China Cuts Bank Reserve Ratios by .5 Percentage Points; Central Banks Cut Rates on Dollar Swap Lines; German 1-Year Bond Yield Negative First Time Ever; Futures Soar

Equity futures sharply reversed an overnight pullback on a pair of central bank actions, one in China, the other an agreement between the US and Europe.

China Cuts Bank Reserve Ratios by .5 Percentage Points

The Wall Street Journal reports China Cuts Reserve-Requirement Ratio
The People's Bank of China, China's central bank, said Wednesday it will cut the reserve-requirement ratio for banks by half of a percentage point, the first such cut since December 2008. The cut essentially frees up banks to lend additional money.

The cut late Wednesday in Beijing cheered European markets, with the benchmark Stoxx Europe 600 index up 0.8% midday, while London's FTSE was up 0.8%.

"The data for the last few weeks has been bad," said Mark Williams, China economist at Capital Economics. "There's zero growth in property starts, electricity output growth has slowed, the export numbers for November will be awful and they may have had a sneak preview of that. All of these things could have triggered a shift in policy."

Wednesday's move will take the reserve-requirement rate to 21% for major banks. It will free up around 390 billion yuan (about $61 billion) in funds for the banks to lend, according to calculations by The Wall Street Journal based on data for bank deposits in October.

The cut in reserve ratio "is a clear signal that Beijing has decided that the balance of risks now lies with growth, rather than inflation," said Stephen Green, regional head of research in Greater China for Standard Chartered, in a note following the PBOC's move. Mr. Green predicts that China will reduce the reserve ratio again in January due to a potential liquidity crunch coming up before Chinese New Year.

The PBOC has raised the reserve requirement ratio six times so far this year, and has raised benchmark lending and deposit rates five times since October last year to combat stubbornly high inflation. The previous reserve ratio increase took effect June 20, and the last interest rate hike was effective July 7.

There will likely be more such reserve ratio cuts, with one more cut of 0.5 percentage point coming as soon as the beginning of next year, said Yao Wei, China economist with Société Générale, adding that she doesn't expect any interest rate cut in the next six months.
Central Banks Cut Rates on Dollar Swap Lines

Bloomberg reports European Stocks Rally After Central Banks Cut Rates on Dollar Swap Lines
European stocks rallied for their longest stretch of gains in seven weeks as the Federal Reserve and five other central banks lowered the cost of dollar funding and China cut its reserve ratio for banks.

The Fed, Bank of Canada, Bank of England, Bank of Japan, European Central Bank and Swiss National Bank agreed to reduce the interest rate on dollar liquidity swap lines by 50 basis points and extend their authorization through Feb. 1, 2013.

Finance ministers of the 27-nation European Union are meeting in Brussels today to seek agreement on how to temporarily guarantee banks’ bond issuance in order to improve funding conditions for lending. EU leaders agreed last month to provide the guarantees to restore investor confidence in banks.
German 1-Year Bond Yield Negative First Time Ever

Investment Week reports German 1-year bunds move to negative yield for first time ever
The yield on 1-year German bunds turned negative today for the first time ever, according to Bloomberg data, as the European Central Bank looks set to ramp up measures to fight the debt crisis.

The yield on the 1-year note fell 13 basis points to -0.05% by midday. This is the first time it has seen a negative yield since Bloomberg began compiling data on the asset class in 1995.

Yields on the 6-month bunds, known as Bubills, turned negative last week, dropping to -0.05% on Friday. It was the first time 6-month bunds have offered a negative yield since the creation of the euro.
S&P Equity Futures are up another 3 Percent, Bond Market Yawns

Global equities are sharply higher with this global coordinated action. S&P 500 futures are up another 3 percent and will gap higher.

Meanwhile Spanish 10-year bonds rallied (yields fell) a mere 7 basis points to 6.32%, Spanish 2-year bonds rallied a mere 8 basis points to 5.51%, Italian 10-year bonds rallied 10 basis points to 7.13%, and Italian 10-year bonds rallied 9 basis points to 7.00%.

Whatever the equity markets see, the bond market doesn't. A flight to safety of German bonds is back on, that China needs to cut reserve requirements is a huge sign of weakness (and no it will not stop a hard Chinese landing).

Also bear in mind that on September 15, there was coordinated swap-line action that did nothing.

Bloomberg reports ECB Coordinated Policy Action Is ‘Big Deal,’ Blanchflower Says
September 15, 2011 11:35 AM EDT

The Frankfurt-based ECB said today that it will coordinate with the Federal Reserve and other central banks to conduct three dollar liquidity-providing operations with a maturity of approximately three months. The loans are in addition to the bank’s regular seven-day dollar offerings and will be conducted as fixed-rate tenders with full allotment, the bank said. It will offer the loans on Oct. 12, Nov. 9 and Dec. 7.

“The dollar funding situation has caused headaches for some banks,” said David Schnautz, a fixed-income strategist at Commerzbank AG based in London. “The ECB’s measures help ease those problems. It will be interesting to see if there is more to come.”

Basis swaps allow banks to borrow in one currency, while simultaneously lending in another.

The ECB’s measure is a “really big deal,” according to Dartmouth College Professor David Blanchflower. “The fact that these central banks have acted together and said we’ll backstop banks is really big news,” Blanchflower, a former member of the Bank of England’s Monetary Policy Committee, said today at the Bloomberg Markets 50 Summit in New York.
Here is an interesting chart on ZeroHedge that shows what happened the last time there was coordinated swap-line action.



What's Changed?

Nothing much that I can see. China cut the reserve-requirement rate to 21% from 21.5% and the Fed and ECB renewed swap lines at a slightly lower rate.

Yields on Italian bonds are still at or above 7%, and nothing has been done to solve any long-term structural issues.

Nonetheless it's party time for equities, crude, and metals, particularly gold and copper.

Mike "Mish" Shedlock
http://globaleconomicanalysis.blogspot.com
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