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Bonds well bid on bullish sentiment

Apr 25 2012 13:01 I-Net Bridge

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Johannesburg - Bonds remained well bid at midday on Wednesday as the local market benefited from a "risk-on" environment after strong foreign interest yesterday.

There has been strong foreign interest in local bonds since last Tuesday when news broke of the inclusion of local bonds in the World Government Bond Index (WGBI).

The firmer rand was also buoying bonds.

At 11:45, the benchmark R157 bond was at 6.485% from its previous close of 6.480%. The R207 was at 7.550%, unchanged from its previous close and the R186 was trading at 8.170% from its close of 8.150%.

The rand was bid at R7.7616 against the dollar from its previous close of R7.7795.

Global sentiment is also better this morning given the ability of the Netherlands, Italy and Spain to auction debt yesterday, calming fears over Europe.

RMB analysts highlighted the strong bond flows, noting another R2.2bn bought yesterday, taking the total up to R13bn since last Tuesday.

Adriaan du Toit,a fixed income strategist at Standard Bank, told a briefing on Wednesday morning that the recent inclusion of SA in the WGBI could see a meaningful rerating of the local bond curve, with foreign flows of around R50-60bn expected.

"We expect quite a lot of interest in longer dated maturities," he said.

While significant recalibration in SA rates occurred last week on the announcement, Du Toit said another rally could be expected in June. The local R186 bond could see another 20-30 basis points being added from current levels, he said.

With no local data due today, bonds will look to the international stage for direction. The two-day FOMC meeting concludes tonight, with market participants keenly awaiting direction on US monetary policy.

"In particular, the question is whether further monetary stimulus is on the cards. The Fed is also expected to provide updated economic forecasts, while chairman Bernanke will address a post-meeting press conference.

"We expect little policy movement from the Fed. Recent US data has suggested that growth was likely to remain in the 2% region for Q1:12, but possibly weaken in Q2:12.

"In our view, while Bernanke may take a slightly more hawkish tone at this FOMC, a change in interest rate direction is unlikely," Standard Bank analysts noted.

Foreigners were net buyers of R2.161bn of South African bonds including repo transactions on Tuesday after net sales of R111.443m of local bonds on Monday, data released by the JSE shows.

Nominal cumulative volume was R224.942bn on Tuesday from R59.829bn on Monday.

Foreigners were net buyers of R2.166bn of South African bonds excluding repo transactions on Tuesday after net sales of R110.953m of local bonds on Monday.

For the year to date foreigners have been net buyers of R32.901bn 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 R29.379bn of local bonds including repo transactions. In 2011 they bought R37.501bn of local bonds.
bonds  |  rand  |  dollar
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