HALISTER1: China Seeks Targeted Tightening; Yield Curve to Steepen: SocGen

China Seeks Targeted Tightening; Yield Curve to Steepen: SocGen

(Bloomberg) -- China may see targeted tightening in overheated sectors though broad-based tightening isn’t likely as economic growth isn’t very strong, Societe Generale Asia ex-Japan head of rates strategy Frances Cheung says.
  • PBOC to keep liquidity supported
    • Near-term yield curve lacks steepening momentum, because soft economic outlook prevents mid to long end rates from rising too rapidly
  • Directionality has not been very strong in CNY rates market
    • Even when rates rise, the curve does not tend to steepen a lot
  • Expects CNY IRS curve to steepen on a 6-12 month horizon
    • Local govt bonds supply likely to continue concentrating on 5-year and beyond, may add price pressure to long-end
    • Upcoming external rate hike would indirectly transmit to China bonds as well, which will lift long-end yields
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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Frances Cheung (Societe Generale SA)

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