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Bonds softer on PPI shocker

Jul 29 2010 16:17

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Johannesburg - South African bond yields weakened a touch on Thursday after producer price inflation for June came in far worse than expected, reinforcing the notion that there are unlikely to be any further rate cuts this year.

By 15:50 the benchmark R157 bond was at 7.595% after closing at 7.570% on Wednesday and the 10-year R207 was bid at 8.300% from 8.255% previously.

The long-term R186 was bid at 8.545% from 8.525% at its previous close.

The rand was bid at R7.2977 to the dollar from R7.3427 at its previous close.

"Bonds have weakened a touch on the worse than expected PPI data. But it is very quiet at the moment," a local bond trader said.

South Africa's producer price index (PPI) registered growth of 9.4% year-on-year (y/y) in June compared with 6.8% y/y in May, Statistics South Africa (Stats SA) data on Thursday showed. 

The PPI increased 4.0% on a monthly basis after May's monthly increase of 0.2%. 

The PPI was expected to have reached 7.5% y/y, a survey by I-Net Bridge found. Forecasts among the 10 leading economists surveyed ranged from 6.5% y/y to 8.6% y/y.

Traders said the data was bad news for consumer inflation and reinforced the unlikelihood of any further rate cuts this year.

The sentiment was in stark contrast to that expressed on Wednesday when consumer inflation data for June came in better than expected, re-igniting hopes of further rate cuts.

Earlier on Thursday, bonds showed no reaction to the release of money supply and private sector credit extension (PSCE) data.

Data released by the Reserve Bank on Thursday morning showed that PSCE grew at a rate of 0.92% year-on-year (y/y) in June from 0.80% y/y in May.

The rate of growth of South Africa's broad M3 money supply measure rose by 2.41% y/y in the year to end June from 1.40% y/y in the year to end May.

The rate of growth in PSCE was expected at 1.0% y/y, while M3 money supply aggregate growth was expected at 2.3% y/y, according to an I-Net Bridge survey. Forecasts among the nine leading economists surveyed for PSCE ranged from 0.8% to 1.3%, while the range of forecasts for M3 was from 1.7% to 2.5% at the top of the range.    

A trader said the data did not contain any major surprises and the bond market had taken it in its stride.

Foreigners were net sellers of R451.208m of South African bonds including repo transactions on Wednesday, after net sales of R1.448bn of local bonds on Tuesday,  Bond Exchange of South Africa statistics show.

Nominal cumulative volume was R81.591bn on Wednesday from R149.466bn on Tuesday.

Foreigners were net sellers of R585.222m of South African bonds excluding repo transactions on Wednesday, after net sales of R377.269m of local bonds on Tuesday.

In the year to date foreigners have been net buyers of R54.091bn worth of local bonds, excluding repo transactions.

So far for total transactions, including repo transactions, foreigners have been net buyers of R52.580bn 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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