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The interbank rate for three-month euros dipped on Tuesday for the first time in five weeks but analysts reckon it will resume edging upwards as the European Central Bank keeps its liquidity exit plans intact. The London Interbank Offered Rate for three-month euros fixed at 0.98750 percent, down from 0.98875 percent.
It followed a further decline in the overnight Eonia which fell to 0.683 percent late on Monday from 0.724 percent on Friday, maintaining its easing trend. Higher-than-expected demand by banks at an ECB three-month tender last week boosted excess cash in the eurozone banking system by almost 20 billion euros.
In another sign that money market rates are continuing to rise, the three-month Euribor rate - the main gauge of unsecured interbank euro lending and a mix of interest rate expectations and banks' appetite for lending - edged up to a fresh 15-month high of 1.047 percent from 1.046 percent. It resumed rising after a brief pause on Friday, which marked the first time in more than a month that it had not risen.
Analysts reckon three-month Euribor's ascendency could stall at or before 1.15 percent by year-end. Interbank rates have been generally climbing since banks slashed their consumption of ECB funding in a string of key lending operations at the end of last month.
The rise was largely seen as a step towards normalisation in money markets as bank-to-bank three-month lending rates traditionally sit just above the ECB's headline rate. In a sign of gradually lessening liquidity, the ECB allotted 178.35 billion euros in seven-day funds. Australian swaps soared and interbank futures dropped after the Reserve Bank of Australia raised its key cash rate by 25 basis points and signalled more tightening ahead.

Copyright Reuters, 2010

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