Archive for June, 2015

FX

Friday, June 5th, 2015

Via Marc Chandler at Brown Brothers Harriman: Dollar and Syriza Push Back The euro is steady after pulling back from yesterday's high near $1.1380.  German bund yields are slightly firmer today, but also off the 1.00% level approached yesterday.  Against the other major currencies, the dollar is slightly firmer, as the ...

Morning FX Musings

Friday, June 5th, 2015

Via Kit Juckes at SocGen: <http://www.sgresearch.com/r/?id=hde698c7,12e38619,12e3861a&p1=136122&p2=772803382988dde7babc3ec5f542f34c> Good Morning. FX weekly link above. I'm coming in to work to a flattish Bund market but yields are down from where they spent most of yesterday.  'Tsipras grounded by Syriza dissent' is the line from the FT which sums up the state of play on ...

Secondary market Corporate Bond Trading Yesterday

Friday, June 5th, 2015

Via Bloomberg: IG CREDIT: Volume Lower, Spreads Leak Wider; RAI Calls Begin 2015-06-05 09:37:24.157 GMT By Robert Elson (Bloomberg) -- Secondary IG trading ended with a Trace count of $15.7b vs $17.5b Wednesday, $14.9b last Thursday. 10- DMA $14.9b. * 144a trading added $2.6b of IG volume vs $2.7b on Wednesday, $2.5b last Thursday * Most active issues longer ...

Eclectic Topics

Thursday, June 4th, 2015

Via Merrill Lynch Research:   Taking stock of rates. Overnight, as 10-year bund yields spiked to 1.00%, from the 0.88% close yesterday and a doubling relative to the 0.50% open as recent as Monday, equities finally acknowledged the obvious - that an environment of rapidly increasing interest rates is challenging even for ...

Overnight Preview

Thursday, June 4th, 2015

This is a very early post of the preview of the data which will print overnight .   Via Robert Sinche at Amherst Pierpont Securities: Greece payment of about €300MM due to the IMF, although Greece could “bundle” the total €1.6bn due to the IMF in June to delay the payment to late ...

IMF Asks Fed to Delay Rate Hike Until 2016

Thursday, June 4th, 2015

This really struck a chord with participants as I had five people forward this to me. Via Bloomberg: IMF Cuts US Growth Forecast, Urges Fed to Delay Rate Hike 2015-06-04 13:33:21.829 GMT By PAUL WISEMAN Washington (AP) -- The International Monetary Fund is downgrading its outlook for the U.S. economy this year and says the Federal Reserve ...

Data Analysis

Thursday, June 4th, 2015

Via Stephen Stanley at Amherst Pierpont Securities: Initial jobless claims slid by 8,000 to 276,000 in the week ended May 30, remaining in the range that has prevailed in recent months.  If anything, the underlying pace of new filers seems to have slackened ever so slightly, running close to 275K since ...

What to Watch Today

Thursday, June 4th, 2015

Via Bloomberg: WHAT TO WATCH: * (All times New York) * Economic Data * * 7:30am: Challenger Job Cuts y/y, May (prior 52.8%) * 8:30am: Non-farm Productivity, 1Q final, -3.0% (prior -1.9%) * * Unit Labor Costs, 1Q final, est. 6.1% (prior 5%) * 8:30am: Initial Jobless Claims, May 30, est. 278k (prior 282k) * * Continuing Claims, May 23, est. 2.207m, (prior 2.222m) * ...

FX

Thursday, June 4th, 2015

Via Marc Chandler at Brown Brothers Harriman: US is not Driving Dollar The US dollar is sliding across the board, but the impetus is not coming from the United States.  If anything, the combination of the strong auto sales figures, smaller trade deficit, and ADP jobs estimate underscore the fact that ...

Corporate Bond Trading Yesterday

Thursday, June 4th, 2015

Via Bloomberg: G CREDIT: Volume Remains High, Spreads Steady; Pipeline Grows 2015-06-04 09:44:49.128 GMT By Robert Elson (Bloomberg) -- Secondary IG trading ended with a Trace count of $17.5b vs $18.5b Tuesday, $17.8b the previous Wednesday. 10-DMA $14.9b. * 144a trading added $2.7b of IG volume vs $3.1b on Tuesday, $2.8b last Wednesday * Most active issues: * * T 3.40% ...