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The Hong Kong dollar was stuck in a narrow range on Thursday, while most interbank rates softened amid expectations for an improvement in liquidity once money is released from IPO subscriptions. The currency was trading at 7.8164/65 against the US dollar at 0318 GMT, compared with 7.8163/64 in late Wednesday trade in Asia.
Some dealers said the Hong Kong dollar was likely to stick to its recent range of 7.8150 and 7.8180 amid interest rate arbitrage. "We've seen two-way business, with some US dollar buying on carry trades on expectation of a softening in interbank rates," said a dealer at a European bank. In carry trades, investors borrow low-yielding currencies to buy higher-yielding assets.
The Hong Kong dollar is pegged at 7.80 to the US dollar, but can trade between 7.75 and 7.85. In the interbank market, the one-week to six-month rates were softer on expectations that subscription money locked up for the IPO of Fosun International Ltd would return to the banking sector after the company lists on July 16.
China's top privately owned conglomerate, Fosun raised US $1.48 billion in a Hong Kong IPO. The retail portion of the deal was more than 200 times subscribed.
The one-week interbank rate fell to 4.45/4.50 percent from 4.50/4.70 percent late on Wednesday. The one-month rate eased to 4.28/4.33 percent from 4.33/4.38 percent. The three-month rate softened to 4.34/4.39 percent, down 3 basis points from the previous day's close.
As a result, the discount on one-month HK dollar forwards widened to 72/69 pips from Wednesday's close of 68/65 pips. The one-year forwards was quoted at a discount of 580/570 pips versus 570/560 pips.

Copyright Reuters, 2007

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