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Bonds little changed ahead of CPI

Jul 28 2010 10:30

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Johannesburg - South African bonds were little changed from overnight levels in early trade on Wednesday ahead of the release of key consumer inflation data later in the morning.

By 08:50 the benchmark R157 bond was at 7.665% after closing at 7.655% on Tuesday and the 10-year R207 was bid at 8.350% from 8.345% previously. The long-term R186 was bid at 8.635% from 8.615% at its previous close.

The rand was bid at R7.3268 to the dollar from R7.3110 at its previous close.

The main focus of attention Wednesday is the June consumer price index at 11:30

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%.

This will be followed by the June producer price index (PPI) and the Sarb's June M3 and PSCE data.

The PPI is expected to have reached 7.5% year-on-year (y/y) in June from the 6.8% y/y seen in May, a survey by I-Net Bridge has found. Forecasts among the 10 leading economists surveyed ranged from 6.5% y/y to 8.6% y/y.

Foreigners were net sellers of R1.448bn of South African bonds including repo transactions on Tuesday, after net sales of R399.469m of local bonds on Monday, Bond Exchange of South Africa statistics show.

Nominal cumulative volume was R149.466bn on Tuesday from R55.212bn on Monday.

Foreigners were net sellers of R377.269m of South African bonds excluding repo transactions on Tuesday, after net sales of R281.430m of local bonds on Monday.

In the year to date foreigners have been net buyers of R54.676bn worth of local bonds, excluding repo transactions.

So far for total transactions, including repo transactions, foreigners have been net buyers of R53.031bn 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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