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EUR Market Wrap

CREDIT PRE-MARKET


  • 2y/10y bunds ended -1/-5bp after taking cues from the dovish UST reaction to the afternoon's US IJC, MNI Chicago PMI and pending home sales were all below consensus.
  • Main/XO ended -0.3bp/2.8bp, broadly flat to CDX IG/HY while €IG/€HY cash closed flat/+3bp with pretty broad-based sectoral performance in €IG while 1-3yr spreads the only segment tighter (YTD -25bp vs. -8bp for 10+yr)
  • SXXP ended flat with Insurance and Construction & Materials outperforming at >+1% while Food & Bev underperformed at -0.9%. Notable movers included Drax Group PLC +11%, NN Group +8%, Grifols -35% and Aixtron -19% (all reported yesterday).
  • China and Hong Kong equities sit marginally higher after China official PMIs were net better than expected. Manufacturing was 49.1, versus 49.0 forecast and 49.2 prior. The services or non-manufacturing PMI was 51.4, well above expectations of 50.7. Stoxx 50 futures +0.5%
  • Up today we have:

GMT/Local

Impact

Country

Event

0730/0830

**

CH

Retail Sales

0815/0915

**

ES

IHS Markit Manufacturing PMI (f)

0845/0945

**

IT

S&P Global Manufacturing PMI (f)

0850/0950

**

FR

IHS Markit Manufacturing PMI (f)

0855/0955

**

DE

IHS Markit Manufacturing PMI (f)

0900/1000

**

EU

IHS Markit Manufacturing PMI (f)

0930/0930

**

UK

S&P Global Manufacturing PMI (Final)

1000/1100

***

EU

HICP (p)

1000/1100

**

EU

Unemployment

1000/1100

***

IT

HICP (p)

-

***

US

Domestic-Made Vehicle Sales

1400/1400

UK

BOE's Pill Speech at Cardiff University

1445/0945

***

US

IHS Markit Manufacturing Index (final)

1500/1000

***

US

ISM Manufacturing Index

1500/1000

**

US

U. Mich. Survey of Consumers

1500/1000

*

US

Construction Spending

1515/1015

US

Fed Governor Chris Waller

1515/1015

US

Dallas Fed's Lorie Logan

1715/1215

US

Atlanta Fed's Raphael Bostic

1800/1300

**

US

Baker Hughes Rig Count Overview - Weekly

1830/1330

US

San Francisco Fed's Mary Daly

2030/1530

US

Fed Governor Adriana Kugler

Ticker

Issuer

Initial Pricing Date

Sector

Curncy

Amt Issued

Original Tenor

Cpn Typ

Spread Tightening (at syndication)

Spread Against

Launch Spread

Cover Ratio (Books)

EOFP 5 1/8 06/15/29

FORVIA SE

29/02/2024

Consumer, Cyclical

EUR

500000000

5.3

FIXED

B

269

EOFP 5 1/2 06/15/31

FORVIA SE

29/02/2024

Consumer, Cyclical

EUR

500000000

7.3

FIXED

B

312

BPCEGP 4 1/8 03/08/33

BPCE SA

29/02/2024

Financial

EUR

1250000000

9.0

VARIABLE

25

MS

145

1.8

ELLEVI 4 1/8 03/07/34

ELLEVIO AB

29/02/2024

Utilities

EUR

500000000

10.0

FIXED

25

MS

140

2.7

ENGIFP 3 5/8 03/06/31

ENGIE SA

29/02/2024

Utilities

EUR

600000000

7.0

FIXED

27.5

MS

100

2.3

ENGIFP 3 7/8 03/06/36

ENGIE SA

29/02/2024

Utilities

EUR

800000000

12.0

FIXED

34.5

MS

123

3.4

ENGIFP 4 1/4 03/06/44

ENGIE SA

29/02/2024

Utilities

EUR

600000000

20.0

FIXED

27.5

MS

160

3.3

MELAIR 4 06/07/34

AUSTRALIA PACIFIC AIRPOR

29/02/2024

Industrial

EUR

650000000

10.3

FIXED

24.5

MS

128

2.3

MEOGR 4 5/8 03/07/29

METRO AG

29/02/2024

Consumer, Non-cyclical

EUR

500000000

5.0

FIXED

5

MS

190

1.8

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