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EUR Market Wrap

CREDIT PRE-MARKET


  • 2y/10y bunds closed -8bp/-6bp as the BoE delivered a rate cut and data spurred concern over slowing growth; German unemployment unexpectedly ticked higher, while US initial jobless claims pushed higher and the ISM Manufacturing report was weaker than expected, particularly in the employment component - all of which is in increased focus ahead of Friday's US payrolls report.
  • Main/XO were +4.1bp/+16bp at 58.8bp/310bp while €IG/€HY closed +1bp/+9bp with 3-5yr spreads underperforming at +2bp while IG Fins and Cons Cycs were close to +2.5bp. Primary was kept open by the EUR 1bn 12NC7 from Caixa which tightened 30bps to give a NIC of 5bps.
  • SXXP was -1.2% with RE and Retail eeking out gains of +1% and +1.5% while SPX futures was -1.4%. Notable €IG movers included Air Products & Chemicals +9%, Rolls Royce +7%, Smith & Nephew +7%, Kellanova +7%, Worldline -15%, Syensqo -10%, Socgen -9%, Toyota -8%, SES -8%.
  • SX5E futures are -1.1% while SPX futures are -0.9%. Looking ahead we have the US NFP print as the main focus point. BOE speak is also due.


Date

GMT/Local

Impact

Country

Event

02/08/2024

0630/0830

***

CH

CPI

02/08/2024

0645/0845

*

FR

Industrial Production

02/08/2024

0800/1000

*

IT

Industrial Production

02/08/2024

0900/1100

*

IT

Retail Sales

02/08/2024

1115/1215

UK

BOE's Pill at National MPC Agency Briefing

02/08/2024

1230/0830

***

US

Employment Report

02/08/2024

1400/1000

**

US

Factory New Orders

02/08/2024

1430/1030

CA

BOC market participants survey

02/08/2024

1700/1300

**

US

Baker Hughes Rig Count Overview - Weekly

05/08/2024

0700/0900

**

ES

Industrial Production

05/08/2024

0700/0300

*

TR

Turkey CPI

05/08/2024

0900/1100

**

EU

PPI

05/08/2024

1400/1000

***

US

ISM Non-Manufacturing Index

05/08/2024

2100/1700

US

San Francisco Fed's Mary Daly

06/08/2024

2301/0001

*

UK

BRC-KPMG Shop Sales Monitor

06/08/2024

0430/1430

***

AU

RBA Rate Decision

06/08/2024

0545/0745

**

CH

Unemployment

06/08/2024

0600/0800

**

DE

Manufacturing Orders

06/08/2024

0630/0830

**

CH

Retail Sales

06/08/2024

0730/0930

**

EU

S&P Global Final Eurozone Construction PMI

06/08/2024

0830/0930

**

UK

S&P Global/CIPS Construction PMI

06/08/2024

0900/1100

**

EU

Retail Sales

06/08/2024

0900/1000

**

UK

Gilt Outright Auction Result

06/08/2024

1230/0830

**

US

Trade Balance

06/08/2024

1230/0830

**

CA

International Merchandise Trade (Trade Balance)

06/08/2024

1255/0855

**

US

Redbook Retail Sales Index

06/08/2024

1700/1300

***

US

US Note 03 Year Treasury Auction Result

07/08/2024

2245/1045

***

NZ

Quarterly Labor market data

07/08/2024

0600/0800

**

DE

Trade Balance

07/08/2024

0600/0800

**

DE

Industrial Production

07/08/2024

0645/0845

*

FR

Foreign Trade

07/08/2024

0900/1000

**

UK

Gilt Outright Auction Result

07/08/2024

1100/0700

**

US

MBA Weekly Applications Index

07/08/2024

-

***

CN

Trade

07/08/2024

1400/1000

*

CA

Ivey PMI

07/08/2024

1430/1030

**

US

DOE Weekly Crude Oil Stocks

07/08/2024

1700/1300

**

US

US Note 10 Year Treasury Auction Result

07/08/2024

1730/1330

CA

BOC Minutes (Summary of Deliberations)

07/08/2024

1900/1500

*

US

Consumer Credit

08/08/2024

0500/1400

JP

Economy Watchers Survey

08/08/2024

1230/0830

***

US

Jobless Claims

08/08/2024

1230/0830

**

US

WASDE Weekly Import/Export

08/08/2024

1400/1000

**

US

Wholesale Trade

08/08/2024

1430/1030

**

US

Natural Gas Stocks

08/08/2024

1700/1300

***

US

US Treasury Auction Result for 30 Year Bond

08/08/2024

1900/1500

***

MX

Mexico Interest Rate

08/08/2024

1900/1500

US

Richmond Fed's Tom Barkin

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