Brazil Easing Cycle Seen Shorter After US CPI, Commodities Rally

  • DI curve prices in significant odds of a last rate cut in June
  • Rally in commodities is a double-edged sword for Brazil assets

The Central Bank of Brazil headquarters in Brasilia.

Photographer: Andressa Anholete/Bloomberg
Lock
This article is for subscribers only.

Expectations of a more hawkish Federal Reserve and a rally in commodity prices risk putting a premature end to Brazil’s easing cycle, one of the earliest and steepest among major global central banks.

The short-end of the local swap curve was hit by US consumer-price data released Wednesday, with traders now seeing higher odds Brazil stops cutting interest rates in June. Pricing implies a 7 basis-point reduction to the benchmark Selic rate in August, half the 15 basis points seen in the curve just two days ago.