HALISTER1: EU CREDIT DAILY: Deutsche Bank, Abengoa; U.S. Election Debate

EU CREDIT DAILY: Deutsche Bank, Abengoa; U.S. Election Debate

(Bloomberg) -- Expect primary market to pick up a head of steam as the month and quarter draw to a close after a tense time for markets last week, creditmarketdaily.com’s Suki Mann writes.
  • The debate between U.S. presidential candidates may inject some volatility tomorrow depending on how Trump fares; ECB CSPP data will be closely watched after the recent increase in the pace of buying, Mann adds
  • Bloomberg Barclays Eur-Agg Corporate index closed on Friday at 112bps (flat); Bloomberg Barclays Eur HY index ended at 407bps (little changed)
  • CDX IG closed +0.6bps at 76.79 in overnight session; iTraxx Asia Ex Japan IG currently -0.9bps at 115.62 and iTraxx Australia quoted +1bp at 103.42
NEWS
  • Corporate News
  • Tesco Pension Deficit Doubled to GBP5b in Past Yr: Telegraph
  • Telefonica Plans for IPO of O2 Advancing, Telegraph Reports
  • Ubisoft CEO Says Sees ’Very Few’ Synergies With Vivendi
  • Abengoa Says Acceptance Period Opens for Restructuring Plan
  • Capgemini CEO Sees N. America as Main Target to Grow: Investir
  • Alstom in Final Round for Spain High-Speed Train Bid: Expansion
  • BASF Plans to Make Further Cuts in Asia Amid Slowdown in Demand
  • Cevian May Seek Seat on ABB Board, Schweiz am Sonntag Reports
  • Financial News
  • Italy ‘Good Banks’ Sale Close; UBI, Pop Emilia May Bid: Corriere
    • Italy ‘Good Banks’ Sale Deadline May Be Extended by EU: Corriere
  • Merkel unwilling to help Deutsche Bank in U.S. DOJ case: Focus
  • Danske CEO Says Bank to Grow Organically, Not Consolidate: DN
  • Credit Rating News
  • S&P Cuts General Electric to AA- from AA+; Outlook Stable
  • Turkey’s Credit Rating Cut to Junk by Moody’s, Outlook Stable
  • Other News
  • Brexit leads three-quarters of U.K. CEOs to consider moving
  • Draghi Takes Brussels-to-Berlin Political Tour With ECB Message
ANALYST VIEWS
  • Abengoa restructuring is still more viable option than liquidation; option to participate in new money facilities appears attractive, but some execution risks and significant uncertainty in Abengoa’s operational turnaround remain: Lucror
  • Vontobel repeats market perform view on Eiffage after reported stable 1H net profit and improved capitalization
NEW ISSUES Priced:
  • Bank of Nova Scotia GBP200m 5Y Covered FRN 3mL +38 
  • FCA Capital Ireland GBP400m 5Y UKT +155 
  • Telecom Italia EU1b 9Y MS +283 
  • NH Hotel Group EU285m 7NC3 Snr Sec Notes 3.75%
  • Gecina EU500m 1/2029 MS +62 
  • European IG credit pipeline here and Levfin pipeline here
  • Issuers exposed to S-T rollover and interest-rate reset risk here
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

People
Suki Mann (UBS Asset Management Japan Ltd)

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HALISTER1: China Needs to Widen Access With Credit Default Reforms: SocGen

China Needs to Widen Access With Credit Default Reforms: SocGen

(Bloomberg) -- China’s re-introduction of a credit-default swap market should be seen as an “upgrade and refinement” to what it had, said Societe Generale head of Asia ex-Japan rates strategy Frances Cheung.
  • SocGen would look for changes including:
    • Flexibility in terms of access vs current three-tier system of participants
    • Flexibility for trading purposes
    • Leverage ratios to be relaxed, including the percentage of outstanding referenced bonds or loans each dealer can net purchase or sell
  • Cash bond market is not efficiently priced, which however is required for efficient pricing mechanism for credit risk markets
  • NOTE: PBOC last Friday approved rules governing CDS trading as buffer for more defaults
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

People
Frances Cheung (Societe Generale SA)

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HALISTER1: INSIDE G-10: JPY Whipsaws; NZD Eyes Stop-Losses as Exports Drop

INSIDE G-10: JPY Whipsaws; NZD Eyes Stop-Losses as Exports Drop

(Bloomberg) -- JPY whipsaws ahead of a possible OPEC agreement to reduce crude oil output and a TV debate between U.S. presidential candidates Clinton and Trump. NZD drops, eyeing stop-loss orders, after exports fall to 3-year low.
  • Saudi Arabia is willing to act on ‘critical’ oil market, Algeria says
    • WTI crude +0.6%; Brent crude +0.7%
  • U.S. election risk isn’t priced in as uncertainty rises; story here
  • USD/JPY -0.03% at 100.99, vs 100.71-101.15 range
    • FX pair pared early losses spurred by intraday investors positioning themselves short USD/JPY in anticipation of spot selling over Tokyo yen fixing, according to FX trader
    • Sakakibara says yen may gradually gain to 90, and Japan should consult with U.S. if yen climbs to 80 per USD
  • NZD/USD -0.11% at 0.7234, vs 0.7222-0.7251 range
    • New Zealand’s exports fall to three-year low, with milk powder exports falling to 7-year low
    • FX pair’s sell-stops for momentum accounts under 0.7220, according to FX trader
    • Kiwi testing support near its 50-DMA at 0.7228; chart here
  • BBDXY +0.01% at 1,185.97, vs 1,184.09-1,186.18 range
    • 10-year Treasury yield at 1.615% vs 1.620% on Sept. 23
  • NOTE: Mark Cranfield is an FX strategist who writes for First Word. The observations he makes are his own and are not intended as investment advice.
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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HALISTER1: INSIDE ASIA: Currencies Drop as Oil, U.S. Election Spur Caution

INSIDE ASIA: Currencies Drop as Oil, U.S. Election Spur Caution

(Bloomberg) -- Most Asian currencies decline as Friday’s oil price plunge and increasing focus on the U.S. presidential election raise risk-aversion sentiments. Yen gains.
  • Ringgit falls 0.5% amid conflicting signals over upcoming OPEC meeting, while the peso drops to a 2009 low over continuing concerns over President Duterte’s policies
  • Investor sentiment remains poor toward Philippine assets with foreign-equity outflows, Khoon Goh, head of Asia research at ANZ says
    • With the BOJ and Fed meetings out of the way, focus now turns to the U.S. presidential election
  • Bond yields drop in Asia. Australia 10-year govt. bond yield falls 3 bps to 1.972%, yield on China 2.74% govt bond slips 2 bps to 2.725%; Japan 10-year govt. bond yield dips 1 bps to -0.055%
  • Yen gains ahead of BOJ Governor Kuroda’s speech
  • Sakakibara, known as Mr. Yen when he was MOF official, says BOJ hasn’t lost control of the the exchange rate and that its new yield curve strategy is appropriate
    • BOJ says it held 36% of JGBs at end June, foreign investors held 10% of JGBs
    • Tokai Tokyo Securities expects BOJ to be less resistant to curve flattening and yield declines because they amount to monetary easing, according to note today; says steepening of yield curve is equivalent to monetary tightening
  • Kiwi and Aussie extend declines
    • New Zealand trade gap widens as exports at three-year low, according to data today
    • Fonterra says today August N.Z. milk collection falls 5% from year ago
    • Further slowdown in NZ’s 1-year-ahead inflation expectations will raise odds of more aggressive RBNZ easing and undermine NZD, CBA writes in note today
  • Yuan little changed onshore ahead of currency’s inclusion in IMF’s SDR on Oct. 1 and China’s National Day holidays on Oct. 1-7. CNH drops
    • Markets have reached consensus that both CNY and CNH are likely to be managed tightly ahead of SDR inclusion, Tommy Xie, economist at OCBC, writes in note today
    • PBOC pulled a net 245b yuan from the financial system through reverse-repurchase agreements, biggest one-day withdrawal since March 4
  • Won drops for first day in four
  • BOK will release minutes of meeting tomorrow
    • Bank of Korea is likely to maintain a dovish stance for now: Marc Chandler, head of currency strategy at BBH,
  • Ringgit drops for second day
    • Oil is likely to weigh on the MYR and result in a consolidation in USD/MYR ahead of the 15th International Energy Forum set for 26-28 September, writes Scotiabank in note today
    • Oil tumbled Friday after Saudi Arabia suggested that the Algiers meeting this week is unlikely to reach a firm decision. Algeria’s energy minister then said Saudi Arabia has offered to cut production
  • Peso drops, weakest since Sept. 2009, as S&P tells ABS-CBN News Channel that Philippine ratings at risk if reform commitment stalls
    • Govt to file 291b pesos tax reform package today, Manila Bulletin said Friday
  • Rupiah steady
    • Goldman expects additional 25-bps rate cut in 4Q with risk of even more reductions, a change from previous forecast of no further cuts for the year, according to Sept. 23 note
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

People
Khoon Goh (Australia & New Zealand Banking Group Ltd)
Tommy Xie (Oversea-Chinese Banking Corp Ltd)

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