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Session Replays Monday Price Action As Earlier Risk Appetite Erodes

Published 05/29/2012, 09:03 AM
Updated 01/01/2017, 02:20 AM
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Italy 6-month Bill Yield At Highest Level Since Last DecemberEconomic Data

(DE) Germany Apr Import Price Index M/M: -0.5% v -0.3%e; Y/Y: 2.3% v 2.6%e

(CH) Swiss Apr UBS Consumption Indicator: 1.41 v 1.20 prior

(ES) Spain Apr Adjusted Real Retail Sales Y/Y: -9.8% v -3.8% prior; Real Retail Sales Y/Y: -11.3 v -4.0% prior

(SE) Sweden May Consumer Confidence: 5.9 v 2.5e; Manufacturing Confidence: 0 v -3e; Economic Tendency Survey: v 100.0e

(SE) Sweden Apr Household Lending Y/Y: 4.8% v 4.9%e

(SE) Sweden Apr PPI M/M: -0.2% v +0.2%e; Y/Y: 0.0% v 0.3%e

(DE) Germany May CPI Brandenburg M/M: -0.2% v +0.2% prior; Y/Y: 2.0% v 2.1% prior

(DE) Germany May CPI Hesse M/M: -0.2% v +0.2% prior; Y/Y: 1.9% v 21.9% prior

(NO) Norway Mar AKU Unemployment Rate: 3.0% v 3.2%e

(GR) Greece May PPI Y/Y: 5.1% v 6.4% prior

(DE) Germany May CPI North Rhine Westphalia M/M: -0.3% v +0.2% prior; Y/Y: 1.5% v 1.7% prior

(ZA) South Africa Q1 GDP Annualized: 2.7% v 2.3%e; Y/Y: 2.1% v 2.1%e

Fixed Income

(JP) Japan MoF sold ¥2.47T vs. ¥2.70T indicated in 0.1% Jun 2014 JGB bonds, Avg Yield 0.100% v 0.110% prior; bid to cover: 9.79x v 5.67x prior

(IT) Italy Debt Agency (Tesoro) sold €8.5B vs. €8.5B indicated in 6 month Bills; avg yield 2.104% (highest since Dec 2011) vs 1.772% prior; Bid-to-cover: x vs. 1.71x prior

(NO) Norway sold NOK3.0B vs. NOK3.0B indicated in 6-month Bills; Yield 1.68%

(ZA) South Africa sold total ZAR2.1B vs. ZAR2.1B indicated in 2018, 2031 and 2026 bonds

(EU) ECB allotted €51.2B in 7-day Main Refi Operation at fixed 1.0% vs. €38Be

(HU) Hungary Debt Agency (AKK) sold HUF35B in 3-Month Bills; Avg Yield 7.17% v 7.15% prior; Bid-to-cover: 1.33x v 1.56X

Notes/Observations

Spain concerns mount as the 10-year Govt Yield approached 6.50% (all-time high was 6.80% back in Nov).

Bank of Spain says Q2 GDP to show a contraction (in line with expectations).

China policy hopes for stimulus measures helps risk appetite; Other reports note that China had no plans to introduce large scale stimulus.

Italy 6-month Bill actions yield at highest level since Dec 2011.

Equities

FTSE 100 +0.2% at 5,367, DAX +0.8% at 6371, Euro Stoxx -0.1% at 2,145; CAC-40 +0.5% at 3056, IBEX-35 -1.8% at 6285, FTSE MIB flat at 13,054, SMI +0.4% at 5887.

European equities again started the session with a spat of risk appetite on hopes that China would inject some stimulus into its economy to counter recent weakness. The Major European bourses opened higher by over 1%. The price action seemed eerie to yesterday in which opening level gains evaporated due to concerns over Spain. The Bank of Spain appeared to be the catalyst today after it noted that the Q2 GDP would contract. The major bourses were positive between 0.1-0.5% heading into the NY morning. The IBEX 35 was off around 1.5% after losing 2.2% on Monday.

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