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UPDATE 2-Demand below expectations in latest ECB 1-yr refi

Published 09/30/2009, 08:46 AM
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* Demand in ECB 1-yr refi 75 bln vs expectations of 135bln

* Lower demand adds to signs banks are healing

* Market rates, euro, bond yields rose

* Signs of improvement at banks sits against IMF concerns

(adds Kranjec, analyst quotes, detail)

By Marc Jones

FRANKFURT, Sept 30 (Reuters) - The European Central Bank will lend banks 75.241 billion euros in its latest one-year refinancing operation, far less than expected, suggesting banks are growing in confidence as they emerge from the financial crisis.

The lacklustre demand could also help the ECB avoid some potential complexities when it begins the delicate process of unwinding the drastic monetary easing measures put it place at the height of the recent turmoil.

The 75 billion euro total was almost half of the 135 billion expected by traders in a Reuters poll this week, and is just a fraction of the 442 billion the ECB pumped into markets in its first one-year tender back in June. (for poll please click [ID:nLS347079])

The lacklustre demand suggests banks may now have greater confidence in their liquidity needs and are no longer as dependant on the ECB for funding, while for markets it could mean tighter liquidity conditions and higher bank-to-bank lending rates in the months ahead.

"Excess liquidity in the banking system stays at a relatively moderate level for now. This operation added only three months to the previous and banks are probably waiting for the December operation," said Laurent Bilke, a director of economic research at Nomura. "For now, there is no reason for the ECB to be more vocal on exit strategies," he said.

The ECB is lending the money at a flat interest rate of 1 percent. In total 589 banks bid to borrow cash, down from 1,121 at the first one-year tender in June. Banks receive the money on Thursday and have to pay it back on Sept. 30 next year.

The lower-than-expected demand jolted markets. The Euro hit session highs against the dollar . The 12-month euro OIS starting December 2009 and 2-year euro zone govt bond yields both rose, while Euribor interest rate futures across the 2010 strip sold off.

"Markets are normalising fast so there is less need of liquidity for the majority of banks. The 1 percent rate or the one-year fund is starting to look expensive," said Guillaume Baron, strategist at Societe Generale in Paris, referring to the rate of interest compared with interbank lending rates.

ECB Governing Coucil Member Marko Kranjec welcomed the result. "This obviously shows that the financial system is well take care of with regards to liquidity and its needs are smaller now," he said.

CREDIT CRUNCH, IMF

While the ECB will see the timid demand as further proof markets are healing, some economists said it could raise the chances of a euro zone credit crunch if lending to firms and consumers suffers.

"The operation caused a pretty modest increase in its liquidity provision, which is unlikely to do a great deal to stimulate bank lending," said Jennifer McKeown, European Economist at Capital Economics.

The ECB made the decision to bring in the 12-month tenders back in May with the aim of restoring order in the euro zone's money markets and aiding the economy by reducing the cost of borrowing for banks, firms and consumers.

The move has proved effective. The massive glut of cash in the system has driven bank-to-bank lending rates to all-time lows, and below to ECB's 1 percent main interest rate for lending durations up to 6 months .

The lower demand this time around, however, may help the ECB avoid potential complications when the time comes to unwind the emergency support measures it has put in place over the crisis.

Traders said it further reduced the chance the ECB would add a spread to the final of its three planned one-year loan handouts in December. With demand leaving the money markets tighter than many had been expecting, they also felt the ECB would not drain cash from the system at an early stage.

The picture of improvement in the banking system came as the IMF issued a new warning on the health of euro zone banks. Despite some better signs the IMF said banks in the 16-country bloc still had to swallow around 60 percent of the losses suffered over the financial crisis.

"It's not that banks don't want to recognize (the losses), it's that the loan cycle takes its time and therefore these are loans that are going to imply losses for banks as the cycle advances," Jose Vinals, head of the IMF's monetary and capital markets division told Reuters. [nID:nLU99400]

In June the ECB said loan loss writedowns added up to 150 billion in 2008 and were expected rise another 283 billion by the end of 2010.

(For details of ECB operation, please see Reuters information page )

(To see ECB Financial Stability Report from June please click http://www.ecb.int/pub/fsr/html/summary200906.en.html) (Additional reporting by Reuters markets desk in London and Marja Novak in Ljubljana) Editing by Mike Peacock)

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