Using a double-pump pulse approach and laser-induced THz emission as an ultrafast amperemeter and magnetometer, we show that a femtosecond laser pulse generates ferromagnetic nuclei in a FeRh/Pt bilayer, i.e. these nuclei acquire a net magnetization and a susceptibility to a magnetic field, but only 20 ps after the initial laser excitation. We argue that this latency is intrinsic to the first-order phase transitions from antiferromagnetic to ferromagnetic states and must be present even in the case when the sign of the exchange interaction changes instantaneously.