Archive for July, 2008

Treasury Supply

Monday, July 21st, 2008

The Treasury just announced that they will sell $31 billion 2 year notes on Wednesday and $21 billion 5 year notes on Thursday. The $31 billion 2 year notes I am told is the largest in recorded human history for that security. There was a larger 5 year note as ...

Random Thoughts at the Opening of Trading

Monday, July 21st, 2008

Agency spreads are opening about a basis point tighter across the yield curve. Swap spreads are opening marginally tighter in the short end and marginally wider in the longer maturities.Mortgage spreads are tick weaker versus 10s and 5 ticks tighter to 5s but the same ills which afflicted this sector ...

Bank of America Earnings

Monday, July 21st, 2008

The aforementioned mega bank joins its brethern JPMorgan, Wells and Citi with better than expected earnings. That has tempered the early enthusiasm for bonds.

Some Opening Comments July 21 2008

Monday, July 21st, 2008

Prices of Treasury coupon securities have registered modest gains in quiet overseas trading. Japan was closed for a holiday. The yield on the benchmark 2 year note declined 3 basis points to 2.61 percent. The yield on the benchmark 5 year also fell 3 basis points and it currently trades ...

Freddie Mac Bond Sale: Central Bank Demand Still Strong

Monday, July 21st, 2008

Freddie Mac, bobbing through the maelstrom around it, successfully sold 3 billion 2 year notes last week. Information released by Freddie on the reults of the sales indicates that foreign central banks flocked to the issue. Link Below. http://www.chinadaily.com.cn/bizchina/2008-07/19/content_6860833.htm

Some More Links

Monday, July 21st, 2008

Wall Street Journal reports that the FDIC does not come to the subprime table with clean hands. While running a failed institution it waded into the swamp in a big way. Bloomberg reports that Freddie may cut back on mortgage purchases to preserve scarce capital. That will mean less credit available ...

Sunday Evening Links

Sunday, July 20th, 2008

An inflation hawk in China. I recall as a teenager reading "Quotations from Chairman Mao". It was de riguer if you thought yourself a member of the couterculture . I do not recall him having any thoughts on controlling inflation in a quasi capitalist system. The FT with a story regarding ...

Rural Renaissance; Agrarian Aggrandizement

Sunday, July 20th, 2008

An interesting story from the FT on the how the housing slump has benefitted farmers.

Flight to Quality?

Friday, July 18th, 2008

This an interesting item which someone forwarded to me. One large dealer which happens to have a very large retail network has reported an upsurge in small tickets ($250K to $1.5M) as depositors with concerns about banks have shifted some of their uninsured deposits to the safety of bills.That would ...

Closing July 18 2008

Friday, July 18th, 2008

Prices of Treasury coupon securities plummeted significantly as the safe haven bid for Treasury securities proved fleeting and the cycle of mortgage sales induced more selling. Minneapolis Federal Reserve Bank President Stern poured gasoline on the raging fire when he suggested that the Fed would be forced to raise rates ...