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Peripheral Bond Auctions Continue To Remain "Solid" In Early 2013

Published 01/15/2013, 06:54 AM
Updated 01/01/2017, 02:20 AM
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Fitch fires warning shot on US Debt ceiling debate GBP To Remain Bearish After Relatively Strong First Quarter

Notes/Observations

BoJ cuts econ assessment for 8 of 9 regions for the 2nd straight quarterly cut

Japan Econ Min: Yen is correcting in-line with fundamentals; excessively weak yen has negative effects

Germany 2012 GDP of +0.7% comes in a touch below expectations; Q4 GDP seen -0.5%

Germany said to cut 2013 GDP growth to 0.4-0.5% from +1.0% prior official view

Euro Working Group approved the disbursement of €9.2B tranche to Greece, to be ratified by the Eurogroup on Mon Jan 21st

UK inflation data comes in mixed; CPI YoY reading of 2.7% stays that the highest level seen since last May for a third consecutive month

Various periphery bill and bond auctions in session (Spain, Greece and Italy) seen as solid; nonetheless periphery yields off recent lows as markets position for Thursday auctions

Fed Chairman Bernanke: economy still not out the woods; Housing positive factor; Still in relatively fragile economy; Important that congress takes action to raise debt ceiling

Debt Ceiling
President Obama: again rejected any negotiations regarding debt ceiling

Treasury's Geithner: Special debt-limit steps used to stay under debt limit may end by mid-March; Urges Congress to act

House Speaker Boehner: Debt ceiling cannot be raised without spending cuts

White House: Warns agencies to prepare for forthcoming budget and spending cut uncertainty

Fitch: Debt ceiling delay would prompt a formal review of the US sovereign rating and put at risk for downgrade

Economic Data
(RU) Russia Central Bank (CBR) left Key rates unchanged (as expected); Refinancing Rate unchanged at 8.25%; Overnight Deposit Rate unchanged at 4.50%; Overnight Auction-Based Repo unchanged at 5.50%

(DE) Germany Dec Final Consumer Price Index M/M: 0.9% v 0.9%e; Y/Y: 2.1% v 2.1%e

(DE) Germany Dec Final CPI EU Harmonized M/M: 0.9% v 1.0%e; Y/Y: 2.0% v 2.1%e

(FR) France Nov Central Govt Balance: -€ v -€92.5Be

(TR)) Turkey Oct Unemployment Rate: 9.1% v 9.1% prior

(DE) Germany 2012 GDP Y/Y: 0.7%% v 0.8%e; Budget to GDP Ratio: +0.1%% v -0.1%e

(ES) Spain Dec Final Consumer Price Index M/M: 0.1%% v 0.1%e; Y/Y: 2.9% v 2.9%e

(ES) Spain Dec Final CPI EU Harmonized M/M: 0.0% v 0.0%e; Y/Y: 3.0% v 3.0%e

(ES) Spain Dec CPI Core M/M: 0.0%% v 0.1%e; Y/Y: 2.1% v 2.3%e

(HU) Hungary Dec Consumer Prices M/M: 0.0% v 0.2%e; Y/Y: 5.2% v 5.2%e

(CZ) Czech Dec PPI (Industrial) M/M: -0.3% v +0.1%e; Y/Y: 1.2% v 1.6%e

(CZ) Czech Nov Export Price Index Y/Y: 0.3% v 1.3% prior; Import Price Index Y/Y: 1.3 v 2.2% prior

(DK) Denmark Dec Wholesale Prices M/M: -0.4% v -0.1% prior; Y/Y: 2.9% v 3.4% prior

(FI) Finland Nov Current Account: +€200M v -€50M prior

(EU) ECB: €1.05B borrowed in overnight loan facility vs. €151M prior; €230.5B parked in deposit facility vs. €222.6B prior

(RU) Russia Dec Light Vehicle and Car Sales Y/Y: 1.0% v 0.0% prior

(NL) Netherlands Nov Trade Balance: €4.3B v €4.2B prior

(NL) Netherlands Nov Retail Sales Y/Y: -1.5% v -0.1% prior

(NO) Norway Trade Balance (NOK): 35.2B v 31.9B prior

(IT) Italy Dec Final CPI (NIC incl. tobacco) M/M: 0.2% v 0.3%e; Y/Y: 2.3% v 2.4%e

(IT) Italy Dec Final CPI EU Harmonized M/M: 0.3% v 0.3%e; Y/Y: 2.6% v 2.6%e

(UK) Dec PPI Input M/M: -0.2% v 0.0%e; Y/Y: 0.3% v 0.4%e

(UK) Dec PPI Output M/M: -0.1% v 0.0%e; Y/Y: 2.2% v 2.4%e

(UK) Dec PPI Output Core M/M: 0.0% v 0.0%e; Y/Y: 1.5% v 1.5%e

(UK) Nov ONS House Price Y/Y: 2.1% v 1.6%e

(UK) Dec CPI M/M: 0.5% v 0.5%e; Y/Y: 2.7% v 2.7%e; Core CPI Y/Y: 2.4% v 2.6%e

(UK) Dec RPI M/M: 0.5% v 0.4%e; Y/Y: 3.1% v 3.0%e; RPI-X Y/Y: 3.0% v 3.0%e; Retail Price Index: 246.8 v 246.6e

(ZA) South Africa Nov Gold Production Y/Y: -32.2% v -45.7% prior; Mining Production Y/Y: -4.5% v -6.2%e

(RU) Russia Nov Trade Balance: $15.4B v $15.1Be; Exports: $45.4B v $45.5Be; Imports: $30.1B v $30.0Be

(EU) Eurozone Nov Trade Balance seasonally adj: €11.0B v €8.0Be; Trade Balance unadj: €13.7B v €10.0Be

Fixed Income
(IT) Italy Debt Agency (Tesoro) opened book sale of 15-year syndicated BTP bond; guidance seen +35bps over 4.5% Mar 2026 BTP

(ES) Spain Debt Agency (Tesoro) sold total € 5.81Bvs. €4.5-5.5B indicated range in 12-Month and 18-Month Bills (Dec 11th)

Sold €3.25B in 12-month Bills; Avg Yield: 1.472% v 2.556% prior; Bid-to-cover: 2.21x v 2.46x prior; Max Yield 1.520% v 2.650% prior; Tail: 4.8bps v 9.4bps prior

Sold €2.51B in 18-month Bills; Avg Yield 1.687% v 2.778% prior; Bid-to-cover: 2.71x v 2.70x prior; Max Yield 1.790% v 2.888% prior; Tail: 10.3bps v 11.0bps prior

(ZA) South Africa sold total ZAR2.1B in 2023, 2026 and 2041 Bonds

(CH) Switzerland sold CHF998M in 3-Month Bills; Avg Yield -0.099% v -0.210% prior

(GR) Greece Debt Agency (PDMA) sold €1.625B €1.25B in 13-week Bills; Avg Yield 4.07% v 4.11% prior; Bid-to-cover: 1.75x v 1.73x prior (Dec 18th)

(EU) ECB allotted €131.2B vs. €78Be in 7-day Main Refi Operationat fixed 0.75%

(EU) ECB allotted €10.5B vs. €15.0Be in 1-month Tender at fixed 0.75%

(HU) Hungary Debt Agency (AKK) sold HUF50B vs. HUF50B indicated 3-Months Bills; Avg Yield 5.45% v 5.45% prior; Bid-to-cover: 1.73x v 2.29x prior

(BE) Belgium Debt Agency sold total €3.17B vs. €3.0-3.5B indicated range in 3-month and 12 Bills

Sold €1.65B in 3-month Bills; Avg Yield 0.012% v -0.006% prior; Bid-to-cover: 2.34x v 2.65x prior

Sold €1.521B in 12-month Bills; Avg yield 0..11% v -0.0039% prior; Bid-to-cover: 2.06x v 2.84x prior

Equities
Indices: FTSE 100 flat at 6,109, DAX -0.20% at 7,718, CAC-40 +0.10% at 3,710, IBEX-35 -0.50% at 8,593, FTSE MIB +0.30% at 17,437, SMI +0.60% at 7,247, S&P 500 Futures -0.10% at 1,462.50

European equity markets are currently mixed, following the lower open. Switzerland's SMI and the Italian FTSE MIB indices have has outperformed, while the Spanish IBEX has lagged. Banks are currently mixed. French financials have underperformed following the announced changes to certain domestic savings rates. Outperformers include Intesa and Swiss banks. Resources related firms are mostly higher, supported by the gains in platinum and oil prices.

Germany movers: Lufthansa -2% (share placement), RWE -2% (broker commentary), E.ON -1% (asset sale), Fraport -0.60% (Dec traffic), K+S -0.50% (broker commentary); Hochtief +3% (broker commentary), Infineon +2.2% (broker commentary), Siemens +0.30% (reaffirmed FY13 guidance), Allianz flat (reaffirmed FY op profit guidance)

UK movers: Lavendon +7% (FY guidance), Lonmin +4% (planned production cuts by Anglo Platinum), Imagination Technologies +4% (extended licensing agreement),Burberry +3.5% (Q3 sales), Ocado +3% (sales update), Halfords +1.5% (sales update, guidance), Rio Tinto +1% (Q4 production update), WPP +1% (CEO comments on Q4), Michael Page +0.50% (trading update); ARM Holdings -4% (broker commentary)

France movers: EDF +2.5% (follow-through buying); BNP -1.4% (changes to Livret savings rates), Lagardere -1.5% (broker commentary), Air Liquide -0.50% (broker commentary

Italy movers: Ferragamo +2.9% (planned price increases),Snam Rete +2.5% (Eni exchangeable bond sale)

Spain movers: Santander -2.5% (ex-dividend)

Switzerland movers: Geberit +3% (FY sales), Lindt +2% (FY sales)

Sweden movers: H&M +3.5% (Dec sales)

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