Gilt yields jump briefly as BoE says rate hike most likely next move
The BoE said it expects Britain's economy to enjoy its fastest growth since 2006 this year, helped by lower oil prices.
It also said inflation would rebound after recent falling prices to hit the Bank's 2 percent target in about two years' time and then slightly overshoot it by early 2018.
BoE Governor Mark Carney said it was clear the most likely next move would be to raise interest rates from their record low 0.5 percent, their level since early 2009.
That view prompted long-dated gilts to underperform. Ten-, 20- and 30-year gilt yields rose as much as 7 basis points to their highest levels since Jan. 5, before falling back after some weak retail and jobs data from the United States.
By contrast, two-year gilt yields were broadly flat after the BoE release and fell following the U.S. data.
Short sterling interest rate futures fell sharply just after the BoE published its forecasts, but bounced back and were last positive on the day.
"The market had already brought forward the time of a first rate hike from the latter half of next year towards the first quarter. Today's Bank of England inflation report largely validated those expectations," said Nick Stamenkovic, strategist at RIA Capital.
But one key measure of the divergence between British and euro zone monetary policy expectations, the difference between 10-year gilt and Bund yields, rose to its highest level since Nov. 13.
It peaked at 138.2 basis points before settling back to 134 basis points, up 3 basis points on the day.
The 10-year gilt yield peaked at 1.751 percent, its highest since Jan. 5, but later receded to 1.67 percent, flat on the day.
Комментарии