Archive for May, 2015

Eclectic Piece

Thursday, May 7th, 2015

Via Kit Juckes at SocGen: <http://www.sgresearch.com/r/?id=hdac92cc,1289ddcb,1289ddcc&p1=136122&p2=705fc33b460141a8213ab726780f0efa> The only thing to do with this UK election is to get far, far away, so I'm spending the day in New York where I can see the result unfold with a glass of wine. The only certainty is a hung parliament. The American response is either ...

FX

Thursday, May 7th, 2015

Via Marc Chandler at Brown Brothers Harriman: Dollar Mixed, Sterling Flat Ahead of UK Election - The first exit polls for the UK election are expected to start coming out at 22:00 GMT - The dramatic sell-off in European bonds continues apace today - Norges Bank kept rates steady at 1.25%, as expected, but ...

Is It Different This Time? A Must Read

Thursday, May 7th, 2015

I zealously guard the names of people who send me info and never use a name unless I have explicit permission. I received a spectacular piece of commentary from a swap trader late yesterday and asked for permission to quote from it. He gave permission but did not say explicitly ...

Corporate Bond Trading Yesterday

Thursday, May 7th, 2015

Via Bloomberg: IG CREDIT: Trading Volume Highest Since Feb. 11; CHINAM to Price 2015-05-07 09:50:16.67 GMT By Robert Elson (Bloomberg) -- Secondary IG trading ended with a Trace count of $18.1b vs $17.3b Tuesday, $17.3b the previous Wednesday. * IG trading highest of any Wednesday since $20.4b on Feb. 11 * IG trading 13th highest of any Wednesday ...

Creeping Carnage and Accelerating Angst

Thursday, May 7th, 2015

It is very ugly overnight as the yields on 10 year Treasury and the 30 year Bond have made new highs for the year. This is the kind of move which changes careers. The 10 year trades at 2.29 and the Long Bond trades at about 3.03. The 5s 30s ...

overnight Preview

Wednesday, May 6th, 2015

Via Robert Sinche at Amherst Pierpont Securities: The UK General Election takes place, with neither main party likely to achieve even close to a majority, leaving open potentially weeks of coalition discussions.  The BoE will meet and take much less time to decide not to change monetary policy this month. AUSTRALIA: The ...

Merrill Lynch Research Opines on Corporate BOND Market

Wednesday, May 6th, 2015

Via Merrill Lynch Research: In the future we expect the high grade market to grow much slower through supply. Furthermore we expect a major shift in the marginal corporate bond investor away from... ...mutual funds/ETFs and foreign official money, toward pension funds and insurance companies. The future of the corporate bond market. We discuss ...

Bill Gross’s New Fund Takes Hit

Wednesday, May 6th, 2015

Via WSJ: Markets Gross’s Fund Takes a Hit Large losses in latest week at famed money manager’s bond fund undercut a nascent comeback By Gregory Zuckerman And Kirsten Grind May 6, 2015 5:46 p.m. ET 0 COMMENTS Bill Gross’s fledgling bond fund at Janus Capital Group Inc. suffered large losses over the past week, undercutting ...

End of Day Analysis

Wednesday, May 6th, 2015

This is an excerpt from the end of day piece published daily by David Ader at CRT Capital: What a day Wednesday was; further weakness and big volumes.  Now you're probably fed up with us saying the same thing but we think the drivers are very specific and very contingent of ...

Apple Pricing

Wednesday, May 6th, 2015

This came via a fully paid up subscriber and also contains article by Bloomberg on the pricing of today's mega corporate deal by Apple. Each trance priced 10 basis points tighter than the initial price talk (IPT). Via Bloomberg and a fully paid up subscriber: Apple $8b 7-part debt offering likely to be ...