Brazilian Rate Futures Rise on Inflation Data; Rea

Posted Tuesday, February 7th, 2012

By Josue Leonel and Gabrielle Coppola

Jan. 17 (Bloomberg) — Yields on most Brazilian rate futures contracts jumped as inflation slowed less than forecast in the past month, prompting traders to pare back bets on how much the central bank will lower benchmark borrowing costs.

The yield on the contract due in January 2013 rose four basis points Rolex replica watches, or 0.04 percentage point, to 10.06 percent. The real fell 0.1 percent to 1.7873 per U.S. dollar, after earlier rallying to 1.7674, the strongest since Nov. 18.

Successful bond auctions in Europe and the prospect of monetary easing in China boosted global growth optimism, which also pushed up yields, Mauricio Nakahodo, senior economist at CM Capital Markets, said by phone from Sao Paulo.

“The external environment is helping to put pressure on futures yields,” Nakahodo said. “The IGP-10 inflation index came a little above expectations.”

Prices rose 0.08 percent in the past month, compared with a 0.19 percent increase in the earlier period, the Rio de Janeiro- based Getulio Vargas Foundation said today. The figure exceeded the 0.02 percent estimate of 32 economists surveyed by Bloomberg.

Brazilian policy makers have cut the benchmark lending rate 150 basis points since August to 11 percent to shore up the economy. Traders are anticipating central bank President Alexandre Tombini will reduce the Selic rate by 50 basis points at a two-day policy meeting that starts today and to as low as 10 percent by May, according to rate futures yields.

European Debt

The real erased gains while other major and emerging-market currencies continued rallying, a sign investors are wagering the currency has little reason to appreciate further amid sovereign debt concerns in Europe, said Enrique Alvarez, head of Latin American fixed-income research at IdeaGlobal in New York.

The real “has been ahead of the stream the last few days and it’s just consolidating” its gains, Alvarez said. “The market is increasingly anxious in regards to Greece.”

The real surged earlier after a report showed economic growth in China, Brazil’s biggest trading partner, slowed to 8.9 percent in the fourth quarter, fueling speculation the government will take steps to boost economic growth.

Sylvia Chiu, an economist at SinoPac Financial in Taipei who was the only analyst in a Bloomberg survey to predict the fourth quarter growth figure Replica Rolex watches, forecasts policy makers will cut banks’ reserve requirement ratios to 19 percent by year-end from 21 percent today and push down benchmark lending rates.

–Editors: Glenn J. Kalinoski,

To contact the reporters on this story: Josue Leonel in Sao Paulo at jleonel@bloomberg.net; Gabrielle Coppola in Sao Paulo at gcoppola@bloomberg.net

To contact the editor responsible for this story: David Papadopoulos at papadopoulos@bloomberg.net

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