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3-Month Euribor Rises For First Time In Post-LTRO Environment

Published 05/17/2012, 07:25 AM
Updated 01/01/2017, 02:20 AM
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3-month Euribor rises for the first time in the post-LTRO environment

Economic Data

(EU) ECB: €839M borrowed in overnight loan facility €2.0B prior; €785.1B parked in deposit facility v €788.4B prior

(RU) Russia Gold & Forex Reserve w/e May 11th: $518.8B v $522.9B prior

(JP) Japan Apr Final Machine Tool Orders Y/Y: 0.4% v 0.5% prelim

(CZ) Czech Mar Export Price Index Y/Y: 2.5% v 4.2% prior; Import Price Index Y/Y: 4.2 v 5.8% prior

(CZ) Czech Apr PPI (Industrial) M/M: 0.0% v 0.2%e; Y/Y: 2.2% v 2.4%e

(ES) Spain Q1 Final GDP Q/Q: -0.3% v -0.3%e; Y/Y: -0.4% v -0.4%e

(HK) Hong Kong Apr Unemployment Rate: 3.3% v 3.5%e

Fixed Income:

(ES) Spain Debt Agency (Tesoro) sold total €2.49B vs. €1.5-2.5B indicated range in 2015 and 2016 Bonds (three tranches)

Sold €372M in 4.4% Jan 2015 Bono; Avg Yield 4.375% v 2.890% prior; Bid-to-cover: 4.47x v 2.41x prior; Maximum Yield set at 4.421% v 2.960% prior

Sold €1.02B in 4.00% July 2015 Bono; Avg Yield 4.876% v 4.037% prior; Bid-to-cover: 3.01x v 2.88x prior; Maximum Yield 4.917% v 4.069% prior

Sold €1.1B in 3.25% April 2016 Bono; Avg Yield 5.106% v 3.374% prior; Bid-to-cover: 2.38x v 4.1x prior; Max Yield 5.13% v 3.428% prior

(HU) Hungary Debt Agency (AKK) sold total HUF53B in 2015, 2017 and 2022 Bonds

(UK) DMO sold £1.5B in 5% 2014 Gilt mini tender; avg yield 0.351% v 1.542% prior; Bid-to-cover: 3.67x v 1.69x prior

Notes/Observations

European markets quiet due to Ascension Thursday Holiday.

US foreclosure filings hit 5 year lows.

Spain sells upper end of its range in bond auction with Yields rising (as expected).

Troika to study contingency plan for Portugal in case of Greek EMU exit.

3-month Euribor rises for the first time since December 19th 2012.

Equities

Indices: FTSE 100 -0.70% at 5366, DAX -0.50% at 6349, CAC-40 at 3028, IBEX-35 -0.50% at 6579, FTSE MIB -1% at 13,149, SMI +0.10% at 5872.

European equity markets opened the session slightly higher, but indices have since pared gains as most banks are in negative territory. Banks have traded with a negative tone, amid reports that JP Morgan's previously reported $2B trading loss may have risen by approx. €1B. The FT reported that Spain is expected to appoint Blackrock as one of the firms which will appraise the property assets of Spanish banks. In other banking news the Italian Banking Association suggested that it might become more difficult for Italian banks to issue debt on the international market.

In individual movers in the UK, copper producer Antofagasta [ANTO.UK] is trading lower after reporting weaker than expected Q1 results. Vedanta Resources [VED.UK ] has traded lower by over 2%, as its FY results missed market expectations. Retailer French Connection [FCCN.UK] is has declined by over 20%, after issuing a profit warning. Energy services firm Invensys has gained over 4%, as the company reported higher than expected FY revenues and announced an increase in its dividend. In Spain, Bankia has lost over 14%, amid concerns about deposit outflows at the bank. In Germany companies including BMW [BMW.DE], Celesio [CLS1.DE] and Leoni [LEO.DE] have been weighed down by ex-dividend factors.

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