Archive for January, 2015

JPM Duration Survey

Wednesday, January 21st, 2015

RATES: Longs Rise in Latest JPM Survey 2015-01-21 12:09:02.903 GMT By Robert Elson (Bloomberg) -- The JPMorgan Treasury Client Survey for the week ended Jan. 20 vs week ended Jan. 12. * Longs 20 vs 13 * Neutrals 60 vs 65 * Shorts 20 vs 22 * Net longs 0 vs -9 * "The all clients survey shows the ...

Treasury Flows

Wednesday, January 21st, 2015

I got a late start on the day so this is rather truncated. Dealers report Japanese clients buying 5s and 7s early in the session and then other non Japan Asia clients buying 10s later in the session.

FX

Wednesday, January 21st, 2015

Via Marc Chandler at Brown Brothers Harriman: Central Banks Dominate FX Price Action - While markets await the ECB tomorrow, today we focus on other central banks - The take away from the BOJ meeting is that it is not going to rush into any strong action to offset the inflationary impact ...

What to Watch for Today

Wednesday, January 21st, 2015

Via Bloomberg: WHAT TO WATCH: * (All times New York) Economic Data * 7:00am: Mortgage Applications, Jan. 16 (prior 49.1%) * 8:30am: Housing Starts, Dec., est. 1.040m (prior 1.028m) * Housing Starts m/m, Dec., est. 1.2% (prior -1.6%) * Housing Starts m/m, Dec., est. 1.2% (prior -1.6%)</li></ul> * 8:30am: Building Permits, Dec., est. 1.058m (prior 1.035m, revised 1.052m) * Building ...

Eclectic Topics Via Merrill Lynch

Tuesday, January 20th, 2015

One  interesting point is down inn the section on S and P  EPS outlook for 2015. In that paragraph the Merrill analysts predict that oil will eventually rade down to $31/$32. Via Merrill Lynch Research: Tuesday, 20 January 2015 Situation Room Jan '15 Credit Investor Survey: Oil capitulation Consistent with recent volatility credit investors have ...

Consequences of Falling Energy Prices

Tuesday, January 20th, 2015

According to a Bloomberg News story BHP Billiton  is the biggest overseas investor in  US shale. Earlier today the company announced that it will reduce the amount of rigs in the States by 40 percent. Separately,oil company Baker Hughes announced that it was laying off 7000 workers and cutting capital spending by 20 ...

Overnight Preview

Tuesday, January 20th, 2015

Via Robert Sinche at Amherst Pierpont Securities: The World Economic Forum begins in Davos, Switzerland. Just wait until those CHF hotel/meal charges get converted to foreign currencies….OUCH! AUSTRALIA: The Consumer Confidence Index reported for January, with the December reading of 91.06 the lowest since August 2011. NEW ZEALAND: The BBerg consensus expects the ...

Just Launched

Tuesday, January 20th, 2015

Via Bloomberg: Southwestern Energy $1b 10Y Notes Launch at +318 14:20 Southwestern $350m 3Y Launch at +248; $850m 5Y Launch at +278 14:19 Southwestern Energy Total Debt Offering Size $2.2b 14:19

Some Market Analysis

Tuesday, January 20th, 2015

Via Richard Gilhooly at TDSecurities: The holiday shortened week has started off with continued volatile conditions as event risk that has defined the month of January is set to continue into this weekend's Greek elections. Equities were trading higher overnight after Chinese GDP data and a huge rally in European equities ...

Treasury Market Update

Tuesday, January 20th, 2015

The Treasury market has enjoyed a nice pop in prices (to the upside) this morning. Dealers report end user buyers of 2s through 7s and only scattered sellers in the bond sector. There are several catalysts to the move to lower rates. Commodities have rolled over again with oil taking ...