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Risk aversion weakens bonds

Feb 05 2010 16:34

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Johannesburg - South African bonds were marginally weaker in late trade on Friday, partly due to a spike in global risk aversion and a softer rand.

However, they were off the session's worst levels with the rand having eased a bit.

By 16:00, the short-term government R154 bond was bid at 7.220% and offered at 7.200% after closing at 7.190% on Thursday and the medium-term R157 was at 8.370% after closing at 8.340% previously. The long-term R186 was bid at 9.125% and offered at 9.095% from 9.130% previously.

The rand was bid at 7.6526 to the dollar from 7.6506 at its previous close.

A local bond trader said that bonds started weakening late Thursday in what started off as a bit of profit taking. He said the weakness was a bit more complex than just the weaker rand, which has fallen prey to the stronger dollar.

The trader said earlier that emerging markets have lost some ground, with the US jobs data the trigger, when it came in worse than expected. Then there was a feeling that the risk was too high and there was too much exposure to emerging markets in general.

"Equities and emerging markets all fell. So it was profit taking to start and then caution followed - the risk is still a little to the upside," he added.

"But if you look at how much the rand has weakened, I guess bonds have held up pretty well," said another trader.

He added that the inflation linked bond auction had been slightly weaker than expected, but the treasury bills were little changed from previous levels after last week's sharply decline.

At the ILB, the R210s cleared at 3.280%, the R197s at 3.310% and the R202s at 3.300%.

The South African Reserve Bank on Friday allotted R3.7bn of 3- month Treasury Bills at an average discount rate of 7.08% from 7.07% the week before.

The Bank allotted R950m worth of 6-month Treasury Bills at an average discount rate of 7.15% from 7.18% the week before, and R750m worth of 9-month Treasury Bills at an average discount rate of 7.10% from 7.13% before. The Bank allotted R350m worth of 12-month Treasury Bills at a rate of 7.03% from 6.98%.

Foreigners were net sellers of 756.164 million rand of South African bonds including repo transactions on Thursday after net purchases of 1.802 billion rand of local bonds on Wednesday, Bond Exchange of South Africa statistics show.

Nominal cumulative volume was R47.232bn on Thursday from R46.820bn on Wednesday.

Foreigners were net sellers of R757.548m of South African bonds excluding repo transactions on Thursday after net purchases of R999.112m of local bonds on Wednesday.

In the year to date foreigners have been net buyers of R2.676bn worth of local bonds, excluding repo transactions.

So far for total transactions, including repo transactions, foreigners have been net buyers of R4.134bn worth of bonds.

In 2009 foreigners were net buyers of R27.346bn 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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