WELLINGTON, New Zealand-Fonterra Cooperative Group Ltd.'s ability to charge premium prices for its dairy products has been eroded by a tainted milk scare, as the outcome of the industry's biggest auction signaled a shift in consumer sentiment toward rival suppliers, including from the U.S.

New Zealand officials saw the overnight GlobalDairyTrade auction as the first big test of the country's ability to weather food-safety concerns after Fonterra warned days earlier that three batches of one of its dairy products may contain harmful bacteria.

Dairy accounts for around a quarter of New Zealand's exports and Fonterra is the largest supplier. Lawmakers fear the third quality issue with Fonterra products in recent years is hurting consumer confidence, especially after countries like China and Russia banned imports of some milk products.

Analysts noted that prices of Fonterra's products slipped more than those of its competitors in the auction, with skim milk powder particularly hit.

In one futures contract--for the delivery of skim milk powder in October--Fonterra's premium over products of U.S.-based DairyAmerica Inc. narrowed to 14% from 20% in the previous auction two weeks ago.

Other participants in the GlobalDairyTrade auction included Europe-based Arla Foods and Murray Goulburn Co-Operative of Australia, India's Amul and Euroserum, a unit of Sodiaal.

"You can see Fonterra has given up a bit of the price to its competitors," said Nathan Penny, an economist at Auckland-based Westpac Bank.

Overall, however, dairy prices failed to fall sharply as many analysts had predicted when Fonterra first reported the contamination issue. Whole milk powder prices fell 1.6% while the GDT Price Index, which covers a variety of products and contract periods, fell 2.4% compared with the prior auction.

Also, dairy prices are still 71.5% higher than a year earlier due to reduced supply following New Zealand's worst drought in years.

Much will depend on how quickly China rolls back its ban on some Fonterra products, and whether more of New Zealand's trading partners move to restrict imports.

"The contamination issue still has the potential to become a serious negative for the economy," Mr. Penny said. "We expect continued volatility in markets over the coming weeks."

Con Williams, an economist with Australia & New Zealand Banking Group, said the outcome of the auction showed the food-safety scare did impact dairy prices. Even supply is very tight, prices for near-term contracts for whole milk powder were softer, he said. The September and October contracts fell 6.6% and 7.8%, respectively.

"For skim milk powder, where there is more competition, prices were softer across the board for Fonterra product, whereas other supplier prices were generally unchanged. This reduced some of the premium that (Fonterra) has enjoyed," he said.

However, a record sale of more than 60,000 metric tons of milk products, including milk powder and butter, suggests that sentiment has held up overall despite the negative publicity for the dairy industry.

In a sign that investors think the economic impact on New Zealand's economy and dairy exports will be limited, the New Zealand dollar edged higher against the greenback to US$0.7891 Wednesday.

-Write to Rebecca Howard at rebecca.howard@wsj.com

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