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MONEY MARKETS-Australian rate view tempered, Korea stays hawkish

Published 09/15/2009, 03:31 AM
Updated 09/15/2009, 03:33 AM
CSGN
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* Australia rate increase views moderate after minutes

* South Korean rate markets see hawkish central bank

* South Korean CD-rate at 7 month high

HONG KONG, Sept 15 (Reuters) - Australian money markets priced out some of the rate hikes they had started to anticipate after central bank minutes showed that policymakers saw enough uncertainty to argue against higher interest rates for now.

In South Korea, interest rate swaps rose and the curve flattened as the market continued to factor in a rate increase despite officials warning against an early exit from the easy fiscal policies put in place to support the economy.

Although government officials in Seoul have not made any specific comments on monetary policy, financial markets are beginning to anticipate the central bank's shift in focus from growth to inflation.

Central bank data released on Monday added to signs of an accelerating recovery in Asia's fourth-largest economy as the debt-servicing ability of South Koreans improved for a second quarter in April to June.

One-year Korean IRS rose 4 basis points (bps) to 3.47 percent and is at its highest since December last year. The paying pressure was mainly seen at the front end of the curve with the result that the swap curve flattened slightly.

The underlying 3-month certificate of deposit rate added one basis point to 2.62 percent, a 7-month high.

"The government is reluctant to exit this loose policy but the central bank is quite hawkish, so rates are going up despite objections from officials," said a strategist at a foreign bank in Seoul.

He said that CD rates, which form the basis for pricing South Korean private sector loans, do not necessarily move in tandem with the cash bond markets and tend to be sticky as they reflect rate expectations.

"CD rates are nudging up gradually and as this goes up some of it is being transmitted to the front end of the IRS curve," he said.

ING Bank is expecting the Bank of Korea to increase rates by 25 basis points in January and is forecasting a cumulative 100 bps of rises by mid-year.

"The balance of risks is shifting to inflation from growth more rapidly in Korea than in any other country in Asia ex-China," ING said in a note.

The bank expects the KTB curve to flatten and forecasts that some of the flatness will be transmitted to the IRS curve. The 2year/10year IRS spread, currently at 55 basis points, could narrow by as much as 37.5 bps over the next six months.

AUSTRALIA

In Australia, implied rates, based on money market and swap rates and calculated by Credit Suisse pared chances of a rate hike next month.

Swaps are now factoring in around 157 basis points of tightening implied for the next 12 months, down from more than 190 basis points a week ago.

This follows the release of minutes of a Reserve Bank of Australia meeting which showed the central bank is almost ready to start raising the cash rate from emergency lows, but needs more firm evidence that the recovery will be sustained.

"The board wants to see a bit more evidence that the global recovery will be sustained, and that a hike in the cash rate will not adversely affect domestic confidence and demand," said Spiros Papadopoulos, an economist at National Australia Bank.

Papadopoulos said chances of a hike in October appeared premature, but expects an increase in November.

The market is now pricing in around a 43 percent chance of a hike to 3.25 percent in November. Last week, investors had fully priced in a rate increase in November with the possibility of a move as early as October.

Australian two-year interest swaps fell 6 basis points to 4.60 percent and three-year bond futures rose 0.045 points to 95.23.

"The bottom line is that the emergency cash rate looks too low but the RBA appears to be in no great rush to start tightening and wants greater reassurance from the data before it actually pulls the trigger," said Su-Lin Ong, strategist at RBC Capital Markets in a note. (Reporting by Umesh Desai; Editing by Jan Dahinten)

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