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

MONEY MARKETS-Yields up as stocks rise, Korea extends climb

Published 08/24/2009, 03:04 AM
Updated 08/24/2009, 04:21 AM

SINGAPORE, Aug 24 (Reuters) - Interest rate swaps and other short-term yields rise in Asia on the back of a sell-off in U.S. Treasuries overnight and a jump in stock markets after U.S. upbeat housing data and encouraging comments from Fed Chairman Ben Bernanke.

* Short-term yields meanwhile fall, mimicking LIBOR, helped by the abundance of cash in banking systems globally that has yet to be deployed in loans or longer term assets.

* South Korean markets, the most hawkish in Asia, drive up interest rate swaps, with the one-year tenor at 3.41 percent or 6 basis points higher than on Friday. That comes on the heels of a 10 bps rise in benchmark 3-month certificate of deposit rates this month.

* Analysts say while most Asian markets are moving in step with dollar markets, the upward bias in some front-end curves such as in India and Korea will persist owing to fears central banks in these economies will withdraw cash much earlier.

* In India, the one-year swap starting after 12 months is quoted at 4.55 percent, 115 bps above the one-year swap rate at 3.4 percent.

* At the short end, 3-month dollar rates in Singapore fall 2 basis points from Friday to 0.40286 percent, a third of the levels in March.

* The spread between LIBOR and overnight-indexed swaps (OIS), the latter a measure of market expectation of policy rates, narrows to 21 basis points, a level of tightness last seen two years ago.

* In the main dollar funding centres in Singapore and Hong Kong, interbank rates extend their slow and steady grind lower, mimicking LIBOR.

* Singapore interbank 3-month rates are at 0.56 percent and have dropped 7 bps in the past month.

* Three-month rates in Hong Kong dollars are at 0.22 percent, a 14 bps drop in the past two months.

* In Thailand, where the interbank rates are a function of dollar LIBOR and the baht forwards, 3-month rates have fallen 10 bps in the past month and are at 1.01 percent.

(Reporting by Vidya Ranganathan)

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.