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EUR Market Wrap

CREDIT PRE-MARKET


  • Bunds ended 5-8bps tighter after moving off intraday richest levels into the close– our DM team flagged the softer-than-expected US ISM services print as driving the move. Again flagging ECB preview here: https://roar-assets-auto.rbl.ms/files/60229/ECB%20Preview%20March%202024.pdf
  • Main/XO closed +1.1bp/6.6bp, underperforming CDX IG/HY by 0.6bp/2.5bp, with €IG/€HY cash broadly in line at +0.6bp/+6bp with performance evenly spread across €IG tenors and with Supermarkets the only notable sector in the green while Energy/Media widened over 2bp.
  • SXXP ended -0.3% with the Tech sub-index underperforming at -1.6% with Apple’s China sales weighing on the sector though Teleperformance was one of the few shares in the green ahead of today’s earnings. Utilities held onto early gains to finish +1.9% with nearly all stocks in the green.
  • Hong Kong and China equities are higher/flat today, with Hong Kong equities making up for their underperformance on Tuesday. Stoxx 50 futures are +0.1% ahead of the open. Up today we have:

GMT/Local

Impact

Country

Event

0700/0800

**

DE

Trade Balance

0830/0930

**

EU

IHS Markit Final Eurozone Construction PMI

0930/0930

**

UK

IHS Markit/CIPS Construction PMI

1000/1100

**

EU

Retail Sales

1200/0700

**

US

MBA Weekly Applications Index

1230/1230

UK

Budget Statement

1315/0815

***

US

ADP Employment Report

1445/0945

***

CA

Bank of Canada Policy Decision

1500/1000

*

CA

Ivey PMI

1500/1000

**

US

Wholesale Trade

1500/1000

***

US

JOLTS jobs opening level

1500/1000

***

US

JOLTS quits Rate

1500/1000

US

Fed Chair Jay Powell

1530/1030

**

US

DOE Weekly Crude Oil Stocks

1530/1030

CA

BOC Press Conference

1700/1200

US

San Francisco Fed's Mary Daly

1900/1400

US

Fed Beige Book

2115/1615

US

Minneapolis Fed's Neel Kashkari



Final Type

Issuer

Ticker

Spread Against

Launch Spread

Avg. Tightening From IPT

Avg. Launch Spread (MS)

BBG NIC

Amount (bn)

Total Cover

Banks (Sr Bail-In)

ARBEJDERNES LANDSBANK

ARBEJD 4 7/8 03/14/29

MS

220

15.0bp

220.0bp

N/A

0.3

1.6x

Banks (Sr Bail-In)

COVENTRY BLDG SOCIETY

COVBS 5 7/8 03/12/30

B

195

N/A

N/A

N/A

0.5

3.6x

Banks (Sr Pref)

COMMERZBANK AG

CMZB Float 03/12/27

FRN

70

30.0bp

N/A

N/A

0.5

7.6x

Banks (Sr Pref)

LANDSBANKINN HF

LANBNN 5 05/13/28

MS

225

40.0bp

225.0bp

N/A

0.3

6.3x

Basic Resources

ORANO SA

ORANOF 4 03/12/31

MS

145

32.5bp

145.0bp

N/A

0.5

4.0x

Communications

NTT FINANCE CORP

NTT 3.359 03/12/31

MS

73

32.0bp

73.0bp

12.2bp

0.7

3.0x

Covered (Banking)

DNB BOLIGKREDITT AS

DNBNO 2 7/8 03/12/29

MS

27

7.0bp

27.0bp

-7.4bp

1.25

2.8x

Covered (Banking)

ERSTE GROUP BANK AG

ERSTBK 3 1/8 12/12/33

MS

55

5.0bp

55.0bp

1.0bp

1

1.8x

Covered (Local Authority)

BAYERISCHE LANDESBANK

BYLAN 2 7/8 11/13/28

MS

22

6.0bp

22.0bp

-1.6bp

0.5

2.1x

Insurance (RT1)

NN GROUP NV

NNGRNV 6 3/8 PERP

MS

385

52.3bp

385.0bp

N/A

0.75

4.0x

Media

WPP FINANCE 2013

WPPLN 3 5/8 09/12/29

MS

108

34.5bp

108.0bp

N/A

0.6

3.4x

Media

WPP FINANCE 2013

WPPLN 4 09/12/33

MS

143

34.5bp

143.0bp

N/A

0.65

3.6x

Retail

KERING

KERFP 3 3/8 03/11/32

MS

80

35.0bp

80.0bp

2.0bp

1

1.7x

Retail

KERING

KERFP 3 5/8 03/11/36

MS

103

32.0bp

103.0bp

9.2bp

0.75

2.4x

Services

RANDSTAD NV

RANDNA 3.61 03/12/29

MS

90

25.0bp

90.0bp

N/A

0.5

1.9x

Services

TRANSURBAN FINANCE CO

TCLAU 3.713 03/12/32

MS

110

27.5bp

110.0bp

5.8bp

0.5

4.4x

Services

TRANSURBAN FINANCE CO

TCLAU 3.974 03/12/36

MS

135

30.0bp

135.0bp

29.5bp

0.5

4.6x

Utilities

ORSTED A/S

ORSTED 5 1/8 03/14/3024

MS

259

50.0bp

259.0bp

N/A

0.75

4.9x

Total Corporates

28.7bp

136.3bp

6.3bp

11.55

3.3x

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