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UPDATE 2-ECB spoons in 12-month funds, keeps exit clear

Published 12/16/2009, 07:39 AM

* Demand in ECB 1-yr refi 96.937 bln euros vs 100 bln poll

* Adds to signs financial markets are healing

* Injection smooths ECB exit path

(Adds details, background, analysts)

By Sakari Suoninen and Marc Jones

FRANKFURT, Dec 16 (Reuters) - Demand at the European Central Bank's last tender for one-year money on Wednesday was almost bang in line with expectations, signalling banks were confident enough to be unfazed by its first steps to withdraw emergency support.

The 97 billion euros in one-year funds it allocated to banks compared to the 100 billion predicted by traders in a Reuters poll, keeping liquidity for euro zone money markets ample for the first half of 2010 but smoothing the way for a gradual exit.

Analysts said the cash, less than a quarter of that handed out in the first tender last June, would also help the ECB avoid potential complexities in unwinding the drastic monetary easing measures it put in place at the height of the financial crisis.

"This is a sign that banks' liquidity needs are no longer as high as they were in recent months," said Fortis economist Nick Kounis. "This is good news in that sense."

Euro zone interest rate futures <0#FEI:> extended gains on expectations the increased liquidity would keep the overnight Eonia rate low, while yields on shorter-dated government bonds fell. [ID:nLDE5BF0KO]

The loan will cushion the blow of banks having to repay the 442 billion the ECB pumped into markets in its first one-year tender in July 2010. It was also higher than in the second operation in September, which had demand of only 75 billion.

The ECB is lending the money at cost indexed to the minimum bid rate -- typically its benchmark rate -- in its main refinancing operations during the life of the loan, meaning banks do not know the exact cost of the money they took until they have to pay it back on Dec. 23, 2010.

Analysts estimate that were the ECB to raise rates in October or later next year, as markets currently expect, banks would have to pay 1.05-1.10 percent interest. That would rise to 1.25 percent if rates were raised twice starting mid-2010.

This compares with a fixed interest rate of 1 percent used in the June and September 12-month operations as the ECB starts to slowly unwind its extra liquidity support.

IMPROVEMENT?

The fall in demand compared to June may help when it comes to further unwind the emergency support. If demand had been very high, it would have increased the chance the ECB would have to actively drain long-term liquidity, something it has not done before.

"It keeps the ECB's exit strategy on track," said Nomura economist Laurent Bilke. "It will not need to be really forceful to remove the excess liquidity as most of it will naturally drop out when the 442 billion from the first tender expires."

In total 224 banks bid to borrow cash, compared with 589 in September and 1,121 in June. They get the money on Thursday.

The ECB said earlier this month that market conditions are improving but some economists said the lower demand was rather due to the uncertainty over borrowing costs and that its move to index the cost had added to banks' caution.

Some said that could encourage the ECB to widen the use of indexation to its last six-month tender next year.

"The indexation has helped temper demand," Tullett Prebon economist Lena Komileva said. "It's quite possible the ECB will now look to index the final six-month tender at the end of March."

The ECB made the decision to bring in the 12-month tenders 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 the ECB's 1 percent main interest rate for lending durations up to 6 months . (For details of ECB operation, please see Reuters information page ) (Reporting by Sakari Suoninen and Marc Jones; editing by Patrick Graham)

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