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Bonds firm ahead of auction, data

Jul 27 2010 10:28

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Johannesburg - South African bonds were slightly firmer in early trade on Tuesday ahead of the weekly government bond auction and employment data later in the morning.  The firm rand was also offering support.

By 08:20 the benchmark R157 bond was at 7.590% after closing at 7.610% on Monday and the 10-year R207 was bid at 8.390% from 8.405% previously. The long-term R186 was bid at 8.660%, unchanged from its previous close.

The rand was bid at R7.3248 to the dollar from R7.3166 at its previous close.

A local trader said there is continued foreign interest in local bonds because of what they perceive as very attractive yields.

"The long end of the curve has flattened considerably since the MPC meeting last week - but that was to be expected," he said.

He added that he expected a strong auction. The National Treasury will auction R1.1bn worth of R204 bonds and R1bn worth of R207 bonds at its weekly offering.

Apart from the auction, Stats SA's Q2 Quarterly Labour Force Survey (LFS) - due for release at 11:30 - will be watched closely after the previous survey showed a further 171 000 jobs were lost in Q1.

AbsaCapital analysts said in their daily report that perhaps as a precursor to today's employment numbers, the Q2 Manpower Employment Survey for South Africa showed that the net hiring intentions of employers deteriorated to 8% from 13% the prior quarter.

"Although this is above the lows of 1% reached in Q4 09, hiring intentions are well off their peak of 27% recorded in Q1 08. This, together with still tentative levels of business confidence and many indicators that remain below their historical peaks (in level terms), suggests that SA's labour market is likely to have struggled further in Q2. World Cup-related employment, however, is likely to have provided a small buffer to the Q2 employment figures, in our view," they said.

The data is followed on Wednesday by the June consumer price index and the June producer price index on Thursday. Also on Thursday, the Sarb releases June M3 and PSCE data and the Treasury releases the June statement of revenue, expenditure and borrowing. Finally on Friday, Customs and Excise releases June trade data.

The consumer inflation index - the measure used by the South African Reserve Bank (Sarb) for its inflation target - is expected to have decreased slightly to 4.5% year-on-year (y/y) in June from 4.6% in May, according to a survey of leading economists by I-Net Bridge.

This figure would indicate the downward trend remains in place after the CPI edged below 6% in February after it had reached higher than 6% the previous two months. But the slower pace of disinflation also indicates a trough may be approaching.

Forecasts among the 10 economists ranged from 4.3% to 4.7%.

Foreigners were net sellers of R399.469m of South African bonds including repo transactions on Monday, after net purchases of R4.333bn of local bonds on Friday, Bond Exchange of South Africa statistics show.

Nominal cumulative volume was R55.212bn on Monday from R65.280bn on Friday.

Foreigners were net sellers of R281.430m of South African bonds excluding repo transactions on Monday, after net purchases of R4.327bn of local bonds on Friday.

In the year to date foreigners have been net buyers of R55.053bn worth of local bonds, excluding repo transactions.

So far for total transactions, including repo transactions, foreigners have been net buyers of R54.479bn worth of bonds.

In 2009 foreigners were net buyers of R27.755bn worth of local bonds, excluding repo transactions, while for total transactions, including repo transactions, foreigners were net sellers of R2.424bn worth of bonds.

  - I-Net Bridge

 

 
 
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