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CREDIT OPEN: Primary market set to get back into gear

EU stocks look set for a steady open this morning as thoughts turn to upcoming events, not least of which is the Fed’s gathering at Jackson Hole which formally gets underway on Thursday.

Ahead of that, dip buyers ruled the roost last week across a range of assets to the extent that S&P500 got to within 2% of its record high hit on 16th July. In the synthetic credit markets, a further drop in the cost of default protection saw iTraxx Xover move comfortably below 300 vs its >361 YTD peak hit on 5th Aug.

That all came as fears of a hard landing in the US receded with help from strong US retail sales, lower Jobless claims and upbeat earnings from Walmart, following which Goldman Sachs has marginally lowered its probability of a US recession in the next year to 20% from 25%.

Looking ahead, with this week delivering a string of well documented top tier events and data, and given the abrupt nature of the risk rebound, the temptation remains for players to book some profits in the near term.

There’s little obvious sign of that this morning in US markets though where index futures currently point to a steady open although the tone in Asia was more mixed today with Nikkie falling over 1% amid JPY strength, coming off the back of a 6-day/9.3% win streak.

The catalyst for a more material or broader profit-taking manoeuvre is not immediately obvious though where today’s session is free of top tier data while the only scheduled speakers are Fed’s Waller and ECB’s Rehn. Ahead of those speeches, the Fed's Daly has told the FT that her confidence that inflation is under control is growing.

The rates complex gets a break from supply which could offer some relief given the upward pressure seen last week as haven demand ebbed.

For more on latest developments see the European Breakfast Briefing.


Monday’s supply prospects

The public pipeline is empty heading into Monday’s session, but the expectation is that the European primary bond market will start to get going again this week as more participants return after vacations. Given that many have some catching up to do, we may not see any live deals on Monday but at the very least we expect some mandates to be announced. That after the market remained in the doldrums last week with just two deals pricing in euros and one in sterling. See here for a recap of last week’s limited issuance.

On average, the respondents to our weekly US issuance poll are looking for somewhere in the area of USD20bn to come to market this week, after last week saw investment grade corporate issuance fall short of the Street's expectations for just the ninth time this year. For a comprehensive look at last week's issuance trends in the US primary bond market see IGM's IG WEEKLY WRAP UP.


What to watch today (and for the week)

** Key Data: US Jul Leading Index (15:00)

** Key Events: Fed’s Waller (14:15), ECB’s Rehn (22:15)

** Auctions: No major term auctions scheduled for Monday 19th Aug

** Earnings: 2 S&P500 companies report

** Viewpoint - The week ahead:

- Jackson Hole symposium forms focal point (starts Thu)

- FOMC Minutes (Weds) and U.S. Aug PMI data (Thurs) eyed

- ECB June Current Account, EZ June Construction Output and EZ July Final CPI (Tues), EZ Aug Flash PMIs, ECB’s Q2 Euro Area Negotiated Wages Indicator, EZ Aug Consumer Confidence and ECB minutes from July 18th (Thurs), ECB 1 and 3 year CPI Expectations (Fri)

- UK July Public finances (Weds), Flash Aug PMIs and Aug CBI Trends (Thurs), GfK Aug Consumer Confidence (Fri)

- German flash Aug PMIs (Thurs), French flash Aug PMIs (Thurs) and Aug Business Confidence (Fri)

- Riksbank meeting (Tues), June Industrial Orders (Thurs), July Unemployment (Fri)

- Japan PMI (Thurs) and CPI data (Fri) monitored

- RBA Minutes, PMIs and Westpac Leading Index on Australian docket

- Low-key data week ahead after RBNZ surprise


All times BST


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