Archive for May, 2015

End of Day Note

Monday, May 11th, 2015

This is an excerpt from the end of day note from David Ader at CRT Capital to that firm's clients. Via David Ader at CRT Capital: Treasuries sold off on Monday as 10-year yields pressed above 2.27%, erasing all of Friday's gains while remaining below last week's yield peak of 2.31% -- ...

MBS

Monday, May 11th, 2015

Dealers report heavy origination selling of MBS today. There is only interdealer liquidity and one trader described that as fleeting. MBS is 2 ticks to 5 ticks wider on the day and the same trader noted that at current levels he thought stops would soon be triggered in Treasuries which ...

Treasury Market Update

Monday, May 11th, 2015

The Treasury market is under pressure once again as the salutary environment which prevailed Friday fades. Dealers report real money sellers of the long end and fast money sellers across the curve as the Bund fades.There is heavy supply today in corporates and Jack Lew and his minions begin  to regurgitate ...

Today’s New Corporates

Monday, May 11th, 2015

Via Bloomberg: ============================================================================= Robert Elson (212) 617-2981 [email protected] Bloomberg L.P. 731 Lexington Avenue / 4th Floor New York, NY 10022 IG CREDIT: List of New Issues Expected to Price in U.S. Today 2015-05-11 14:13:37.760 GMT By Allan Lopez (Bloomberg) -- The following is a list of new issues expected to price today: * Daimler Finance North America $benchmark A3/A- * 3Y fxd and/or FRN, ...

What to Watch for Today

Monday, May 11th, 2015

Via Bloomberg: WHAT TO WATCH: * (All times New York) * Economic Data * 10:00am: Labor Market Conditions Index Change, April (prior -0.3) * 10:00am: Labor Market Conditions Index Change, April (prior -0.3)</li></ul> * Central Banks * 11:00am: Bank of England bank rate, est. 0.50% (prior 0.50%) * 11:00am: Bank of England bank rate, est. 0.50% (prior 0.50%)</li></ul> * Supply * 11:00am: U.S. to ...

FX (Very Long Today)

Monday, May 11th, 2015

Via Marc Chandler at Brown Brothers Harriman: Drivers for the Week Ahead - There are five questions that may be answered in the week ahead: - After the US economy appears to have contracted (-0.5% to -0.8%) in the first quarter, how is the economy doing here in Q2 which is half over ...

Merkel Urged to Allow Grexit

Monday, May 11th, 2015

Via Ekathimerini (a Greek newspaper) German Chancellor Angela Merkel is coming under growing pressure from within the ranks of her own party bloc to give up on Greece for the sake of the euro. Members of Merkel’s Christian Democratic bloc are openly challenging her stance of keeping Europe’s most-indebted country in the ...

Secondary market Trading of Corporate Bonds on Friday

Monday, May 11th, 2015

Via the good folks at Bloomberg: G CREDIT: Client Flows Led Trading Volume; KDB 5Y to Price 2015-05-11 09:45:49.304 GMT By Robert Elson (Bloomberg) -- Secondary IG trading ended with a Trace count of $13.6b Friday vs $18.2b Thursday, $10.6b the previous Friday. * 10-DMA $15.5b * 144a trading added $1.7b of IG volume Friday vs $2.9b Thursday, $1.2b ...

Treasury market Update

Monday, May 11th, 2015

Prices of Treasury coupon securities opened better bid overnight as the sanguine mood which developed on Friday after the labor data persisted.That jolly mood faded as traders developed sweaty palms over a Greece payment of 750 million Euros due to the IMF tomorrow. Negotiations continue on a plan to avoid ...

Greek Angst Roils European Debt markets

Monday, May 11th, 2015

Via the FT: Italian, Spanish and Portuguese bond yields are spiking as Greece faces looming debt repayments, while investors are even backing out of debt issued by Germany, the eurozone's industrial powerhouse. The yield on Italian ten-year bonds have risen by eight basis points to 1.754 per cent. Spanish ten-year bonds are ...