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Spanish Bond Auction Yields Rose Less Than Feared

Published 06/07/2012, 07:12 AM
Updated 01/01/2017, 02:20 AM
EUR/CHF
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UK100
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DE40
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ES35
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IT40
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JMAT
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TLW
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CMIP
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0JYA
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GC
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FTNMX551030
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SMI
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MAR
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NOTE
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Attention Turns To BOE Rate DecisionEconomic Data

(RU) Russia Gold & Forex Reserve w/e June 1st: 509.2B v $513.2B prior

(FR) France Q1 ILO Unemployment Rate: 10.% v 9.9%e; Mainland Unemployment Rate: 9.6% v 9.5%e; Mainland Unemployment Change: +86K v +46K prior

(CH) Swiss May Unemployment Rate: 3.0% v 3.0%e; Unemployment Rate Seasonally Adj: 3.2% v 3.1%e

(FI) Finland Apr Preliminary Trade Balance: -€80M v -€151M prior

(ZA) South Africa May Net Reserves: $47.7B v $48.3Be; Gross Reserves: $48.9B v $48.8Be

(AU) Australia May Foreign Reserves: A$53.2B v A$47.6B prior

(UK) May Halifax House Prices M/M: 0.5% v 0.5%e; 3M/3M: -0.1% v -0.1%e

(CZ) Czech Q1 Avg Real Wage Y/Y: -0.1% v 0.0% prior

(DK) Denmark Apr Industrial Production M/M: 0.0% v -2.0% prior; Industrial Orders M/M: -5.9% v 1.2% prior

(HU) Hungary Apr Preliminary Industrial Production M/M: -2.4% v 0.6% prior; Y/Y: -3.1% v +0.5%e

(CH) Swiss May Foreign Currency Reserves (CHF): 303.8B v 235.6B prior

(EU) ECB: €1.3B borrowed in overnight loan facility vs. €621M prior; €784.6B parked in deposit facility vs. €787.3B prior

(CH) Swiss May CPI M/M: 0.0% v 0.0%e; Y/Y: -1.0% v -1.0%e

(CH) Swiss May CPI EU Harmonized M/M-0.2% v 0.0% prior; Y/Y: -1.1% v -1.1% prior

(NL) Netherlands May CPI M/M: -0.1% v +0.4% prior; Y/Y: 2.1% v 2.4%e

(NL) Netherlands May CPI EU Harmonized M/M: -0.2% v +0.5% prior; Y/Y: 2.5% v 2.6%e

(CZ) Czech Q1 Current Account: +€1.4B v -€688.2M prior

(CZ) Czech May International Reserves: $39.4B v $43.4B prior

(NO) Norway Apr Industrial Production M/M: +2.4% v -0.7% prior; Y/Y: 7.5% v 2.4% prior

(NO) Norway Apr Manufacturing Production M/M: 1.1% v 0.3%e; Y/Y: +1.9% v -0.8% prior

(TW) Taiwan May Total Trade Balance: $2.3B v $1.0Be; Total Exports Y/Y: -6.3% v -5.2%e; Total Imports Y/Y: -10.5% v -4.8%e prior

UN Food & Agricultural Organization (FAO) reports May Food Price Index M/M: 204 v 213 prior

(UK) May PMI Services: 53.3 v 52.4e

(HK) Hong Kong May Foreign Currency Reserves: $291.9B v $295.6B prior

(GR) Greece Mar Unemployment Rate: 21.9% v 21.4% prior

(SG) Singapore May Foreign Reserves: $237.7B v $246.1B prior

(ZA) South Africa May SACCI Business Confidence: 92.8 v 94.3 prior

(ZA) South Africa Apr Gold Production Y/Y: -12.8% v -11.6% prior; Mining Production Y/Y: -10.6% v -10.0%e

(IE) Ireland Q1 Unemployment 14.8% v 14.5% q/q

(IE) Ireland May CPI M/M: 0.0% v 0.0% prior; Y/Y: 1.8% v 1.9% prior

(IE) Ireland May CPI EU Harmonized M/M: 0.0% v 0.0% prior; Y/Y: 1.8 v 1.9% prior

(ZA) South Africa Q2 BER Business Confidence: 41.0 v 52.0 prior

(IS) Israel May Foreign Currency Balance: $74.8B v $76.6B prior

(MA) Malaysia Foreign Reserves: $136.0B v $136.1B prior

Fixed Income:
(ES) Spain Debt Agency (Tesoro) sold total €2.07B vs. €1.0-2.0B indicated range in 2014, 2016 and 2022 Oblig Bonds

Sold €638M in 3.30% Oct 2014 Bono; Avg yield: 4.335% v 3.463% prior; Bid-to-cover: 4.26x v 3.3x prior; Max Yield 4.483% v 3.52% prior

Sold €825M in 4.25% Oct 2016 Bono; Avg Yield 5.353% v 4.319% prior; Bid-to-cover: 2.56x v 2.46x prior; Max Yield 5.443% v 4.368% prior

Sold €611M in 5.85% Jan 2022 Bono; Avg yield: 6.044% v 5.743% prior; Bid-to-cover: 3.29x v 2.4x prior; Max Yield 6.121% v 5.778% prior

(FR) France Debt Agency (AFT) sold total €7.84B vs. €7.0-8.0B indicated range in 2019, 2022, 2026 and 2060 bonds

Sold €1.71 in 4.25% Apr 2019 Oat; Avg Yield 1.92% v 3.67% prior; Bid-to-cover: 2.39x v 1.6x prior

Sold €3.48B in 3.0% Apr 2022 OAT; avg yield 2.46% v 2.96% prior; Bid-to-cover: 2.02x v 1.98x prior

Sold €1.96B in 3.5% Apr 2026 OAT; avg yield 2.9% v 3.46% prior; Bid-to-cover: 1.94x v 2.37x prior

Sold €685M in Apr 2060 Oats; avg yield 3.27% v 3.34% prior; Bid-to-cover: 2.33x v 1.41x prior

(SE) Sweden sold SEK10B v SEK10.0B indicated in 3-month Biils; Yield 1.1245%

(HU) Hungary Debt Agency (AKK) sold HUF45B in 12-Month Bills; Avg Yield 7.58% v 7.58% prior; Bid-to-cover: 1.78x v 1.81x prior

(HU) Hungary Debt Agency (AKK) sold total HUF7.5B in Dec 2015 Floating Rate Note; Avg Price 95.10 v 95.09 prior, bid-to-cover: 2.51x v 2.57x prior

Notes/Observations
Fed Vice Chair Yellen maintains her dovish feathers and argues for more easing; Chairman Bernake to testify later today on the economic outlook.

Australia May employment change beats expectations with +46K reading vs. -5K expected.

China delayed changes to bank capital rules.

Beige book saw US expansion as moderate.

German government warming to idea of redemption fund.

Swiss FX reserves rise in defense of the 1.20 floor in EUR/CHF cross.

Spain 3-tranche bond auction well received (overall issuance was small and Spanish yields rose less than feared.

Equities
FTSE 100 +0.70% at 5422, DAX +0.60% at 6129, CAC-40 +0.70% at 3079, IBEX-35 +1.5% at 6512, FTSE MIB +0.80% at 13,541, SMI +0.20% at 5835, S&P 500 Futures +0.30% at 1320

European equity markets have continued to move higher on hopes of further stimulus from global central banks. Markets opened the session broadly higher, as the Spanish IBEX-35 index has once again outperformed on the session, amid the move lower in peripheral bond yields. European banks have gained 1-4%, so far on the session. However, Italian banks have lagged, as data from May showed that these firms have continued to increase their reliance on the ECB (ECB funding to Italian banks at €272.7B v 270.9B prior) Looking ahead, traders are expected to focus on the later today BoE policy decision and comments out of Fed Chairman Bernanke, as some in the market question whether additional easing measures have already been priced in.

UK listed companies trading higher include Aer Lingus [AERL.UK] (+4.5% after releasing May traffic figures), Tullow Oil [TLW.UK] (up ~2% as it disclosed oil find) and Johnson Matthey [JMAT.UK] (+2.5% after reporting FY11 results and disclosing a special dividend. In France, Club Med [CU.FR] is lower 3%, after reporting its H1 results.

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