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Bonds of General Motors and Ford were hit late on Friday after Delphi, the largest US auto parts maker, said its chief financial officer has resigned over an investigation into past financial statements. General Motors' 8.375 percent euro bond due in July 2033 traded as much as 13 basis points wider, before ending the day 8 bps wider bid at 448 bps over Bunds, said a trader in London. Bonds of rival Ford were bid around six bps wider, he said.
"The Delphi story spooked the market and is hitting the US auto makers," the trader said. "Its pretty quiet but European auto-makers are around a basis point tighter following the payrolls (data from the US)."
Auto parts maker Delphi Corp said on Friday that it improperly accounted for several transactions for the years 1999 to 2004, requiring restatements that it expects to complete by June 30.
Delphi, which was spun off from General Motors in 1999, launched an internal investigation into accounting issues last year and said on Friday that it was not sure when it would be completed.
Elsewhere, spreads edged tighter, after a report of US payrolls came in higher than expected but not high enough to fuel concern over rises in US Federal Reserve interest rates.
"We are probably going to end the day little changed," a trader said. "It's that Friday feeling."
Corporate bond spreads have tightened rapidly since the start of the year amid strong earnings and low levels of borrowing. Credit indexes have hit record tight levels in recent days, as investors looked to boost their exposure to risk.
The FTSE Euro Corporate Bond Index showed investment-grade corporate bonds in euros yielding an average 38.3 basis points more than similarly dated government bonds at 1542 GMT, 0.5 bp more on the day.
Telecoms spreads were unmoved by the payrolls data amid thin business, a trader said, but investors were looking ahead to potential new issuance - possibly from Telecom Italia and Telefonica - as the sector's biggest names have reported 2004 earnings.
"Most of the news on the main names is out now. From a relative value perspective, everything is looking absolutely ridiculously expensive," he said.
Elsewhere, the investment grade pipeline was empty, though the high-yield market had a few issues upcoming.
Next week Rexel, the world's biggest electrical equipment supplier, is set to sell a dollar- and euro-denominated bond worth 600 million euros.

Copyright Reuters, 2005

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