HALISTER: German Auto Industry Faces Probe Over Steel-Buying Cartel

German Auto Industry Faces Probe Over Steel-Buying Cartel

Alert: HALISTER
Source: BN (Bloomberg News)

Tickers
BMW GR (Bayerische Motoren Werke AG)
9719029Z GR (Robert Bosch Stiftung GmbH)
VOW GR (Volkswagen AG)
0296891D GR (Zeppelin-Stiftung)
0629846D BB (European Commission)

People
Kay Weidner (Federal Republic of Germany)

To de-activate this alert, click here
To modify this alert, click here

UUID: 7947283

HALISTER: German Auto Companies Searched in Probe Over Steel-Buying Cartel

German Auto Companies Searched in Probe Over Steel-Buying Cartel

(Bloomberg) -- German Federal Cartel Office confirms raids at six companies over allegations they may have violated antitrust rules when purchasing steel.
  • Daimler, VW and ZF Friedrichshafen confirm they were raided
  • Schwäbische Zeitung reported raids earlier, said Bosch is also being probed
  • Bosch didn’t immediately reply to calls seeking comments
Alert: HALISTER
Source: BFW (Bloomberg First Word)

Tickers
DAI GR (Daimler AG)
9719029Z GR (Robert Bosch Stiftung GmbH)
VOW GR (Volkswagen AG)
0296891D GR (Zeppelin-Stiftung)

To de-activate this alert, click here

UUID: 7947283

HALISTER1: RESEARCH ROUNDUP: Bullish Bias on USD Rates Remains

RESEARCH ROUNDUP: Bullish Bias on USD Rates Remains

(Bloomberg) -- Most analysts maintain a bullish bias in U.S. Treasuries, although they see risks from the resilience of risk assets. Focus remains on renewed market stress, global central bank easing, and implications for Fed policy.
  • Deutsche Bank, Citi lower yield forecasts, following move from BofAML last week, Goldman see “two-thirds” probability of at least one Fed hike by year-end
  • Barclays (strategists including Rajiv Setia)
    • Measures of financial market stress have rebounded, look subdued relative to 1Q, reflecting expectations of easier monetary policy amid slowing global growth
    • Maintain long 10Y USTs vs Bunds, attractive to position for an exacerbation of worries about length of U.S. recovery
    • Remain neutral on UST curve; 5s30s curve has not steepened in the rally, curve looks fair
    • Buy USD 6m3y 1x2 ATM, ATM+27 payer spreads as attractive way to position for a rebound in labor market data
  • BofAML (strategists including Ralf Preusser)
    • Strong employment report, in-line or above house est. of 180k, with solid participation and wage growth should moderate some of the recent longer-dated rate declines
    • Print below the 3-month moving average of 116k will result in further flattening of yield curve, push 10Y rates closer to end 3Q target of 1.25%
    • Soft report could increase market speculation for near- term rate cut, though see recent pricing of this outcome as overdone, high bar for easing in the near term
    • Do not expect employment report to have a material impact on near-term expectations for Fed tightening
  • Citi (strategists including Jabaz Mathai)
    • BOE, ECB have indicated an increase in stimulus intensity, this argues for a flatter curve; remain tactically short, last week, opened a set of trades looking for a bounce back in rates; medium term view for rates is bullish
    • Treasuries, bunds tend to outperform in July, due to seasonal decline in issuance; decline in net supply this July is “especially significant”
    • Lower year end forecast to 1.60% in 10Y, reflecting extension of the status quo, reduce 2Y forecast to 75bps
    • With EU referendum behind us, breakevens likely to return to pre-June 23 levels; recommend longs in 10Y breakevens
    • Recent RMB weakening increases risk of PBOC interventions, risk to front-end spreads; continue to like buying 3Y spreads as impact should be smaller due to better transparency of China’s FX policy, potential for Japan’s FX interventions
  • Deutsche Bank (strategists including Dominic Konstam)
    • Expect 10Y yields to grind lower in coming months, stabilizing into a channel ~1.25%; curve to see additional bullish flattening
      • Forecasts anticipate 2Y stabilizing at, or just below, current levels, 5s and 10s to rally 25bps, 30s to decline toward 1.75%
    • Adjusted yield curve is signaling ~60% chance of recession in next 12-months, highest since August 2008, last two U.S. recessions were preceded by low 70% probability readings, which could happen if 10s rally another 40bps
    • Dislocation between OIS, risky asset prices, S&P has recovered all post-Brexit losses, front-end remains low; next rate cut very data-dependent, if risk assets hold gains, front-end can steepen; recommend paying July/Dec. OIS at 0.75bps
  • Goldman Sachs (strategists including Rohan Khanna)
    • Post-Brexit price action across asset classes, G-4 bonds, implies the event has “local” implications for growth but ‘global’ implications for monetary policy
    • U.K. is not an economic bellwether, ECB likely to wait for incoming data before easing, uncertainty shock may delay Fed but won’t prevent hiking
    • Assign a two-thirds probability of at least one hike by year-end
    • Measured in standard deviation units (sigmas) relative to long-run fair value, core bond yields are “stretched”, led by Treasuries, now greater than 2 sigma, this level of valuations have historically been a precursor to a sharp reversal
  • JPMorgan (strategists including Jay Barry)
    • Sharp decline in yields comes as markets price out Fed hikes for next two years, inflation expectations fall sharply, DM central banks continued to ease, and investor positioning swings from short to long
    • Expect intermediate Treasury yields to remain range- bound, continue to project 10Y at 1.70% at year-end
    • Markets unlikely to price in Fed tightening over near term, don’t expect curve to flatten until later this year
    • Take profits on 2s5s spread curve steepeners, foreign demand vs constrained dealer balance sheets is primary driver of spreads
    • Liquidity, dealer hedging flows should continue to be most important driver of gamma markets
  • Morgan Stanley (strategists including Anton Heese)
    • Risk assets globally have performed better than expected since U.K. referendum; this may be driven by expectations of monetary policy response
    • Stronger performance of risk assets have turned bond market indicators to neutral
      • Further, as yield curves flatten, carry and roll argument for owning duration (similar to valuation argument) deteriorates further
    • For now, retain long duration recommendation across G-4, focused in the belly of the curve; long 5Y USTs at 2.21%
    • While a significant improvement in NFP is expected; only an exceptionally strong print, or upward revision to prior releases, would reverse downward trend over past 3 months
  • TD Securities (strategists including Priya Misra)
    • Stock market complacent about growth spillover from uncertainty shock caused by Brexit, central banks have an easing bias, though they are running out of steam
    • U.S. rates are fair value at current levels given low global bond yields
    • In the front end, GC, effectives, Libor have all moved higher due to combination of intermediate holding company implementation (foreign banks required to comply by July 1), quarter-end, money fund reform and reserve manager selling
      • Libor/OIS to continue to widen as money fund reform approaches, expect rise in CP rates to push libor higher, widening FRA/OIS and swap spreads
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

People
Anton Heese (Morgan Stanley)
Dominic Konstam (Deutsche Bank AG)
Jabaz Mathai (Citigroup Inc)
Jay Barry (JPMorgan Chase & Co)
Priya Misra (TD Securities USA LLC)

To de-activate this alert, click here

UUID: 7947283

HALISTER1: WHAT TO WATCH: Tory Leader Contest Adds to Brexit Uncertainty

WHAT TO WATCH: Tory Leader Contest Adds to Brexit Uncertainty

(Bloomberg) -- Market sentiment and the outlook for the U.K.’s relationship with the EU is closely linked to the fate of the five candidates bidding to replace David Cameron as PM.
  • Pound falls a fourth day to trade just above post-Brexit vote lows vs dollar after BOE’s Carney signaled policy may be eased in the months ahead
WHO’S WHO AND WHAT’S THE LIKELY OUTCOME?
  • Theresa May reluctantly supported staying in EU, delivering only one major speech during the referendum campaign; she is the favorite to win, according to bookmaker odds
    • Backer Philip Hammond says the country needs to retain as much access to EU as it possibly can, minimizing any damage to the economy
    • Her desire to delay the article 50 trigger may be later than EU leaders would like and could cause tension into year-end, Barclays analysts say
  • Andrea Leadsom backed Brexit; she criticized BOE Governor Carney’s interventions ahead of the referendum
    • Betting odds have her in second place; a YouGov poll puts May 32 points ahead of Leadsom in the final round
    • Leadsom intends to keep negotiations as short as possible but didn’t put a deadline on when she’ll kick off talks
    • UniCredit analyst Erik Nielsen says if she prioritizes limiting free movement of people that could send the U.K. into a WTO-only world
  • Michael Gove was part of the “leave” campaign alongside former Mayor of London Boris Johnson; Johnson decided not to stand for the top job in the Tory party with some commentators suggesting Gove’s decision to stand was a betrayal of his former running mate; Johnson now backs Leadsom
  • Stephen Crabb has urged caution on starting Brexit talks while Liam Fox was more specific on the timing of any exit, saying he would like U.K. to leave the EU on January 1, 2019, which would mean activating the Article 50 process by the end of this year
  • BofAML analysts point out politicians have been clear they accept the result of the vote, but the analysts add a caveat were the economic fallout from the referendum to be significant
  • Eurasia analysts Charles Lichfield and Mujtaba Rahman say a fresh vote isn’t their base case
    • An election would only likely come about if the govt called for a vote of no confidence asking its own MPs to support the motion, they say
    • U.K.’s access to non-EU markets will become markedly more constrained following Brexit for a period of years as non-EU trading partners may want to wait to see the detail of the country’s deal with the EU; any “quick” deals are unlikely to be on terms that are advantageous to the country, JPM says
WHAT’S NEXT?
  • July 5: First Conservative MP ballot to whittle candidate list down to two; ballots continue on Tuesdays and Thursdays
  • Conservative Party membership ballot may take place in August, if hasn’t already begun in July
  • Sept 9: New Tory leader to be announced
  • See Brexit timeline for more events
WHAT DOES IT MEAN FOR MARKETS?
  • Equity funds registered outflows for the 21st week in a row and the largest since October 2014, while gold funds saw strong inflows and high-grade bond funds saw a strengthening of inflows last week: BofAML
  • UniCredit analyst Erik Nielsen says sterling and most U.K. assets remain vulnerable as markets aren’t accurately pricing the risk of a U.K. government destroying the country’s relationship with EU
  • STOCKS:
    • Deutsche Bank cut its estimates for U.K. retailers, and analysts have reduced forecasts across the real-estate sector and Exane says the risks are skewed to the downside for European investment banks
    • Luca Paolini, chief strategist at Pictet Asset Management, says stocks were at their cheapest vs US peers since mid-1990s and could rally strongly once the dust settles
  • FIXED INCOME
    • In addition to further rate cuts, HSBC says BOE could resume QE, start a new funding for lending scheme and, if broad-based stimulus were needed, could buy gilts on condition the govt uses the proceeds to cut taxes
    • Deutsche Bank recommends entering a GBP Libor Dec. 17- Dec. 18 steepener, saying economy will be adversely affected and BOE will likely frontload policy easing; negative rates are unlikely to be pursued
    • JPMorgan analysts favor staying long 10Y gilts and entering a 10s/20s flattener, while RBS recommends buying UKT 4.75% 2030 and selling UKT 3.75% 2020 and UKT 3.5% 2045 in a 1:2:1 fly, targeting 35bps as 15Y sector is the sweet spot if the BOE does more QE
  • FX
    • The pound’s significant outflows after the referendum result reversed only about half of the previous week’s inflows, UBS analysts say
    • Markets may not be fully positioned for Brexit given some expect it could be avoided; pound may fall further as it becomes apparent Brexit is the only option so inclined to sell any sterling rallies, BofAML strategists say
      • See a structurally lower equilibrium value for GBP with risks of a move toward 1.25 in cable
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

People
David Cameron (United Kingdom of Great Britain and Northern Ireland)
Boris Johnson (United Kingdom of Great Britain and Northern Ireland)
Erik Nielsen (UniCredit SpA)
Luca Paolini (Pictet Asset Management SA)
Theresa May (United Kingdom of Great Britain and Northern Ireland)

To de-activate this alert, click here

UUID: 7947283