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The European corporate bond market rallied on Friday as traders and investors took comfort from Thursday's US interest rate decision, which seemed to suggest that the end of rate rises was in sight.
The iTraxx Crossover index, made up mostly of credit default swaps on "junk" rated companies and therefore a proxy for risk, rallied 20 basis points to 264 basis points by early afternoon, bringing the week's gains to some 50 basis points.
The US Federal Open Market Committee on Thursday raised rates by 25 basis points for the 17th time on the trot, but said the timing and extent of any further rises would depend on incoming data - a softening of its previous stance.
"The Fed has given some comfort that the US is not going to hike rates out of sight," said one trader.
But he questioned the strength of the positive reaction and the way in which the gloom seen in the market early in the week had been dismissed.
"Last time I looked, we were in Europe ... and the ECB is raising rates," he said. "It (the market reaction) is perverse in my view. You don't go from glass three-quarters empty to glass seven-eighths full in two days."
Key among the gainers on Friday was German drug and chemicals firm Bayer, which late on Thursday announced a deal to sell its diagnostics unit to Siemens.
Bayer said it could trim or cancel plans for a new 1.3 billion euro hybrid bond and it would probably cut plans to raise up to 4 billion euros in equity by 500 million euros.
Bayer's existing 1.3 billion euro, 5 percent hybrid bond rallied sharply. The bond, one of the two largest in the sector, has had a torrid time in recent sessions as investors have cut exposure to riskier investments.
The bond's spread narrowed 40 basis points to 270 basis points over Bunds, a trader in Germany said.
The FTSE Euro Corporate Bond Index showed investment-grade corporate bonds in euros yielding an average 54.8 basis points more than similarly-dated government bonds at 1419 GMT, 0.8 basis points less on the day.
But the tightening in spreads was not indiscriminate.
Finland's M-Real, Europe's biggest fine paper maker, warned investors on Friday that it would report a worse than expected second-quarter loss before non-recurring items due to poor demand and high production costs.
Five-year credit default swaps on M-Real widened 15 basis points to 470 basis points, a trader said.
"The market didn't take it too well," he said. "And the general market is quite strong."
On Thursday, M-Real had been a major gainer on talk that the company could be a take-over target for its investment-grade rated peers, but that was partially reversed on Friday. "It's quite a choppy credit these days," he said.
And Renault suffered too as Tracinda Corp, the investment vehicle for billionaire Kirk Kerkorian, urged General Motors Corp to consider a three-way partnership with the French carmaker and Nissan Motor Corp.
Five-year default swaps on Renault rose 9 basis points to 42 basis points, a trader in London said, on fears that this could harm the company's credit quality, although details were thin. Both Renault and Nissan declined to comment.
In the primary market, Schneider Electric, the French power and process controls equipment specialist, joined the pipeline with plans to sell 1 billion euros of bonds in a two-part sale, a banker familiar with the deal said on Friday. Schneider plans to sell a 5-year floating-rate note (FRN) and a 7-1/2-year fixed rate bond, each of 500 million euros ($635.5 million), the banker said.

Copyright Reuters, 2006

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