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

MONEY MARKETS-New Zealand yields up, S.Korean spreads widen

Published 09/30/2009, 03:32 AM
Updated 09/30/2009, 03:36 AM
CSGN
-

* New Zealand yields rise after confidence data

* Korean bond-CD spreads wider as rhetoric flows on

* Malaysian short-end swaps up as traders wait for budget

By Vidya Ranganathan

SINGAPORE, Sept 30 (Reuters) - New Zealand bill yields rose further on Wednesday and markets priced in even greater monetary tightening in the months to come after a survey showed businesses were turning more optimistic about their prospects.

Korean short-term bond yields also extended gains amid a steady stream of comments from policy makers, including Tuesday's minutes of the August Bank of Korea policy meeting and the country's president's reiteration of his preference of easier policy for much longer. [ID:nSEO122655]

NEW ZEALAND, KOREA

Data on Wednesday showed more companies in New Zealand expected their businesses to improve in the coming year [nSP488577], pushing yields slightly higher.

Three-month bank bill yields hit 2.865 percent, having risen 5 bps this week. Credit Suisse's gauge of market expectations showed traders now price in 151 bps of rate rises in New Zealand in the next 12 months, 5 bps more than they did on Tuesday, as prospects for economic recovery slowly brighten.

"It's all smoke and mirrors," said one New Zealand rates trader in Singapore, referring to the uncertainty about policy and communication from the authorities.

South Korean markets, meanwhile, persisted with their hawkish positioning in rates, driving short-end spreads wider and flattening the yield curve.

Minutes of the Aug.11 BOK meeting showed one of the six members of its policy committee said policy makers should consider a shift away from the loose monetary stance to curb asset price growth. On Wednesday, in a scheduled report to parliament, the BOK again said it will manage its rates policy while keeping a close eye on asset prices.

The spread between 1-year bonds and the 2 percent policy rate widened to 154 bps on Wednesday, double the spread two months ago. Bond yields were trading near their highest levels this year, with one-year yields near 3.55 percent.

MALAYSIAN RATES

In Malaysia, an already lacklustre market was even more so weeks before the government unveils its 2010 budget, on Oct. 23, there being little hope of a consolidation in the budget next year while the authorities sustain their pump-priming measures.

Ringgit interbank rates have been steady for months in a country whose central bank has generally been a laggard in easing policy through the credit crisis.

But swap rates have risen through September, particularly at the short end, with the one-year swap rate having moved 6 basis points higher to 2.34 percent.

The government will announce its 2010 budget on Oct.23, but broad expectations are that its budget deficit next year will stay just about the same as this year's 7.6 percent of GDP.

"It is month end and quarter end and everyone has marked their positions and is not prepared to take up new positions unless the picture gets a little clearer on the budget policy," Suresh Kumar Ramanathan, a strategist at CIMB Investment Bank.

The move in short end swaps was merely a catch-up to the sell-off in the longer part of the curve previously, he said. "The market is purely wanting to price in any eventuality of recovery process as a signal that rates will head up." (Editing by Kim Coghill)

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.