Archive for August, 2014

Miscellany

Tuesday, August 26th, 2014

The Treasury market is pretty quiet once again. The curve is steeper with intermediates outperforming their yield curve cousins. I see 5s 30s at 148.3 versus 147.6 at the open. Similarly 10s 30s is a tad steeper. In addition Germany/US in 10s has narrowed to about 142 from 145 yesterday. ...

Corporate Bonds

Tuesday, August 26th, 2014

I do not have much but one salesman forwarded a run which marks financials unchanged to 1 basis point tighter.

Durable Goods Orders

Tuesday, August 26th, 2014

Via TDSecurities: Durable goods orders saw a massive 22.6% m/m headline gain in July – courtesy of extremely strong transportation orders. Strong Boeing orders due to the Farnborough Airshow helped nondefense aircraft orders spike 318% m/m, with vehicle sales also showing a very strong 10.2% m/m increase. While ex-transport orders largely ...

In Flight Rage

Tuesday, August 26th, 2014

A fully paid up subscriber forwarded this and it is funny as well as a disturbing commentary on some human behavior. Knee Offender: United Flight Diverted After Passengers Fight Over Legroom 2014-08-26 12:30:34.217 GMT By Abby Phillip Aug. 26 (Washington Post) -- A United Airlines flight from Newark, N.J., to Denver was diverted because of ...

Ukraine Summit Meeting Today

Tuesday, August 26th, 2014

Russian leader Putin will meet with Ukraine leader Poroshenko in Minsk today. other European leaders will attend the session. Attached is an excellent piece from Stratfor (written on August 22) which gives the meeting some context. It is possible that there will be some tape bombs from this meeting to ...

JPM Duration Survey

Tuesday, August 26th, 2014

All Clients                      Long            Neutral        Short August 25                        13                 53                34 August 18                          13   ...

What to Watch For Today

Tuesday, August 26th, 2014

Via the good folks at Bloomberg: WHAT TO WATCH: * (All times New York) Economic Data * 8:30am: Durable Goods Orders, July, est. 8% (prior 0.7%, revised 1.7%) * Durables Ex-Transportation, July, est. 0.5% (prior 0.8%, revised 1.9%) * Capital Goods Shipments Non-Defense Excluding Aircraft, July, est. 0.7% (prior -1%, revised -0.3%) * Capital Goods Orders Non-Defense Excluding Aircraft, July, est. ...

Today’s Data

Tuesday, August 26th, 2014

Via TDSecurities: USD Following the weaker than expected new homes sales report on Monday, the focus will shift to durable goods orders and consumer confidence. We look for strong Boeing orders to help offset the drag from weaker auto sales, pushing headline July durables 8% higher as ex-transport orders rise a ...

FX

Tuesday, August 26th, 2014

Via Marc Chandler at Brown Brothers: Politics and US Durable Goods in Focus Today - The main take away many observers drew from Draghi's Jackson Hole speech was that QE may be imminent, but we are less sanguine - The political turmoil in France is more a cabinet reshuffle than a collapse ...

August 26 2014 Opening

Tuesday, August 26th, 2014

Prices of Treasury coupon securities have registered modest gains in  overnight trading as Treasuries move in sympathy with European fixed income which is on balance posting solid gains as market participants anticipate some stimulus from the ECB at its meeting on September 04. Bunds have lagged the move and are ...