Euribor moves up

26 Jun, 2011

Three month euro-priced bank-to-bank lending rates edged back up on Friday, as other benchmark rate fell after this week's bumper take-up of ECB funding pushed market liquidity to highly elevated levels. Bank's took 187 billion euros from the ECB this week, 50 billion more than the previous week and than money market traders had been expecting.
The extra money is applying downward pressure on money markets and working against the expectation that the ECB will continue to hike official interest rates this year. The three-month Euribor rate - traditionally the main gauge of unsecured interbank euro lending and a mix of interest rate expectations and banks' appetite for lending - resumed its upward march after a brief pause, rising to 1.528 percent from 1.526 percent.
In contrast, six-month rates fell to 1.769 percent from 1.771 percent and longer-term 12-month rates dropped to 2.145 percent from 2.147 percent. Shorter-term one-week Euribor rates saw an even sharper slide, dropping to 1.203 percent from 1.222 percent.
EONIA overnight interest rates dropped below 1 percent, fixing at 0.946 percent, down from 1.091 percent on Wednesday. The moves come despite the European Central Bank signalling earlier this month that it would raise official rates to 1.5 percent in July, a move economists expect it to follow up with at least one more increase later in the year.
The central bank continues to offer limit-free funding to banks, a promise it extended until mid-October this month. Three-month loans are again the longest maturity on offer and banks have now paid back all the six-month and 12-month loans the ECB injected at the height of the turmoil.

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