Carry trade opportunity opens on central bank’s rate-cut calls


The central bank is now expected to keep rates on hold until the end of 2026, according to a median forecast of economists surveyed by Bloomberg. — Bloomberg

KUALA LUMPUR: The market is pricing in a Bank Negara Malaysia (BNM) interest-rate cut in coming months while economists expect a hold, presenting a potential opportunity for a carry trade.

The central bank cut rates by a quarter point last month, its first easing since 2020. A solid economy and better-than-expected US tariff rates may allow it to stop there for now.

However, ringgit swaps are pricing a 50% probability of another rate cut in the next six months, offering the opening for the carry trade – borrowing in a low-yielding asset to invest in a higher-yielding one.

“We have a call to fade the current market pricing of rate cuts for BNM, which appears overdone relative to our expectations for the overnight policy rate to be kept unchanged through 2026,” said Jonathan Koh, economist at Standard Chartered Plc.

BNM said earlier this month that Malaysia’s economy is strong enough to weather an expected export slowdown due to US tariffs.

The central bank is now expected to keep rates on hold until the end of 2026, according to a median forecast of economists surveyed by Bloomberg. The country received a final US tariff rate of 19%, which was lower than the rate of 25% threatened by President Donald Trump.

Possible chip tariffs may also not hurt too much “as most companies in Malaysia’s chip sector are US-based or have committed to continue investment and production in the United States,” Koh said.

Standard Chartered recommends paying two-year ringgit non-deliverable interest rate swaps with a target of 3.17%, opened on Aug 11 at 2.97%.

The securities, which turn a profit when market rates rise, currently sit at 3.015%.

Paying them while receiving the three-month Kuala Lumpur Interbank Offer Rate is a positive carry trade, Koh said. — Bloomberg

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