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Thursday, August 30, 2012

China money market rates rise as PBOC signals rate floor - Reuters

Thu Aug 30, 2012 11:00am IST

  * PBOC keeps its 7-day reverse repo rate flat at 3.4 pct      * Market increasingly accepts PBOC rate as guidance      * Fund demand at PBOC reverse repo rate relatively weak      * PBOC holds off on longer-term 28-day reverse repos for now        By Lu Jianxin and Gabriel Wildau      SHANGHAI, Aug 30 (Reuters) - Short-term funding costs in  China's money market rose on Thursday as the central bank  signalled a floor for the benchmark seven-day rate, traders  said.      In open market operations on Thursday, the People's Bank of  China (PBOC) left the rate for its seven-day reverse bond  repurchase agreements unchanged at 3.4 percent.      "Banks and other institutions are increasingly accepting  PBOC guidance via its reverse repo rates as the central bank is  anyway the main supplier of short-term liquidity to the market,"    said a trader at a major Chinese state-owned bank in Beijing.      "With its seven-day reverse repo now at 3.4 percent, you  need at least a rate of 3.5 percent for a seven-day re-lending.  Based on this standard, money market rates rose today."      The weighted average seven-day repo rate edged  up 7.26 basis points to 3.5971 percent at midday, while the  14-day repo rate rose 23.37 bps to 3.5871  percent, playing catch-up with the seven-day repo rate, traders  said.      The PBOC injected 40 billion yuan ($6.3 billion) into the   markets through seven- and 14-day reverse repos on Thursday,  meaning it will drain a net 54 billion yuan from the market this  week. As with its seven-day operations, the PBOC kept the rate  of its 14-day reverse repos unchanged at 3.55 percent.       Traders said the amount of reverse repos auctioned by the  PBOC on Thursday was small due to relatively weak demand.      "By indicating a floor for the main money market rate, the  PBOC appears to want to dampen excessive short-term fund  demand," said a trader at an Asian bank in Shanghai.      "This is in line with the government's recent policy not to  leave too much liquidity in the banking system by loosening  monetary policy further."            CAUTIOUS APPROACH      The market has been expecting the PBOC to reduce banks'  reserve requirement ratio (RRR) since late June but the central  bank appears to be conservative after having cut RRR twice and  reduced interest rates twice this year to counter a sharp  slowdown of the world's second-largest economy.      Authorities appear concerned that pouring money into the  system may not actually help, given that the slowing economy is  actually trimming firms' demand for capital, especially for  medium- and long-term funds. The government appears to be also  wary of a rebound in prices for consumer goods as well as  property.      The PBOC has relied on regularly injecting and draining cash  through reverse repos since May, but traders said the short  tenor of the repos, which were at first limited to seven days,  had the effect of draining base money.      So it began to increase its use of 14-day reverse repos in  recent weeks and is now poised to add the longer 28-day reverse  repo contract to the mix after it surveyed primary dealers for  demand for the longer-dated reverse repo on Wednesday.      Traders told Reuters that bankers had responded positively  to the suggestion that the PBOC would start issuing 28-day  reverse repos.       But the central bank on Thursday declined to make its  first-ever use of 28-day reverse repos. Still, the act of  publicly surveying banks suggested that it was ready to resort  to such tools and might do so in the near future, traders said.                                     Current  Prev close  Change                                      (pct)                (bps)     7-day repo                        3.5971    3.5245     + 7.26   7-day SHIBOR                      3.5842    3.5279     + 5.63    Note: Repo rate is weighted average.         ($1 = 6.35 Chinese yuan)     (Editing by Jacqueline Wong)  

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