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imageJOHANNESBURG: South Africa's rand hit a two-month low against the dollar and government bonds weakened sharply on Monday after a newspaper report, denied by the government, that Finance Minister Pravin Gordhan faces arrest.

The report raised concerns of a repeat of the run on the rand and bonds in December after President Jacob Zuma changed finance ministers twice in a week just as South Africa tries to fend off a credit ratings downgrade. Neither Gordhan nor the Treasury were available to comment.

South Africa's Beeld newspaper, citing several sources it said were close to Gordhan, reported that he was aware of the plans to arrest him and would not be intimidated.

"If finance minister Gordhan is arrested, that would be a profound threat to the economic stability of South Africa," South Africa's opposition leader, Mmusi Maimane, said.

By 1554 the rand traded at 15.6315 versus the dollar, 1.44 percent weaker from Friday's New York close, having hit a session low of 15.7420, its weakest level since March 17, according to Thomson Reuters data.

The yield for the benchmark government bond due in 2026 was up 13 basis points at 9.330 percent, after jumping as much as 17 basis points in early trade.

On the bourse, mining stocks were boosted by rising gold and base metals prices.

The Top-40 index closed 1.9 percent firmer, while the broader all-share rose 1.6 percent.

"Political risk has come to the fore again as the Sunday Times reported that the (elite police unit) Hawks are just waiting for political guidance to arrest the finance minister. The presidency has strongly denied this. We take them at their word," Rand Merchant Bank analyst Isaah Mhlanga said in a note.

"The markets will, nevertheless, remain nervous; sensitivities on this issue are very high and the political dynamics will change after the local election (due in August)."

ETM Analytics market analyst Jana van Deventer said the news had been "quite a bloodbath for the rand", which she said was by far the poorest performing emerging market currency of the day.

The rand also fell in March when the Hawks said it would launch an investigation into Gordhan's role in setting up a tax surveillance unit in 2007 when he was the commissioner of the South African Revenue Service. Gordhan has said the spy unit set up at the tax agency was lawful.

Gordhan said last week he is scheduled to hold meetings with rating agencies Fitch and Standard & Poor's in the next few weeks after Moody's left its rating of South Africa's debt at Baa2, two levels above sub-investment grade.

Fitch and S&P rate the country at one notch above subinvestment grade and plan to release their reviews in June.

Copyright Reuters, 2016

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