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MONEY MARKETS-Dollar interbank lending rates at record low

Published 11/18/2009, 10:42 AM
Updated 11/18/2009, 10:45 AM

* Benchmark dollar Libor rates at lifetime low

* 3-month sterling rates slip; BoE split on QE

* Euro Libor edges up, focus on ECB's Dec. 1yr tender

By Emelia Sithole-Matarise

LONDON, Nov 18 (Reuters) - Benchmark bank-to-bank dollar funding costs set another record low on Wednesday while sterling rates edged lower on the firm view central banks will keep extraordinary stimulus measures in place well into 2010.

London interbank offered rates for three-month dollars fell to their lowest level ever at 0.26906 percent while equivalent sterling rates edged down to 0.61250 percent from 0.61406 percent.

Three-month euro Libor nudged up to 0.67500 percent versus 0.67375 percent, according to the latest fixings by the British Bankers' Association. For more Libor fixings see

Sterling Libor fell as minutes from the Bank of England's last policy meeting showed a three-way split with seven of the BoE Monetary Policy Committee's nine members voting to expand the bank's quantitative easing programme by 25 billion pounds ($42 billion) to 200 billion pounds.

BoE policymakers also discussed the merits of cutting the remuneration rate the BoE pays on commercial bank reserves in the future, which could serve to ease policy by encouraging banks to lend more.

"A reduction in this rate would bear down on short-term market rates, perhaps shaving a few basis points off borrowing costs," said Stephen Lewis, chief economist at Monument Securities in London.

"Probably wisely, members decided that any easing in monetary conditions achieved by this means would be on a scale unlikely to make much difference to demand in the economy. However, the MPC agreed to keep the remuneration rate under review," he said.

ECB 1-YR TENDER IN FOCUS

Money market rates have fallen to record lows this year on rock-bottom official interest rates and vast injections of central bank liquidity with policymakers assuring markets they are not ready yet to withdraw the extraordinary measures.

Last week the Federal Reserve renewed its pledge to hold interest rates near zero for an extended period to support the fragile U.S. economic recovery.

Some in the market see limited room for further falls in three-month dollar Libor but see room for six-month rates to converge towards the benchmark.

In the euro zone market, debate is intensifying on how much the European Central Bank will inject in one-year funds next month, which will add more long-term liquidity to a market already flush with cash.

But central banks have urged financial institutions to be reasonable in bidding for funds at the next 12-month lending operation.

"We are beginning to hear estimates of the 12-month tender's size, with consensus appearing to be somewhere in the 100-200 billion (euro) area," Calyon strategists said in a note.

"We think that such numbers are on the high side in part because there is no need for participants to extend the maturity of shorter operations and because central bankers are starting to frown on its use. Indeed, there is a little stigma starting to be attached to excessive use of ECB money."

(Editing by Ruth Pitchford)

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