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MONEY MARKETS-China repo, bill yields up ahead of IPO rush

Published 08/25/2009, 03:49 AM
Updated 08/25/2009, 03:51 AM

* China, yields, IRS higher ahead of IPOs

* Dollar funding costs at record low tracking LIBOR

* Malaysia expects rate increase only in 2010

By Umesh Desai

HONG KONG, Aug 25 (Reuters) - China's short-term rates and bill yields edged higher on Tuesday as banks started to set aside funds in anticipation of an IPO related cash squeeze.

In Malaysia swaps indicated a rate increase only next year as the central bank is set to hold rates steady at a meeting later in the day.

In Singapore, the cost of funding dollars fell to another record low tracking new troughs set by Euribor and Libor rates after assurances by the world's leading central bankers meeting in Jackson Hole, Wyoming that they were not in any hurry to raise interest rates.

The 3-month dollar rates dipped to 0.39214 percent from Monday's 0.40286 percent. It is less than a tenth of the peak struck last October after the collapse of Wall Street titan Lehman Brothers, which lead to a scramble to hoard cash.

Although rates have remained soft on the confidence that central banks will not tighten monetary conditions amid a still nascent economic recovery, analysts say the reversal could be triggered by technical and not fundamental factors.

"I am concerned about the period between September 23, the last FOMC meeting in the third quarter and mid-November. That period will see a lot of volatility," said Suresh Ramanathan, strategist at CIMB Investment Bank.

"There are a lot of institutions who will want liquidity on their books as the year-end approaches. We may see Libor rates moving up not because of any economic reasons but purely for excess demand for cash."

In China, repo rates and short term interest rate swaps rose after announcements of major new share offerings and following the news the stock regulator would review an application for a large IPO.

China's stock regulator said it would review on Wednesday an application by Metallurgical Corp of China for a Shanghai IPO aiming to raise 16.85 billion yuan ($2.5 billion), and approved a Shanghai IPO by train maker China CNR Corp to raise nearly $1 billion.

The weighted average seven-day repo rate rose to 1.3443 percent from 1.2909 percent. The repo had been dropping for a week as the central bank was seen to have finished guiding bill yields higher in its open market operations.

The 90-day central bank bill yield edged up to 1.3264 percent bid from 1.3200 percent.

Swaps rose too with the mid value for 3 month IRS up by 2.5 basis points to 1.6 percent.

"Liquidity is still there in China but because of the government's recent efforts to redirecting liquidity from stocks and property to the real economy, we have to wait and see the impact on the rates market," said Anindya Dutta, Calyon's head of interest rate derivatives in Asia ex-Japan.

Meanwhile, Malaysia's central bank is expected to keep rates steady at a record low of 2 percent later on Tuesday after the country posted its first drop in output in seven and a half years when first quarter GDP fell 6.2 percent from a year ago.

And with the authorities expecting growth to return only in the fourth quarter, in contrast with Japan, Hong Kong and Singapore which have already pulled out of recession in the second quarter, markets are increasingly confident of rates staying low for some time.

For example, the three month swaps kicking in after three months were down 12.5 basis points to 2.023 percent. It is only the one year swap which kicks in after three months at 2.308 percent that shows the possibility of a rate hike.

This is in contrast with other markets like Australia, where the central bank is expected to hik rates as early as in November. Implied money market rates show investors have 169 basis points of tightening priced over the next 12 months. (Editing by Jan Dahinten)

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