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China won't roll over TLF loans due Thursday at some banks - sources

Published 16/02/2017, 05:00
© Reuters.  China won't roll over TLF loans due Thursday at some banks - sources
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SHANGHAI (Reuters) - Temporary liquidity facility (TLF) loans maturing in China on Thursday will not be rolled over at some major Chinese commercial banks, two banking sources with direct knowledge of the matter said.

The central bank introduced the new loans, a form of liquidity support, in mid-January to provide funds to big banks in China ahead of long Lunar New Year holiday, when demand for cash typically surges.

There was no apparent impact on the market on Thursday from the decision to let some of the loans mature, and one of the sources said liquidity conditions would not be affected.

While the central bank typically drains excess liquidity from the system after the holidays as demand for cash normalises, traders had wondered if the size of the TLFs maturing on Thursday and Friday would create distortions if they were not rolled over.

Some market participants said the TLF loans had added around 600 billion yuan ($87.5 billion) in liquidity.

Chinese investors and companies are watching the central bank's liquidity operations even more intently than usual after the PBOC surprised traders on Feb. 3 by raising short-term interest rates, in a further sign of gradual policy tightening as the economy shows signs of steadying.

In an apparent bid to keep markets calm, the central bank has injected cash into the banking system this week through other channels, including reverse repurchase agreements and medium-term loans.

It was not immediately clear if other TLF loans maturing on Thursday and on Friday would be treated the same way. The central bank did not provide an immediate comment when contacted by Reuters.

On Wednesday, the People's Bank of China lent 393.5 billion yuan to financial institutions through its medium-term lending facility, or MLF.

The fresh MLF loans more than doubled the size of maturing loans on the same day.

One batch with a total value of 151.5 billion yuan was set to mature on Wednesday. Another batch of 53.5 billion yuan would expire on Sunday, according to Reuters calculations based on official data.

In open market operations, the PBOC injected 250 billion yuan through reverse repurchase agreements on Thursday morning, while 150 billion yuan of such repos was set to mature, booking the first daily net injection in more than three weeks.

But the central bank had still drained a net 230 billion yuan from the money market so far this week via open market operations, and additional 70 billion yuan of reverse repos are due to mature on Friday. [CN/MMT]

Analysts said the PBOC is now more willing to use a combination of open market operations and the MLF to manage liquidity in the banking system.

Primary money rates retreated on Thursday.

The volume-weighted average rate of the benchmark seven-day repo <CN7DRP=CFXS> traded in the interbank market, considered the key indicator of liquidity, was 2.5560 percent, more than 20 basis points lower than the previous day's closing average rate.

At the time the TLF was introduced, some bankers said they had a similar effect as a targeted reduction in the amount of funds banks must set aside in reserve, or the reserve requirement ratio (RRR).

($1 = 6.8578 Chinese yuan renminbi)

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