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SYDNEY: The Australian and New Zealand dollars were back on the ropes on Wednesday after a red-hot report on U.S inflation shattered global risk sentiment and battered bonds as markets priced in higher interest rates across the rich world.

The Aussie was hanging on at $0.6738, having dived 2.3% overnight in its biggest daily decline since the start of the pandemic in March 2020.

That put the heat on last week’s low of $0.6690, and the July trough of $0.66825. The kiwi dollar was cowering at $0.6000, having shed 2.2% overnight to break under 66 cents for the first time since mid-2020. Chart support is sparse until around $0.5920, while near-term resistance lies at $0.6040.

A shock 0.6% jump in core US consumer prices crushed hopes inflation there had peaked and saw investors price in a real chance the Federal Reserve could hike rates by a full percentage point next week.

Markets read that as an omen for domestic policy and revived wagers the Reserve Bank of Australia (RBA) could hike by 50 basis points to 2.85% at its October meeting.

Australia, NZ dollars struggle to extend rally ahead of US CPI

The market had shifted toward quarter-point moves last week when RBA Governor Philip Lowe seemed to open the door to a slower pace of tightening.

Futures also shifted to pricing in a peak for rates around 3.80%, adding back in a quarter-point rise to the profile.

Yields on three-year bonds shot up 20 basis points to 3.39%, while New Zealand’s two-year swap rates climbed 10 basis points to 4.255%.

Much now depends on what the August labour report shows on Thursday, with a strong outcome likely to harden bets on another outsized hike from the RBA.

Forecasts are for the jobless rate to hold at 3.4% and employment to bounce 35,000, after July’s drop of 40,900. Some are a lot more upbeat, particularly after the well-respected NAB business survey showed a very strong outcome for August.

“Strength in business conditions was broadly based in August, both by industry and by state, a further indicator that the RBA’s rate hikes have yet to have much impact,” said Andrew Hanlan, a senior economist at Westpac.

“The economy is operating at, or beyond, full capacity.”

Westpac is forecasting employment jumped by 110,000 in August, easily the highest call polled, and an outcome that would ramp up market wagers on a half-point hike for October.

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