Thursday, August 7, 2014

FW: RHB FIC Credit Market Update - 7/8/14


7 August 2014


Credit Market Update

Milder APAC Flows with China SOEs Softening; Value in UOBSP 22c17 B2 LT2

REGIONAL                      
¨      Softer APAC flows; USTs gain from Ukraine concerns. We observed lighter trading across the APAC bond space yesterday. The JACI Composite marginally widened by 0.7bps (to 245bps) while the IG was virtually unchanged (at 176.6bps) with HY broadening by a wider 2.4bps (to 472.2bps). China was traded softer, with better selling in SOE names like CNOOC and SINOPE. HK observed a slight slant towards widening, led by papers such as HUWHY and SUNHUN. The Singapore USD space saw similar northward yield movement on issues like CAPITA, PSASP and TEMASE. USTs gained with the 2y and 10y yields tightening by 0.6bps (to 0.47%) and 1.3bps (to 2.47%) as the threat of a direct Russian incursion into Ukraine becomes increasingly likely. In the APAC USD primary market, Shanghai Electric Group (A2/Sta; A/Sta; A/Sta) is expected to announce a USD 5y at initial guidance of T+165bps.
¨      SGD credits generally traded mixed while the SGD swaps curve moved higher along the mid- to long-end (+6bps to +7bps). Meanwhile, the SOR 3/5 spread moved sideways at 62.0bps yesterday. We saw interest in quality names amongst RM accts such as NTUCSP 27, KOROIL 16s and MLTSP Pc17. On the primary front, telco company Polaris Ltd is eyeing its bond debut in SGD with investor meetings commencing today.

MALAYSIA
¨      MYR credit flows picked up on strong GG trades. MYR corporate flows picked up 77% to MYR938m from Tuesday with a strong preference (nearly 70% of all activity) for longer-duration bonds. Government-guaranteed papers led corporate activity, with top two trades comprising of Khazanah and Prasarana.  Khazanah 9/32 saw a maiden trade at 4.89% on MYR200m volumes. This was followed by Prasarana 3/19 and PLUS 1/27 which was unchanged at 3.97% and 4.74% respectively on collective volumes of MYR170m. There was marginal tightening of 1-2bps in YTL 6/19 (to 4.38%) and FRL 12/17 (to 4.44%) which cumulatively exchanged on MYR90m flows. Overall, there was broad sideways trading in the MYR corporate space, in tandem with general MGS movement.

TRADE IDEA: USD
Bond
United Overseas Bank Ltd (UOB) UOBSP 2.875% 22c17 B2 LT2 (ytc: 2.68%, Z+149.7bps); (Aa3/A+/A+)
Comparable(s)
ANZ 3.45% 22c17 B2 LT2 (ytc: 2.29%; Z+119.0bps) (A2/-A-/A+)
MAYMK 3.25% 22c17 B2 T2 (ytc: 2.90%; Z+175.5bps) (NR/BBB+/BBB+)
Relative Value
We initiate a preference for UOBSP 2.875% 22c17 which looks attractive against comparable old-style subdebt, i.e 40-50bps cheaper to ANZ 22c17 (on a Z-spread basis) after adjusting 10bps for rating differentials, and 4bps cheap against MAYMK 22c17.  
Fundamentals
From a credit perspective, UOB possesses solid fundamentals:
1)     Third largest bank in Singapore: Commanding strong estimated market share of 21% and 20% in domestic loans and deposits respectively. Due to its size, we presently see the likelihood of systemic support for the bank as high.
2)     Robust capitalization and loan loss coverage: With a Tier 1 capital ratio and loan loss coverage of 13.9% and 149% as of 30-Jun 14.
3)     Strong funding and liquidity base:  Loan/deposit ratio remained healthy at 89%, marginally higher than industry average of 86%, while cash reserves were approximately SGD26.9bn as of 30-Jun 14.
4)     Lower exposure to emerging markets. Compared to peers, DBS and OCBC, UOB has the least exposure to emerging markets. Its current loans composition breakdown is Singapore (65%), Malaysia (14%) and China (7%).
Domesic Bank peers: OCBC, DBS

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