Archive for January, 2014

January 13 2014 Opening

Monday, January 13th, 2014

Prices of Treasury coupon securities are continuing the post labor report rally and are posting modest gains in overseas trading. The level of activity is light as Japan was closed for a holiday. The theme for the session is also reflective of the soft labor report and those short yen ...

Financial Issuance Continued

Monday, January 13th, 2014

The gentlemen at Bloomberg First Word are up early in the morning , too, and report that the pipeline is already open on several corporate deals. Here is what we have at this very early hour. Via Bloomberg First Word: $b  Westpac Banking Corp (WSTP) Aa2/AA-  BAML/C/GS Global 5Y $b  BPCE (BPCEGP) Baa3/BBB+  HSBC/ING/JPM/MS/Natix 144A/Reg-S  ...

Earnings This Week

Monday, January 13th, 2014

Earnings season should accelerate this week and announcements from financial entities should be heavy. Here is a list via one dealer: on Jan 14 JPM and Wells; on Jan 15 Bank America; on Jan 16 Goldman and Citi; on Jan 17 Bank of New York Mellon and Morgan Stanley. Analysts expect ...

Great Rotation

Sunday, January 12th, 2014

This is an important article ( and quite long) via Bloomberg about what Bank America has dubbed the Great Rotation. The equity market returned 30 percent in 2013. Pension funds reaped a bonanza and now own their best funding ratios in years. This article describes the process by which pension ...

Stretched Equity Valuations

Saturday, January 11th, 2014

Zero Hedge is carrying a piece of Goldman Sachs equity research which says that the S and P 500 is at fair value and that earnings growth is a prerequisite condition for additional equity market upside rather than multiple expansion. It is a worthwhile read.

Back to the Future

Friday, January 10th, 2014

Spanish philosopher and poet George Santanya is reputed to have said that "those who cannot remember the past are doomed to repeat it". I thought of that when I perused this FT story on subprime auto loans and the insatiable appetite for them here in early 2014. This week issuance ...

ObamaCare

Friday, January 10th, 2014

Ezra Klein is a left wing apologist for the Obama Administration and a blogger for the Washington Post's Wonkblog  which some might argue is redundant. Robert Laszewski is a consultant to the insurance industry and the author of the blog Health Care Policy and Market Place Review. He is a ...

Addendum

Friday, January 10th, 2014

As an addendum to the previous post I would submit that there is resistance at 2.87 on 10s and then in 2.82 to 2.80 zone. It appears that we stalled around 2.80 several times in late November and early December.

Treaury Market Update

Friday, January 10th, 2014

This comment is a little bit like Groundhog Day (the movie) as I am repeating myself but as I make the rounds of traders today I have not heard of significant end user involvement in the race to lower yields. The activity is mostly from fast money types on the ...

MBS Buyers and Sellers Emerge

Friday, January 10th, 2014

Mortgages outperformed Treasuries by about 4 to 5 ticks at one point but a waving of selling ensued and they are now pretty one tick wider on the day. That widening brought in buyers and sector is back to unchanged versus Treasuries. One dealer wrote that Fed buying had cleaned ...