2024/01/08

Corporates EUR & USD Weekly Credit Report

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Increased supply may cause some indigestion in secondary markets as higher primary activity is being met with unaccommodating economic headlines and geopolitical worries that are contributing to a rates sell-off YtD24

This week we focus on Iberdrola's Avangrid and British Petroleum.

EUR Index Performance

  • Reopening of IG Corp primary market with c.EUR9bn (skewed towards Autos with 4 names in the market) as some issuers aimed to lock in somewhat lower yields ahead of what could become a very active week. This was met with a more volatile rates environment and adverse geopolitical headlines, leading to some mild indigestion (c.+10bp widening) in secondary – albeit in the context of a very marked rally last Dec.
  • So far we are seeing NIPs widely offsetting/compensating for spread widening once they are free to trade.

USD Index Performance

  • WoW, US IG was 4bp wider driven primarily by heavy selling in the belly of the curve to make room for new issues
  • Even in the face of $60bn of primary issuance, the IG Index is holding well near YTD tights (+103bps) and is just ~15bps from the “max stimulus / consumption” COVID (2021) trading range. While the market will be tested as rate cut probabilities unwind a bit and more primary hits, we see more risk in being caught short into a FY24 “soft landing”

 

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