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MONEY MARKETS-More of China policy tightening, Korea yields down

Published 07/09/2009, 02:32 AM
Updated 07/09/2009, 02:48 AM

* China bill auction testimony to slow policy tightening

* S.Korea yields fall after central bank cautions on growth

* Indonesian offshore rupiah yields tumble post election

By Vidya Ranganathan

SINGAPORE, July 9 (Reuters) - A jump in yields at China's recently resumed auctions of one-year central bank debt on Thursday furthered market speculation that the authorities were slowly soaking up some of the excess funds in the banking system.

That auction outcome drove up other short-term yuan yields and also reinforced views that the People's Bank of China, while not explicitly tightening policy, was trying to rein in the huge spurt in bank lending.

In other parts of Asia, South Korea's central bank kept rates on hold as expected. But the Bank of Korea's message -- highlighting the still anaemic pace of economic recovery and yet risks of inflation from oil prices -- caused markets to pare back their pricing of immediate rate rises.

In Indonesia, rupiah offshore forwards pointed to growing bullishness on the currency after a quick count of Wednesday's election showed incumbent President Susilo Bambang Yudhoyono winning a second five-year term.

In dollar funding markets, the steady improvement in credit conditions was sustained on Thursday. Three-month dollars in Asia cost 0.53 percent, a record low.

CHINA YIELDS

The 7-day repo rate in China stayed elevated near recent highs, around 1.22 percent, while the one-year central bank bill yield soared to a 7-month high of 1.4744 percent after PBOC's auction.

The yield at that auction was 1.0456 percent, lower than market expectations but yet another jump in yields since the central bank resumed auctioning the 1-year bill last week.

Analysts said it was obvious that the central bank was keen to drain funds from the market which has seen a surge in bank lending despite the authorities also having lifted a ban on fund-raising through initial public offerings.

June bank lending in yuan was up 34.5 percent from a year earlier.

"The PBOC isn't going for a full stop reversal, but clearly the soaring bank lending figures are beginning to making policy makers feel unnerved," said Jan Lambregts, head of Asia-Pacific research at Rabobank.

"Not surprising, as it risks the emergence of bad loans in the medium to long term as well as asset bubbles."

Sherman Chan at Moody's Economy reckoned the yield had risen because of the relatively subdued demand for government bills in China.

"They chose to mop up the excess liquidity by reissuing bonds instead of raising interest rates because higher borrowing costs could hurt all, including those in need of cheap credit to survive the economic storm," Chan said.

INDONESIA, KOREA

Yields dropped across the curve, more so at the short end, in South Korea after the central bank's somewhat mixed messages on the economy and inflation..

Two-year bonds saw yields dropping by 5 basis points to 3.79 percent.

In Indonesia, 3-month implied yields based on non-deliverable forwards dropped to 8.9 percent from 9.5 percent on Tuesday, the day before the elections, and the front end of the offshore forward curve disinverted.

The inversion, led by surging short term yields, had been based on fears Yudhoyono will not win another term and that the election may result in a run-off. (Editing by Kazunori Takada)

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