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Bonds softer after 'poor' auction

Apr 24 2012 14:19 I-Net Bridge

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Johannesburg - South African bonds drifted higher in quiet midday play on Tuesday after what a trader described as a "poor" government bond auction.

At its weekly auction, the National Treasury received bids totalling R2.55bn for R1.1bn worth of R203 bonds at a clearing yield of 7.020%, bids totalling R860m for R500m worth of R209 bonds at a clearing yield of 8.780% and bids totalling R1.33bn for R500m worth of R214 bonds at a clearing yield of 8.750%.

At 11:50, the benchmark R157 bond was trading at 6.510% from its previous close of 6.520%. The R207 was bid at 7.585% and offered at 7.560% from a previous close of 7.580% and the R186 bid at 8.195% and offered at 8.175% from its close of 8.170%.

The rand was bid at R7.8288 against the dollar from its previous close of R7.8406.

"The market is now a touch weaker after the auction, the R209 leg of that auction cleared about 8 points worse than fair value - so not a great auction on the long end, we expect the back-end of the curve to steepen a bit further," a trader said.

Markets will keep an eye on the US where consumer confidence, house price, and new home sales figures are due this afternoon.

Earlier, South African Reserve Bank said that SA's leading economic indicator fell by 0.2% year-on-year (y/y) in February after a 0.3% y/y drop in January.

Foreigners were net sellers of R111.443m of South African bonds including repo transactions on Monday after net purchases of R1.797bn of local bonds on Friday, data released by the JSE shows.

Nominal cumulative volume was R59.829bn on Monday from R68.378bn on Friday.

Foreigners were net sellers of R110.953m of South African bonds excluding repo transactions on Monday after net purchases of R1.719bn of local bonds on Friday.

For the year to date foreigners have been net buyers of R30.735bn 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 R27.218bn of local bonds including repo transactions. In 2011 they bought R37.501bn of local bonds.
bonds  |  rand  |  dollar
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