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MONEY MARKETS-Sterling Libor hits record low, dlr, euro gain

Published 08/17/2009, 09:24 AM
Updated 08/17/2009, 09:27 AM

* 3-mo sterling Libor hits record low

* QE-related factors drive sterling Libor lower

* 3-mo euro, dollar Libor rates edge up from nadir

By George Matlock

LONDON, Aug 17 (Reuters) - The interbank cost of borrowing three-month sterling funds hit a record low on Monday as markets continued to price in the effects of the Bank of England's recent decision to extend its bond-buying operations.

The three-month London interbank offered rates (Libor) for sterling funds hit 0.7575 percent while for dollar and euro funds the Libor rate edged off record lows struck on Friday, according to the latest daily fixing from the British Bankers' Association.

After its last rate-setting meet on Aug. 6, the Bank of England surprised money markets by announcing it would extend its Quantitative Easing programme by 50 billion pounds to 175 billion pounds. The QE programme includes buying mostly UK government bonds, or gilts, to provide liquidity to money markets recovering from the two-year long global credit crisis.

The minutes of the rate-setting minutes will be published on Wednesday and offer the market focus.

Markets reckon the BoE Monetary Policy Committee's shock decision to extend its asset purchase facility was unanimous but there is a range of views on the committee about the outlook for inflation. Investors will look for signs that a pause in monetary policy easing is on the cards or whether policymakers are divided on the way forward.

The BoE has said headline inflation could fall below 1.0 percent before the end of the year, triggering an explanatory letter from the governor to the government.

"Sterling has been on a run since the Bank of England decided to extend the QE programme and this may have shaken off the impact on Libors from the decrease in risk appetite that has been quite strong since Friday," said David Keeble, head of fixed income strategy at Calyon in London.

"Movements in Libors have become fairly small these days," he added.

The Bank plans to buy a weighty 4.2 billion pounds-worth of gilts this week.

The UK central bank's position on monetary policy was further elaborated by BoE Governor Mervyn King last week after publication of the Inflation Report.

The BoE said last Wednesday it could consider cutting the rate it pays on bank reserves in a bid to encourage them to lend on the extra money the central bank pumps into the economy.

"The BoE Governor's comment at the inflation report conference triggered a round of speculation on additional easing to increase the effectiveness of QE measures, as this would give banks less incentive to park the cash generated from the APF at the BoE.

Markets have responded positively, showed by lowering forward Libor rates by 5-7 basis points along the curve," said Elaine Lin, interest rate strategist for Europe at Morgan Stanley.

In Frankfurt, the three-month Euribor rate was fixed at a record low of 0.861 percent earlier on Monday.

The European Central Bank allotted 12.743 billion euros in a seven-day foreign exchange swap with the Swiss franc.

The spreads of three-month London interbank offered rates over OIS rates for dollars and euro inched wider but narrowed for sterling, according to Reuters data.

The spread expresses the three-month premium paid over anticipated central bank rates, or Overnight Index Swap rates and is seen as a gauge of banks' willingness to lend to each other -- a wider spread is seen as an indication of decreased inclination to lend. (Editing by Toby Chopra)

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