China launches offshore yield curve as HK yuan market takes off

Published 11/30/2010, 04:43 AM
Updated 11/30/2010, 04:48 AM

* China sells 3-, 5- and 10-year debt and meets solid demand

* China offshore bonds to become benchmark for future issues

* Deal was 10 times oversubscribed and bidding was aggressive

By Nethelie Wong and Clare Jim

HONG KONG, Nov 30 (Reuters) - China sold a string of yuan-denominated bonds in Hong Kong on Tuesday, launching an offshore yield curve that will become the benchmark used to price debt issues in Hong Kong's fast-growing yuan market.

China issued 8 billion yuan of two-year, three-year, five-year and 10-year bonds, showing its commitment to developing the yuan offshore market that has attracted American blue-chip companies such as McDonald's Corp and Caterpillar .

"This creates a yield curve and in Hong Kong it becomes kind of like the 'risk free' benchmark interest rate. People can use this as a reference for more corporate bonds in the future," Banny Lam, economist with CCB International Securities in Hong Kong.

Lam also said that once investors feel more comfortable putting their money in yuan-denominated assets for the medium to longer term, banks will start rolling out riskier assets such as equity-linked investments.

The offshore market has taken off since July when China broadened the ways companies and investors can use the yuan in Hong Kong, marking the biggest step by Beijing to make the unit -- also known as the renminbi -- an international currency.

Daily trade in yuan remains tiny compared with other currencies at an estimated $100 million a day. But the prospect of a thriving market of currency derivatives, "dim sum" bond issues and even share listings, has banks scrambling to get a piece of a potentially lucrative business.

HEAVY DEMAND

China's Ministry of Finance tapped the so-called CNH market for only the second time, selling 2 billion yuan of 3-year debt priced at 1 percent, 2 billion yuan of 5-year debt at 1.8 percent and 1 billion of 10-year bonds at 2.48 percent.

Reflecting heavy demand for the offshore bonds, the yields represented a significant discount to 3-year, 5-year and 10-year government debt sold on mainland China, that were trading around 3.25 percent, 3.80 percent and 3.94 percent, respectively.

Tuesday's bond issues were 10 times oversubscribed and the lowest bid for both the 3-year and 5-year bonds was just 0.5 percent, while for the 10-year bond it was 1.2 percent, showing how high demand was for the paper, a banker involved in the deal said.

China also sold 3 billion yuan of 2-year debt for retail investors that priced at 1.6 percent.

Until China opened up the yuan to investment in Hong Kong, foreign investors had no way of directly buying the Chinese currency due to the country's strict capital controls.

But the yuan offshore market, dubbed CNH by currency trades to distinguish Hong Kong trade from the yuan's currency ticker CNY, has changed that.

Reflecting the demand for yuan in Hong Kong, the Bank of China's Hong Kong subsidiary used up its yearly quota for settling trade with the mainland in October.

Investors have gobbled up the few "dim sum" bonds to hit the market.

Caterpillar Inc's two-year 1 billion yuan bond last week was covered within 20 minutes of launching, and the order book for the deal grew to 7 billion yuan ($1.1 billion).

Asian Development Bank's 10-year bond priced at a yield of 2.85 percent, 57 basis points lower than similar maturity Chinese government bonds issued on the mainland.

BE AGGRESSIVE

China issued the yuan-denominated bonds through a Dutch auction for the first time on Tuesday, via the Hong Kong Monetary Authority's central money markets unit.

That effectively signalled to capital markets that bonds issued in China's currency can live up to the high standards of transparency and efficiency expected of Hong Kong dollar bonds.

For investors and bankers though, the auction method is a departure from the previous process by which lead arrangers and issuers decided on how allotments were spread out.

"This was a totally different ballgame," said Gina MK Tang, managing director and head of debt capital markets at HSBC in Hong Kong.

"Allotments were based on how aggressive you are. If you are aggressive enough, that means you get a good chunk of the bond," Tang said.

Indeed, bids were particularly aggressive for the 3-year bond, which ended up being 14 times oversubscribed.

Yuan-denominated bond issuances this year may reach 17.8 billion yuan ($2.7 billion), the Hong Kong Monetary Authority has estimated. (Writing by Kevin Plumberg)

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