HALISTER1: India RBI Cash Stance Likely to Push India Yields Lower: Nomura

India RBI Cash Stance Likely to Push India Yields Lower: Nomura

(Bloomberg) -- RBI’s OMO purchase amid large liquidity surplus suggests the central bank is differentiating between short-term and durable liquidity, Vivek Rajpal and Prashant Pande, Singapore-based strategists at Nomura write in note.
  • RBI appears more focused on providing longer-term liquidity
  • RBI’s refined cash management is ensuring that fixings remain close to repo rate despite surplus cash
  • NOTE: System cash surplus around ~960b rupees while overnight fixing today at 6.50%
  • RBI is now focused on the quantity of money, even while controlling price of money
  • Central bank is taking a proactive approach ahead of non- resident deposit outflows
  • Expects spread compression between off-the-run and on-the- run bonds as better liquidity feeds into yield-chasing by local investors
  • Long bond positions include 7.72% 2025, 7.68% 2023 and 8.27% 2020; sees value in adding position in 7.72% 2025 bond
  • Extending long bond positions further down yield curve since June; gradually shifting from offshore swaps to bonds as RBI’s focus remains on liquidity than rate cuts
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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Prashant Pande (Nomura Holdings Inc)
Vivek Rajpal (Nomura Holdings Inc)

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HALISTER1: Case for ECB QE Extension Builds After German IP Data: Scotia

Case for ECB QE Extension Builds After German IP Data: Scotia

(Bloomberg) -- German industrial production and orders data this week add to the case for a downward revision in the ECB’s forecasts, likely triggering a decision tomorrow to prolong QE, ScotiaBank strategist Frederic Pretet writes in client note.
  • To extend the program by 6 months, the central bank could lift the issue limit on high-rated sovereigns and supranationals to 50% from 33%
  • Also anticipates a deposit-rate cut of 10bps, in line with Scotia’s expectations for a lower inflation profile in the bank’s forecasts
  • As this will mean the ECB buying more bunds, expects curve to flatten
  • NOTE: EGB curve bull-flattening shows investors positioning for more QE; analysts expect ECB any extension later in the year rather than tomorrow
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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2539Z GR (European Central Bank)

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Frederic Pretet (Bank of Nova Scotia/The)

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HALISTER: U.S. Said to Weigh HSBC Charge That Could Upend 2012 Settlement

U.S. Said to Weigh HSBC Charge That Could Upend 2012 Settlement

Alert: HALISTER
Source: BN (Bloomberg News)

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HSBA LN (HSBC Holdings PLC)
1025593D US (United States House Committee on Financial Services Committee)

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Elizabeth Warren (United States Senate)
Eric Holder (Covington & Burling LLP)
Frank Wohl (Lankler Siffert & Wohl LLP)
Gregg Rosenberg (UBS Global Asset Management Japan Ltd)
Jeb Hensarling (United States House of Representatives)

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HALISTER1: EU CREDIT DAILY: Negative Yield Woes; China Bank Cuts, VW Talks

EU CREDIT DAILY: Negative Yield Woes; China Bank Cuts, VW Talks

(Bloomberg) -- Credit remains buoyant on both sides of the Atlantic this week as primary markets run at a strong pace, but the appearance of negative yields on corporate issuance may soon fuel concerns over relative value and risk-reward dynamics, Bloomberg strategist Simon Ballard writes.
  • New issuance may be being front-loaded this week before tomorrow’s ECB decision and as the Fed rate outlook remains anchored; supply volumes may put some pressure on secondary market spreads
    • Negative-yielding corporate debt driven by robust demand-supply conditions rather than defensive investor mindset focused on capital preservation
  • U.K. economy and Brexit impact back in spotlight as BOE Governor Carney testifies before parliament today
  • Risk Appetite Model reaching new territory as volatility evaporates
  • Bloomberg Barclays Eur-Agg Corporate index closed yday at 108bps (+1bp); Bloomberg Barclays Eur HY index closed at 363bps (+8bps)
  • CDX IG closed -1.5bps at 75.02 in overnight session; iTraxx Asia Ex Japan IG currently -1.5bps at 108.57 and iTraxx Australia quoted -1.1bps at 95.65
NEWS
  • Corporate News
  • Barratt FY Revenue Rises 13%; Says Positive Start to New Year
  • Clas Ohlson 1Q Sales, Operating Profit Below Ests.
  • Forterra Says Trading in July, August In Line With Forecasts
  • Volkswagen Said in Advanced Talks With Jianghuai on Electric Car
  • Tata Motors Says JLR Sales Rise 26% Y/y in Aug. to 36,926 Units
  • Financial News
  • Tens of Thousands of Jobs Go as China’s Biggest Banks Cut Costs
  • Credit Suisse Promotes Chin to Markets Head, Replacing O’Hara
  • UniCredit Will Likely Raise Capital, Renzi Says: Les Echos
  • State Bank of India Said to Choose Banks for $1 Billion AT1 Bond
  • Credit Rating News
  • Nvidia Assigned Baa1 Sr Unsecured Rtg by Moody’s; Outlook Stable
  • S&PGR Rates Mitsubishi Corp.’s Prop Subord Hybrid Bonds ’BBB+’
  • S&PGR Rates Mexico City Airport Debt ’BBB+ (Prelim)’; Otlk Neg
  • Other News
  • Dark-Pool Firm Started by Bankers to Enter Hong Kong and Japan
  • September Fed-Hike Window Starting to Close for Bond Traders
  • Fed’s Williams Repeats Call for Gradual Hikes Sooner, Not Later
  • Draghi Set to Tell Tale of Stimulus Undercut by Brexit Woes
ANALYST VIEWS
  • The mad scramble for primary market corporate risk is an issuer’s dream, as they go out with enticing initial price talk and then ratchet the pricing tighter -- but there was a twist in yesterday’s deals: creditmarketdaily.com
NEW ISSUES
  • BAT International $650m Reg S 3Y MS +60
  • Commerzbank EU1b 7Y MS +62
  • EFSF EU1b 1.375% 5/2047 Tap MS +18
  • Glencore Finance EU1b 7Y MS +195
  • Henkel Four Part EUR, USD, GBP Deal
  • Prudential $725m Perp NC5 Tier 2 Bond 4.375%
  • RCI Banque EU750m 7Y MS +55
  • Sanofi EU3b Long 3Y, 6Y, Long 10Y
  • World Bank GBP650m 6/2021 UKT +22
  • European IG credit pipeline here and HY credit pipeline here
  • Issuers exposed to S-T rollover and interest-rate reset risk here
  • NOTE: Simon Ballard is a credit strategist who writes for Bloomberg. 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: India OMO Adds to Bond Bullishness Amid Surplus Cash: FirstRand

India OMO Adds to Bond Bullishness Amid Surplus Cash: FirstRand

(Bloomberg) -- RBI’s OMO announcement amid surplus cash of 962b rupees ($14.5b) is giving assurance to market over the central bank’s liquidity stance, Harihar Krishnamoorthy, Mumbai-based treasurer at FirstRand says.
  • “The RBI seems to be building up a large margin of safety as far as rupee liquidity is concerned ahead of non-resident deposit outflows,” says Krishnamoorthy
  • Potential liquidity mismatches may happen anytime in the system due to outflows but market is now more confident OMOs will take place when necessary
  • Yield on new 6.97% 2026 bond slides 8 bps to 6.83%; yield on 7.59% 2026 bond drops 4 bps to 7.05%
  • NOTE: India outflows to hurt rupee, liquidity if they top $15b: BofAML
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

People
Harihar Krishnamoorthy (FirstRand Ltd)

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HALISTER1: Gilt Index Changes to Impact Market Into Today’s Close: RBS

Gilt Index Changes to Impact Market Into Today’s Close: RBS

(Bloomberg) -- Large extension of the 5Y+ gilt index will become effective from the start of trading on Sept. 8, expect to see this beginning to impact the market into today’s close, writes RBS strategists including Simon Peck in a client note.
  • Index changes resulting from UKT 3.75% 2021 falling below 5Y maturity should see 5Y+ index extend by 0.36 yrs, and 0-5Y index to increase by 0.15 yrs
  • Position for outperformance of the 2038 bond vs 2032s and 2046 as the issue has the closest modified duration to that of the newly extended 5y+ index
  • While this should support the market today, further re- balancing is likely to take place at the end of Sept.
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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Simon Peck (Royal Bank of Scotland Group PLC)

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HALISTER1: Swiss Anti-Money-Laundering Law May Cost Banks, Increase Risk

Swiss Anti-Money-Laundering Law May Cost Banks, Increase Risk

Alert: HALISTER1
Source: BI (Bloomberg Intelligence)

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BBTG11 BZ (BTG Pactual Group)
BARC LN (Barclays PLC)
C US (Citigroup Inc)
HSBA LN (HSBC Holdings PLC)
JPM US (JPMorgan Chase & Co)

Topics
BI Analysis
Legal Expert Analysis
Who's News - People

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