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Rouble tries to recover, sell-off wave hits OFZ bonds

Published 08/16/2018, 07:24 AM
Updated 08/16/2018, 07:30 AM
© Reuters.  Rouble tries to recover, sell-off wave hits OFZ bonds
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By Andrey Ostroukh

MOSCOW (Reuters) - The Russian rouble regained ground on Thursday after another sell-off, but lingering concern about U.S. sanctions sent government bonds to their lowest since late 2016.

The rouble has lost 7 percent of its value so far this month, amid threats of more U.S. sanctions against Russia, which could target government bonds, and a sharp downturn in other emerging markets.

The rouble gained 0.2 percent to 67.17 versus the dollar at 1105 GMT, compared with 68.66 on Monday, its weakest level since April 2016. It remained weaker than the levels around 62 it reached in late July.

The rouble pared earlier losses on the eve of the 20th anniversary of Russia's state default, an event so notorious Wikipedia has a page called "August Curse".

While Russia, with international reserves of nearly $460 billion, is nowhere close to default on state bonds at the moment, investors ditched rouble-denominated treasury bonds known as OFZs.

Yields on 10-year OFZ bonds (RU10YT=RR), which move inversely with bond prices, rose to 8.50 percent, their highest since December 2016.

"Visible is selling (of OFZ bonds) by non-residents, including real money funds. This is related to worsening of the external political background," said Konstantin Kostrub, head of treasury at ING Eurasia bank in Moscow.

Foreign investors have been cutting their share of OFZ bonds this year amid threats that the U.S. sanctions would restrict holdings of Russian debt.

Russian authorities are not expected to step in to defend the rouble or OFZ bonds, but the central bank took some pressure off the market by putting its daily purchases of foreign currency on hold earlier this month.

Against the euro, the rouble was 0.1 percent stronger at 76.29, moving away from the 78.15 mark it touched this week.

Prices for oil, Russia's key export, have also stabilized after falling earlier in August. Brent crude (LCOc1), a global benchmark, was up 0.24 percent at $70.93 a barrel, down from this month's peak of $74.87.

Russian stock indexes were mixed. The dollar-denominated RTS index (IRTS) was up 0.74 percent to 1,063,10 points; the rouble-based MOEX (IMOEX) was 0.07 percent lower at 2,265.45 points.

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