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china-central-bankSHANGHAI: Primary Chinese short-term lending rates remained steady on Tuesday as improved money market liquidity conditions offset large amounts of maturing reverse repurchase agreements that drained 155 billion yuan ($24 billion) from the market on the day.

The central bank injected 20 billion yuan into the market via seven-day reverse repos in its regular open market operations on Tuesday, on top of 20 billion yuan injected through maturing standard repos, a move that traders said was mild.

While worries over short-term cash flows in the money market are easing, traders said investors continued to expect that the People's Bank of China (PBOC) will cut bank reserve requirement ratios (RRR) this month.

In a slew of recent weaker-than-expected data, China posted on Tuesday that foreign direct investment (FDI) inflows fell 3 percent in the first half of 2012 versus last year, the latest sign of intensifying headwinds facing the country's economy as global growth slows down.

"Short-term cash flows in the money market have improved but that cannot offset needs for more monetary policy easing due to the steep slowing in the economy," said a trader at a major Chinese state-owned bank in Shanghai.

"Today's FDI data keeps alive the recent strong expectations of another RRR cut by the PBOC as soon as this month."

China's economy has slowed sharply this year, with the government posting a gross domestic product growth of 7.6 percent on Friday, its lowest growth in more than three years.

The PBOC has cut banks' RRR twice, in February and May, and reduced official interest rates twice in June and July.

LIQUIDITY

The benchmark seven-day weighted average bond repurchase rate was little changed at 3.2777 percent at midday compared with Monday's close of 3.2757 percent.

Another main rate, the 14-day repo rate, fell slightly to 3.2973 percent from 3.3090 percent, although the shortest overnight repo rate rose to 2.6444 percent from 2.4742 percent, reflecting the temporary impact of huge amounts of maturing reverse repos.

Traders said money market liquidity improved mainly due to an injection on Sunday, one of the dates on which banks will adjust their central bank reserves in line with the RRR.

Banks saw deposit outflows in early July following the rush of short-term deposits that banks typically draw in at the end of each quarter. Now some funds previously locked up in the central bank have been released back into the market.

China's interest rate swaps rose on Tuesday, continuing a rebound that began on Monday after the benchmark five-year IRS hit a three-year low hit late last week.

The five-year IRS rose 5 basis points to 2.65 percent at midday, up from Monday's close of 2.60 percent and a three-year intraday low of 2.53 percent hit last Friday, while one-year IRS rose 4 bps to 2.44 percent.

Copyright Reuters, 2012

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