Archive for December, 2014

December 24 2014

Wednesday, December 24th, 2014

The Treasury market has stabilized at local low prices amidst very light volume. Dealers report real money and central banks taking advantage of the back up in yields to buy in the belly of the curve. Today the Treasury will auction a batch of 7 year notes. I think there is ...

Puff Piece

Tuesday, December 23rd, 2014

The NYTimes has posted an article on Janet Yellen's first year as head of the Federal Reserve. It focuses on her collegial approach and her ability to navigate a policy course with doves and hawks on the Committee advocating more forceful action. The article does not add to our store ...

FX

Tuesday, December 23rd, 2014

Via Brown Brothers Harriman: Foreign exchange:  The US dollar is narrowly mixed.  The euro is pinned in a quarter cent range above $1.2220.  The dollar is higher against the yen for the fifth consecutive session.  It may be the first time since December 8 that the dollar spend the entire session ...

Saudi Arabia Prepared to Increase Production

Monday, December 22nd, 2014

Saudi Arabian oil minister Ali al-Naimi said today that it would maintain production at current levels but if some new customer showed up in the oil patch the Kingdom is prepared to raise production. He appears to be playing hard ball and is making his intentions very plain regarding the ...

5s 30s

Monday, December 22nd, 2014

I regularly chronicle the gentle gyrations of the 5s 30s spread in the Treasury market. The good folks at Bloomberg have posted an article this morning which discusses the pronounced flattening of thaqt spread this year. Via Bloomberg: Treasury 5-30 Spread at Least in 6 Years on Rate Outlook By David Goodman and ...

FX

Monday, December 22nd, 2014

Via Brown Brothers Harriman: Dollar Mixed As Holiday Week Begins Price action:  The dollar is mixed against the majors as the holiday week gets under way.  The Swiss franc and the euro are outperforming, while the Scandies and the yen are underperforming.  The euro is trading near $1.2260 after testing last Friday’s ...

December 22 2014 Opening

Monday, December 22nd, 2014

Prices of Treasury coupon securities have drifted modestly lower in very light volume overnight trading . We are truly in holiday and end of year mode. There is a Holiday in Japan this evening and the US market closes early on Wednesday for the Christmas holiday. I believe that Friday ...

Corporate Bond Pipeline

Monday, December 22nd, 2014

The good folks at Bloomberg have been very busy compiling a list of potential corporate bond issuers when the calendar flips to read 2015. Here is this morning latest update of that list. Via Bloomberg: IG CREDIT PIPELINE: CITNAT Added; Three Mixed Shelf Filings 2014-12-22 10:57:55.810 GMT By Robert Elson (Bloomberg) -- The following deals ...

Lofty Levels

Sunday, December 21st, 2014

This is an interesting article at the WSJ regarding the sharp equity market rally last week and the difficult time the market may have in sustaining these levels. Via the WSJ: Some See Danger in Sudden Stock Rally E.S. Browning Last week’s stock rebound was so sharp you could carve your holiday turkey with ...

Regulating the Penumbras of the Financial System

Sunday, December 21st, 2014

Via the WSJ: By Pedro Nicolaci da Costa and Ryan Tracy Dec. 21, 2014 3:28 p.m. ET As Federal Reserve officials ramp up their efforts to monitor and curb risky activities by financial firms outside the banking system, a key question is emerging: What can they do about any problems they find? The so-called shadow-banking system ...