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Traders Add to South African Rate-Cut Bets as Inflation Slows

Shoppers at a mall in central Johannesburg. Photographer: Leon Sadiki/Bloomberg (Leon Sadiki/Bloomberg)

(Bloomberg) -- Traders raised bets that South Africa’s central bank will deepen its interest-rate cutting cycle after inflation slowed more than expected in October. 

Forward-rate agreements, used to speculate on borrowing costs, now see 71 basis points of cuts over the next 12 months, compared with 64 at the close on Tuesday. That’s after data from the statistics office showed the annual inflation rate cooled to 2.8%, compared with 3.8% in the prior month - its lowest level since June 2020. The outcome was better than the 3% median estimate of 15 economists in a Bloomberg survey.

The benchmark stock index gained, led by retailers, while the two-year government bond yield fell six basis points. The rand weakened against the dollar.

The slowdown to below the lower end of the central bank’s 3% to 6% inflation target range will likely persuade its monetary policy committee to ease for the second time in as many months. All 20 economists polled in a Bloomberg survey expect the MPC to cut the benchmark rate by a quarter-point to 7.75% on Thursday. 

But with the spread between the South African Reserve Bank’s policy benchmark and the annual inflation rate rising to 5.2%, an exceptionally restrictive level for an economy muddling along at below 1% growth, independent economist Elize Kruger said the MPC has ample justification to cut borrowing costs by 50 basis points. 

Declining fuel prices were the primary factor behind the slowdown, the statistics office said. Petrol and diesel prices declined by 5.3% between September and October, taking the annual rate for fuel to -19.1%, it said. Annual food and non-alcoholic beverages inflation also eased to 3.6%, its lowest rate since 2019. 

Still, Governor Lesetja Kganyago will probably reiterate that future decisions will be data dependent with new inflation risks emerging.

The rand has depreciated almost 3% against the dollar since Donald Trump won the US election. The currency has also been undermined by risk-off sentiment toward emerging market assets, after Russia’s war with Ukraine entered a dangerous new phase this week when Ukrainian forces carried out their first strike on a border region in Russia using Western-supplied missiles.

--With assistance from Simbarashe Gumbo.

©2024 Bloomberg L.P.