CAD's Fate Sealed by Inflation Undershoot


Above: File image of Tiff Macklem. Image source: Bank of Canada.


It's hard not to see a couple more interest rate cuts from the Bank of Canada after these data.

Canadian inflation was generally softer than expected last month, which paves the way for a couple more interest rate cuts at the central bank and bakes in further currency underperformance.

The Canadian Dollar was softer across the board after Statistics Canada said headline CPI inflation rose to 1.9% y/y in August from 1.7%, but this was below consensus expectations for 2.0%.

The all-important core measures - which the Bank of Canada keeps an eye on - remained at 2.6% in August, which was below the consensus estimation for a rise to 2.7%.

"Inflation remained largely unthreatening in August which, combined with recent weakening in the labour market, should make an interest rate cut tomorrow a done deal. With core measures of inflation likely to cool further in the months ahead thanks to the slack building up in the economy and the removal of many retaliatory tariffs on September 1st, we not only expect a 25bp cut tomorrow but also a further reduction at the October meeting," says Andrew Grantham, economist at CIBC.

Firming expectations for further rate reductions at the central bank put the Canadian dollar into reverse, having been in recovery mode in the hours running up to the release.

Following the release, the GBP to CAD conversion is higher by 0.20% at 1.8768 and EUR to CAD is up by 0.25% at 1.6244. The USD to CAD is nevertheless holding losses, albeit it's off the day's lows at 1.3749.

Although headline inflation is below target, it's worth bearing in mind the core measures, to which the Bank of Canada is most attuned, remain steadfastly above target.

"CPI excluding food and energy products remained steady on a year-over-year basis at 2.4%, while the Bank of Canada’s trim and median measures stayed elevated, hovering around 3%. All core metrics remain persistently above the BoC’s 2% inflation target, underscoring entrenched inflationary pressures," says Abbey Xu, Economist at Royal Bank of Canada.

 

But could we get a CAD-positive surprise?

It is for this reason that RBC thinks that Bank of Canada won't be as 'dovish' as many in the market expect.

"The BoC will also have to consider upside inflation risks from sticky core inflation, resilient consumer spending, and planned fiscal stimulus that is likely more effective at addressing the targeted economic impact of trade-related disruptions than interest rate cuts," says Xu.

As a result, "we continue to think the Bank of Canada’s decision tomorrow will be a close call between a 25 basis point cut to the overnight rate and a hold," she explains.

This sets up an interesting Bank of Canada meeting: if the Bank is as 'dovish' as the market expects and condones bets for further rate hikes, then there is a relatively straightforward path to further CAD weakness ahead.

However, any concerns over core inflation that would involve pushback against market expectations for further rate cuts, would be considered a 'hawkish' outcome that could bolster CAD.


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