HALISTER1: Maintain Long Exposure to EGBs Amid Negative Supply, BNP Says

Maintain Long Exposure to EGBs Amid Negative Supply, BNP Says

(Bloomberg) -- Maintain outright long exposure to EGBs market as improvement in supply conditions should lead to a continuation of rally in the coming week, BNP strategists Patrick Jacq and Eric Oynoyan write in client note.
  • Large negative net supply for remainder of the month should push down bund implied premium, may lead to further 15bps rally
  • Long-end has now absorbed large amount of supply, front-end remains pinned, more positive bias will support curve flattening
    • Maintain a EUR 10Y swap receiver, target 25bps, stop 59bps
    • On the curve, maintain 5Y/15Y OAT and 10Y/30Y BTP flatteners
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

People
Eric Oynoyan (BNP Paribas SA)
Patrick Jacq (BNP Paribas SA)

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UUID: 7947283

HALISTER1: Korean Won, Yuan, Taiwan Dollar Forwards Most Active on DTCC

Korean Won, Yuan, Taiwan Dollar Forwards Most Active on DTCC

(Bloomberg) -- USD/KRW non-deliverable forwards account for 36.2% of total volume today, according to trades reported to DTCC; USD/CNY second-most active at 19.7%, USD/TWD third at 17.5%.
  • Notional amounts traded include:
    • $220m of USD/CNY at 6.5200; matures June 24
  • Total volume was $5.4b as of 2:41pm HKT; global total yesterday was $49.9b, with USD/BRL accounting for 21.8%
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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UUID: 7947283

HALISTER1: EU CREDIT DAILY: Challenges Remain; Carrefour, VW, Spanish banks

EU CREDIT DAILY: Challenges Remain; Carrefour, VW, Spanish banks

(Bloomberg) -- Though there were no surprises from the BOE yesterday, weakness in banks’ 1Q trading revenues and their susceptibility to macroeconomic volatility highlight the challenges on the firmament, Bloomberg strategist Simon Ballard writes.
  • General outlook for risk remains robust though, subject to continued optimism over China macroeconomic outlook and correctly priced/structured primary issuance
    • Low corporate default-rate environment continues to support investment case in quality bonds, even as long- term macro and hawkish rate concerns may damp appetite for higher-yielding, lower-quality paper
  • Beware also of resurgent threat to sentiment from Greece as IMF suggests €86b 2015 bailout deal may already be unsustainable; could spur renewed uncertainty, risk aversion
  • For now though, spread dispersion continues to be whittled away within the Risk Appetite Model
  • CDX IG currently +0.9bps at 79.04 in overnight session; iTraxx Asia Ex Japan IG is currently -0.8bps at 138.74
NEWS
  • Corporate News
  • Carrefour Reports Higher First-Quarter Sales, Buoyed by Brazil
  • Volkswagen Europe Market Share Hits Five-Year Low Amid Scandal
  • Infosys 4th-Quarter Net Income Beats Analysts Estimates
  • San Miguel Says 2015 Net Fell to 12.4b Pesos Vs 15.1b Pesos Y/y
  • Atlas Mining Posts 814m Peso Loss in 2015 on Low Copper Prices
  • Tencent Said in Talks for Syndicated Loan of Up to $2 Billion
  • Financial News
  • Goldman’s Blankfein Said to Demand Deepest Cost Cuts in Years
  • Vietnam’s Eximbank Plans 2016 Pretax Profit at 720b Dong
  • Wells Fargo Adds 100 Credit Suisse Brokers in Recruitment Deal
  • Spain’s Banks Drawn Back to Homebuilder Loans as Sales Surge
  • Credit Rating News
  • Moody’s affirms Maybank’s (P)A3 Senior Unsecured MTN rating and assigns (P)Baa2 Subordinate MTN rating
  • GPT Group Rtgs Raised to ‘A/A-1’ by S&P; Outlook Stable
  • Fitch Affirms Nordstrom, Inc.’s IDR at ’BBB+’; Outlook Stable
  • S&P Raises Cliffs Natural Resources Rtg To ’CCC+’; Outlook Neg
  • Fitch Affirms Muni Ratings Tied to ’AAA’ U.S. Sovereign Ratings
  • Other News
  • Bonds Snubbed by Draghi Outperform as ECB Eyes Corporate Debt
ANALYST VIEWS
  • We would like to think syndicates will finally realize that ratcheting deals 20 bps or so tighter versus those initial indications has run it course. Investors need to feel the love that comes with deals breaking tighter: creditmarketdaily.com
NEW ISSUES
  • Arrow Global EU230m 7NC3 Senior Secured FRN E +475
  • Iberdrola EU1b 10Y Green Bond MS +63
  • John Deere Bank EU250m 4Y FRN 3mE +35
  • Leeds BS EU500m 4Y Covered Bonds MS +27
  • L-Bank $2b 2Y Reg S Bonds MS +22
  • Merlin Properties EU850m 7Y MS +200
  • Yorkshire BS GBP400m 10Y UKT +210
  • 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)

Tickers
CA FP (Carrefour SA)

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UUID: 7947283

HALISTER: Volkswagen Europe Market Share Hits Five-Year Low Amid Scandal

Volkswagen Europe Market Share Hits Five-Year Low Amid Scandal

Alert: HALISTER
Source: BN (Bloomberg News)

Tickers
VOW GR (Volkswagen AG)
FCAU US (Fiat Chrysler Automobiles NV)
DAI GR (Daimler AG)

People
Juergen Stackmann (Volkswagen AG)
Peter Fuss (Ernst & Young Gmbh)
Peter Schmidt (Automotive Industry Data Ltd)
Roelant De Waard (Ford Motor Co)

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UUID: 7947283

(2) *VW'S 1Q EUROPEAN MARKET SHARE DROPS TO 23.4%, LOWEST SINCE 2011

*VW'S 1Q EUROPEAN MARKET SHARE DROPS TO 23.4%, LOWEST SINCE 2011

Alerts: HALISTER, HALISTER1
Source: BN (Bloomberg News)

Tickers
VOW GR (Volkswagen AG)
F US (Ford Motor Co)
RNO FP (Renault SA)
BMW GR (Bayerische Motoren Werke AG)
DAI GR (Daimler AG)

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UUID: 7947283

(2) *EUROPEAN MARCH CAR SALES RISE 5.7% FOR 31ST STRAIGHT INCREASE

*EUROPEAN MARCH CAR SALES RISE 5.7% FOR 31ST STRAIGHT INCREASE

Alerts: HALISTER, HALISTER1
Source: BN (Bloomberg News)

Tickers
F US (Ford Motor Co)
RNO FP (Renault SA)
BMW GR (Bayerische Motoren Werke AG)
DAI GR (Daimler AG)
FCAU US (Fiat Chrysler Automobiles NV)

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UUID: 7947283