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Bonds steady ahead of MPC decision

Jul 22 2010 12:43

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Johannesburg - South African bonds were a smidgen softer but steady in midday trade on Thursday as the market awaits the Reserve Bank Monetary Policy Committee's (MPC) decision on interest rates later this afternoon.

By 11:45 the benchmark R157 bond was yielding 7.620% after closing at 7.590% on Wednesday and the 10-year R207 was bid at 8.470% from 8.455% previously. The long-term R186 was bid at 8.795% from 8.760% at its previous close.

The rand was bid at R7.5157 to the dollar from R7.5377 at its previous close.

South Africa's repo rate is expected to remain unchanged at 6.5%, according to a survey of 11 leading economists by I-Net Bridge.

Rates were cut against expectations in March, but the MPC kept rates on hold in May. It said at the time CPI forecasts indicated a slightly improved outlook compared with that presented at the previous meeting of the MPC, with lower projected inflation for 2010 and 2011.

Governor Marcus's surprise cut in March offers an interesting precedent for what could come in July or September, however, according to some economists surveyed.

One of the economists in the survey said that interest rates might be cut by 50 basis points in July, and if not then, in September.

"SA has a weapon few advanced economies have. It has the scope to lower interest rates, even significantly, which will increase the cost of holding cash for corporates, lower the yield curve in the short end, and help mitigate against a slowing in economic growth," the economist said.

She added that the 171 000 jobs lost in the first quarter of 2010 are also highly supportive of another interest cut.

AbsaCapital analysts said in their morning report that current market pricing places about a 40% probability of a rate cut. However they expect the MPC to leave the policy rate unchanged at 6.5%.

"We expect the statement to continue to sound a relatively cautious tone on the prospects for the global and domestic economic recoveries, highlighting the MPC's concerns about peripheral European nations as well as remaining cognisant of the more favourable near-term inflation outlook.

"We remain of the view however that the MPC is unlikely to make policy rate decisions based on risks that might or might not materialise. Rather, interest rate decisions for the remainder of the year are likely to depend on the inflation data, as well as real economy indicators, both global and domestic. We maintain our view that interest rates will remain at current levels for an extended period and look for the next move to be higher, but not until mid-2011," they said.

Foreigners were net buyers of R10.121m of South African bonds including repo transactions on Wednesday, after net purchases of R1.510bn of local bonds on Tuesday, Bond Exchange of South Africa statistics show.

Nominal cumulative volume was R65.473bn on Wednesday from R158.195bn on Tuesday.

Foreigners were net sellers of R27.895m South African bonds excluding repo transactions on Wednesday after net purchases of R1.575bn of local bonds on Tuesday.

In the year to date foreigners have been net buyers of R51.065bn worth of local bonds, excluding repo transactions.

So far for total transactions, including repo transactions, foreigners have been net buyers of R50.535bn 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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