Archive for the ‘Uncategorized’ Category

Greek Tragedy

Monday, January 30th, 2017

I received this article from a fully paid up subscriber who noted that 10 Year Greece bonds were wider by 34 basis points today. He did not note if that was against Bunds or Treasuries. Via Bloomberg: Greek Bonds' ECB Fantasy Faces Cold Reality of IMF Report: Gadfly 2017-01-30 13:21:20.573 GMT By Marcus Ashworth (Bloomberg ...

JPM on Treasury Supply

Monday, January 30th, 2017

Via Bloomberg: Treasury Coupon Auction Sizes to Grow This Year, JPM Says 2017-01-30 13:31:13.753 GMT By Elizabeth Stanton (Bloomberg) -- Two factors will cause U.S. financing needs “to rise significantly” -- bigger federal budget deficits, assuming $250b of fiscal stimulus through end of 2018, and Fed tapering reinvestments beginning in mid-2018, JPMorgan strategists led by Jay Barry say ...

FX

Monday, January 30th, 2017

Via Marc Chandler at Brown Brothers Harriman: Drivers for the Week Ahead Three major central banks meet in the week ahead There are several important reports that will give investors more insight into how the economies have begun the New Year Although the Lunar New Year holiday runs through the week, ...

Weekend Data Preview

Friday, January 27th, 2017

Via Robert Sinche at Amherst Pierpont Securities: JAPAN: After surging by 3.0% over the 3 months ended November, the Bberg consensus expects that Retail Sales dropped 0.5% MOM in December, a small giveback given recent gains. EURO ZONE: The set of monthly EC economic and confidence surveys are expected to hold recent ...

Durable Goods

Friday, January 27th, 2017

Via Stephen Stanley at Amherst Pierpont Securities: The headline December durable goods orders figure was disappointing, as both defense and aircraft bookings were softer than expected.  Defense orders more than reversed the 30% jump recorded in November, falling to the lowest level since June.  Aircraft bookings were projected to improve substantially, ...

Consumer Sentiment Dissected

Friday, January 27th, 2017

Via Stephen Stanley at Amherst Pierpont Securities: Given the extreme optimism illustrated by the University of Michigan sentiment figures (as well as other measures of consumer confidence), I thought it might be a good time to look under the hood at what may be driving consumer attitudes.  Clearly, the election was ...

IP Dissected

Wednesday, January 18th, 2017

Via Stephen Stanley at Amherst Pierpont Securities: Industrial production surged in December by 0.8%, mainly driven by a weather-induced 6.6% rebound in utility usage.  In fact, the utility category has been driving the headline figures for several months.  In contrast, manufacturing output has been on a steadier but glacial uptrend.  Factory ...

CPI Dissected

Wednesday, January 18th, 2017

Via TDSecurities: US: Inflation Breaks 2% On Energy and Core Services   ·         December CPI accelerated to 2.1% y/y in line with expectations, boosted by gasoline prices and a solid 0.2% m/m print in the core (ex food & energy) index. The latter pushed up the core inflation rate back to 2.2% ...

FX

Tuesday, January 17th, 2017

Via Marc Chandler at Brown Brothers Harriman: Trump's Comments Send the Dollar Reeling In a WSJ interview, Trump pushes against GOP border adjustment plan and warns the dollar is already too strong.   Details of UK's May Brexit speech has already been provided via advanced extracts.  Sterling recovers from yesterday's slide ...

FX

Monday, January 16th, 2017

Via Marc Chandler at Brown Brothers Harriman; Drivers for the Week Ahead May's Brexit speech on January 17 ECB meeting on January 19 Trump's inauguration as 45th US President on January 20 Bank of Canada meets China's President Xi to address Davos Sterling's drop through $1.20 in Asia in response to additional ...