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Sterling rose more than one US cent on Wednesday, on track for its biggest one-day gain versus the dollar in five weeks, after Bank of England minutes showed all nine policymakers had backed this month's rate hike. Analysts had expected David Blanchflower to dissent by voting against the 25 basis point hike to 5.50 percent.
But he backed it along with the rest of the Monetary Policy Committee. The minutes showed that some members had considered a 50 basis point move but preferred to wait for more data. This was seen as a hawkish signal, backing the case for higher rates.
"It's been an interest rate story. I think the BoE pre-announced that rates are going up. The BoE has really backed itself in a corner here," said Nick Parsons, head of markets strategy at nabCapital. "There was a capitulation in short sterling (futures) and sterling went. The market was short of sterling anyway."
By 1342 GMT sterling was up more than one cent on the day at $1.9865, on track for its biggest one-day rise since mid-April. Against the euro sterling hit a fresh 2-week high at 67.86 pence, up 0.3 percent on the day.
It also hit a two-week high against a trade weighted basket of currencies, at 104.10, and notched up a four-month high versus the low-yielding yen at 241.38 yen. Short sterling futures are now pricing in an around 60 percent chance of the next rate hike coming in June, and have fully priced in rates of 5.75 percent by September.
They are also giving a 50 percent chance of them reaching 6 percent by year-end - up from a 40 percent likelihood before the minutes. "The MPC are still straining on the leash for higher rates and a back-to-back quarter point move should not be ruled out for June ... The risks also remain tilted to rates peaking at 6.0 percent this year rather than the 5.75 percent consensus expectation," Bear Stearns said in a research note.

Copyright Reuters, 2007

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