they could no longer play the game. Suddenly they can't play the market, and all of a sudden they are crashing it...might just be a coincidence. But then again, it might not be. 

Up
12

This is completely deliberate. This is a planned crashed. 
We had Klaus Schwab head of the World Economic Forum at the World Government summit in Dubai last month basically spell out how they are crashing the world economy so they can restructure it for their forth industrial revolution. They also admitted that they don’t know what all the consequences are going to be. 
We’ve basically allowed our governments tp hand over control to a few very rich people who don’t care about us and just want total control. 
Trust me when I say we haven’t seen anything yet. Things are going to get so much worse. 
1980s are going to look like a cake walk. 

Up
4

Something wicked this way comes !! You are right and we will witness human suffering of biblical proportions no mater how this plays out. What’s the Bible verse again, something about storing one’s treasures in heaven!! 

Up
2

RBNZ and Labour Party will have a response and justification that it is not just but rest of the world that is being Sc%$#  so chill and do not over react.......

Up
0

And don't forget to blame National for it too...

Up
0

The problem is the increasing trend of central banks to think that they can predict and control the future.  They no longer simply respond to something that has already happened, but implement policy to shape a particular outcome, or to stop something from happening in the belief that they possess economic clairvoyance.  In this case, all those bizarre early Covid models predicting Armageddon never eventuated, and it turns out the central banks acted unnecessarily.  Now we all pay the price. 

Up
1

Don't forget it is the banks themselves who are responsible for lending prudently notwithstanding the RBNZ's lack of regulatory acumen.  It is management and their shareholders (hopefully) who get hit if things go South.  To me, the bank management have shown themselves to be feckless, greedy  politicians rather than responsible risk managers and custodians of shareholders funds (and taxpayer support).

Up
0

Yip they need to dish out less loans to the public….. oh, unless I decide I want a loan of course.

Up
1

Well said. I couldn't agree more!

 

Up
0

Yes I was looking at these last night and had a sinking feeling that we might be in far more trouble than I initially thought.

Its the near vertical rate of increases makes me think that central banks might need to continue to increase the rate that they raise in response....and it becomes like chasing your tail....you never get any closer to the target.

Inflation could go far higher than what we think as rising interest rates/inflation and the associated costs of that, get passed through to consumers in order to avoid excessive business losses.....which results in even higher recorded inflation....which results in even higher cash rates from central banks.

There's a real risk of an out of control inflation spiral. How high before the average consumer breaks and will the average business break at the same time as the average consumer? Or do we just start a game of pass the parcel (passing costs onto one another in order to avoid default on payment) and see who is left standing at the end holding the bad/unpayable debt?

Up
9

Wage and price spiral is already underway. Option are to pop the artificially inflated speculative asset bubble, or accept mass layoffs and bankruptcies in the productive tax paying part of society. Should be a no brainer but with this Govt you never know.

Up
5

Can you have one without the other....tell him he,s dreaming!

Up
1

"pop the artificially inflated speculative asset bubble, and (not or) accept mass layoffs and bankruptcies"

Up
2

Wow, most major swap rates are going up almost vertically now. 

It is going to be painful for debtors, as the march upwards of interest rates is going to be relentless. The Ponzi is going to unwind, big time. 

Up
10

Deposit Takers Act (guaranteeing deposits up to $100,000) is set to be introduced at some point in 2023. It would be good if they enacted it now, I think.

Up
12

get ready to buy some gold (real stuff) and stick it under the bed

Up
4

While you still can, I’d say. That barbarous relic is the ultimate store of wealth and will have its day again !

Up
1

who are you going to call?not to worry,all that extra staff the RBNZ employed will be brainstorming a strategy for the government to deal with the problem.

Up
0

Just as well we have bitcoin as a store of value

Up
5

Don't forget it's an inflation hedge too!

Up
3

How's your FIAT holding up?

Up
1

Very well thanks beats losing the lot on a Crypto at present and the Crypto Crash has only just started. I see some of them are halting transactions to prevent a total wipeout.

Up
8
Up
0

1 NZD = 1 NZD

Up
5

I've put all my spare capital into the much-hated $US.

It's outperforming crypto by hundreds of percent. I'm preserving wealth very efficiently just by not participating in any clownish scams. It's amazing.

Up
2

Just be aware of IRD's financial arrangement rules if you have foreign currency accounts worth an equivalent of NZ$50,000 or more. You have to pay tax on any unrealised foreign currency gains.

Up
0

nktokyo - Lol😂

Up
0

Happy days for the term depositors !

It's official.

Up
2

Why, banks are hardly increasing rates...

Up
3

Because banks know the rate will peak and drop sometime next year hence unwilling to up the Term Deposit rates.

Up
1

Maybe, sure. So I'll take em when I can out to December and next year at 5 year terms. Better than "negative rate," being charged for holding a bank deposit on the horizon.

Up
1

Banks wont increase TD rates until the Funding for Lending programme is closed.  Second tranche of it kicks of next month and finishes up in December. 

Up
3

Thanks, feeling better

Up
0

yes and they still have 2.5% mortgages on their books for another 5 or 6 months to get rid of.

Up
2

Not sure if you've noticed but TD rates are nowhere near the rate of inflation. 

Up
0

I'm amazed that more people don't proactively break and fix loans, even if they know it's possible. 

Up
2

I did...last May. I was on a 2.29% rate at the time, my mortgage broker thought I was insane and strongly advised against breaking, but I went through with it anyway. The 3.19% rate I took instead will see me through to May 2026, so hopefully I can suck up 3-4 years' worth of decent pay rises before having to pay a whole lot more.

Up
3

Well done GC

Up
1

Even the 10 year swap is vertical (going up).

"Investors" what's the upside to holding on to your house(s)? I would be panicking early (as in the best price you can get in the next few weeks might be the best price you can get for a while).

Once you start this ball rolling you will be able to buy back in cheaper or do you really believe the government can bail you out? (the last budget would not be encouraging for this theory, will they really be bringing in major accommodation supplements before the next one?)

Up
5

The 3 through 10 year swaps had been pretty flat recently....and I was thinking, right that might be the extent of what we see with a bit more of a lift for shorter terms. But with the 10 year pushing higher....who knows how high this could go now. I see even the 10 year bond is above 4% now...

Up
0

Boat’s sailed. Best to hold on for a few years and wait for the upswing.

 It might be worth pointing out the obvious too: either buying or selling a house is a giant pain in the arse and can cost a lot. Buying a house can often feel like a physical violation as the banks examine every part of your being while ever requesting more expensive pieces of paper.

 A decent reason why the housing market doesn’t swing around like the stock market.  Most people don’t have the emotional fortitude to trade properties like stocks. It’s just way too much work. 

 

 

Up
1

So you, as an investor(?), are not selling because you're too lazy and entitled?

Have you done the numbers? You might be loosing multiples of the annual median income if we go back to DTIs of several years ago.

Do you think 2.5% mortgage rates are normal? Are you going to hold until it gets back there or do you want lower? Do you really think the country is going to pay for $4-5 gas to keep your rates from rising?

Up
2

I’m starting to wonder - is this jump all about the inflation figures or could this be in part the impact of the fed starting QT?
 

Up
0

The latter, (which is linked to the former)

Up
0

On another note not reaching the main news in NZ...

Sri Lanka is bankrupt with major rioting
Another 'Good & Safe' Chinese property development company Sunac has also defaulted on a $29 million dollar bond debt payment and has said no more payments will be made.
3 banks in China have frozen $178 Million of deposits
German inflation at over 20%
Do I have to mention US stocks tanking now down around 20% for the year and Bitcoin...?

What could go wrong in our little overinflated bubble....?

Up
3

What would happen if  at the next OCR review in July, the RBNZ announced a 200 pt hike in the OCR, from 2% to 4%?  And if inflation starts to flatten as a result, they can start thinking about easing rates much faster.

The minor 25 and 50 pt increases aren't really doing anything.  Surely something radical needs to happen if the RB is serious about getting on top of inflation?

Up
0

What would happen? Economic collapse. It is already happening. 

Do you think inflation can flatten anytime soon? It seems naiive. 

Up
0

RBNZ and Labour have failed us all.

Just as well we have a really useful Commissioner of Police strongly backed by a a tough on crime govt and punishing consequence based legal system.....

Or we would really be in trouble.

Up
0