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MONEY MARKETS-Australia less sure of 50 bps interest rate hike

Published 10/27/2009, 04:53 AM
Updated 10/27/2009, 04:57 AM
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* Australia less certain of 50 bps rate hike

* China focuses on liquidity, tightening fears ease

* Dollar funding costs up on fx hedging demand

By Umesh Desai

HONG KONG, Oct 27 (Reuters) - Australian rate swaps fell on Tuesday and bond futures rose as markets pared back expectations for a 50 basis point interest rate increase next month and as caution prevailed ahead of price index data.

Australian three-year futures rose 0.06 points to 94.61 while the 10-year contract was 0.025 points up at 94.275.

Interest rate swaps also fell on comments from influential columnist and central bank watcher Terry McCrann which were taken by the market to mean the Reserve Bank of Australia was unlikely to make an aggressive rate increase.

"The writer now sees a 50 bp hike as less likely, really not a surprise given the lower PPI reading and the wobbles that are appearing in equity markets," said Sean Keane, director of Triple T Consulting and former money market trader at Credit Suisse.

The 5-year interest rate swaps fell by 2 bps to 6.05 percent

Implied cash rates, based on money market and swap rates, are fully pricing in a 25 basis point hike and factoring in around a 25 percent chance the central bank will raise rates by 50 basis points on Nov. 3.

That compares with a 30 percent chance of a half percentage point increase factored in last week.

"People are squaring up ahead of tomorrow's consumer price index data and equity markets were not impressive today and that probably helped bonds and fixed income products," said JPMorgan rate strategist Sally Auld.

Commonwealth Bank said in a report the Australian CPI could throw up either of two possibilities.

A reading of a less than 0.7 percent gain in the core measure could trigger a sharp rally while a reading of 0.9 percent or higher could see a large sell-off as the market would then fully factor in a 50 basis point hike, it said.

In China, where a recent change in rhetoric about the economic recovery had led to concerns that monetary policy may be tightened, traders cut their bets on an immediate move after the central bank kept yields flat at the sale of one-year bonds.

Money markets eased as liquidity remained easy in the absence of big IPOs and after the central bank kept the auction yield on its one-year bills at 1.7605 percent on Tuesday, the 10th auction in a row at that level.

The weighted average seven-day repo rate fell to 1.4278 percent from 1.4765 percent on Monday. The one year interest rate swaps fell 2 bps to 2.11 percent.

In Singapore, 3-month dollars fell to 0.28786 percent from 0.28671 percent on the back of the dollar squeeze being seen in global markets these past few sessions.

"Demand is picking up for dollars to hedge against some of the positions taken up in the NDFs in Asian currencies," said Suresh Ramanathan, strategist with CIMB Investment Bank.

"The dollar buying is leading to borrowing in short tenors keeping up the squeeze on short rates."

The greenback rebound sparked a wave of profit-taking in Asian currencies on Tuesday, with the high-yielding Indonesian rupiah falling as much as 1 percent.

Analysts said offshore names were hedging their long onshore rupiah positions by buying dollar/rupiah via NDFs. That triggered a jump in 3-month dollar/rupiah NDFs to 9,675 from Monday's close at 9,562. (Editing by Jan Dahinten)

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