Short-term bank lending rates slightly up

11 Nov, 2009

Short-term interbank lending rates in New York were steady to slightly higher on Tuesday while benchmark euro interbank lending rates edged lower. Overnight rates in Europe jumped, however, as the European Central Bank drained liquidity at the end of the reserve maintenance period. The ECB drained 191.4 billion euros of overnight cash from eurozone money markets, paying banks an average interest rate of 0.76 percent on their funds.
Tuesday is the last day of the ECB's monthly reserve maintenance period, when banks often find they have a surplus of overnight funds, and the ECB commonly drains overnight cash out of the system. In New York, the three-month New York Funding Rate for US banks was steady at 0.2956 percent versus the previous session's 0.2955 percent, ICAP said.
That compared with a three-month dollar-denominated London interbank offered rate last fixed at record lows of 0.27250 percent. ICAP's one-month NYFR rose to 0.2412 percent from the previous session's 0.23875 percent. That compared with a one-month dollar-denominated Libor rate last fixed at 0.23906 percent. A further near 30 billion euros of 3- and 6-month money also matures before the December 1-year tender, they noted.
Banks on Tuesday took 51.25 billion euros of 1-week funds, a small increase from the 46.2 billion euros maturing and rolled 2.5 billion euros of 7.7 billion euros of maturing 28-day money. Benchmark three-month rates edged down to 0.67250 percent.
Overnight deposits at the ECB rose to over 150 billion euros as banks juggled their finances as the end of the maintenance period. The US Federal Reserve said on Monday demand fell for most types of US bank loans over the past three months, while the percentage of banks tightening lending standards declined from peaks reached last year.
Separately, it said nine of 10 large US banks ordered to raise capital in May have met or exceeded their goals and the laggard - auto lender GMAC Financial Services - is negotiating for a fresh infusion of taxpayer funds.

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