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Chinese 7 Day Fixing Rate Falls To 6 Week Low

Published 07/10/2013, 02:29 AM

China’s money-market rate dropped to a six-week low as the central bank refrained from draining funds, further easing a cash squeeze.

The seven-day fixing rate, which measures funding in the banking system, dropped one basis point to 3.59 percent, according to a National Interbank Funding Center rate set at 11 a.m. in Shanghai. That’s the lowest since May 28. It reached an all-time high of 10.77 percent on June 20.

The People’s Bank of China hasn’t sold bills to withdraw funds since June 20, when the overnight repo rate also climbed to an unprecedented level amid the worst cash crunch on record. The PBOC may resume sales of the securities should the one-day fixing, which was little changed at 3.3 percent, drop below 3 percent, said Tian Jiachao, a bond analyst in Shenzhen at China Merchants Bank Co., the nation’s sixth-biggest lender.

“The market is confident the central bank will pump in capital if the cash shortage returns,” Tian said.

The PBOC gauged demand for sales of 91-day bills tomorrow, according to a trader at a primary dealer required to bid at the auctions. It also asked banks to submit orders for 28-day repurchase contracts and 14-day reverse-repo agreements this morning, the trader said.

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