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MONEY MARKETS-Asian rates mostly higher after Dubai bailout

Published 12/14/2009, 03:48 AM
Updated 12/14/2009, 03:51 AM

HONG KONG, Dec 14 (Reuters) - Swaps in the region were broadly higher on Monday after news that Dubai had received aid from Abu Dhabi to fund a bond redemption spurred a rally in riskier assets but short term rates in China fell after dovish comments from a senior government economist.

Borrowing rates for dollars edged to record lows with the markets now weighing whether there could be a year-end squeeze.

Regional money market rates opened under pressure after several solid U.S. consumer-related reports reinforced investors' confidence in a steady recovery and sparked hopes of an early interest rate rise.

Rates were pushed up further following the Dubai news.

"The news that the government is injecting some money (in Dubai) is hurting the front end of most curves," said Sally Auld, rates strategist with JPMorgan.

In New Zealand, swaps rose in all maturities between one and five years, resulting in bear flattening of the IRS curve.

One year swap rates rose 3 basis points to around 3.65 percent, with the one-year/10-year curve flattening around 4 basis points.

In Australia, one year rates edged up 1 bps to 4.71 percent, with the markets now placing an 80 percent chance of a 25 bps rate hike at the next central bank meeting in February. It is up from last week's low of 43 percent.

The market is now focused on the minutes of the central bank's last policy meeting which is due on Tuesday and should reiterate the central bank's confidence in the economic outlook and leave the door open for more tightening.

However, China's short term rates fell after the official China Securities Journal quoted Xia Bin, head of the financial institute at the Development Research Centre, as saying the central bank was unlikely to raise interest rates in the first quarter of 2010.

The weighted average seven-day repo rate edged down to 1.4786 percent by midday from 1.4815 percent and the one week SHIBOR eased to 1.4754 percent from 1.4858 percent.

In Singapore, the cost of lending dollars for 3 months fell to 0.25971 percent from 0.26043 percent. It is the lowest on record and has fallen by about 107 bps from their March peak this year, as the global credit freeze thawed.

"There might be some squeeze at year end but not much," said Suresh Ramanathan, strategist with CIMB Investment Bank.

"The market is pondering on views whether the carry tool should be altered from dollar back to yen. That may signal a significant shift in mkt theme in 2010." (Reporting by Umesh Desai; Editing by Kazunori Takada)

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