Archive for April, 2014

Ms Yellens Regular People

Tuesday, April 1st, 2014

In my opening note I commented that I thought it was unusual for a Federal Reserve Chairman to cite the plight of regular folks and the difficulty which they confronted in finding gainful employment. It turns out that Ms Yellen's staff did her a disservice as two of the three ...

Water Water Everywhere

Tuesday, April 1st, 2014

The FT has an interesting article on water shortages and how that affects business planning. This is not something I spend much time thinking about but with the drought in California and other parts of the world this actually a pertinent topic. Via FT March 31, 2014 4:55 pm Water shortages pose growing ...

Overnight Flows

Tuesday, April 1st, 2014

Via CRT Capital: OVERNIGHT FLOWS:  Treasuries were under pressure on better European employment data.  Overnight volumes were strong with cash trading at 136% of the 10-day moving-average, while TY came in at 95% of norms.  5s were the most active issue, taking a 26% marketshare, while 10s took 24% and 2s ...

Brown Brothers on Tankan Report

Tuesday, April 1st, 2014

Via Mark Chandler of Brown Brothers: First, Japan's Tankan survey generally showed improvement, but slightly less than the consensus expected.  For example, the much followed sentiment among large manufacturers improved to 17 from 16.  This is the highest since 2007, but fell shy of the 19 the consensus forecast.   Evident in ...

JPMorgan Weekly Survey

Tuesday, April 1st, 2014

JPMorgan Weekly Duration Survey: Via the good folks at Bloomberg:   All Clients   Long     Neutral       Short March 31                     13           64                  23 March 24                      11           64                25 March 17                       17           58                25 Active Clients March 31                        8               62              30 March 24                         0              62             38 March 17                         15                54          31   In the all clients survey, the percent of longs increased by 2, and the ...

April 1 2014 Opening

Tuesday, April 1st, 2014

Prices of Treasury coupon securities have dropped in overnight trading and the steepening trade induced by Ms Yellen's premeditated modification of her post FOMC meeting remarks continued unabated. The yield on the 10 year notes rests at 2.748 this morning and that is just marginally lower than where it traded ...

An Early Start to the Corporate Bond Day

Tuesday, April 1st, 2014

Via Bloomberg: $1b  Kommuninvest i Sverige Aktiebolag (KOMINS) Aaa/AAA 144a/Reg-S  3Y  MS +6    C/DB/HSBC/Miz $550m  M.I.T. (MASSIN) Na/AAA    Barc/JPM/MS 100Y    +115-120 $tbd  Shinhan Bank (SHNHAN) A1/A  144a/Reg-S 3Y FRN  3ML +80 area    BAML/CrAg/C/JPM/SCB