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Bonds remain weak on rand

Jun 22 2012 13:40 I-Net Bridge

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Johannesburg – Although off the morning’s worst levels‚ South African bonds remained soft in noon trade on Friday on the back of a weaker rand.

At 11:50‚ the benchmark R157 bond was trading at 6.055% from Thursday’s close of 6.030% and Wednesday’s close of 5.960%. The R207 was bid at 7.250% and offered at 7.235% from a previous close of 7.250% and the R186 was trading at 8.070% from its previous close of 8.030%.

The rand was bid at R8.3830 against the dollar from Thursday’s close of R8.3794 and Wednesday’s close of R8.1984.

“We saw bonds trading weaker this morning on the back of the rand as well as the disappointment over the US Fed’s decision not to introduce any new stimulus. But they’ve come back a bit which indicates that buyers might be getting back into the market‚” a local bond trader said.

RMB said in its morning comment that after aggressively pushing lower earlier in the week‚ the market took a bit of a breather yesterday‚ with short-dated FRAs giving back a few points. “While you should be careful in ascribing the softer tone in local markets to anything more than profit-taking‚ the Fed’s reluctance to hint at another round of quantitative easing is worth noting. It has made it the second central bank of a major global economy (along with the Bank of India) to disappoint markets somewhat over the last few days. We‚ nevertheless‚ believe that central banks across the globe will be forced to keep supporting growth until the fiscal crisis has been resolved. Until then‚ the risk of further interest rate easing across the globe remains high - also in South Africa‚” the bank said.

“After a few busy days on the domestic front‚ there is no significant international or local data scheduled for release today. That said‚ with potential for the rand to strengthen and with oil breaking below US$90‚ the interest rate market should continue to trade with a bullish tone.

“Yesterday’s switch auction certainly provided entertainment even though it was for all the wrong reasons. The market was left gasping when National Treasury decided to market the source bond (R201) at last week’s switch auction level of 5.235%. This was 20bp away from where the market was trading and did not bode well for the auction. Not surprisingly‚ the auction fell short of the R10bn target as only R570m of R201s were switched for R68.87m R214s‚ R631.51m R209s and R62.9m R186s. National Treasury will persist with switching into the long-end of the curve‚ planning to switch up to R10bn R201s for either R214s or R2023s in next week’s switch auction‚” it concluded.

Foreigners were net buyers of R816.610m of South African bonds including repo transactions on Thursday after net purchases of R757.743m of local bonds on Wednesday‚ data released by the JSE shows.

Nominal cumulative volume was R82.553bn on Thursday from R80.763bn on Wednesday.

Foreigners were net buyers of R1.391bn of South African bonds excluding repo transactions on Thursday after net purchases of R4.886m of local bonds on Wednesday.

For the year to date foreigners have been net buyers of R43.970bn of local bonds‚ excluding repo transactions. In 2011 they were net buyers of R47.359bn worth of local bonds‚ excluding repo transactions.

In the year to date foreigners have been net buyers of R39.277bn of local bonds including repo transactions. In 2011 they bought R37.501bn worth of local bonds.
bonds  |  rand  |  dollar
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