Bonds: ITV default swaps rebound

05 Jul, 2005

The cost of insuring against a default by British broadcaster ITV rose on Monday but eased off its highs by late in the session, after a newspaper reported over the weekend that the company could become a take-over target again. Britain's Mail on Sunday reported US media firm Time Warner Inc and US investment bank Goldman Sachs had teamed up with British buyout firm Apax to consider a bid. A leveraged buyout could saddle ITV with huge debts.
Credit default swaps on ITV jumped 35 basis points to 140 basis points in the morning, but eased to 130 basis points in the afternoon, about 25 points wider on the day.
This means it costs 130,000 euros to insure 10 million euros of ITV debt against default, 25,000 euros more than Friday. Some traders had said earlier that they were sceptical that a bid would emerge for ITV.
"Nothing has else has changed since this morning. It is extremely quiet today," said a bond trader in London.
Activity elsewhere was limited, as the US markets are shut for a public holiday.
The FTSE Euro Corporate Bond Index showed investment-grade corporate bonds in euros yielding an average 39.5 basis points more than similarly-dated government bonds at 1502 GMT, 0.4 basis points less on the day.
NEW BONDS: Spanish gaming company Cirsa Business Corp on Monday sold a 130 million euro ($155 million) seven-year high-yield bond, a banker familiar with the sale said.
The bond, issued via Cirsa Capital Luxembourg SA, was priced at par to yield 7.875 percent, the banker said, in the middle of the range of 7.75 to 8 percent announced ahead of pricing.
The new bond's ratings are one notch lower than those on Cirsa's existing 270 million euro bond due 2014, as the old bond has a guarantee from Argentine subsidiary Buenos Aires Casino but the new bond does not.
DEUTSCHE BANK MANAGED THE SALE: In the asset-backed market, Britain's seventh-largest mortgage lender, Northern Rock, plans to price a 600 million pound ($1.06 billion) commercial property-backed bond on Tuesday, a syndicate source said on Monday.
The spreads on the triple-A, double-A and single-A rated tranches of the deal have been tightened by one to two basis points, as a result of strong investor demand, the source said.
Citigroup and Morgan Stanley are the lead managers of the bond sale, via Northern Rock's Dolerite vehicle.

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