Archive for July, 2015

Dealer Positions in Corporate Bonds: Shrinkage

Friday, July 31st, 2015

Via Bloomberg: IG CREDIT: Dealer Positions in Corporates Fell, Led by 5-10Yrs 2015-07-31 10:40:58.917 GMT By Robert Elson (Bloomberg) -- Dealer positions in corporate bonds fell $3.3b to $24.4b as of July 22. $21.1b, seen Feb. 11, is the low for the series Fed began in April 2013. $45.9b, seen March 5, 2014, is the high. * Investment ...

FX

Friday, July 31st, 2015

Via Marc Chandler at Brown Brothers Harriman. You can also follow him at mindonthemarkets.com Dollar Firmer as July Draws to a Close - The US dollar is mostly firmer, with the dollar bloc under-performing - We identify eight things investors should know before the weekend - Yesterday, Banco de Mexico announced changes to ...

Corporate Bond Trading Yesterday

Friday, July 31st, 2015

Via Bloomberg: IG CREDIT: T 10Y Leads Trading; Pipeline Is Re-Organized 2015-07-31 10:05:44.48 GMT By Robert Elson (Bloomberg) -- Secondary IG trading ended with a Trace count of $14.4b vs $16.5b Wednesday, $14.9b the previous Thursday. 10-DMA $13.5b; 10-Thursday moving avg $13.9b. * 144a trading added $2.4b of IG volume vs $2.6b on Wednesday, $1.9b last Thursday * Most ...

Treasury Flow

Friday, July 31st, 2015

Dealers who are kind enough to share information with this humble blogger report better buying overnight. Today is month end and some of the flow reflects the normal index extension with end users selling 5s to buy the long end. In addition the dealers report central bank interest in off ...

Great Month for Italian Bonds

Friday, July 31st, 2015

Via the FT: What youth unemployment? Italy's government bonds are positively basking in the sunshine. The 10-year yield is set for its biggest monthly fall in more than two years, down 54 basis points (0.54 percentage points, if you prefer) to 1.79 per cent, the lowest since May, writes Joel Lewin. (Lower ...

Electronic Trading of Corporate Bonds

Friday, July 31st, 2015

Via Bloomberg: In mid-July, Amar Kuchinad, a former Goldman Sachs Group Inc. banker turned bond entrepreneur, was sporting a thick beard. He refused to shave, he said, until his new company, Electronifie Inc., turned a profit. As Electronifie competed among the dozen or more new electronic bond-trading systems to come on the ...

Early Morning FX

Friday, July 31st, 2015

Via Kit Juckes at SocGen: <http://www.sgresearch.com/r/?id=he5189c1,138b1619,138b161a&p1=136122&p2=789677febf7a036ef6e4744629221495> Good morning. I'm losing a fight with technology this morning, while markets meander....FX weekly link above. The wait for Fed lift-off creeps on. The GDP data paint a terribly familiar picture of trundling growth, showing none of the strains and stresses screaming 'hike rates' if you ...

China Syndrome

Thursday, July 30th, 2015

Via the FT:   Markets Global Economy Lex Comment Management Life & Arts July 30, 2015 7:23 pm Corporate giants sound profits alarm over China slowdown By Michael Stothard in Paris and Chris Bryant in Frankfurt   Vehicles move along a road in the central business district as the sun sets in Beijing, China, Some of the world’s ...

Eclectic Stuff

Thursday, July 30th, 2015

Via Merrill Lynch: Outflows from risk accelerate. Small outflows from equity and high yield funds and ETFs accelerated last week from the week before (ending on July 29th), while inflows to high grade and government bond funds declined. Equity funds outflows rose to $2.64bn from $0.23bn the prior week. High yield ...

End of Day Note

Thursday, July 30th, 2015

Via Millan Mulraine at TDSecurities: The better than expected tone of the Q2 GDP report added to the array of upbeat economic indicators pointing to a sustained pick-up in US economic growth momentum. This report comes at a particularly critical time for the Fed given the greater focus on the data ...