Archive for May, 2015

Congress Requests More Yellen Testimony

Thursday, May 21st, 2015

Via the WSJ: Federal Reserve Chairman Janet Yellen may soon be spending a lot more time testifying on Capitol Hill. The heads of the Senate Banking Committee and House Financial Services Committee are asking Ms. Yellen to double her appearances before their panels each year. They want her testify twice a year to ...

German Economy Loses Some Momentum

Thursday, May 21st, 2015

Via Bloomberg: Germany’s economy stuttered again this month, with a gauge of output falling more than economists forecast to the lowest this year. Markit Economics said its composite index of services and manufacturing dropped to 52.8 from 54.1 in April. While that’s above the 50 mark that divides expansion from contraction, it’s ...

Treasury market Update

Thursday, May 21st, 2015

Prices of Treasury coupon securities have posted modest gains in a very quiet overnight session. I had marked the 10 year note at 2.25 at 745PM and I see it currently at 2.227. One dealer noted some very modest buying of the 10 year sector by central banks and commented ...

The Mighty Greenback and FOMC Policy

Thursday, May 21st, 2015

Via Kit Juckes at Socgen: <http://www.sgresearch.com/r/?id=hdcb5abd,12b988ba,12b988bb&p1=136122&p2=9edc8108ce0784ba225047009407f7c0> The dollar index (DXY) continues to flirt furiously with the idea of breaking above its 100-day moving average, which today is at 95.58. It's only a line on a chart but it is holding the dollar's revival back and the news flow yesterday did nothing to ...

Another Take on Minutes

Wednesday, May 20th, 2015

Via Stephen Stanley at Amherst Pierpont Securities: Most of the newsworthy substance in the April FOMC minutes was accurately signaled in the FOMC statement.  The economy had slowed, but the majority of the Committee felt that the weakness was transitory.  Inflation was still too low, but Committee members remained confident that ...

Eclectic Evening Economic Entertainment

Wednesday, May 20th, 2015

Via Merrill Lynch Research: Our estimates show that credit fundamentals of public US high grade non-financial issuers deteriorated during 1Q-2015. This was the result of a combination of brisk borrowing pace, weaker earnings growth and relatively lower cash balances. Hence net and gross leverage in 1Q rose to 2.05 and 2.53x, respectively, from ...

Is the Neutral Rate Lower

Wednesday, May 20th, 2015

This is an interesting piece by Pedro Nicolai Da Costa regarding discussions in the just released minutes regarding the neutral funds funds rate. He opens with this: Did the financial crisis and Great Recession permanently slow the U.S. economy’s growth potential, thereby lowering the point at which the Federal Reserve’s benchmark ...

Quick Take on Minutes

Wednesday, May 20th, 2015

Via Eric Green at TDSecurities: Quick take from the Minutes: Discussion was all over the place which is to be expected at a time when inflation is low, GDP came in below the IOER rate, and the prevailing bias was to tighten soon with each meeting a “live one.” Key takeaways: First, no ...

Overnight Preview

Wednesday, May 20th, 2015

Via Robert Sinche at Amherst Pierpont Securities: CHINA: The early read on economic activity in May will come from the HSBC/Markit Manufacturing PMI; the BBerg consensus is for a modest rise to 49.3 from a 12-month low of 48.9 in March. NEW ZEALAND: One of my favorite measures is the Net Migration ...

Strong Dollar and Profits

Wednesday, May 20th, 2015

Via Robert Sinche at Amherst Pierpont Securities: Company reports continue to mention the negative impact of the stronger USD on both revenues and profits as foreign revenues/earnings are translated back into USDs during the first quarter of 2015. Obviously, this varies by individual companies based on any hedge program that might ...