Archive for August, 2014

Europe PMI Analysis

Thursday, August 21st, 2014

Via TDSecurities: UK & Europe EURBoth the German manufacturing and services PMIs registered small falls, but these falls were much smaller than had been expected after last week’s sharp fall in the German ZEW data. The details of the German PMIs continue to be decent but were mixed. In the manufacturing PMI, ...

Hawk Speaks

Thursday, August 21st, 2014

*FED'S GEORGE SPEAKS IN BLOOMBERG TV INTERVIEW IN JACKSON HOLE *GEORGE SAYS SOME BENCHMARKS SIGNAL RATES SHOULD BE ABOVE ZERO *GEORGE SAYS U.S. IS `NOT FAR' FROM FULL EMPLOYMENT *FED’S GEORGE SAYS BROAD-BASED JOB GAINS SIGNAL RATES CAN RISE

Index Extensions

Thursday, August 21st, 2014

Via a fully paid up subscriber US TSYS: Prelim Barclays extensions for Sep 1: - US Tsys +0.12 yrs - Agencies: +0.03 yrs - Credit: +0.05 yrs - Govt/Credit: +0.09 yrs - MBS: +0.07 yrs - Aggregate: +0.09 yrs - Long Govt/Credit: +0.11 yrs - Intermed Credit: +0.05 yrs - Intermed Govt +0.09 yrs - Intermed Gov/Credit +0.08 yrs - US High ...

FX

Thursday, August 21st, 2014

Via Marc Chandler at Brown Brothers Harriman: - Some of the financial market trends that have been dormant for some time seem to be starting up again - In the currency markets, many are getting excited about the possible continuation of the bullish dollar trend - The FOMC minutes, the dissent in the ...

August 21 2014 Opening (Abbreviated)

Thursday, August 21st, 2014

Prices of Treasury coupon securities have registered modest declines in overnight trading as the ripple effect of the hawkishly received minutes courses through the market. The yield on the 5 year note has climbed a basis point to 1.642 percent(comparison versus 500PM New York). The yield on the 10 year ...

Overnight Flow

Thursday, August 21st, 2014

Dealers report real money interest in the 10 year sector and central banks buying short coupons and bills and 2 year notes.

What to Watch Today

Thursday, August 21st, 2014

What to Watch for today via the good folks at Bloomberg: * (All times New York) Economic Data * 8:30am: Initial Jobless Claims, Aug. 16, est. 303k (prior 311k) * Continuing Claims, Aug. 9, est. 2.520m (prior 2.544m) * 9:45am: Markit U.S. Manufacturing PMI, Aug. preliminary, est. 55.7 (prior 55.8) * 9:45am: Bloomberg Consumer Comfort, Aug. 17 (prior ...

Record Wide

Thursday, August 21st, 2014

I see 10 year US/Germany at a record wide of 143.7. One can also sell 10 year Spain and buy the still investment grade 10 year Treasury and pick 7 basis points.

A Yen to Sell

Thursday, August 21st, 2014

The Japan Post group has been a large seller of yen recently as it flees the low yields in its home country for greater returns overseas. Here is a pertinent excerpt from a Japan newspaper:    Indeed, Japan Post's insurance unit has been boosting investments in foreign assets, as has its ...

UK Retail Sales

Thursday, August 21st, 2014

Retail sales in the UK increased 2.6 from one year ago but the change from the previous month was a gain of just 0.1 percent. Analysts had predicted a month on month gain of 0.4 percent. Analysts also noted that consumer spending on food declined for the first in twenty five ...