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ANALYSIS-Rate outlooks make Hungarian, Romanian debt shine

Published 09/01/2009, 07:51 AM
Updated 09/01/2009, 07:54 AM
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* Rate cut scope supports Hungarian, Romanian bonds

* End of Polish cuts tempers growth view, zloty outperformer

* Markets bearish on Czech debt before October poll

By Jason Hovet

PRAGUE, Sept 1 (Reuters) - The prospect of rate cuts in Hungary and Romania is likely to stay in bond investors' sights in the final months of the year, setting up debt markets there to outperform their economically sounder central European peers.

Despite signs the worst of the crisis has passed over central Europe, Hungary and Romania's economic outlooks remain bleak. Their main interest rates, at 8 and 8.5 percent, are the highest in the European Union even as their economies contract sharply, and they have the most room to fall.

In contrast, rates in Poland, the only country in the region to avoid recession, and the Czech Republic, are at record lows.

While Poland's stronger than expected second quarter growth of 1.1 percent bodes well for that country's spiralling budget deficit, it has pretty much ended hopes the central bank will continue monetary easing and pushed shorter-dated bonds weaker.

Meanwhile, the Czechs officially exited recession in the second quarter, and better growth prospects are seen keeping rates unchanged at the region's lowest level of 1.25 percent.

"There are bright spots on the bond market side, so we quite like Romania and Hungary just because they still have potential for reasonable rate cuts," said Caroline Gorman, who helps manage a $1.6 billion EM debt fund at Augustus Asset Management.

She added she preferred Hungarian bonds, especially on the short-end of the curve, to those in Poland, which still faces inflation threats which will hold the central bank's hand.

Moreover, analysts note another support is Hungary's $25 billion International Monetary Fund package that limits issuance at a time of growing demand for domestic funds.

DIVERGENCE PLAYS

While the divergence in Hungary and Poland's interest rate outlooks help the short-end of Hungary's bond curve outperform, UniCredit emerging markets strategist Gyula Toth said it would conversely benefit Poland's zloty against the Hungarian forint.

"Betting on the fact that Poland is very likely finished with rate cuts while Hungary is cutting even more, this is definitely a potential play on these diverging economic and monetary policy outlooks," he said.

A Reuters central European currency poll in August showed the zloty as the region's outperformer, while the forint was seen slipping to 275 per euro over the next three months. On Tuesday it traded at around 274.

Poland's stronger growth -- evident in the second quarter when the economy rose at twice the pace analysts had forecast -- could limit bond issuance going ahead, favouring the long end of the yield curve.

In Romania, with a less developed market and the backing of a 20 billion euro IMF package, Societe Generale EM fixed income strategist Esther Law said the short-end of the curve showed more reward due to market uncertainty on rate cuts.

"In Romania it is a bit difficult to judge how many cuts are priced in," she said, adding the curve there adjusts the most in the region after rate moves.

Analysts, though, are bearish on Czech debt due to lower yields and budget concerns as a caretaker government struggles to control the budget gap before an October election.

Still, with correlations to German bonds in the region being knocked out in the past year, Erste Group recommended long positions in the Czech 9-year against the German 10-year due to a re-tightening spread, which has been cut to around 160 basis points from almost 250 in April.

BULL RUN

In Hungary and Romania, bond yields have dropped to around 8 percent and 10 percent along flattened curves, down from peaks of 14 percent in February and March when the crisis made credit more scarce and expensive for struggling emerging countries.

Fears of financial instability had delayed monetary easing in the first half of the year, but many analysts now pencil in around 100 basis points in interest rate cuts this year.

Questions remain how much fresh cash will go to central Europe, which investors have shunned somewhat compared to other emerging countries in Asia or Latin America that show better growth prospects.

And budget gaps are still running high. The government deficits in Poland and the Czech Republic are expected to double the EU's 3 percent ceiling despite the better growth outlooks.

"The region is stabilised but it is clearly not showing this turnaround momentum like other regions in emerging markets, such as Asia," Commerzbank's head of emerging markets research, Michael Ganske said.

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