Archive for January, 2014

Another Thought

Friday, January 10th, 2014

I just spoke with a gentleman with whom i have conversed for more than two decades. He is a prop trader of treasuries and he pleads exhaustion or market exhaustion. He thinks that the market is spent after yesterday when incredible volume traded in 5 year sector. He said that ...

Another Snippet

Friday, January 10th, 2014

I am hearing from another source that there has been some active swap market trading with an eclectic group of clients mostly  covering shorts and establishing steepeners in rates space.

Flows

Friday, January 10th, 2014

I am sorry to do this in snippets but it is tough gathering info today. I am hearing that hedge funds have been receiving the belly of the swap curve. Corporate bond issuance should be quiescent today following a very heavy week this week with issuance just under $50 billion. Next ...

MBS

Friday, January 10th, 2014

One MBS trader reports MBS two ticks tighter to Treasuries in light volume. He thinks that those on the sidelines will be forced in to buy and origination will remain static.

Treasury Update: Unclear and Ambiguous

Friday, January 10th, 2014

In the early trading post the data I am not able to find huge client flows. Several participants have noted that Bloomberg has reported a weather effect from a cold snap that would have increased the number by 138K. I think that there will be a tendency initially for those underweight ...

January 10 2014 Opening

Friday, January 10th, 2014

The yield curve has provided the histrionics over the last few weeks as the relentless curve flattening cheapened the belly. However, the yield on the benchmark 10 year note remains trapped in a range which has prevailed since December 24. On that day the issue broke down from the 98-12 ...

CRT Labor Report Survey

Friday, January 10th, 2014

Dealer firm CRT Capital (its analysts David Ader and Ian Lyngen)conduct a survey each month prior to the monthly labor report in which they  attempt to discern how the  market might react to various labor market scenarios. They ask where clients might buy or sell on a better than expected ...

Au and Ag Downgrade

Thursday, January 9th, 2014

Merrill Lynch Pierce Fenner and Smith lowers its price target for both gold and silver. Via Merrill Lynch: Gold and silver: headwinds persist for now. Lowering 2014 gold forecast by 11% to $1,150/oz. The pressure on gold prices has been relentless in 2013. While index rebalancing may support gold until 14th January, ...

Change Arriving

Thursday, January 9th, 2014

The Dodd Frank bill imposed a multitude of changes on the securities business and one of those mandates will soon be implemented and it will change the mechanism by which the plain vanilla swaps market operates. Trading of the preponderance of those simple and straightforward instruments will move to so ...

Rough Holiday at the Malls

Thursday, January 9th, 2014

Low end retailers had a tough Christmas selling season as Family Dollar Stores and Sears reported less than festive outcomes because of discounting.The CEO of Family Dollar sounded like a disciple of New York's new Mayor DeBlasio as he spoke of a bifurcation in the market as the upper class ...