China Data

July 15th, 2016 5:54 am

Via Bloomberg:

China Growth Steadies on Consumer, Dimming Stimulus Expectations
Bloomberg News
July 14, 2016 — 10:00 PM EDT
Updated on July 15, 2016 — 3:36 AM EDT

Retail sales and factory output beat estimates in June
Nomura raises 2016 GDP growth forecast to 6.5% from 6%

 

China’s growth stabilized as lending and consumer spending picked up, suggesting the economy is responding to stepped up policy support.

 

Gross domestic product rose 6.7 percent in the second quarter from a year earlier, compared with 6.6 percent seen by economists Bloomberg surveyed and in line with the government’s growth target of at least 6.5 percent for the full year. Industrial output and retail data for June beat estimates, investment slowed, and a report from the central bank showed the broadest measure of new credit beat all 29 analyst forecasts.

A credit surge and housing recovery this year have propped up growth, while raising questions about the sustainability of the debt-fueled expansion. Friday’s data blast suggests the People’s Bank of China doesn’t need to boost support for the world’s second-largest economy after holding the benchmark interest rate at a record low since October and cutting the required-reserve ratio for big banks in February.

“The Chinese economy remains stable,” Larry Hu, head of China economics at Macquarie Securities Ltd. in Hong Kong, wrote in a note. “It makes no sense to ease policy at this moment, given the current growth momentum.”

Bloomberg’s monthly GDP tracker increased for a second month, indicating a 7.13 percent pace of expansion in June.

Nomura Holdings Inc. raised its full-year growth estimate to 6.5 percent from 6 percent, citing the stronger-than-expected second quarter. Chief China economist Zhao Yang also reduced his forecast for the number of reserve-ratio cuts this year to two from three while maintaining his estimate the PBOC will lower the main rate by 25 basis points.

The Shanghai Composite Index closed near a three-month high and posted a third straight weekly advance. The yuan advanced.

Consumption contributed 73.4 percent to economic growth in the first half, up from about 60 percent a year earlier, the statistics authority said.

“Consumer spending has proven more resilient,” said Frederic Neumann, co-head of Asian economic research at HSBC Holdings Plc in Hong Kong. “China is also weathering the external drag better than feared, with generous stimulus oiling the wheels of the domestic economy.”

Here’s a snapshot of the forces reshaping this continent-sized country

June readings show the economy gained momentum as the quarter went on.

Industrial production climbed 6.2 percent in June from a year earlier, compared to 6 percent in May and economists’ estimates for 5.9 percent.
Retail sales rose 10.6 percent, compared to the median estimate of 9.9 percent.
Fixed-asset investment slowed to 9 percent in the January-June period versus economists’ expectation for 9.4 percent.
Aggregate financing was 1.63 trillion yuan ($244 billion) in June, compared with an estimate for 1.1 trillion yuan in a Bloomberg survey.

China’s Communist Party leaders plan to double the size of the economy by 2020 from 2010, and maintain a minimum average growth level of 6.5 percent through 2020. To achieve those targets, they’re seeking to stoke new growth drivers based on innovation and services, as they root out overcapacity in traditional sectors like coal and steel.

But with private investment growth stalling, the state is having to fall back on its old playbook of revving up investment.

Meantime, the pace of property development investment eased after policy makers sought to rein in price growth in the nation’s biggest cities, while recent floods pose headwinds.
‘Complex and Grim’

The economic environment remains “complex and grim,” a spokesman for the National Bureau of Statistics said at a briefing after the data release. Bright spots include a steady labor market, with the survey-based jobless rate for big cities stable at about 5.2 percent, and faster growth in the technology industry, he said, adding that easing factory-gate deflation has helped company profits.

The GDP deflator — the difference between the headline growth rate, adjusted for inflation, and unadjusted nominal growth — rose, adding to evidence that prices have turned a corner after four years of producer-price deflation.

The People’s Bank of China has held its lending rate at a record low 4.35 percent since October and cut its reserve-requirement ratio for major banks, with the latest reduction in February to 17 percent. For companies with renewed pricing power, a higher GDP deflator means lower real borrowing costs.

“China hasn’t collapsed,” Bill Adams, a senior international economist at PNC Financial Services Group in Pittsburgh, wrote in a recent note. “While its economy continues to face daunting challenges in the transition away from export- and investment-led growth, the doomsday predictions for the Chinese economy look like stopped clocks.”

— With assistance by Xiaoqing Pi, and Kevin Hamlin

Credit Pipeline

July 15th, 2016 5:47 am

Via Bloomberg:

IG CREDIT PIPELINE: WFC Possible Today; BAYER, SAUDI Updates
2016-07-15 09:27:06.471 GMT

By Robert Elson
(Bloomberg) — Wells Fargo announces earnings, exits
blackout this morning; has issued 3 times this year on a Friday.

* Has $18b still to mature this year, including $2.5b July 20
* Has another $18.2b maturing next year, largest in its debt
distribution

LATEST UPDATES

* Bayer (BAYNGR) A3/A- raised bid for Monsanto (MON) A3/BBB+
to $125/shr from $122
* $63b financing said secured w/ $20b-$30b bonds seen
(June 3)
* Kingdom of Saudi Arabia (SAUDI), said to have hired 6 banks
to lead its first intl bond sale; BOC, BNP, DB, GS, MUFG, MS
to hold mtg later this month
* Managers will work with Citi, HSBC, JPM who were said to
be global coordinators for at least $10b of bonds,
divided into 5y, 10y, 30y tranches, similar to Qatar’s
recent sale, sources say
* Teva Pharmaceutical Industries (TEVA) Baa1/BBB+, mandates
Barc/BAML/BNP/CS/HSBC/Miz for U.S. investor calls July
13-14; Europe meetings July 18-19
* Sr unsecured benchmark-sized offerings of USD, EUR
and/or CHF-denominated multi-tranche debt securities
expected to follow
* TEVA ~$40.5b Allergan generics buy
* Alcoa (AA) Ba1/BBB-, says upstream entity, Alcoa Corp., to
borrow $1b
* Downstream parent may keep ~$7b
* Tengizchevroil (TCOKZ) Baa2/BBB, to hold investor meetings,
via C/HSBC/JPM July 12-19; USD 144A/Reg S may follow
* Danone (BNFP) Baa1/BBB+; ~$12.1b WhiteWave (WWAV) Ba2/BB
* Co. Says deal 100% debt-financed, expects to keep IG
profile (July 7)
* Woori Bank (WOORIB) A2/A-, mandates BAML/C/Cmz/CA/HSBC/Nom
for investor meeting July 11-20
* Thermo Fisher (TMO) Baa3/BBB, gets loans for FEI (FEIC) buy
via 21 banks
* Investment Corp of Dubai (INVCOR), weighs bond sale; last
issued in May 2014
* Potash Corp Of Saskatchewan (POT) A3/BBB+, files automatic
debt shelf; last issued March 2015
* Microsoft (MSFT) Aaa/AAA, added to list of possible issuers,
says Morningstar; also notes PG, DOV as potentials
* Sumitomo Life (SUMILF) A3/BBB+, to hold an investor meeting
July 19, via BofAML; focus to be on hybrid capital
* It last priced a USD deal in 2013
* Dubai’s Emaar Properties (EMAAR) Ba1/BBB-, plans potential
USD bond sale
* USAID Ukraine (AID) heard to be in the works with possible
full faith & credit deal
* General Electric Company (GE) A3/AA-, has yet to issue YTD;
parent GE Co has $11.1b maturing this year, $2.3b matured in
May
* GE may be among high grade industrials to add leverage
in 2016, BI says in note

MANDATES/MEETINGS

* Kookmin Bank (CITNAT) A1/A, held investor meetings June
13-17, via BAML/CA/HSBC/Miz
* National Grid (NGGLN) Baa1/na, hired JPM to hold investor
meetings that ran June 1-3

M&A-RELATED

* Shire (SHPLN) Baa3/BBB-, closed $18b Baxalta acquisition
loan; facilities to be refinanced through capital market
debt issuance
* Zimmer Biomet (ZBH) Baa3/BBB, to acquire LDR for ~$1b; co.
said it plans to issue $750m of sr unsecured notes after
deal completion
* Air Liquide (AIFP) A3/A-, held calls regarding Airgas
refinancing; planned to refinance $12b loan backing the deal
via combination of USD, EUR long-term bonds
* Great Plains Energy (GXP) Baa2/BBB+ to issue long-term
financing including equity, equity-linked securities and
debt prior to closing of Westar Energy (WR) A2/A deal; says
financing mix will allow it to maintain investment-grade
ratings
* Abbott (ABT) A2/A+; ~$5.7b St. Jude buy, ~$3.1b Alere buy
* $17.2b bridge loan commitment (April 28)
* Sherwin-Williams (SHW) A2/A; ~$9.3b Valspar buy
* $8.3b debt financing expected (March 20)
* Duke Energy (DUK) A3/A-; $4.9b Piedmont Natural buy
* $4.9b bridge (Nov 4)
* Anthem (ANTM) Baa2/A-; ~$50.4b Cigna buy
* $26.5b bridge (July 27)

SHELF FILINGS

* ERP Operating LP (EQR) Baa1/A-, filed an automatic debt
securities shelf June 28; last issued $450m 10Y notes May
2015
* Tesla Motors (TSLA); automatic debt, common stk shelf (May
18)
* Debt may convert to common stk
* Reynolds American (RAI) Baa3/BBB filed automatic debt shelf;
sold $9b last June (May 13)
* Statoil (STLNO) Aa3/A+, files debt shelf; last issued USD
Nov. 2014 (May 9)
* Corporate Office (OFC) Baa3/BBB-; debt shelf (April 12)
* Rogers (RCICN) Baa1/BBB+; $4b debt shelf (March 4)

OTHER

* Discovery Communications (DISCA) Baa3/BBB-; may revisit bond
market this yr, BI says (May 18)
* Ford Motor Credit (F) Baa2/BBB; may have ~$7b issuance this
yr (May 10)

FX

July 15th, 2016 5:46 am

Via Kit Juckes at SocGen:

A sombre mood at the morning meeting and thoughts are with the bereaved and injured. Markets don’t matter much next to all this but risk sentiment is hoilding up, the yen is weaker, the pound is stronger, equities up, commodities stable and 10yr Notes comfortable above 1.5%.                                                                                                                  Chinese data were better than expected, GDP 6.7, IP 6.2, retail sales 10.6, ex-rural capex 9%.                                                                                                                                              UK construction output, US retail sales (exp -0.4 but +0.4 ex gas and autos), CPI (2.2 y/y core), IP (0.3), Empire State, U-Mich data are all due.                                                                                            The US data may matter less than the S&P for bond markets. The bounce in yields is more normalisation than anything else and if we keeep 10s above 1.5% and equities remain bouyant, the yen is likely to weaken further. My mindless mean derings on drone money are below. As for the pound, the short-squeeze has gone on and if the view at the start of the week was to sell it somewhere in a 1.30-1.35 range, I’d better get on with it. The market is now doubtful about what kind of easing it will get in August, but it looks as though we’ll only get to 0.25% and not to zero. I’d sell gilts before I bought pounds, but we still can’t get away from the probability of much more uncertainty-driven economic weakness before the Davis/Johnson dream team woo the EU into a mutually-beneficial UK exit deal (or not…)
<http://www.sgmarkets.com/r/?id=h10efc896,17a7e6ce,17a7e6cf&p1=136122&p2=c5f85cda3636f3ee2378f2ff8e47d9b0>

As for the FX weekly…

Monetary financing of public sector spending isn’t a giant leap from where Japan is today – it could get there in a series of small steps. It would be more a case of ‘drone money’ than ‘helicopter money’ if the BOJ were to go from buying longer and longer-dated debt with lower and lower coupons to something indistinguishable from zero-coupon perpetuals. But away from such idle speculation, with monetary and fiscal policy working hand-in-hand to drive inflation expectations up, and to drive investors out of domestic assets, there’s room for the yen to weaken (quite a lot) further; all the more so as the US economy stabilises.

[http://email.sgresearch.com/Content/PublicationPicture/228968/1]

Helicopter money drops are not imminent in Japan, but the concept is worth discussing given the growing interest. The limitations of QE policies that work through the banking sector have become apparent, and fiscal policy that works directly on boosting aggregate demand is becoming attractive. Helicopter money is “money-financed fiscal stimulus”, and was first mooted in the event that conventional monetary policy became exhausted. While the concept is not difficult, it has profound implications for the management of monetary policy and the thorny politics over fiscal policies in many major countries.

Vol: As markets experience a relief phase after the UK referendum, the risk is that both EUR/USD and USD/JPY head south by the end of the summer on the back of resurgent risk aversion. While the 2m realised correlation between EUR/USD and USD/JPY is turning positive for the first time since 2013, the 2m implied correlation remains entrenched in negative territory. We take advantage of this pricing opportunity via a 2m basket put on EUR/USD and USD/JPY, with a strike 1% OTM.

[http://email.sgresearch.com/Content/PublicationPicture/228968/3]

Technicals: NZD/CAD has turned down from the key resistance at 0.9560/0.96, and is testing channel support at 0.93, which if broken would open the way to further downside. GBP/USD has confirmed a massive head-and-shoulders pattern, and is likely to head towards 1.2450 so long as resistance at 1.35/1.3540 holds.

[http://email.sgresearch.com/Content/PublicationPicture/228968/4]
The quant portfolio has maintained a pro-risk stance during the week. The biggest longs are in NZD, AUD and RUB, while the most sizeable shorts are in USD, SEK and EUR. There are long exposures to G10 and EM carry baskets using the full risk budget, but the Asian carry model remains closed.

[http://email.sgresearch.com/Content/PublicationPicture/228968/5]

Overnight Data Preview

July 14th, 2016 3:03 pm

Via Robert Sinche at Amherst Pierpont Securities:

CHINA: The 2Q preliminary (and rarely revised) GDP report will be added to the normal important monthly data on IP and Retail Sales. The BBerg consensus expects 2Q Real GDP to be reported at 6.6% YOY, down a tic from 6.7% in 1Q and the weakest since 2Q2009. The consensus also expects that IP growth will slip back to 5.9% for June, the low so far this year, while nominal Retail Sales growth is expected to fall to 9.9% YOY for June, the first single-digit YOY rise since February 2006. Finally, the Bberg consensus expects that Aggregate Financing Activity to have picked up to CNY 1,100bn from a 7-month low of CNY659.9bn in May.

INDIA: During the remainder of the week Trade data for June is expected to be released. In May, Exports slipped only -0.8% YOY, the smallest annual decline since November 2014.

RUSSIA: The Bberg consensus expects that Industrial Production in June will have inched up 0.8% YOY following the 0.7% YOY gain in May as the recession of 2014-15 appears to be fading.

EURO ZONE: The BBerg consensus expects the June Headline and Core CPI readings to be confirmed at 0.1% YOY and 0.9% YOY, respectively. The consensus also expects the May Trade Balance to be reported at €25.0bn, down moderately after soaring almost €8bn in April to a record €28.0bn. Stronger domestic demand is needed to stimulate imports while the slightly stronger EUR should help moderate export growth.

UK: The Bberg consensus expects that Real Construction Output will be reported at -3.5% YOY for May compared to -3.7% YOY in April as there were signs of slowing in housing/construction activity even before the UK Referendum.

BRAZIL: The CNI Industrial Confidence Index, a PMI-type report, for July will follow a 45.7 reading in June; the index has been below 50 for the last 27 months.

Data Analysis

July 14th, 2016 1:18 pm

Via Stephen Stanley at Amherst Pierpont Securities:

Initial unemployment claims failed to rebound after last week’s drop.  The number of new filers for the week ended July 9 held steady at 254,000, dragging the four-week average below 260K for the first time since April.  July is a particularly difficult month for claims, especially early on, as the combination of the turn of the calendar quarter and the July 4 holiday make it nearly impossible to accurately calibrate the seasonal adjustments.  In addition, July is the month when factories usually shut down for a week or two, a phenomenon that typically ripples through the supply chain and leads to a bulge in filers in the first half of the month (though the timing often varies, which, again, makes seasonal adjustment problematic).  In short, claims tend to be quite volatile in July.  As a result, I am not going to be quick to derive signal from the back-to-back low readings, though, If there is something fundamental going on, it reinforces the “all is well” message for labor markets delivered by the June payroll figure last Friday.

Meanwhile, along a similar theme, the PPI followed up a firm reading in May with a surprisingly rapid rise in June as well.  The headline index jumped by 0.5% (almost 0.6% as the unrounded figure was +0.54%).  Food prices advanced by 0.9%, driven mainly by large rises for meat prices.  This will feed through to some degree to the CPI, but likely not until the July or August figures.  Energy costs increased by roughly double the expected pace, surging by 4.1%, but the main surprise was in gasoline, and we already have good metrics on retail gasoline prices, so, again, no impact on this month’s CPI.  In fact, the one piece within energy that actually does correlate well contemporaneously, natural gas, was lower than expected and thus led me to trim my CPI forecast ever so slightly.  However, my headline CPI estimate had been for a very high 0.2% advance, so the marginal impact does not change my 0.2% call (though it does reduce somewhat the odds of an upside surprise).

There is very little in the core PPI that feeds directly into the core CPI, but the broad theme is still worth discussing.  The larger-than-expected June core PPI rise of 0.4%, on top of May’s 0.3% increase, signals some pressure in the service sector.  A broad array of services prices posted jumps in June, including airfares (2.4%), hotels (3.0%), banking services (1.5%), investment services (2.8%), and membership dues & admissions (2.2%).  Even the notorious retail and wholesale trade services (i.e. margins) categories rose for a second month in a row.  While the CPI measurement of these same categories of prices is independent and thus may or may not show the same trends in any given month, if there is any legitimacy at all to these PPI results, it is supportive of my contention that we are beginning to see significant price pressures in a number of service categories.  In any case, I look for a 0.2% increase in the June core CPI, which would be the 9th monthly advance of 0.2% or more in the last 10 months.  It is astonishing that Fed officials behave as if nothing has changed on the inflation front from 6 months or a year ago, but that would be a whole other write-up (maybe we can get into that a little

Some Corporate Bond Stuff

July 14th, 2016 6:56 am

Via Bloomberg:

IG CREDIT: Volume Eases Off High Levels; Issuance the Focus
2016-07-14 09:44:05.975 GMT

By Robert Elson
(Bloomberg) — Secondary IG trading ended with a Trace
count of $17.1b vs $21.3b Tuesday, the 5th highest session back
to 2005 when the series began, $18.5b the previous Wednesday.

* 10-DMA $16.1b; 10-Wednesday moving avg $17b
* 144a trading added $2.6b of IG volume vs $3.2b on Tuesday,
$2.1b last Wednesday

* Most active issues:
* CMCSA 3.15% 2026 was 1st with client flows near even,
taking 58% of volume
* ECOPET 5.375% 2026 was next with client and affiliate
flows accounting for 84% of volume
* ABIBB 4.90% 2046 was 3rd with client flows taking 80% of
volume
* DELL 4.42% 2021 was most active 144a issue with client
trades taking 87% of volume; client buying near twice
selling

* Bloomberg US IG Corporate Bond Index OAS at 150.4 vs 150.8
* 2016 high/low: 220.8, a new wide since Jan. 2012/150.8
* 2015 high/low: 182.1/129.6
* 2014 high/low: 144.7/102.3

* BofAML IG Master Index at +152, unchanged
* 2016 high/low: +221, the widest level since June
2012/+152
* 2015 high/low: +180/+129
* 2014 high/low: +151/+106, tightest spread since July
2007

* Standard & Poor’s Global Fixed Income Research IG Index at
+205 vs +195
* +262, the new wide going back to 2013, was seen
2/11/2016
* The widest spread recorded was +578 in Dec. 2008

* S&P HY spread at +621 vs +628; +947 seen Feb. 11 was the
widest spread since Oct. 2011
* All-time wide was +1,754 in Dec. 2008

* Markit CDX.IG.26 5Y Index at 71.3 vs 70.8
* 73.0, its lowest level since August, was seen April 20
* 124.7, a new wide since June 2012 was seen Feb. 11
* 2014 high/low was 76.1/55.0, the low for 2014 and the
lowest level since Oct 2007

* Current market levels vs early Tuesday, Monday levels:
* 2Y 0.665% vs 0.677% vs 0.661%
* 10Y 1.488% vs 1.490% vs 1.483%
* Dow futures +119 vs +8 vs +74
* Oil $45.23 vs $46.25 vs $45.51
* ¥en 105.60 vs 104.66 vs 103.84

* IG issuance totaled $13.1b Wednesday vs $11.75b Tuesday,
$3.6b Monday
* July now totals $54,6b, YTD $952b

Credit Pipeline

July 14th, 2016 6:53 am

Via Bloomberg:

IG CREDIT PIPELINE: 2 to Price; TEVA Calls, Meetings Set
2016-07-14 09:39:01.990 GMT

By Robert Elson
(Bloomberg) — Expected to price today:

* Inter-American Development Bank (IADB) Aaa/AAA, to price
$bench Global 5Y FRN, via managers C/GS/Nom; guidance 3ML
+20 area
* Province of Quebec (Q) Aa2/A+, to price at least $500m 3Y
FRN MTN, via BAML/HSBC/JPM/TD; guidance 3ML +28 area

LATEST UPDATES

* Teva Pharmaceutical Industries (TEVA) Baa1/BBB+, mandates
Barc/BAML/BNP/CS/HSBC/Miz for U.S. investor calls July
13-14; Europe meetings July 18-19
* Sr unsecured benchmark-sized offerings of USD, EUR
and/or CHF-denominated multi-tranche debt securities
expected to follow
* TEVA ~$40.5b Allergan generics buy
* Alcoa (AA) Ba1/BBB-, says upstream entity, Alcoa Corp., to
borrow $1b
* Downstream parent may keep ~$7b
* Tengizchevroil (TCOKZ) Baa2/BBB, to hold investor meetings,
via C/HSBC/JPM July 12-19; USD 144A/Reg S may follow
* Danone (BNFP) Baa1/BBB+; ~$12.1b WhiteWave (WWAV) Ba2/BB
* Co. Says deal 100% debt-financed, expects to keep IG
profile (July 7)
* Woori Bank (WOORIB) A2/A-, mandates BAML/C/Cmz/CA/HSBC/Nom
for investor meeting July 11-20
* Thermo Fisher (TMO) Baa3/BBB, gets loans for FEI (FEIC) buy
via 21 banks
* Investment Corp of Dubai (INVCOR), weighs bond sale; last
issued in May 2014
* Kingdom of Saudi Arabia (SAUDI), said to tap C/HSBC/JPM for
its first international bond sale; kingdom will probably
wait until after summer to sell at least $10b of bonds and
may replicate Qatar’s recent sale by issuing 5y, 10y, 30y
tranches, sources say
* Potash Corp Of Saskatchewan (POT) A3/BBB+, files automatic
debt shelf; last issued March 2015
* Monsanto (MON) A3/BBB+, may see higher bid from Bayer
(BAYNGR) A3/A-
* Microsoft (MSFT) Aaa/AAA, added to list of possible issuers,
says Morningstar; also notes PG, DOV as potentials
* Sumitomo Life (SUMILF) A3/BBB+, to hold an investor meeting
July 19, via BofAML; focus to be on hybrid capital
* It last priced a USD deal in 2013
* Dubai’s Emaar Properties (EMAAR) Ba1/BBB-, plans potential
USD bond sale
* USAID Ukraine (AID) heard to be in the works with possible
full faith & credit deal
* General Electric Company (GE) A3/AA-, has yet to issue YTD;
parent GE Co has $11.1b maturing this year, $2.3b matured in
May
* GE may be among high grade industrials to add leverage
in 2016, BI says in note

MANDATES/MEETINGS

* Kookmin Bank (CITNAT) A1/A, held investor meetings June
13-17, via BAML/CA/HSBC/Miz
* National Grid (NGGLN) Baa1/na, hired JPM to hold investor
meetings that ran June 1-3

M&A-RELATED

* Shire (SHPLN) Baa3/BBB-, closed $18b Baxalta acquisition
loan; facilities to be refinanced through capital market
debt issuance
* Zimmer Biomet (ZBH) Baa3/BBB, to acquire LDR for ~$1b; co.
said it plans to issue $750m of sr unsecured notes after
deal completion
* Air Liquide (AIFP) A3/A-, held calls regarding Airgas
refinancing; planned to refinance $12b loan backing the deal
via combination of USD, EUR long-term bonds
* Bayer (BAYNGR) A3/A-, said to secure $63b financing, via
BAML/CS/GS/HSBC/JPM, for Monsanto (MON) A3/BBB+ bid; co.
likely will issue $20-$30b bonds to refinance part of the
bridge loan
* Great Plains Energy (GXP) Baa2/BBB+ to issue long-term
financing including equity, equity-linked securities and
debt prior to closing of Westar Energy (WR) A2/A deal; says
financing mix will allow it to maintain investment-grade
ratings
* Abbott (ABT) A2/A+; ~$5.7b St. Jude buy, ~$3.1b Alere buy
* $17.2b bridge loan commitment (April 28)
* Sherwin-Williams (SHW) A2/A; ~$9.3b Valspar buy
* $8.3b debt financing expected (March 20)
* Duke Energy (DUK) A3/A-; $4.9b Piedmont Natural buy
* $4.9b bridge (Nov 4)
* Anthem (ANTM) Baa2/A-; ~$50.4b Cigna buy
* $26.5b bridge (July 27)

SHELF FILINGS

* ERP Operating LP (EQR) Baa1/A-, filed an automatic debt
securities shelf June 28; last issued $450m 10Y notes May
2015
* Tesla Motors (TSLA); automatic debt, common stk shelf (May
18)
* Debt may convert to common stk
* Reynolds American (RAI) Baa3/BBB filed automatic debt shelf;
sold $9b last June (May 13)
* Statoil (STLNO) Aa3/A+, files debt shelf; last issued USD
Nov. 2014 (May 9)
* Corporate Office (OFC) Baa3/BBB-; debt shelf (April 12)
* Rogers (RCICN) Baa1/BBB+; $4b debt shelf (March 4)

OTHER

* Discovery Communications (DISCA) Baa3/BBB-; may revisit bond
market this yr, BI says (May 18)
* Ford Motor Credit (F) Baa2/BBB; may have ~$7b issuance this
yr (May 10)

Zero Coupon Perpetual

July 14th, 2016 6:51 am

This Barron’s story notes that some of the conversation around helicopter money in Japan focuses on a zero coupon perpetual bond. Zero coupon perpetual is sort of a financial oxymoron.  It is a stock without a dividend but since it is issued by the government there is no chance for growth. What am I missing here? Did I kill too many brain cells in the 60s?

What I am missing is that this is a transaction between the government and the central bank and the central bank does not need to worry about making money. The risk is that this is a very slippery slope and once ventured upon policy makers might be unable to resist the siren song of perpetual financing at no cost.

What a crazy world we live in!

Via Barron’s:

Japan’s “Helicopter Money” Talk Confuses Investors

We have been hearing about “helicopter money” in Japan after former Federal Reserve chairman Ben Bernanke met with Prime Minister Shinzo Abe.

Abe coalition’s super majority from last weekend’s Parliamentary election and promise of “helicopter money” has brought Japan’s stock markets back to pre-Brexit levels. The Japanese yen fell strongly as well, down to 104.29 per dollar this morning. The yen briefly touched 99 on Brexit day.

But there is a lot of confusion among investors in terms of what their perception of “helicopter money” is. Morgan Stanley finds that while some investors think “helicopter money” means “the distribution of shopping vouchers or lump-sum subsidies designed to stimulate consumption” (Nikkei reported on this), some take it to mean “a combination of quantitative easing and aggressive fiscal measures”.

How effective will the “helicopter money” be anyhow? It will all depend on the execution. Morgan Stanley’s economist Takeshi Yamaguchi said if the government is just issuing new bonds to finance spending, households and companies are not likely to spend dollar-on-dollar, expecting future tax hikes. This is a very traditional rational economics argument.

“The more fundamental point is how permanent the BoJ’s effective financing of fiscal spending is.” Therefore, the idea of a perpetual bond is being floated. If the Bank of Japan were to permanently hold and not sell into the markets bonds issued by the government, households and companies are likely to spend more.

A zero-coupon perpetual bond would be revolutionary. “The hurdle to such extreme helicopter money measures is likely very high since they appear to be at odds with the spirit of Article 5 the Fiscal Law, which prohibits the BoJ from directly financing the deficit,” wrote Yamaguchi.

Overnight, the iShares MSCI Japan ETF (EWJ) fell 0.2% and the WisdomTree Japan Hedged Equity Fund (DXJ) was down 0.2%.

Helicopter Money Sinks Yen

July 14th, 2016 6:37 am

Via Barron’s:

Yen Slides, Breaks 105 As Abe Advisor Talks About Helicopter Money

The Japanese yen fell more than 1% in afternoon trading, breaking 105 for the first time since June 24, while the Nikkei 225 rose for the fourth day, closing 1% higher at 16,385.89, a one-month high.

There was more market chatter of “helicopter money”. Prime Minister Shinzo Abe‘s key adviser Etsuro Honda said Ben Bernanke had floated the idea of perpetual bonds during his conversation with Japanese advisers back in April. Bloomberg reported:

Etsuro Honda, who has emerged as a matchmaker for Abe in corralling foreign economic experts to offer policy guidance, said that during an hour-long discussion with Bernanke in April the former Federal Reserve chief warned there was a risk Japan at any time could return to deflation. He noted that helicopter money — in which the government issues non-marketable perpetual bonds with no maturity date and the Bank of Japan directly buys them — could work as the strongest tool to overcome deflation, according to Honda. Bernanke noted it was an option, he said.

There is confusion among investors as to what helicopter money means, according to Morgan Stanley. Some refer to only one-time shopping coupons, while others mentioned zero-coupon perpetual bonds. See my earlier blog “Japan’s “Helicopter Money” Talk Confuses Investors“.

Overnight, the iShares MSCI Japan ETF (EWJ) fell 0.2% and the WisdomTree Japan Hedged Equity Fund (DXJ) was down 0.2%.

More FX

July 14th, 2016 6:31 am

Via Kit Juckes at SocGen:

<http://www.sgmarkets.com/r/?id=h10ee72d8,17a5c39d,17a5c39e&p1=136122&p2=4c5754bf32d93a80098869f7b9ccad1c>

The UK continues to make headlines, with PM Theresa May’s first Cabinet taking shape. In comes Boris Johnson to the Foreign Office (amid gasps from the commenting classes), and out goes George Osborne (replaced as Chancellor by Phillip Hammond). Mr Hammond has already said there won’t be an emergency Budget, and he’s already praised BOE Governor Carney (ahead of today’s MPC meeting). There is an opportunity (and a need) for the UK to counter the post-referendum economic slowdown with a more expansionary fiscal stance and were that to happen, it would be positive for sterling. For now, the RICS survey confirms a softening of house price expectations, and the MPC is likely to ease policy. We expect a 25bp rate cut (to 25bp) and a re-start of asset purchases to the tune of GBP 25bn/quarter. The latter would be a slight surprise for the market and cap GBP/USD.

The biggest mover overnight is the yen, weaker by 1% amid excitement about easier monetary policy. Ben Bernanke is reported to have floated the idea of issuing perpetual debt, which at these yields would further blur the lines between slightly unconventional and downright radical policy. We’re getting used to negative yields out to 15 years, but a zero-coupon perpetual remains as absurd a concept as ever. Somewhere between these two points is monetary/fiscal Eldorado. meanwhile, Japanese asset flow data show the biggest weekly purchases of foreign bonds on record, at Y2.55trn, while the net outflow in bonds and equities was over Y3trn as foreigners sold Japanese equities. There’s considerable uncertainty about the policy outlook, but BOJ easing plus half-decent US data could give drag the yen a lot lower in the weeks to come.

Japanese foreign bonds purchases take off…

[http://email.sgresearch.com/Content/PublicationPicture/228944/2]

The RBNZ announced an unscheduled economic assessment of the economy next week, which is perceived as potentially opening the door for a rate cut at the August policy meeting. Market pricing of the probability of a move has rise from 40% yesterday to 64% today. We’ve long been stopped out of our short NZD/CAD trade but the way this pair has bounced back down off the 0.95 level is striking (even for someone as bad with charts as me.

Has NZD/CAD smacked its head against the ceiling?

[http://email.sgresearch.com/Content/PublicationPicture/228944/3]

AUD was helped a bit by solid employment data (7.9k gain, 38.4k full-time). The Beige Book did nothing to indicate urgency from the Fed. and positive risk sentiment continues to support higher-beta currencies. We’re not going to sack the Bastille today but there’s a good chance of yet more all-time highs for US equities and we’ll stay short EUR/SEK and SGD/CAD.