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European Market Update: Italy Auction Not As Solid As Hoped

Published 03/13/2013, 07:51 AM
Updated 01/01/2017, 02:20 AM
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Italy pays higher yield at BTP auction as Ruling Government has yet to be decided

Notes/Observations

(CY) Cyprus and Troika said to be negotiating smaller bailout package at around €10B vs €17B previously.

Japan govt to upgrade economic assessment for 3rd consecutive month (in line with BOJ's view)

Australia march consumer confidence rose to 110.5; home loan approvals fell for a third month by 1.5% m/m.

PBoC Gov Zhou hints that the next rate move is higher.

ECB Weidmann warns against negative interest rates.

Italy auction not as solid as hoped.

Economic Data

(FR) France Q4 Final Non-Farm Payrolls Q/Q: -0.3% v -0.2%e

(FR) France Feb Consumer Price Index M/M: 0.3% v 0.5%e; Y/Y: 1.0% v 1.2%e; CPI Ex Tobacco Index: 124.72 v 124.92e

(FR) France Feb CPI EU Harmonized M/M: 0.3% v 0.4%e; Y/Y: 1.3%e

(ES) Spain Feb Consumer Price Index M/M: 0.2% v 0.1%e; Y/Y: 2.7%e

(ES) Spain Feb CPI EU Harmonized M/M: 0.0%e; Y/Y: 2.8%e

(ES) Spain Feb CPI Core M/M: 0.0% v -1.6% prior; Y/Y: 2.3% v 2.1%e

(EU) ECB: €16M borrowed in overnight loan facility vs. €24M prior; €149.6B parked in deposit facility vs. €131.6B prior

(EU) Euro Zone Jan Industrial Production M/M: -0.4% v -0.1%e; Y/Y: -1.3% v -2.0%e

Fixed Income:

(IN) India sold total INR120B vs. INR120B indicated in 3-month and 6-month Bills

(IE) Ireland Debt Agency (NTMA) opened book to sell Mar 2023 bonds; guidance seen +245bps over mid-swaps which would yield 4.20%; Order book approx €7B

(RU) Russia sold RUB1.89B vs. RUB8.4B indicated in 10-year OFZ bond; Yield: 6.87% v guidance of 6.82-6.87%

(EU) ECB allotted $0.0M in 7-Day USD Liquidity Tender at fixed 0.66% vs. $25M prior

(SE) Sweden sold SEK5B in 3-month bills; Yield 0.9589%

(CH) Switzerland sold total CHF431M in 2022 and 2042 bonds.

(IT) Italy Debt Agency (Tesoro) sold total €5.32B vs. €4.0-5.5B indicated range in 2015 and 2028 BTP bonds.

Sold €3.32B vs. €2.5-3.5B indicated range in 2.75% Dec 2015 BTP; Avg Yield 2.48% v 2.30% prior; Bid-to-cover: 1.28x v 1.37x prior.

Sold €2.0B vs. €1.5-2.0B indicated range in Sept 2028 BTP; Avg Yield 4.90% v 4.805% prior; Bid-to-cover: 1.28x

(IT) Italy Debt Agency (Tesoro) sold €1.67B vs. €1.0-1.75 indicated in 2017 and 2018 CCUeu (Floaters)

Sold €1.03B in Floating 2017 CCUeu; avg yield 2.95% v 2.55% prior, bid to cover: 1.5x v 1.39x prior.

Sold €642M in Floating 2018 CCUeu; avg yield 3.03%, bid to cover: 1.84x

SPEAKERS/FIXED INCOME/FX/COMMODITIES/ERRATUM

Equities

Indices: FTSE 100 -0.80% at 6,458, DAX -0.20% at 7,952, CAC-40 -0.40% at 3,823, IBEX-35 -0.60% at 8,484, FTSE MIB -1% at 15,871, SMI -0.50% at 7,766, S&P 500 Futures -0.10% at 1,545

European equity markets are mostly lower, as dealers assess the Italian bond auction results. Markets have also tracked the declines seen in Asia. Banks are broadly lower led by shares of Commerzbank and Standard Chartered. Resource related firms are mostly lower, tracking the declines in copper prices.

UK movers [Thomas Cook +13% (cost cutting measures), Ferrexpo +3.5% (special dividend), Prudential +1.5% (FY results above ests, raised dividend); Balfour Beatty -2.5% (broker commentary), Direct Line -2% (share placement)]

France movers [Inter Parfums +2.5% (special dividend); Biomerieux -4% (FY profits declined y/y)]

Germany movers [Infineon -2% (broker commentary), Commerzbank -6% (renewed capital raise speculation)]

Switzerland movers [Cytos +7.5% (data presenstation); Adecco -4% (Q4 results below ests, cautious outlook)]

Spain movers [Inditex -4% (FY profits below ests)]

Italy movers [Enel -4% (impairment charge, profits down y/y)

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