🐂 Not all bull runs are created equal. November’s AI picks include 5 stocks up +20% eachUnlock Stocks

MONEY MARKETS-Forward starting swaps down, Aussie rates rally

Published 08/17/2009, 02:40 AM
Updated 08/17/2009, 02:45 AM

* Sell off in equities, doubts about growth buoy rates market

* Aussie market trims expectations of rate rises

* Forward starting swaps down in Malaysia, New Zealand

* Korean CD rates inch up while interest rate swaps fall

By Vidya Ranganathan

SINGAPORE, Aug 17 (Reuters) - Short-term Asian rates dropped in step with falling equities on Monday, trimming expectations of future rate rises as concerns grew over how exaggerated expectations of future economic growth might be.

Fuelled partly by U.S. consumer confidence data and a benign inflation report on Friday, the sell off in equity markets and commodities hurt risk-seeking broadly and caused the yen and dollar to rally.

Compared with the 2 to 3 percent falls in Asian stock markets, the reaction in rates markets was relatively modest but revealed the growing recognition among market participants that markets had priced in too high expectations for future price rises and growth.

In Australian markets, home to some of the most aggressive bets for future rate rises, bond and interbank futures rose. The overnight indexed swaps were pricing in 171 basis points of rate rises in the next 12 months, as against 183 bps last Friday.

Forward starting swaps markets were among the first to react, with Australian 3-month swaps starting after one year dropping to 5.2 percent from 5.28 on Friday.

That followed a rally in U.S. Treasuries. On Friday U.S. swaps extended a week-long fall and LIBOR hit new lows.

"Overall, for bond yields to rise further from here we will need to see some combination of higher stock markets, renewed bond supply fears, another upsurge in U.S./Australian economic data and a more aggressive RBA than is presently priced," NAB strategist Peter Jolly said in a note.

Traders could find no specific reason for the reversal in risk-seeking, other than that a string of recent economic numbers had proven markets to be overly bullish about growth prospects. In Malaysia, forward starting swaps showed a drop in 3-month swaps starting in a year to 2.84 percent from 2.92 on Friday. New Zealand dollar forward starting swaps pared the 3-month swap starting in 6 months to 4.31 percent from 4.37 on Friday.

KOREA CD RISES, SWAPS FALL

In South Korea meanwhile, the benchmark certificate of deposit (CD) rate extended a steady rise, still playing catch-up to the sharp run higher in other money market yields.

The 3-month CD rate rose 1 basis point to 2.48 percent, creeping higher after being steady at 2.41 percent from April through July.

At the same time, the one-year interest rate swap fell 5 basis points to 3.36 percent, in line with the moves elsewhere in Asian rates markets.

Traders in Seoul said the CD rate will rise further as local banks rush to raise funds in anticipation of a pick up in loan demand.

"CD rates are seen rising further, but IRS has gained too much last week," said Hwang Tae-yeon, a fixed income analyst at Tong Yang Securities.

"Spreads between CDs and monetary stabilisation bonds are quite narrow. The authorities will let local banks issue CDs with higher rates unless the sales push up interest rates too much."

Yields have been creeping higher on the Bank of Korea's 91-day monetary stabilisation bonds. At Monday's auction, the yield was 2.33 percent, a gradual climb higher from 2.12 percent on May 18. (Additional reporting by Jongwoo Cheon; Editing by Kazunori Takada) ((vidya.ranganathan@thomsonreuters.com; +65-68703090; Reuters Messaging: vidya.ranganathan.reuters.com@reuters.net))

Latest comments

Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all investors. Prices of cryptocurrencies are extremely volatile and may be affected by external factors such as financial, regulatory or political events. Trading on margin increases the financial risks.
Before deciding to trade in financial instrument or cryptocurrencies you should be fully informed of the risks and costs associated with trading the financial markets, carefully consider your investment objectives, level of experience, and risk appetite, and seek professional advice where needed.
Fusion Media would like to remind you that the data contained in this website is not necessarily real-time nor accurate. The data and prices on the website are not necessarily provided by any market or exchange, but may be provided by market makers, and so prices may not be accurate and may differ from the actual price at any given market, meaning prices are indicative and not appropriate for trading purposes. Fusion Media and any provider of the data contained in this website will not accept liability for any loss or damage as a result of your trading, or your reliance on the information contained within this website.
It is prohibited to use, store, reproduce, display, modify, transmit or distribute the data contained in this website without the explicit prior written permission of Fusion Media and/or the data provider. All intellectual property rights are reserved by the providers and/or the exchange providing the data contained in this website.
Fusion Media may be compensated by the advertisers that appear on the website, based on your interaction with the advertisements or advertisers.
© 2007-2024 - Fusion Media Limited. All Rights Reserved.