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GLOBAL MARKETS-Rate views rattle markets before Fed

Published 12/16/2009, 02:18 AM
Updated 12/16/2009, 02:21 AM
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* Australia central banker squashes bets on Feb rate hike

* Korean markets jittery over possible early rate rise

* All eyes on the Fed. Will it change policy outlook?

* Japan bank stocks surge on capital rule grace period

By Kevin Plumberg

HONG KONG, Dec 16 (Reuters) - Shifting views on interest rates in 2010 whipsawed markets on Wednesday, with the Australian dollar tumbling as investors scaled back their bets on aggressive rate hikes, while U.S. Treasuries rose before the last Federal Reserve meeting this year.

Asian stocks mainly slid on profit taking, though price action was exaggerated by thin trading volumes heading into the year-end.

European shares were also expected to open lower and U.S. stock futures eased as investors braced for the Fed's rate decision and accompanying statement later in the day.

Japanese bank shares provided a bright spot, surging on a report that global regulators would give banks a long grace period before applying stricter capital rules.

A rise in U.S. wholesale prices last month, which pushed up Treasury yields overnight, prompted speculation the Fed may have to account for these pressures in its post-meeting statement, though Fed Chairman Ben Bernanke said in a letter to a congressman that inflation is not a problem.

The U.S. dollar was little changed ahead after rising on Tuesday to a 2-1/2-month high against the euro. The euro was around $1.4535 The Fed will release its statement at 1915 GMT.

"Investors were concerned that if data continues to beat expectations on the growth and price fronts, the Fed will change its tack," Dariusz Kowalczyk, chief investment strategist with SJS Markets in Hong Kong, said in a note.

"We do not see the Fed hiking until 2011 and attribute part of the gain to year-end profit taking after a long downward trend. The greenback is likely to resume declines."

With the global economy gradually recovering from the worst slump in generations, investors are carefully weighing when central banks and governments will begin withdrawing massive emergency stimulus measures, and if they can unwind such policies without disrupting financial markets.

A top Australian central banker stunned markets on Wednesday by saying interest rates there were back to normal, prompting investors to slash bets that the Reserve Bank of Australia would raise rates a fourth consecutive time in February.

That piled pressure on the Aussie which was already in retreat after data showed the economy grew a meagre 0.2 percent in the third quarter, half as much as expected. MCE-

The Australian dollar fell 0.9 percent to US$0.8981 to its lowest since Nov. 27, while March bill futures were up 0.1 point as expectations of aggressive rate hikes receded.

JAPAN BANKS THRIVE

In Japan, shares of No.2 Mizuho Financial Group vaulted 15 percent and third-ranked Sumitomo Mitsui Financial Group surged 14 percent on expectations that banks may not have to raise more funds in the near term through massive and dilutive share sales.

The Nikkei business daily reported that the Basel Committee on Banking Supervision had agreed to establish a transition period of at least 10 years for new capital rules.

Three sources later said global regulators would give banks a grace period before forcing them to implement stricter capital regulations, but a spokesman for Japan's Financial Services Agency said no such agreement had been reached at this time.

The Nikkei share average closed at a seven-week high, up 0.9 percent, leading Asian stock markets.

"One of the biggest problems for the Nikkei has been supply and worry about additional equity fundraising, and if this news is true it means that we don't need to worry about this, especially in connection with banks, for a while," said Nagayuki Yamagishi, a strategist at Mitsubishi UFJ Securities in Tokyo.

The MSCI index of Asia Pacific stocks outside Japan was down 0.8 percent, weighed by the materials and consumer staples sectors. The index remained near the middle of a 34-point range it has held since October as a global equity rally began to lose steam

The yield on the benchmark 10-year U.S. Treasury note edged down to 3.57 percent after jumping to 3.62 percent on Tuesday, the highest since August.

March 10-year U.S. Treasury futures were up slightly.

The gyrations in long-dated Treasuries notwithstanding, shorter maturity bonds have been relatively stable, suggesting the market is still sceptical the Fed is close to signalling a change in policy stance.

The difference of the 10-year yield over the 2-year yield, which is usually the most sensitive to policy rate moves, is 272 basis points, having steepened 37 basis points since October.

Still, unease about the course of monetary policy in 2010 was very apparent in markets.

Foreign investors bailed from South Korean government debt, pushing down March futures as much as 35 ticks on nervousness about a possible rate hike and other tightening measures early next year.

Oil hovered below $71 a barrel after snapping a nine-day losing streak on Tuesday, buoued by data showing a deep drawdown in U.S. heating oil and diesel stockpiles.

Gold was little changed at $1,125.90 per ounce as traders waited to see if the Fed would provide any clues on the timing of interest rate moves. (Additional reporting by Elaine Lies in TOKYO) (Editing by Kim Coghill)

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