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MONEY MARKETS-China yields fall further, dlr funding costs down

Published 08/21/2009, 01:25 AM
Updated 08/21/2009, 01:27 AM
SOGN
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HONG KONG, Aug 21 (Reuters) - Yields in China fell further on Friday on conviction authorities were not yet tightening liquidity, while funding rates in Asia reached a new trough.

Dollar interbank rates in the 3-month tenure hit another record low, down to 0.41929 percent from 0.43 percent in Singapore. The rate is down more than 90 basis points from early March when the rally in stocks began.

"There remains a huge amount of liquidity coursing through the global financial system that is looking for a home," said Patrick Bennett, Societe Generale strategist, in a note.

"That liquidity isn't going away anytime soon and while it is around it should mean any retrace in risk is more of a consolidation than a rout."

Asset markets, particularly the riskier ones, across the world have been highly reactive to the moves in Chinese stocks as there are expectations that Asia's second biggest economy will lead a global recovery.

Stock markets are recovering from a selloff earlier this week but are still keeping a wary eye on Chinese shares, which have also been spooked by concerns the abundant liquidity in the financial system could be withdrawn.

Short-term bill yields in China have risen in recent weeks on fears a rash of IPOs, seeking to monetise the gains in the booming stock markets, and possible monetary tightening, would suck liquidity out of the system.

Those fears have risen further after new bank lending dropped to 355.9 billion yuan ($52.1 billion) in July from 1.53 trillion in June.

On Friday, bill and bond yields broadly eased after China's Ministry of Finance auctioned 15 billion yuan of 182-day bills in the interbank market at a yield of 1.40 percent, The result is down from the yield of 1.6011 percent on the previous auction of such bills with the same tenor on July 17.

The indicative one-year government bond yield fell to 1.6273 percent from Thursday's 1.6291 percent while the 90-day central bank bill yield fell to 1.3182 percent from 1.3236 percent.

"On a net basis, despite the central bank's talk, they are not tightening liquidity. They are still pumping in money," said Zhi Ming Zhang, an analyst at HSBC.

In South Korea, 1-year interest rate swaps fell 1 basis point to 3.34 percent but the 5-year IRS fell 3 basis points to 4.24 percent, which had the swap curve flattening further.

The difference between those two swaps has narrowed by 10 basis points in the past one week.

South Korean bond futures also climbed lifted by U.S. Treasuries gains on a weak labour market.

That trend was similar for other rate markets in Asia with bond futures in Australia also climbing. (Reporting by Umesh Desai; Editing by Jan Dahinten)

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