HALISTER1: AUCTION PREVIEW: U.K. Linker Supply Outlook Supportive

AUCTION PREVIEW: U.K. Linker Supply Outlook Supportive

(Bloomberg) -- U.K. to sell GBP1.4b 0.125% I/L 2026 at 11:30am CET.
  • RBS (Simon Peck)
    • Favor owning breakevens, relatively light IL supply vs conventionals in 2Q, potential inflationary pressures from GBP FX depreciation ahead of Brexit referendum, signs CPI may have bottomed
    • Recommended buying 10Y cash breakevens vs swaps at 38bps, target 28bps; carry is favorable at ~30bps/year
  • Santander (Adam Dent)
    • Expect decent demand as first linker sale in 4-weeks, modest dv01 for 10Y I/L
    • Real yields have bounced from release lows, expect risk- averse environment to keep yields depressed
    • Auction bonds near cheapest lvls vs neighbors, partly due to overall curve steepening rather than concession
    • Recommend buying auction bond as breakeven box vs I/L 2019s
  • RBC (Peter Schaffrik)
    • Auction unlikely to be problematic due to low breakevens; RV unlikely to be a consideration for auction, believe the usual index-linked investors will take down the tap
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

People
Simon Peck (Royal Bank of Scotland Group PLC)
Adam Dent (Abbey Natl Treasury Services)
Peter Schaffrik (RBC Europe Ltd)

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UUID: 7947283

HALISTER1: AUCTION PREVIEW: ECB QE, Micro RV Concession Supports Bund Tap

AUCTION PREVIEW: ECB QE, Micro RV Concession Supports Bund Tap

(Bloomberg) -- Germany to sell EU4b 0.5% 02/2026 at 11:30am CET; bond scarcity concerns amid ECB QE buying, cheapening in micro RV seen as supportive, lack of specialness in repo seen as a negative.
  • Mizuho (Antoine Bouvet)
    • Bond has cheapened in micro RV to historically cheap lvls, showing healthy concession
    • Auction to benefit from worsening bond scarcity due by ECB QE purchases, rising political risks in Euro zone
  • Commerzbank (Benjamin Schroeder)
    • Despite recent yield rise, still well below 0.3% seen at last 10y reopening
    • Prospect of another 12-months of ECB QE purchases at the increased pace should keep yields better anchored
    • 5s10s curve is ~53bps, when 10Y yields were at this lvl last year, curve was ~30bps flatter
  • ING (Martin van Vliet)
    • Auction bond traded only 10bps special in repo (S-N) recently, well below the levels seen before the previous two taps in Feb. and Mar., a negative for the auction
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

Tickers
2539Z GR (European Central Bank)

People
Antoine Bouvet (Mizuho Financial Group Inc)
Benjamin Schroeder (Commerzbank AG)
Martin Van Vliet (ING Groep NV)

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UUID: 7947283

HALISTER1: ECB PREVIEW: Euro Impact Limited as Draghi May Defend Policies

ECB PREVIEW: Euro Impact Limited as Draghi May Defend Policies

(Bloomberg) -- ECB will probably leave the door open for further cuts if needed this week, but any downside risk for the euro is seen limited, economists say in published research.
  • ECB seen staying on hold by reinforcing its dovish stance after the mix of easing measures announced in March
    • Bank expected to defend efficiency of its policies after recent criticism by Germany
  • More details on corporate sector purchase program (CSPP) may be unveiled, though not necessarily at this meeting as the program set to start toward end of 2Q
  • Goldman Sachs (Dirk Schumacher)
    • ECB to keep rates unchanged, Draghi will express confidence that package unveiled in March will help steer CPI toward target
    • Draghi also likely to express ECB’s willingness to respond if downside risks to growth and CPI materialize
    • Draghi will also clarify that further rate cuts remain part of monetary toolbox after his comments in March were interpreted by many as closing the door for further rate cuts
    • Some further details on new CSPP may be published
    • Expects CSPP to be conducted in similar fashion to covered bond and asset-backed securities program, and purchases to take place in primary and secondary market; ECB will decide in discretionary way how much corporate debt to buy
    • Expects an extension of APP to Sept. 2017 from March 2017 currently
  • JPMorgan (Greg Fuzesi)
    • No action expected this week; see next round of easing to focus on extending QE program beyond March 2017
    • Chances of further rate cuts may be higher than initially thought
    • ECB concerned about pressure of negative rates on banks and about fueling currency war; that said, incremental deposit-rate cuts still seem possible, as does a tiered reserve charging system; Draghi is likely to clarify the message around this at this week’s press conference
  • BofAML (Gilles Moec, Athanasios Vamvakidis)
    • Expect Draghi to defend ECB this week; he could also remind markets that QE is open-ended and won’t stop as long as ECB is missing CPI target
    • Draghi also likely to clarify that another depo-rate cut remains available
    • Expect Draghi to sound dovish but do not see a sustained market impact
    • More sustained EUR weakness requires a critical mass of strong U.S. data and stable global markets allowing Fed to sound more confident
    • Continue to forecast EUR/USD at parity by end-2016, expecting two Fed hikes this year
  • BNP Paribas (Ken Wattret)
    • ECB should reiterate this week that it stands ready to take action to deliver on price-stability mandate
    • While expect the door to be left more open to further cut in policy rates than during Q&A session on March, there is limited room for maneuver
    • CSPP details possible but may take longer
    • Expect ECB to follow the template used for current asset-backed security and covered-bond purchase programs, suggesting no specific numeric target for monthly volume of purchases, buying in both primary and secondary markets, and opting for risk sharing
  • Citigroup (Guillaume Menuet)
    • Don’t expect any new measure this week
    • Look for more policy measures in coming months including a refi rate cut by 5bp each in Sept., Dec. and March 2017
    • Also expect a QE extension by another 6 months in Sept., adjustment to issue/issuer limit for PSPP to ~40% and 10bp depo-rate cut in March next year
  • HSBC (Karen Ward)
    • Draghi to convey the message that ECB can still do more
    • During Q&A, expect questions related to progress with Greece and IMF and on what might happen to Portugal’s access to QE if DBRS downgrades the country on April 29
    • Expects Draghi’s answers to be elusive
  • UBS (Reinhard Cluse)
    • Expects a debate on limits of monetary policy, ‘helicopter money’, corporate bond purchases and credit conditions at this week meeting
    • Base-case scenario remains that ECB is “done” now and that it won’t add more stimulus over coming months
  • Morgan Stanley (Elga Bartsch)
    • It might be too early yet to get full formal details on planned buying of corporate debt under new CSPP
    • Don’t expect any additional policy measures before 3Q
    • Expect another depo-rate cut of 10bp in 2H and see a near even chance of ECB upping and extending QE
  • Natixis (Johannes Gareis)
    • Draghi likely to address recent EUR strength by downplaying comments made at March meeting that policy rates may already have reached the lower bound
    • More details about future corporate-bond purchases and TLTROs in focus this week
    • ECB will take a wait-and-see approach over coming months; from a long-term perspective, CPI might be too weak for ECB to remain on hold; the most likely easing step is an extension of QE program beyond March 2017
  • UniCredit (Marco Valli)
    • ECB’s focus remains on implementing several measures already announced; expect a strong, open-hearted defense of ECB policies
    • This week’s meeting is unlikely to generate a meaningful impact on euro
    • ECB is very likely to be unhappy with stronger EUR; however, there is not much Draghi can do about it, at least for now
  • Commerzbank (Bernhard Gruenaeugl)
    • Probably too early to add substantial detail on CSPP with still about two months to go before the actual start of the program
    • The question of whether insurance corporations’ seniors could be bought or not should remain a matter of lively debate for now
  • Credit Suisse (Peter Foley)
    • ECB is likely to leave the door open to additional policy measures in future if economic situation deteriorates
  • Nordea (Aureljia Augulyte)
    • Keep long EUR/USD
    • Market is pricing close to a full 10bps cut in year ahead, so EUR needs a really big surprise to get knocked
  • ABN Amro (Nick Kounis)
    • Focus in April meeting will be on details of corporate- bond scheme; ECB will probably reveal a relatively large eligible universe of ~EU750b
    • It would include traditional non-financial corporates as well as “financial corporations other than credit institutions”
    • In this category, there are many funding entities of normal corporates, real-estate corporates and insurers
    • Expects ECB to also include floating-rate notes, bonds that mature within 1 year and those with an amount outstanding less than EU500m
  • ING (Petr Krpata)
    • Negative impact on EUR should be very limited as any strong pre-commitment to further easing should be absent
    • It’s increasingly difficult for ECB to materially weaken EUR
    • Despite no real action, there would probably be some dovish comments, whereby ECB stresses downside risks to economic outlook
  • BBVA (Roberto Cobo Garcia)
    • Draghi will likely stress that ECB keeps the door open to adopt further easing measures if needed; he will probably remark that further rate cuts aren’t out of the table
    • Expect ECB meeting outcome to be negative for EUR; also expect more details on CSPP
  • Credit Agricole (Manuel Oliveri, Valentin Marinov)
    • ECB may not mention EUR but will keep the door wide open to more accommodation
    • While EUR may recover in immediate aftermath, the longer-term risks for currency should be on downside
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

Tickers
2539Z GR (European Central Bank)

People
Athanasios Vamvakidis (Merrill Lynch International)
Aurelija Augulyte (Nordea Bank AB)
Bernhard Gruenaeugl (Commerzbank AG)
Dirk Schumacher (Goldman Sachs Group Inc/The)
Elga Bartsch (Morgan Stanley & Co International PLC)

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UUID: 7947283

HALISTER1: EU CREDIT DAILY: Strong Technicals; Heineken Beat, SHBASS Miss

EU CREDIT DAILY: Strong Technicals; Heineken Beat, SHBASS Miss

(Bloomberg) -- Sentiment and price action in credit markets remain robust amid strong 1Q corp earnings releases, notwithstanding Goldman Sachs, and with oil hovering around $40, Bloomberg strategist Simon Ballard writes. But susceptibility to headline and macro data point risks will stay.
  • Recent strength in risk appetite has compressed EUR IG cash spreads back to lvls last seen in August last year; EUR HY cash bonds at tightest since Dec
    • And with ECB due to start corp bond buying by end 2Q, technical strength of credit mkt appears set to get stronger
  • But Brexit polemic continues to cloud GBP credit mkt outlook, weigh on risk valuations; no sign yet of meaningful GBP risk buying at wider spread lvls
  • Continued narrowing of spread dispersion and vol in Risk Appetite Model creates fertile backdrop for Argentina return to mkt
  • CDX IG currently -1.0bps at 75.68 in overnight session; iTraxx Asia Ex Japan IG is currently +1.3bps at 139.52
NEWS
  • Corporate News
  • Telia Earnings Beat Estimates as Swedish Fiber Drive Pays Off
  • Heineken 1Q Organic Consolidated Beer Vol. Beats Ests.
  • ABB Profit Beats Estimate as China Growth Slows
  • Villeroy & Boch 1Q Sales, Op. Ebit Rise; Confirms 2016 Outlook
  • Syngenta Reports Fifth Quarter of Sales on Currency, Pricing
  • China Telcos Fall Ahead of China Mobile 1Q Results Today
  • Woodside Lifts 1Q Output From Yr Ago on Pluto LNG Production
  • Financial News
  • Handelsbanken Profit Misses Estimates After Fee Income Fell
  • GAM Holding Posts $3.2 Billion of Investment Management Outflows
  • Bank Fees at Risk in Sweden as Negative Rates Aren’t Only Threat
  • Old Mutual Reports Larger Delta Lloyd Stake of 3.80%: AFM Filing
  • Metro Bank Says Delivered a Strong Trading Performance in 1Q
  • CaixaBank Studies Capital Increase for BPI Deal: Expansion
  • Credit Rating News
  • Hutchison Port Trust Rtg Unaffected By Debt Plan: S&P
  • Japan Steelmakers’ Strategies Pressure Credit Quality: S&P
  • Fitch Affirms MUFG’s Larger Senior Unsecured Note Issue at ’A’
  • Aussie Banks Face Rising Problems With Commodity Loans: Moody’s
  • Other News
  • Dreams of a Draghi Cash Drop Fade in Europe’s Political Abyss
  • Trump, Clinton Win New York Primaries to Control Their Races
  • Trump wants to dump Janet Yellen: AFR
ANALYST VIEWS
  • Prices are going up, spreads are tightening and we have a taste of what’s to come once the ECB comes shopping. Some paper is coming out, but it is ... having no negative impact on the market: creditmarketdaily.com
NEW ISSUES
  • Arion Bank EU300m 3Y MS +270
  • Burford Capital Sells GBP100m Retail Bonds With 6.125% Coupon
  • Carrefour EU750m 8Y MS +50
  • Cirsa Funding EU450m 5NC2 Senior Notes 5.875%
  • Deutsche PBB EU500m 4Y MS +125
  • EIB EU450m 0.875% 9/2024 Tap MS -19
  • IFB Hamburg EU250m 10Y MS +5
  • Italy EU6.5b 20Y BTPS +39
  • KfW EU1b 0.625% 1/2025 Tap MS -17
  • Lebanon $700m 8Y, $300m 15Y Bonds
  • 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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UUID: 7947283

HALISTER1: INSIDE G-10: Dollar Rebounds From 3-Day Drop; China Stocks Sink

INSIDE G-10: Dollar Rebounds From 3-Day Drop; China Stocks Sink

(Bloomberg) -- Dollar finds some respite, climbing as Aussie and kiwi retreat from 10-month highs; Shanghai Composite index slides most in seven weeks, and may undermine European stocks, with FTSE futures down 0.4%.
  • BBDXY +0.19% to 1,171.81; Brent crude falls 2.6%, erasing all of Tuesday’s gain after Kuwaiti oil workers end strike
  • USD/JPY -0.29% to 108.89 vs 108.86/109.33 range
    • Yen supported on crosses vs AUD and NZD amid position adjustments, say traders
    • PM Abe won’t dissolve lower house, says Suga
    • BOJ’s Kuroda says “helicopter money” would contradict legal framework
  • AUD/USD -0.55% to 0.7770 vs 0.7769/0.7815 range
    • Aussie stop-loss selling accelerates as Shanghai stocks drop, says trader; now down 3.7%
    • Australia 1Q GDP growth likely slowed to 0.5% q/q: Bloomberg survey
    • March Westpac leading index falls 0.12% m/m to 96.59
  • NZD/USD -0.62% to 0.7001 vs 0.6998/0.7051 range
    • N.Z. govt steps up scrutiny of RBNZ after inflation misses
    • N.Z. 1Q GDP to expand 0.6% q/q, down from 0.5%: Bloomberg survey
  • EUR/USD steady at 1.1356 vs 1.1353/1.1374 range
    • Options expiring include 1.1300 strikes for EUR522m
  • USD/CAD +0.38% to 1.2719 vs 1.2653/1.2721 range
  • GBP/USD -0.29% to 1.4356 vs 1.4354/1.4400 range
    • Treasury 10-year yield drops 2 bps to 1.76%
    • Copper, gold fall
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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UUID: 7947283

HALISTER: Glaxo May Need to Boost Pay to Lure U.S. Candidates for CEO Role

Glaxo May Need to Boost Pay to Lure U.S. Candidates for CEO Role

Alert: HALISTER
Source: BN (Bloomberg News)

Tickers
GSK LN (GlaxoSmithKline PLC)

People
Andrew Witty (GlaxoSmithKline PLC)
Ashley Hamilton Claxton (Royal London Mutual Insurance Society Ltd)
Ben Beurden (Royal Dutch Shell PLC)
David Epstein (Novartis AG)
Flemming Ornskov (Shire PLC)

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UUID: 7947283