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Latin America
ITC F.I. Recap: Continued heavy focus on periphs.
ITC Fixed Income Morning Recap: USTs had a strong start in Asia and we heard mainly non-Japanese Asian accounts bought at the open, which pushed 10y yields 2bp lower, although on low volume. We also heard Asian RM bought a chunk of MBS, which took 5s and 10s out of the market and bank names sold 30y. At the Asian session high, we heard target selling in 10s by trading accounts. In London, we heard 2 way in 30s with Asian RM buying and European selling, as well as Asian CB buying 10s. Japanese RM appears quiet heading into semi fiscal year end.
- US Fed Ops: At 16:00BST, the Fed are due to purchase $4.25-5.0bn in the 6-8y sector, covering 09/18-08/20 maturity bucket. The previous sub/cover came more or less in-line with recent operation at 2.99x (vs. 3.4x, 2.9x and 2.9x previously). Purchases were also well spread across the bucket, with the most bought the 06/19s and 03/19s for a size of $0.94bn and $0.68bn, respectively.
- European Fixed Income: Bunds opened strongly following the overnight UST rally and we heard good short covering by quants and Asian accounts. But it failed to break resistance at 139.40 on a couple of occasions before losing a little ground. Bunds then rallied briefly through that level as focus turned to ECB's Coene's earlier comments which suggested that the size of the OMT program would be limited as it 'will not purchase anything issued after the start date of the program.' Spain also sold €4.6bn Letras which was above the expected range although covers were mixed. Bunds held support above 139.00 before much weaker ZEW current situation data at 12.6 (vs 18.0 cons), helped it rally back to the earlier session highs. There is a slew of corporate issuance in the pipeline, most of which should be swapped, which should support the curve into the pricing later today.
- Front Euribor contracts upticked after 3-Month Euribor fixed -0.4bp at 0.244%, below expectations. The momentum for lower fixes picked up, with 0 increase vs. 16 decreases (Natixis -3bp, NBG -2bp, other banks -1bp), compared to the previous day's ratio of 1 vs 5, while the spread of highest to lowest fixings used for the fixing calculations widened 1bp to 7bps. Bunds then lost ground on peripheral strength and we heard LM and RM buyers of periphs with the view that the Spanish auction bond was cheap.
- Speakers/Other Events: At 12:00BST, ECB's Makuch (Leaning Dove) will hold a press conference on Slovak economic forecasts in Slovakia.
Euro Morning News
-Swiss Govt: cuts 2012, 2013 GDP forecasts; cuts 2012 CPI forecast, 2013 unch; does not expect "marked recession" in Switzerland
-Japan Govt: received reports of 10 Chinese patrol boats nr Japan waters; no report of large fleet of vessels
-China Govt: hopes to peacefully resolve island dispute; reserves right for further action
-Riksbank mins: Swedish GDP is now slowing; Mon pol should now be expansionary; highly unlikely intervention in FX; expects GDP slowdown
-Greek Fin Min: on track to meeting nominal 2012 deficit targets; achieved 2/3 of fiscal adjustment; primary deficit seen at 1.5% of GDP; committed to pressing ahead with privatization
-Spain Dep PM: still considering bail out terms; in talks over potential conditions; seeks to limit austerity costs
-Spanish bad bank loans m/m increases to 9.86% in July (v 9.42% prev)
-UK CPI in line with expectations: y/y 2.5%; m/m 0.5%; Core y/y 2.1%
-UK RPI lower than exp: y/y 2.9% (v 3.1% cons); m/m 0.4% (v 0.5% cons)
-UK ONS House Px lower than exp: y/y 2.0% (v 2.1% cons)
-Spain: Decent Bill Auction: sells €4.58B (€3.5-4.5B range) in 12m & 18m bills; b/c's 2.03x for 12m, 3.56x for 18m
-Germany: ZEW: Eco Sent. higher than exp: -18.2 (-20 cons) (rumour of higher number); Curr Sit. Lower than exp: 12.6 (v 18 cons) -3m Euribor fixes lower than exp -0.4bp (v -0.2bp cons) at 0.244%
-Greece: Good Bill auction: Sells €1B (as indicated, additional 300mln non-comps) in 3m bills; stronger b/c at 1.98x
View All Market Commentary
- US Fed Ops: At 16:00BST, the Fed are due to purchase $4.25-5.0bn in the 6-8y sector, covering 09/18-08/20 maturity bucket. The previous sub/cover came more or less in-line with recent operation at 2.99x (vs. 3.4x, 2.9x and 2.9x previously). Purchases were also well spread across the bucket, with the most bought the 06/19s and 03/19s for a size of $0.94bn and $0.68bn, respectively.
- European Fixed Income: Bunds opened strongly following the overnight UST rally and we heard good short covering by quants and Asian accounts. But it failed to break resistance at 139.40 on a couple of occasions before losing a little ground. Bunds then rallied briefly through that level as focus turned to ECB's Coene's earlier comments which suggested that the size of the OMT program would be limited as it 'will not purchase anything issued after the start date of the program.' Spain also sold €4.6bn Letras which was above the expected range although covers were mixed. Bunds held support above 139.00 before much weaker ZEW current situation data at 12.6 (vs 18.0 cons), helped it rally back to the earlier session highs. There is a slew of corporate issuance in the pipeline, most of which should be swapped, which should support the curve into the pricing later today.
- Front Euribor contracts upticked after 3-Month Euribor fixed -0.4bp at 0.244%, below expectations. The momentum for lower fixes picked up, with 0 increase vs. 16 decreases (Natixis -3bp, NBG -2bp, other banks -1bp), compared to the previous day's ratio of 1 vs 5, while the spread of highest to lowest fixings used for the fixing calculations widened 1bp to 7bps. Bunds then lost ground on peripheral strength and we heard LM and RM buyers of periphs with the view that the Spanish auction bond was cheap.
- Speakers/Other Events: At 12:00BST, ECB's Makuch (Leaning Dove) will hold a press conference on Slovak economic forecasts in Slovakia.
Euro Morning News
-Swiss Govt: cuts 2012, 2013 GDP forecasts; cuts 2012 CPI forecast, 2013 unch; does not expect "marked recession" in Switzerland
-Japan Govt: received reports of 10 Chinese patrol boats nr Japan waters; no report of large fleet of vessels
-China Govt: hopes to peacefully resolve island dispute; reserves right for further action
-Riksbank mins: Swedish GDP is now slowing; Mon pol should now be expansionary; highly unlikely intervention in FX; expects GDP slowdown
-Greek Fin Min: on track to meeting nominal 2012 deficit targets; achieved 2/3 of fiscal adjustment; primary deficit seen at 1.5% of GDP; committed to pressing ahead with privatization
-Spain Dep PM: still considering bail out terms; in talks over potential conditions; seeks to limit austerity costs
-Spanish bad bank loans m/m increases to 9.86% in July (v 9.42% prev)
-UK CPI in line with expectations: y/y 2.5%; m/m 0.5%; Core y/y 2.1%
-UK RPI lower than exp: y/y 2.9% (v 3.1% cons); m/m 0.4% (v 0.5% cons)
-UK ONS House Px lower than exp: y/y 2.0% (v 2.1% cons)
-Spain: Decent Bill Auction: sells €4.58B (€3.5-4.5B range) in 12m & 18m bills; b/c's 2.03x for 12m, 3.56x for 18m
-Germany: ZEW: Eco Sent. higher than exp: -18.2 (-20 cons) (rumour of higher number); Curr Sit. Lower than exp: 12.6 (v 18 cons) -3m Euribor fixes lower than exp -0.4bp (v -0.2bp cons) at 0.244%
-Greece: Good Bill auction: Sells €1B (as indicated, additional 300mln non-comps) in 3m bills; stronger b/c at 1.98x
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*Disclaimer: The information in the Market Commentaries was obtained from sources believed to be reliable, but we do not guarantee its accuracy. Neither the information nor any opinion expressed therein constitutes a solicitation of the purchase or sale of any futures or options contracts.
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