Five Year Note Auction

July 26th, 2016 9:53 am

Via Ian Lyngen (formerly of CRT Capital):

FX

July 26th, 2016 6:29 am

Via Marc Chandler at Brown Brothers Harriman:

Yen Soars Amid Stimulus Confusion and Doubts

  • The strength of the Japanese yen is the main development in the foreign exchange market today
  • Sterling has managed to recover from the initial slide driven by dovish signals from MPC member Weale
  • The North American session features S&P Case-Shiller house prices for May the June new home sales reports
  • Fitch downgraded South Africa’s local currency rating by one notch to BBB- with a stable outlook
  • Brazil’s COPOM releases its minutes; Hungary’s central bank is expected to keep rates steady at 0.90%

The dollar is mostly weaker against the majors.  The yen and the Antipodeans are outperforming while sterling and the Norwegian krone are underperforming.  EM currencies are mostly firmer.  SGD and KRW are outperforming while RUB and IDR are underperforming.  MSCI Asia Pacific was up 0.4%, even with the Nikkei falling 1.4%.  MSCI EM is up 0.1%, with Chinese markets up 1.2%.  Euro Stoxx 600 is down 0.2% near midday, while S&P futures are pointing to a lower open.  The 10-year UST yield is down 3 bp at 1.54%.  Commodity prices are mostly lower, with oil down 1%, copper down nearly 1%, and gold up 0.5%.  

The strength of the Japanese yen is the main development in the foreign exchange market today.  It has gained nearly 1.5% as short-term participants grow skeptical of the kind of stimulus that had driven the yen around 7.5% lower between July 8 and July 21’s six-week high in dollar/yen.  The pendulum of market sentiment has swung wildly.

One set of estimates had risen from JPY10 trillion to JPY30 trillion over that period.  There was also the fascination with a version of helicopter money in which the Japanese government would issue non-marketable, perpetual zero coupon bonds that the BOJ would buy through newly created credits.  Despite the illegality of such a policy, some observers seemed too hasty to shrug off Kuroda’s assessment because it was made in the middle of June.  

In our discussions of the fiscal stimulus, we have emphasized the distinction between the inflated headline figure, puffed up by rolling up other programs and commitments, and the fresh water figure, which is the stripped down new news.  We read yesterday’s report that the stimulus that was going to be JPY6 trillion instead of JPY3 trillion to be referring to the fresh water.  Today’s comment by Finance Minister Aso that the size of the package, expected as early as next week, as not been decided yet only adds to the uncertainty and confusion.  

The market seems less sure of what the BOJ will do at the end of this week.  And even if one knew what the BOJ was going to do, there is not much confidence in anticipating the yen’s direction.  We had thought there was room for disappointment with the BOJ.  Of the three dimensions of its current policy, the quantity of assets being purchases, the quality of those assets, and interest rates, we had thought that increasing ETF purchases and perhaps some other risk assets might be the likely course.  

The dollar fell to JPY104 in late-Asia before stabilizing.  The 20-day moving average is found just below there, and the JPY103.75 corresponds to a 50% retracement of the bounce from JPY100 to JPY107.50.  The 61.8% retracement is found near JPY102.85.  Initial resistance is seen near JPY105 now.  

Another feature of today’s foreign exchange market is the strength of the Antipodean currencies.  The New Zealand dollar is up almost as much as the yen (~1.2%) and the Australian dollar (0.8%).  The strength of the move is surprising given the fundamental outlook (both central banks are likely to cut interest rates next month) and positioning (speculators in the futures are long, especially the Australian dollar).  First thing tomorrow in Sydney, Australia’s Q2 CPI will be reported.  Barring a surprise, the report is seen as the last hurdle to a rate cut next week.  And the market is even more convinced of an RBNZ cut later in the month.  

The Australian dollar has been finding support near $0.7450 for the last several sessions, which is also at the intersection of a three-month uptrend.  Its recent peak was about $0.7675 on July 15.  The $0.7530 area that is probing in the European morning corresponds to a 38.2% retracement of that decline.  The 50% mark is $0.7560.    

In the heavier US dollar context, sterling has managed to recover from the initial slide to $1.3060.  That slide was driven by news that MPC member Weale, who last week voiced some opposition to the dovish signals from Carney (and the minutes), said the flash PMIs convinced him of the need for immediate monetary support.  Initial resistance is seen near $1.3160 and then $1.3220.  

Tomorrow’s first estimate of UK Q2 GDP may only be interesting in passing.  Despite some claims that the referendum was already having an impact in Q2, the economy may have actually accelerated a touch.  More important may be Thursday’s house prices and business survey.  Reports suggest prices of residential real estate in the London area have fallen sharply over the past month.  

The euro is firm today after testing the $1.0950 area yesterday, which was the first session since early-March that the euro did not trade north of $1.10.  Today it is, but not by much.  It appeared to stall near the lower end of a band of resistance that extends from $1.1030 to $1.1060.  The news stream is light, and the market is awaiting the stress test results at the end of the week.  

The North American session features S&P Case-Shiller house prices for May, which are expected to have ticked up slightly and the June new home sales reports, where a small increase is anticipated after a 6% fall in May.  The first estimate of Q2 GDP is out on July 29.  The Bloomberg median of 2.6% is a little above the NY and Atlanta Feds’ GDP tracking models.  

Barring a shocking Fed hike tomorrow, Q3 data is more important from a policy point of view than Q2 data.  The Richmond July manufacturing survey hardly has heft, though we note that much stronger than expected recovery in the Dallas Fed manufacturing index yesterday plays on ideas that the US belt is basing for recovery.  Markit’s preliminary service PMI for July is also on tap, along with the Conference Board’s measure of July‘s consumer confidence.

Fitch downgraded South Africa’s local currency rating by one notch to BBB- with a stable outlook.  This moves it into line with its foreign currency rating.  Fitch said it was part of a review applying new criteria.  Last week, Fitch downgraded Colombia’s local currency rating under the new criteria as well.  We have always felt that the local and foreign currency ratings should in general match up for every country, and welcome this move.  In addition, this move is a clear reminder that sub-investment grade ratings are likely to be seen this year from at least one agency.

Brazil’s COPOM releases its minutes.  At last week’s meeting, COPOM kept rates steady and maintained a very hawkish tone.  Brazil also reports June current account data today.  July IGP-M wholesale inflation and June central government budget data will be reported Thursday.   June manufacturing PPI and June consolidated budget data will be reported Friday.  This data should confirm the need for COPOM to remain cautious about cutting rates too early.

Hungary’s central bank is expected to keep rates steady at 0.90%.  It has signaled that rates are on hold for now, but that further easing could be seen with unconventional measures.  Deflation risks persist, and so we cannot rule out resumption in rate cuts too later this year.

Yen Surge

July 26th, 2016 6:07 am

Via Japan Today:

Yen gains as Japanese stimulus expectations dialled back

LONDON —

The yen rose more than 1 percent against the dollar and the euro on Tuesday, as traders dialled back expectations of how much new stimulus Japanese authorities will inject into an ailing economy.

The Bank of Japan is expected to announce expanded asset purchases and a rate cut further into negative territory at the end of its policy meeting on Friday.

Meanwhile the government is compiling a spending package that some sources have estimated could be worth up to 20 trillion yen. But a Nikkei report on Tuesday said direct fiscal stimulus into the economy would amount to around 6 trillion yen over the next few years.

“There is some position unwinding going on with investors toning down expectations of how much fiscal stimulus will be provided,” said Yujiro Goto, currency strategist at Nomura.

“We are also seeing not much pressure from the Japanese government on the BOJ to ease. All this is helping the yen.”

The dollar slid 1.5 percent against the yen to 104.21, while the euro skidded 1.3 percent to 114.77 yen.

The yen has dropped in the past few weeks on growing expectations that Japanese authorities would provide both fiscal and monetary stimulus to kick-start inflation.

Some had been hoping for helicopter money, whereby the central bank would underwrite government debt, though policymakers have denied this is part of their plans.

Japanese Finance Minister Taro Aso said on Tuesday he expected the BOJ to continue doing its utmost to meet its 2 percent inflation target and left it to the BOJ to decide on specific steps.

Most economists surveyed by Reuters expect the BOJ to take some form of easing steps at its two-day meeting that ends on Friday.

Sterling dropped nearly 2 percent against the yen and hit a 12-day low against the euro after Bank of England policymaker Martin Weale said he had dropped his opposition to policy easing and now favoured immediate stimulus.

English Ease

July 26th, 2016 6:04 am

Via Bloomberg:
Weale Says BOE Stimulus More Likely as Slowdown Signs Mount
Fergal O’Brien
fergalob
July 26, 2016 — 2:46 AM EDT

Bank of England policy maker Martin Weale said Brexit has rattled the economy more than he anticipated and indicated he now favors immediate stimulus.

After saying last week he needed to see more evidence of a deterioration, his shift follows the publication of Markit’s Purchasing Managers Indexes, which showed business activity plunged to the weakest in seven years after the U.K.’s vote to leave the European Union. Markit said there had been a “dramatic deterioration” since the referendum.

The readings were “a lot worse than I had thought” and showed “expectations have worsened sharply,” Weale said in interview with the Financial Times published on Tuesday. “They are the best short-term indicator we have at the moment.”

The surveys are “very material for the decision we’ll be taking next week” and quantitative easing can still be an effective tool, he said. The Aug. 4 announcement will be Weale’s last before he leaves the Monetary Policy Committee.
Rate Bets

The pound was little changed at $1.3140 as of 10:25 a.m. in London, after dropping as much as 0.6 percent after Weale’s comments. Investors now see a 95 percent chance that the central bank will cut its key interest rate from 0.5 percent on Aug. 4, up from 85 percent on Monday.

Governor Mark Carney said after the Brexit vote that the economy would probably need some stimulus and economists expect a rate cut and other measures to be announced next month. While just one of the nine member Monetary Policy Committee, Gertjan Vlieghe, voted to cut rates at the July meeting, Chief Economist Andy Haldane has also indicated he’ll back stimulus at the August gathering.

With Weale now appearing to lean toward that view, that potentially leaves Kristin Forbes as one of the only dissenters. Prior to the publication of the PMI, she said she may choose to wait until there was more “hard data.”

Last week, Markit Economics said its gauge of the private-sector economy plunged to 47.7 from 52.4, after the referendum, below the 50 level that divides expansion from contraction.

“I see things rather differently from what I would have done had we not had those numbers and the material point is that they were collected after July 12, so after the initial shock of the referendum,” Weale said of the PMI. “Although you can’t say there’s a clear signal, if you spend all the time waiting for a clear signal, it never comes.”

Some Early Corporate Bond Stuff

July 26th, 2016 6:01 am

Via Bloomberg:

IG CREDIT: WFC 5Y, MS 10Y Led Secondary Trading Session
2016-07-26 09:36:31.570 GMT

By Robert Elson
(Bloomberg) — Secondary IG trading ended with a Trace
count of $14.7b vs $11.5b Friday, $14.8b last Monday. 10-DMA
$16.3b; 10-Monday moving avg $13.2b.

* 144a trading added $1.7b of IG volume vs $1.4b Friday, $1.9b
last Monday

* Most active issues:
* WFC 2.10% 2021 was 1st with client and affiliate flows
accounting for 85% of volume
* MS 3.125% 2026 was next with client buying 1.7x selling
* LYB 5.00% 2019 was 3rd with near even client flows
taking 100% of volume
* WDC 7.375% 2023 was most active 144a issue with client flows
taking 98% of volume

* Bloomberg US IG Corporate Bond Index OAS at 146.7 vs 147.3
* 2016 high/low: 220.8, a new wide since Jan. 2012/150.8
* 2015 high/low: 182.1/129.6
* 2014 high/low: 144.7/102.3

* BofAML IG Master Index at +146 vs +147
* 2016 high/low: +221, the widest level since June
2012/+152
* 2015 high/low: +180/+129
* 2014 high/low: +151/+106, tightest spread since July
2007

* Standard & Poor’s Global Fixed Income Research IG Index at
+194 vs +195
* +262, the new wide going back to 2013, was seen
2/11/2016
* The widest spread recorded was +578 in Dec. 2008

* S&P HY spread at +595 vs +600; +947 seen Feb. 11 was the
widest spread since Oct. 2011
* All-time wide was +1,754 in Dec. 2008

* Markit CDX.IG.26 5Y Index at 73.4 vs 70.5
* 73.0, its lowest level since August, was seen April 20
* 124.7, a new wide since June 2012 was seen Feb. 11
* 2014 high/low was 76.1/55.0, the low for 2014 and the
lowest level since Oct 2007

* Current market levels vs early Monday, Friday levels:
* 2Y 0.742% vs 0.719% vs 0.694%
* 10Y 1.546% vs 1.580% vs 1.565%
* Dow futures -3 vs +4 vs +40
* Oil $42.80 vs $43.85 vs $44.68
* ¥en 104.37 vs 106.31 vs 106.24

* U.S. IG BONDWRAP: $7.1b to Price in Front-Loaded Week
* July totals $99.745b, YTD $997.09b

Credit Pipeline

July 26th, 2016 5:59 am

Via Bloomberg:

IG CREDIT PIPELINE: NIB to Price as List Grows Longer
2016-07-26 09:29:47.939 GMT

By Robert Elson
(Bloomberg) — Expected to price today:

* Nordic Investment Bank (NIB) Aaa/AAA, to price $1b Global 5Y
at MS +17, via managers BAML/C/HSBC/RBC

LATEST UPDATES

* Adani Transmission (ADTIN) Baa3/BBB-, mandates
Barc/DBS/NBD/MUFG/Nom/SG/SCB for debut $bench 144a/Reg-S 10Y
* Visa (V) A1/A+; CFO says will issue $2b debt for buybacks by
yr end (July 21); last seen in Dec.
* Nike (NKE) A1/AA-; automatic debt shelf (July 21); has
followed filing with issuance in the past
* American Express (AXP) A3/BBB+; reported earnings July 20
* Said in April that it plans to issue ~$3b-$7b term debt
* Has $2.2b maturing next week; $2.3b in Sept.
* American Express Credit sold $1.75b 5Y notes in May
* The Government of Trinidad & Tobago (TRITOB) Baa3/ A-, has
mandated Deutsche Bank and First Citizens Bank to arrange
investor meetings July 25-27; 144a/Reg-S 10Y offering may
follow
* Empresa Nacional de Petroleo (ENAPCL) Baa3/BBB-, hires C/JPM
to arrange investor meetings July 25-Aug.; 144a/Reg-S USD
10Y may follow
* Export-Import Bank of India (EXIMBK) Baa3/BBB-, has mandated
BAML/Barc/C/JPM/SCB to arrange investor update meetings July
21-27; 144a/Reg-S senior notes offering may follow
* Microsoft (MSFT) Aaa/AAA; exited blackout Tuesday; last
issued in Oct.
* MSFT is acquiring LinkedIn (LNKD) for $26.2b
* Bayer (BAYNGR) A3/A-; “disappointed” $125/shr bid for
Monsanto (MON) A3/BBB+ rejected (July 19)
* $63b financing said secured w/ $20b-$30b bonds seen
* Kingdom of Saudi Arabia (SAUDI), said to have hired 6 banks
to lead first intl bond sale; mtg later this month
* Managers will work with Citi, HSBC, JPM who were said to
be global coordinators for at least $10b of bonds,
divided into 5y, 10y, 30y tranches, similar to Qatar’s
recent sale
* Sumitomo Life (SUMILF) A3/BBB+; investor mtg July 19 via
BofAML; focus to be on hybrid capital
* Last priced a USD deal in 2013
* Woori Bank (WOORIB) A2/A-, mandates BAML/C/Cmz/CA/HSBC/Nom
for investor meeting July 11-20

MANDATES/MEETINGS

* National Grid (NGGLN) Baa1/–; investor mtgs June 1-3

M&A-RELATED

* Danone (BNFP) Baa1/BBB+; ~$12.1b WhiteWave (WWAV) Ba2/BB
* Co. Says deal 100% debt-financed, expects to keep IG
profile (July 7)
* Thermo Fisher (TMO) Baa3/BBB; ~$4.07b FEI acq
* $6.5b loans, including $2b bridge (July 4)
* Zimmer Biomet (ZBH) Baa3/BBB; ~$1b LDR acq
* Plans $750m issuance post-completion (June 7)
* Air Liquide (AIFP) A3/A-; ~$13.2b Airgas acq
* Plans to refi $12b loan backing acq via USD/EUR debt
(June 3)
* Great Plains Energy (GXP) Baa2/BBB+; ~$12.1b Westar acq
* $8b committed debt secured for deal (May 31)
* Abbott (ABT) A2/A+; ~$5.7b St. Jude buy, ~$3.1b Alere buy
* $17.2b bridge loan commitment (April 28)
* Sherwin-Williams (SHW) A2/A; ~$9.3b Valspar buy
* $8.3b debt financing expected (March 20)
* Shire (SHPLN) Baa3/BBB-; ~$35.5b Baxalta buy
* Closed $18b Baxalta acq loan (Feb 11)

SHELF FILINGS

* Potash Corp (POT) A3/BBB+; debt shelf; last issued March
2015 (June 29)
* Tesla Motors (TSLA); automatic debt, common stk shelf (May
18)
* Debt may convert to common stk
* Reynolds American (RAI) Baa3/BBB filed automatic debt shelf;
sold $9b last June (May 13)
* Statoil (STLNO) Aa3/A+; debt shelf; last issued USD Nov.
2014 (May 9)
* Corporate Office (OFC) Baa3/BBB-; debt shelf (April 12)
* Rogers (RCICN) Baa1/BBB+; $4b debt shelf (March 4)

OTHER

* Investment Corp of Dubai (INVCOR); weighs bond sale (July 4)
* Alcoa (AA) Ba1/BBB-; upstream entity to borrow $1b (June 29)
* GE (GE) A3/AA-; may issue despite no deals this yr (June 1)
* Discovery Communications (DISCA) Baa3/BBB-; may revisit bond
market this yr, BI says (May 18)

Early FX

July 26th, 2016 5:57 am

Via Kit Juckes at Socgen:

<http://www.sgmarkets.com/r/?id=h1104315d,17c8a49d,17c8a49e&p1=136122&p2=0dd9675814f53a915b3cebd38ba7833c>

I thought (still think) there are more Yen longs than shorts out there, but shorts were squeezed by doubts about the extent of upcoming fiscal easing, and pre BOJ meeting nerves. It’s been a pretty swift correction in USD/JPY, which has spent two weeks crawling up from 100 to 107.5. As soon as relative real yields stopped dragging it higher, it dropped back to earth. 103.50 need to hold to keep the bounce looking intact but we still think that the BOJ will deliver easing and this time, it should affect the market.

TIIPS correction stopped, USD/JPY fell…

[http://email.sgresearch.com/Content/PublicationPicture/229628/1]

The yen might have been the pick of the bunch overnight but the dollar was down pretty much across the board after softer oil prices took US equities down yesterday evening, dragging Treasury yields lower. There’s a lot of positioning ahead of central bank meetings and the market seems happy to cut back dollar longs ahead of the FOMC. It’s also cutting back AUD shorts ahead of Australian Q2 CPI data tonight. The market expects these to be soft, with the annual inflation rate falling to 1.1% from 1.3% and the trimmed mean to 1.5% from 1.7%. That would add to the expectation of an RBA cut next Tuesday but before we get there, positions are being cut back.

The big loser – the only currency to be down even against the dollar – was sterling. Martin Weale attends his last MPC meeting next week and has indicated to the FT that he is now in favour of immediate easing, citing last Friday’s awful PMI as a prime reason to act. He was attended 71 MPC meetings so far (if my maths is right) and has voted to leave rates unchanged 59 times and to hike 12 times. The MPC has never moved rates over that period but perhaps this time, he’ll be a bellwether. Clearly there is a debate within the MPC about how and when to start easing in response to the referendum result, but no real argument about the fact that the economic impact will be negative, significant,. and will require easier policy. To my mind, easier fiscal policy would be a better response but we’re going to get lower rates and more asset purchases and, albeit choppily, a weaker pound too.

Oil prices have dropped USD 8/bbl since June 8. Since then, the Norwegian Krone has yet again been the biggest faller among petro-currencies, losing 5.5%. the Canadian dollar’s dropped 3.9%, the Mexican Peso 3.4% as it focuses on US politics every bit as much as the oil price, and the Rouble has fallen by 2.8%. RUB resilience against the petro-currencies isn’t preventing it from weakening against the ZAR, and CAD relative resilience compared with NOK hasn’t prevented USD/CAD breaking its recent range. Nor is it helping our short SGD/CAD trade. The oil price move itself still looks like noise as oil demand and supply get back into balance, but the wider market impact is increased by the summer trading conditions.

Finally, the impact on the front end of the US Libor curve and short-dated swoop rates from US money market fund reform are beginning to pose questions in the FX market. As money market funds switch into government assets, wider spreads to Libor are inevitable. That may make controlling the cost of money harder for the Fed but otherwise, is it more than a technical move? Spikes in swap and ted spread shave historically coincided with higher FX volatility and generally, with risk aversion. Surely not this time….but worth keeping an eye on anyway…

Wider Ted and swap spreads – technical move or canary?

[http://email.sgresearch.com/Content/PublicationPicture/229628/5]

Today’s calendar sees US consumer confidence and new home sales. But oil and commodities and positioning will be much more important.

Weak Two Year Note Auction

July 25th, 2016 2:01 pm

Via Bloomberg:

Treasuries Draw Weakest Demand Since ’08 at Auction as Fed Looms
2016-07-25 17:37:33.546 GMT

By Brian Chappatta
(Bloomberg) — The Treasury’s auction of two-year notes
lured the weakest demand since 2008 as bond traders bet Federal
Reserve policy makers this week will acknowledge signs of
economic strength, bolstering the case for an interest-rate
increase this year.
Benchmark two-year yields set a one-month high as the
Treasury sold $26 billion of the maturity at steeper yields than
indicated in pre-auction trading. Buyers’ appetite waned as
global financial markets have largely overcome the U.K.’s vote
to leave the European Union.
A gauge of demand known as the bid-to-cover ratio was 2.52,
the weakest at a two-year offering since December 2008. What’s
more, Wall Street dealers were stuck with the highest share of a
two-year auction since 2013. The sale came as the Citigroup Inc.
U.S. Economic Surprise Index, which measures whether data beat
or miss analyst forecasts, reached the highest since 2014.
Results from the auction “suggest quite a bit of weakness,
which partly highlights the uncertainty from the Fed,” said
Aaron Kohli, a fixed-income strategist in New York at BMO
Capital Markets, one of the 23 primary dealers that trade with
Fed.
For a preview of the Fed meeting, click here.
Treasury 10-year note yields rose about one basis point, or
0.01 percentage point, to 1.57 percent as of 1:26 p.m. in New
York, according to Bloomberg Bond Trader data. The price of the
1.625 percent security due in May 2026 was 100 15/32. The yield
dropped to a record 1.318 percent on July 6.
Two-year U.S. yields increased four basis points to 0.74
percent. Monday’s sale is the first of $103 billion of coupon-
bearing government-debt auctions scheduled for this week.
Ten-year yields, the benchmark for everything from U.S.
mortgages to dollar bonds in developing nations, dropped to a
record this month as investors sought alternatives to negative
interest rates in Europe and Japan. The Fed will keep its
benchmark rate unchanged when it meets Tuesday and Wednesday,
based on a Bloomberg survey of economists.
The implied probability that the Fed will raise rates by
year-end rose to about 48 percent Monday, the highest in about a
month, according to futures data compiled by Bloomberg. Futures
reflect about a 10 percent chance of an increase at the July
26-27 meeting.
Even if the Fed raises rates this year, it will be a change
from expectations heading into 2016. For a time after the
December liftoff from near zero, policy makers had envisioned
four quarter-point increases this year.
“The Fed is likely to keep the door open for one hike this
year,” said Mohit Kumar, head of rates strategy at Credit
Agricole SA’s corporate and investment-banking unit in London.
“If the data continues to be strong, they should be in a
position to hike this year. I’m looking for them to be less
dovish than the market is pricing in now. Supply will also weigh
on Treasuries.”

Two Year Note Auction

July 25th, 2016 11:50 am

Via Ian Lyngen (formerly at CRT Capital) :

We are cautious heading into this afternoon’s $26 bn 2-year auction and see the risks skewed toward a modest tail.  Our logic here is relatively straightforward and we’ll point to the low outright level of 2-year yields, the recent poor performance of 2-year auctions, and the persistent bearish price action in Treasuries.  While we’ve highlighted the oversold momentum in Treasuries recently, we’re reluctant to suggest this translates into a strong reception for 2s this week – particularly in light of the uncertainty associated with Wednesday’s FOMC announcement and Friday’s BoJ.  In addition, the strong May reception to 2s was linked to a 32.5% direct award (second highest on record) and presumably a function of the ‘other’ investor category which took 27% or $3 bn of the auction.  We’re assuming that was a GSE or another less price-sensitive buyer simply adding Treasuries for regulatory/structural reasons and therefore don’t expect a repeat today – although frankly that’s the most meaningful risk given the otherwise stable demand profile for front-end Treasuries.  On the other hand, and a meaningful caveat for today’s front-end supply, we see large maturing issues this week totaling $86.6 bn, leaving a net cash need of just $1.4 bn — a record low for this trio of auctions and providing plenty of investable cash.

Highlights:
• 2-year auctions have recently seen soft receptions, tailing at three of the last four auctions for an average tail of 0.15 bp vs. a lone stop-through of 2.5 bp in May.

• Investment Fund buying has increased slightly, taking 41% or $10.6 bn during the last four auctions vs. 39% or $10.2 bn at the prior four.

• Foreign bidding has been steady, averaging 21% at the last four auctions vs. 21% at the prior four. Foreign investors initially bought just $3.3 bn (11%) of the maturing 2-year; bottom of the range.

• Maturities for this week’s trio of auctions are $86.6 bn, leaving a net cash need of just $1.4 bn – lowest on record for this series of auctions and providing a meaningful amount of cash for potential reinvestment.

• Technicals are mixed with momentum negative, but well into oversold territory and suggesting a bullish reversal may be nearing.  We’re watching the 9-day moving-average at 68.8 bp with more meaningful near-term resistance coming in at 64.8 bp – the 21-day MA.  Break that and we’ll look to the isolated yield-low at 62.5 bp before an opening-gap from 60.5 bp to 61.3 bp from July 11. Initial support is the 40-day moving-average at 71.4 bp and then we’ll watch the Brexit-day opening gap of 75.1 bp to 77.9 bp.

FX

July 25th, 2016 6:38 am

Via Marc Chandler at Brown Brothers Harriman:

Drivers for the Week Ahead

  • The FOMC statement is likely to recognize that since the June meeting, the economy has evolved largely in line with what the Fed expected
  • A couple of days after the FOMC meeting, the first estimate of US growth in Q2 will be released
  • The UK and the eurozone also provide initial estimates of Q2 GDP
  • The Bank of Japan’s two-day meeting concludes on July 29

The dollar is mixed against the majors.  Aussie and sterling are outperforming while the Loonie and Kiwi are underperforming.  EM currencies are mixed.  TRY and RON are outperforming while THB and INR are underperforming.  MSCI Asia Pacific was up 0.1%, with the Nikkei flat.  MSCI EM is up 0.3%, with Chinese markets up 0.2% and Turkish equities up 3%.  Euro Stoxx 600 is up 0.7% near midday, while S&P futures are pointing to a lower open.  The 10-year UST yield is up 2 bp at 1.59%.  Commodity prices are mostly lower, with oil down 0.6%, copper up 0.2%, and gold down 0.5%.

Contrary to conventional wisdom, we think monetary policy remains an important variable for asset prices.  Interest rates and foreign exchange are two dimensions of the price of money.  There is a relationship, even if it is not linear or temporally consistent.

Moreover, as a great discounting mechanism, the markets often price in the likelihood an event before it happens.  In our day-to-day lives, causes take place before the effects by definition, but in the markets, sometimes, the effect comes place before the cause.  The effect was selling yen since earlier this month, for example, and the cause is the Bank of Japan meeting on July 28-29.

A couple of days before the BOJ meets the Federal Reserve Open Market Committee will gather.  While there is much uncertainty about what the BOJ will do, there is great confidence in the outcome of the FOMC meeting–nothing.  This does not mean that the meeting is unimportant.

As you know, our understanding of the Federal Reserve places a heavy emphasis on the leadership:  the Chair Yellen, Vice-Chairman Fischer, and the NY Fed President, who unlike the other regional Fed Presidents, has a permanent vote on the FOMC.  The FOMC minutes are more comprehensive than the FOMC statement.  They report on the views of voting and non-voting members, regional presidents and governors, and therefore they dilute the signal emanating from the leadership.

The statement that follows an FOMC meeting is among the cleanest expressions of the views of the Fed’s leadership.  It is crafted by the leadership, though it may be written in way to ensure support of as many voting members as reasonable.  Dissents by Governors are rarer and understood to be more significant than dissents from regional Presidents, whose qualification for office is not economic or acumen.  

The FOMC statement is likely to recognize that since the June meeting, the economy has evolved largely in line with what the Fed expected, or hoped for, as the case might be.  Nearly every piece of economic data since late June has been better than expected.  This includes the non-manufacturing ISM, job creation, retail sales, industrial and manufacturing output, and existing home sales.  Headline and core CPI were also firmer than anticipated.

The statement is likely to recognize the resilience of the capital markets since the UK referendum.  Many equity markets, including the US benchmarks, have made new highs.  The drop in long-term bond yields has not fully recovered but they have stabilized.  The 10-year breakeven has returned to levels above the 1.50% that were seen a week before the UK referendum.  Meanwhile, the yuan, which was a source of investor angst last summer, is no longer driving the capital markets, even though its depreciation is larger and its equity market is among the worst performers this year.

On balance, the FOMC statement is unlikely to say anything that closes the door on a September move.  It wants to keep the market on notice that as the Fed’s objectives are approached, gradually removing accommodation is appropriate.  The data dependent stance seems to mean the alignment of three stars: continued improvement in the US labor market, favorable consumption patterns, and a stable international environment.

A recent Reuters poll found about half of the 100 economists surveyed expect a hike in Q4, which really means December since the November meeting is too close to the national election.  The other half is split between a Q3 rate hike (September) and sometime in 2017.  That said, two primary dealers anticipate no hike until the end of 2017.  

A couple days after the FOMC meeting, the first estimate of US growth in Q2 will be released.  The median forecast in the Bloomberg survey is 2.6%.  The NY Fed GDP tracker puts it at 2.2% as of July 15 and the Atlanta Fed tracker say 2.4%.  Given that the economy appears to have gained momentum as Q2 came to a close, we suspect the risk is softer than expected growth that gets revised up, as was the case with Q1 GDP, where the final estimate was more than twice the initial projection.

The UK and the eurozone also provide initial estimates of Q2 GDP.  Growth in the UK was remarkably stable in the period leading up to the referendum.  The median guesstimate from the Bloomberg survey is 0.5% (quarter-over-quarter) after a 0.4% pace in Q1.  In contrast, the eurozone economy is expected to have slowed markedly from the heady 0.6% quarter-over-quarter expansion in Q1, which is understood to be above trend, to 0.3% in Q2.  Note that German IFO readings for July were not as bad as last week’s ZEW.

The Bank of Japan’s two-day meeting concludes on July 29.  As the meeting begins, Japanese officials will be reminded of the state of the economy.  Despite a relatively tight labor market in terms of a low unemployment rate and a high jobs-to-applicant ratio, consumption remains poor.  

Overall household spending, comparable to the US personal consumption expenditure, is expected to have remains in negative territory in June.  In a fact, with the exception of February 2016 and August 2015, household spending in Japan has been contracting on a year-over-year basis since last May.  Industrial output may have edged higher in June (~0.5%) after a sharp (2.6%) drop in May, but the year-over-year rate remains negative, as it has since September 2014 (with three exceptions, March 2016, and June and November 2015).

The latest readings on inflation will also be available.  Simply put, the aggressive expansion of the BOJ’s balance sheet has not lifted consumer prices, and it is not clear that the asset purchases are even lifting the price of those assets.  Headline CPI in Japan will likely stand at minus 0.4% at the end of H1 16, as will the measure for which the BOJ ostensibly targets, which excludes fresh food.  Even when energy is also excluded, the core rate is expected to be near 0.5%, having peaked last November near 0.9%.  We noted that the US 10-year breakeven stands at 1.5%.  Japan’s is at 0.35%.  

The Nikkei has been trending lower since June 2015 and by last month it had fallen nearly 28%.  The recent two-week 12.5% rally appears to have been driven by expectations of fiscal stimulus, for which the whisper number has tripled from JPY10 trillion to JPY30 trillion, and the speculation of “helicopter money.”

Economists and policymakers define helicopter money differently.  At its essence is a central bank creating credits and using the credits to give to economic agents, including the government directly.  It bypasses the normal channel of injected funds through various means to the banks who then allocate it.  

The Federal Reserve did not refer to its asset purchases as quantitative easing.  The market did.  Similarly, the BOJ does not consider its current aggressive monetary stance “helicopter money” but some observers do.  The magnitude of its purchases of government bonds arguably blurs the distinction between monetary and fiscal policy.  The fact that banks disintermediate the process, and seem to be less inclined to do so, does not alter the consequences.  

It is a necessary legal veil.  It is currently important because it means that the idea, spurred perhaps by Abe-advisor Honda, of the BOJ buying non-marketable perpetual bonds from the Japanese government, which has captured the imagination of many, is not legally possible.  Kuroda stated as much in the mid-June interview that was recently aired, and which he reiterated at the weekend G20 meeting.  

The BOJ’ s stance has three dimensions:  the quantity of assets being purchased, the quality of those assets (hence QQE), and interest rates.  A rate cut, putting the deposit rate into deeper negative territory, or including a greater amount of deposits into the negative rate category would be an affront to Japanese banks, who argue it is disruptive.  The experiment with negative rates has been fascinating but it has not yielded the desired results, but it has weakened the financial system and inflicts a hardship on the elderly.  

Increasing the quantity of assets being purchased is possible, but the current pace of JPY80 trillion is aggressive in at least two ways.  The first is relative to the what other central banks did relative to the size of the underlying economy, and the second is relative to the market.  While much of the focus on the shortage of assets has been in Europe, BOJ purchases are creating liquidity distortions.  

That leaves the quality of the assets that the BOJ purchases to be the least disruptive dial to turn.  ETF purchases, for example, may be an attractive place to pump with newly created central bank credits.  There may be scope in some of the other asset classes the BOJ buys to tweak a little.  

Of course, it is difficult to have much confidence in predictions of what the Kuroda will do.  He himself might not know.  We suspect the risk is greater that Kuroda disappoints expectations rather than announcing another large burst of monetary stimulus.  

We are also concerned that the fiscal plans may disappoint as well.  It is a bit like the pufferfish that makes itself look bigger to its adversaries if not its friends.  In Japan, the custom is to include in the package other programs whose funding has already been earmarked, which inflate the apparent size of the stimulus.  

Also, no distinction is made between programs in which the funds must be paid back (like Fiscal Investment and Loan Program, FILP).  This distinction between the announcement and real new spending is evidenced by the fact that in the Japanese vernacular it has a name: “mamizu” or “freshwater.”  When the fiscal plan is announced, there will be some short-term headline risk, but ultimately the freshwater is what matters.  

There are two mitigating factors in Japan that we suspect many investors do not give sufficient consideration.  First, what ultimately matters is not the nominal or even real value of a country’s output.  What matters is the value of output relative to the number of people.  This is to say that Japan has a shrinking population.  Its population appears to be shrinking faster than its economy.  This means that GDP per capita is doing considerably better than the abstract, un-moored aggregate GDP measure.  

Second, one measure of a governments fiscal soundness comes from its consolidated balance sheet.  Government liabilities to other parts of itself are netted out.  What this means is that Japan’s consolidated balance sheet shows its net debt position has improved, despite running persistently large budget deficits.  The bonds that the BOJ holds offsets an increasing amount gross debt.  

Now, most discussions focus on the flow (of BOJ’s JGB purchases), but in the future is may turn to the stock of BOJ holdings.  At some point those bonds could be swapped for new perpetual non-marketable, perhaps even zero coupon, bonds.  It may all about the sequence.

In addition to the BOJ and FOMC meetings, before the week is over the European Banking Authority stress test results will be reported.  Media reports suggest that the troubled Monte Paschi is the only one of five Italian banks not to pass.   According to Il Sole, the capital ratio of three of the banks was at the high end of the EBA’s range, and one was in the mid- to upper end of the range.   The FTSE Italia bank index is off another 0.3% near midday in Milan following a 0.5% decline before the weekend.

Meanwhile the correlation between the MSCI European Bank Index and the euro has grown. What is important here is not whether the change in the euro and the change in the bank index are correlated, but the direction.  Running the correlation on the value or the euro and the value of the bank index finds a positive relationship of 0.51.  The 60-day correlation has been negative since last June, 2015, but turned positive with the UK referendum.  This is the fifth period of the 60-day correlation has been positive since the end of 2013 and the correlation is the second strongest of since 2014.

The correlation using weekly data (rolling 26 weeks) has also turned positive.  It has gradually trended higher since the extreme was reached in late-April (-0.78).  The weekly correlation was positive this year from mid-January through mid-February.  The takeaway from this is that in the current context, investors may want to give the performance of European bank shares greater weight among the variables in understanding the movement of the euro.

EM ended the week on a soft note, as the dollar reasserted broad-based strength against most currencies.  EM is mixed to start this week.  The FOMC meeting this week could see the Fed push back against the market’s dovish take on policy, in which case EM would be likely to remain under pressure.

Idiosyncratic risk remains in play across several countries.  The Turkish situation remains fluid, with the nation subject to ongoing ratings downgrades.  Malaysia’s 1MDB is back in the spotlight, highlighting some rising political risks there.  Overall, we caution investors to remain very choosy on a country-by-country with regards to EM.