UK gilts to find support in price data, auction

11 Oct, 2004

British government bonds are set to be underpinned by benign inflation data and a well-received auction of ultra long gilts this week, adding to the boost they have had from perceptions that interest rates may have peaked.
The market has been flooded with evidence challenging the view that recent weakness in the economy was just a temporary soft patch. Growth in Britain's manufacturing and service sectors slowed, factory output fell sharply, and US jobs data came in much weaker than the market had expected.
Adding to the gloom were rising oil prices, which fuelled fears that high energy costs will bite into growth.
The gilts yield curve steepened in the 2- and 10-year area, pushing the spread to its 5-month high after the Bank of England kept lending rates steady at 4.75 percent on Thursday.
Although the BoE's decision had been widely expected, traders said it helped to strengthen suspicion among some that perhaps interest rates won't rise further and the next move will be a cut.
"It seems the economy has turned. What happened to the gilt yield curve and the money market curve suggested people believe interest rates are at the peak of this cycle. I believe rates will go up one more time, but know that is a bet against the market," said Alessandro Tentori, strategist at BNP Paribas.
"And I don't think this week's data will alter that view." Key economic numbers to be released include producer price and consumer price inflation data and a labour market report.
Although factory gate inflation is likely to have risen in September as soaring oil prices pushed up production costs, analysts expect consumer price inflation, which the Bank of England focuses on, to remain low.
Economists polled by Reuters predict that the annual consumer price inflation rose 1.4 percent in September from 1.3 percent in the prior month.
While this would mean a modest overshoot of the Monetary Policy Committee's August Inflation Report forecast for the third quarter, analysts see the forecast headline number as benign.
On the supply front, the Debt Management Office will sell 2.25 billion pounds of 4.75 percent of 2038 gilts on Thursday. The debt agency had held three auctions of this new long benchmark so far which took its size to 7.25 billion pounds.
While the longer end of the UK market is viewed as expensive and offering little value compared with its international couterparts, analysts expect the auction to clear with a respectable result, thanks to demand from insurance and pension funds seeking to match their longer term liabilities.
"The auction should go well. But having said that, I think the market will need to cheapen this week for the auction to be really successful," said a trader at a UK bank.
"The yield of the existing 2038 bond is now below 4.60 percent and this bond has had an average accepted yield of around 4.79 percent in the previous auctions. Buyers can do with higher yields," he said.

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