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WRAPUP 1-Polish bond auction falls flat, strong demand for Czech

Published 07/14/2010, 09:48 AM
Updated 07/14/2010, 09:52 AM

* Rate hike expectations, fiscal outlook sap Polish demand

* Investors bid double the offer in Czech sale

* Romania markets fear more short-term auctions

By Jason Hovet

PRAGUE, July 14 (Reuters) - Demand and prices fell at a Polish bond auction on Wednesday a day after inflation data lifted chances of an interest rate hike, while investors snapped up the first Czech bond to go on sale in a month. Central European governments have battled rising yields on their debt in recent months due to high borrowing needs, the end of monetary easing policies, and fears over their ability to deliver on fiscal austerity promises.

The Czech Republic and Poland have found it easier to sell debt than Hungary or Romania, both of which receive aid from the International Monetary Fund and European Union, but must still contend with what is expected to be record borrowing this year.

Economists expect Poland to be the first country in central Europe to begin raising interest rates. Those hikes may begin as early as this year, economists say, after data on Tuesday showed June consumer inflation unexpectedly accelerated.

Coming on the heels of a 5-year dollar bond placement last week, growing expectations of a looming interest rate rise helped cut demand at the auction of 5-year domestic paper on Wednesday.

Warsaw sold 2.03 billion zlotys ($635 million) worth of benchmark PS0415 paper at Wednesday's primary tender with the average yield rising to 5.373 percent from 5.144 percent in May.

After the tender, yields in the secondary market crept up to 5.41 percent.

"Higher-than-expected CPI could have contributed to expectations that monetary tightening is going to be frontloaded rather than backloaded," Michal Dybula, chief economist at BNP Paribas in Warsaw, said.

Despite avoiding recession and emerging from the downturn last year with the fastest-growing European economy, Poland has struggled to convince investors it can keep debt from breaching levels that trigger, by law, harsh spending cuts.

The narrowness of the victory for Prime Minister Donald Tusk's candidate in a presidential runoff this month also cast doubt on government reforms before a 2011 election.

"This will not help the Polish bond markets, particularly in relative comparison to regional peers," Dybula said.

CZECH ISSUANCE FEARED

In contrast to the Polish auction, investors bid for more than twice the offer at the Czech Republic's first bond auction in a month on Wednesday.

The Czech Finance Ministry sold 7.74 billion crowns ($387.2 million) worth of 5-year bonds. The average yield rose to 3.001 percent from 2.936 percent at a May 12 auction for the same paper.

Czech bond yields have dropped from 2010 highs hit last month with hope an incoming centre-right government will go through with promises of austerity.

But asset swap spreads, the risk premium paid over the interbank market, have stayed elevated due to second half issuance worries. The Finance Ministry only met around a third of its overall 2010 borrowing in the first six months.

"Banks and local funds will have to swallow this higher supply, so it is likely to see some additional widening in asset swap spreads," JP Morgan economist Miroslav Plojhar said.

The ministry postponed a Eurobond in April and will likely wait until after the summer lull. The launch of a foreign issue would help relieve local pressure.

Some analysts have said Romania may have to look at another international bond issue after having trouble meeting its needs on local markets since May, when it first unveiled cost-cutting measures to bring it in line with aid conditions.

The Finance Ministry has rejected most bids asking for a 7 percent or higher yield, and has had trouble selling below that.

"With high inflation, weaker growth and still a very sizable current account deficit, interest rates given the risk environment are way too low. They will have to give in at some stage because they need to finance a pretty significant fiscal deficit," Dybula said.

The ministry borrowed 1.1 billion lei on the money market on Tuesday and could opt for a similar action if a fresh treasury bill tender on Thursday is not successful. (Additional reporting by Sam Cage in Bucharest; Marcin Goettig and Kuba Jaworowski in Warsaw, Editing by Lin Noueihed)

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