Archive for June, 2015

Nascent Wage Pressures

Wednesday, June 10th, 2015

Via WSJ: Worker wages and benefits may be picking up faster than we think. Employer costs for employee compensation jumped 4.9% from a year earlier in March,the Labor Department said on Wednesday, the second consecutive increase at that relatively robust level. Average cost per hour worked rose to $33.49 in March, versus $31.93 ...

Ten Year Auction Factoids

Wednesday, June 10th, 2015

Via CRT Capital: We are cautiously optimistic about this afternoon's 10-year auction and expect non-dealer interest to be significant (averages 64% for this benchmark).  The weaker price action this morning has priced-in a meaningful outright concession and the WI suggests the highest yielding 10-year auction since September - presumably an incentive ...

Regarding IOER

Wednesday, June 10th, 2015

Yesterday morning I published this note from Ben Steil of the Council on Foreign Relations which offered the view that Board of Governor control of the interest rate on excess reserves might make for a more dovish outcome when rate hikes begin. Chris Low of FTN Financial in his morning ...

I Know it When I See It

Wednesday, June 10th, 2015

Supreme Court Justice Potter Stewart in the 1950s famously defined pornography as     "I know it when I see it". The same might be said of financial bubbles. This CNBC article made me think of the Stewart quote as it describes farmers in China tending toward their equity holdings rather than ...

what to Watch Today

Wednesday, June 10th, 2015

Via Bloomberg: WHAT TO WATCH: * (All times New York) * Economic Data * * 7:00am: MBA Mortgage Applications, June 5 (prior -7.6%) * 2:00pm: Monthly Budget Statement, May, est -$97.5b (prior -$129.971b) * Central Banks * * 5:00pm: Reserve Bank of New Zealand cash rate, est. 3.5% (prior 3.5%) * 5:05pm: RNBZ’s Wheeler holds news conference in Wellington * Supply * * 1:00pm: U.S. to ...

Secondary Market Corporate Bond Trading Yesterday

Wednesday, June 10th, 2015

Via Bloomberg: IG CREDIT: Client Flows Heavy in Most Active Issues 2015-06-10 09:56:44.293 GMT By Robert Elson (Bloomberg) -- Secondary IG trading ended with a Trace count of $15.5b vs $11.2b Monday, $18.5b the previous Tuesday. * 10-DMA $15.4b * 144a trading added $2.2b of IG volume vs $1.8b on Monday, $3.1b last Tuesday * Most active issues: * * MS ...

FX

Wednesday, June 10th, 2015

Via Marc Chandler at Brown Brothers Harriman: Dollar Losses Extended The US dollar's losses have accelerated.  The key drivers are not domestic but emanate from Europe and Japan.  Evidence continues to accumulate that points to a moderate recovery in the US economy.   The JOLTS data showed job openings are at new ...

Corporate Bond Market Illiquidity Examined

Wednesday, June 10th, 2015

Via Bloomberg: by Nabila AhmedSonali Basak June 9, 2015 — 8:28 PM EDT   For all the concern that Wall Street’s shrinking balance sheets will fuel a liquidity crisis when investors flee credit markets, Citigroup Inc. strategist Stephen Antczak says investors may be overlooking an even bigger catalyst. The size of the U.S. corporate-bond market ...

Yen Strength and Dollar Weakness

Wednesday, June 10th, 2015

The mighty greenback has declined against most major currencies in overnight trading. The Yen has posted sharp gains in response to comments by BOJ Governor Kuroda that the yen is weak and unlikely to fall further. Via Bloomberg: by Chikako MogiHiroko Komiya June 10, 2015 — 1:01 AM EDT Updated on June 10, 2015 ...

Bunds at 1.00 Percent

Wednesday, June 10th, 2015

Via the FT: Bund yields jump to 1 per cent 2 hours ago That yield on the 10-year bunds is up from almost zero in mid-April. Brutal. It is a massive drop by any standards, and particularly for the usually sedate 'safe-haven' German benchmark, writes Katie Martin. So, what happens next? More than likely, anyone who ...