Sri Lanka bank liquidity surge, overnight rates lower

L to R: Samantha Ranatunga, Chairman, HVA Foods PLC; Jan Müggenburg, Chief Executive Officer, Müggenburg Group; Graham Stork, Chief Executive Officer, HVA Foods PLC; Sarva Ameresekere, Group Chairman, George Steuart & Co. Ltd.

Sept 23, 2013 (LBO) - Sri Lanka's interbank rupee liquidity has surged to 80 billion rupees, following the conversion of proceeds of the a dollar bond by a state bank, and overnight interest rates have edged lower, dealers said.
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The monetary authority's 7.0 percent repo rate where excess liquidity is withdrawn as well as risk limits among banks provide floors to the rates.

Sri Lanka's state-run Nations Savings Bank raised 750 million dollars and a surge in liquidity to 80 billion rupees indicates a conversion of around 500 million dollars to rupees through a sale to the Central Bank.

A dollar sale to the Central Bank puts downward pressure on the rupee, requiring extensive defence of the currency in subsequent days to prevent it weakening as the freshly minted rupees are converted to loans or mopping up of rupees.

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Analysts have said that the Central Bank purchases of forex inflows to the state - even during times of currency pressure - is a key reason for Sri Lanka's currency weakness and higher- than-regional interest rates.

The dollar was quoted at 132.05/20 rupees to the US dollar in the spot market early Monday.

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In money markets gilt backed overnight repurchase deals were quoted around 8.05/10 percent among banks and 8.

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15.20 percent for primary dealers in gilts, dealers said.
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In the recent weeks the rates between primary dealers and banks have diverged slightly, which dealers say could be because liquid foreign banks are lending mostly to banks.

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It may also point to greater leveraging and shorting of the yield curve by dealers in the expectation of falling bond yields.

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Un-backed call money was quoted around 8.45/50 percent.

Interbank excess liquidity first went up to 62 billion rupees Wednesday with the conversion of a first tranche of a dollar inflow and then to 80 billion rupees on Friday.

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The weighted average repo rate has eased about 5 basis points, over the week can call rates about 10 basis points according to Central Bank data.

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