China yields fall

23 Mar, 2010

Chinese bill and bond yields mostly eased on Monday after a senior government economist said over the weekend that China's 2010 inflation goal of 3 percent was achievable. Yao Jingyuan, chief economist of the National Bureau of Statistics, said ample grain supplies after a good harvest last year would help to keep prices in rural areas stable.
While excess production capacity could also help to dampen inflation. Consumer prices rose 2.7 percent in the year to February, up from 1.5 percent in January. But a few traders think the central bank may even hold off from raising interest rates this year because of expectations that inflation will drop in the second half after the government stepped up measures to rein in property price rises.
"It's not so urgent for them to tighten policy now. The pace of economic growth will be slower in the second half than in the first half," said an analyst at a major Chinese bank in Beijing. Citic Securities said in a research note on Monday that it expected concerns about monetary policy tightening to disappear, which would likely lead eventually to a fresh round of investment opportunities in the bond market after a period of stabilisation in the second quarter.
The brokerage forecast that average monthly consumer price inflation would hold to a benign level below 2.5 percent for the whole of 2010. Credit Suisse said a downturn in the property market could induce a series of debt defaults at local governments' infrastructure investment vehicles, potentially representing the biggest threat to China's growth prospects in a decade.
"The 8 trillion yuan in lending to UDICs (urban development investment corporations) is equivalent to 24 percent of GDP, 13.2 percent of M2 and 180 percent of the equity base of the entire banking industry in China. In our opinion, this is by far the most drastic leveraging in China's modern history," the bank said in a research note.
The indicative five-year government bond yield fell to an eight-month low of 2.6881 percent bid on Monday from 2.7000 percent on Friday, according to Reuters Reference Rates. In the money market, traders bought bills because of ample liquidity even though the central bank conducted a massive 213 billion yuan ($31.20 billion) net drain in its open market operations last week.
Traders expect the central bank to continue such big drains in coming weeks and months to prevent short-term money market rates from dropping too sharply, although the likelihood of a hike in reserve ratios is seen declining, especially if the March figure for new bank lending is relatively subdued, as expected. The weighted average seven-day repo rate fell to 1.5987 percent by midday from 1.6383 percent on Friday. The 90-day central bank bill yield eased to 1.4227 percent bid on Monday from 1.4243 percent on Friday.

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