China yields flat; inflation fear offsets liquidity

10 Oct, 2010

Chinese bill and bond yields were generally steady on Friday as rising inflation concerns offset improving liquidity after a week-long holiday. The authorities have so far this year been mostly relying on regulation to rein in a housing bubble with monetary policy playing a secondary role amid well-controlled and mild consumer price inflation.
But traders were reluctant to buy the long-end of the curve on Friday due to mounting worries of a shift in policy and the inflation outlook, with rising food prices seen buoying or even pushing up CPI into early next year. DBS Bank said in a research note that the risk of inflation going up further was "clearly" high with the negative impact disproportionately borne by the poor if the government continues to only rely on administrative measures to control property prices.
The indicative five-year government bond yield in the secondary market was flat at a three-month high of 2.7230 percent bid on Friday. In the money market, the impact from a cash crunch triggered by last week's National Day holiday faded, pushing the weighted average seven-day repo rate down sharply to 2.6838 percent by midday from its previous close of 2.8483 percent.
Traders think the repo will drop further in coming days to about 2.2 percent, above a range between 1.6-1.8 percent that confined it in August. The 90-day central bank bill yield rose to 1.9450 percent bid on Friday from the previous trading day's 1.9350 percent on September 30, although the one-year yield slipped to 2.1280 percent from 2.1290 percent.

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