02 February 2015

Yields on gov’t debt steady ahead of Jan. inflation data

DESPITE better-than-expected numbers on Philippine economic growth for 2014, yields on government securities barely moved last week as market players preferred to stay on the sidelines in anticipation of January inflation data.

Bond yields climbed by a few 6.53 basis points (bps) on the average week-on-week, according to data from the Philippine Dealing & Exchange Corp. as of Jan. 30.

“Yields this week were more sideways ahead of the inflation data,” said Jonathan L. Ravelas, BDO Unibank, Inc.’s chief market strategist. “The market players are playing defensive.”

Nicholas Antonio T. Mapa, chief market strategist at the Bank of the Philippine Islands’ (BPI) Financial Markets Group, said: “Local GS (government securities) yields saw directional trading throughout the week as buying pressure continues to be on the back of bond-friendly developments with inflation forecasts released for January, still pointing to very low levels of inflation.”

“Markets had anticipated GDP (gross domestic product) falling short of 6% but the above 6% print forced some profit-taking motives,” he added. “However, despite the sell-offs seen, bargain hunters were quick to come to the fore with US Treasury yields seeing a raucous session, falling as much as 10 bps in reaction to increasing crude oil stockpiles and lower global growth expectations.”

Bangko Sentral ng Pilipinas (BSP) Governor Amando M. Tetangco, Jr. last week said that inflation in January could have settled within 1.8-2.7% with the “continued easing of price pressures.” Official data is set for release by the Philippine Statistics Authority (PSA) on Thursday.

Meanwhile, Philippine GDP grew by 6.1% last year, according to the PSA, exceeding market expectations as the fourth quarter gave better results of 6.9%, up from the previous quarter’s 5.3%.

At the secondary debt market last Friday, the yield of the 20-year Treasury bond (T-bond) surged the most by 67.64 bps to 5.1764%, offsetting the decreases fetched by most papers.

It was followed by the 91- and 182-day treasury bills (T-bills) as their yields rose by 23.19 bps and 21.11 bps to 2.1819% and 2.5111%, respectively. The two-year bond also yielded 15.89 bps to 2.5682%.

On the other hand, the yields of the three-, four-, five-, seven-, and 10-year bonds slid by 14.73 bps, 6.84 bps, 10.21 bps, 1.13 bps and 19.52 bps to 2.9027%, 2.9579%, 2.9943%, 3.3637% and 3.1637%, respectively.

The 364-day T-bill was also down by 10.08 bps to fetch 2.2242%.

Citing expectations of easing inflation due to falling prices of commodities including crude oil, BDO’s Mr. Ravelas said: “The outlook for interest rates is sideways to down.”

Meanwhile, for BPI’s Mr. Mapa: “Expect much of the same although comments from the BSP indicating that the central bank has scope to keep interest rates steady will help fuel the rally further.”

“Markets will look to US GDP later in the session given that the FOMC (Federal Open Market Committee) appeared more hawkish than anticipated, a development that could sap the rally’s enthusiasm about fixed income,” Mr. Mapa added. -- Jochebed B. Gonzales


source:  Businessworld

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