Monday, November 21, 2011

Bethel Finance: Israel’s 2022 Bond Snaps Four-Day Gain Before Government Auction

www.bethelfinance.com

Israel’s benchmark 10-year bonds declined for the first time in five days on speculation demand for existing securities will decrease as the government sells more debt tomorrow.

The yield on the 5.5 Mimshal Shiklit bond due January 2022 increased two basis points, or 0.02 percentage point, to 4.63 percent at the 4:30 p.m. close in Tel Aviv. The government is scheduled to offer a combined 1.5 billion shekels ($402 million) of notes tomorrow, including 250 million shekels of the 10-year securities.

“Investors who want to buy bonds today are waiting to see if the prices tomorrow will be lower,” said Sagie Poznerson, head of trading at Leader Capital Markets Ltd.

Demand for the 10-year notes trailed that for three-year securities at an auction last week amid speculation inflation will accelerate. The government received bids worth eight times the amount on offer for debt due 2014 at the Nov. 14 sale, compared with 6.3 times for the 2022 security, finance ministry data posted on Bloomberg show.

Consumer prices may rise 2.3 percent in the next 12 months, a survey of economists by the Bank of Israel today showed, compared with a previous forecast for 2.2 percent.

The yield on the CPI-linked bond due June 2013 declined 5 basis points to 0.75 percent. The two-year breakeven rate, the yield difference between the inflation-linked bond and fixed- rate government bonds of similar maturity, rose 10 basis points to 203, implying an average annual inflation rate of 2.03 percent.

Two-year interest rate swaps, an indicator of investor expectations for rates over the period, were little changed at 2.74 percent on Nov. 18.

The shekel strengthened 0.1 percent to 3.7281 against the dollar on Nov. 18. The Tel Aviv Bond 40 Index, a measure of inflation-linked and fixed-rate corporate bonds, declined 0.4 percent.

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