Archive for September, 2015

On a Lighter Note

Tuesday, September 22nd, 2015

Via the NYTimes: ‘Happy Birthday’ Copyright Invalidated by Judge By BEN SISARIOSEPT. 22, 2015   A judge ruled on Tuesday that the long-claimed copyright on “Happy Birthday to You,” the most popular tune in the English language, is not valid. The decision, by Judge George H. King of United States District Court in Los Angeles, ...

Eclectic Stuff

Tuesday, September 22nd, 2015

Via Merrill Lynch Research: USD credit has outperformed EUR credit by 20bps over the past four weeks. That now leaves USD credit toward the expensive end of the range vs. EUR credit we have seen over the past several years. This means that cross-Atlantic relative value now turns into more of a headwind ...

China Manufacturing at 6 1/2 year Low

Tuesday, September 22nd, 2015

The much anticipated China Caixin Index of Chinese manufacturing printed earlier this evening and it was weaker than expected and registered a 6 1/2 year low.  All Asian equity markets are a sea of red ink. This is the first important data release since the FOMC decision last week to raise ...

Emerging Markets FX

Tuesday, September 22nd, 2015

Via the FT: Heat on emerging market currencies rises an hour ago It's not just the Brazilian real that is getting clobbered on Tuesday. Emerging market assets were in the firing line as anxiety over the slowing Chinese economy, slumping commodity prices and uncertainty over when the US Federal Reserve will raise interest rates ...

Oil Prices:Lower For Longer

Tuesday, September 22nd, 2015

Via the WSJ: By Georgi Kantchev Sept. 22, 2015 11:50 a.m. ET 8 COMMENTS Analysts are growing even more bearish about the oil price, predicting that crude is set to stay below $60 a barrel through next year as the market struggles to recover from a supply glut. Even as the oil price lingers at ...

Overnight Data Preview

Tuesday, September 22nd, 2015

Via Robert Sinche at Amherst Pierpont Securities: CHINA: Preliminary Caixin/Markit Manufacturing PMI for September, with the BBerg consensus expecting a tiny 0.2 point rise to 47.5; the 47.3 reading in August was the lowest since inception. EURO ZONE: The BBerg consensus expects a continued slide in the preliminary Markit PMIs for September, ...

Today’s New Issue Calendar

Tuesday, September 22nd, 2015

Via Bloomberg: IG CREDIT: List of New Issues Expected to Price in U.S. Today 2015-09-22 14:10:00.154 GMT By Greg Chang (Bloomberg) -- List of new issues expected to price today: * Societe Generale $bench Ba2/BB+ * Perp NC10 Additional Tier 1 Deeply Sub Notes * 144A/Reg S * Denoms: $200k x $1k * Guidance 8.125% +/- 12.5 bps vs ...

Two year Note Auction Today

Tuesday, September 22nd, 2015

Via Ian Lyngen at CRT Capital: The 2-year sector is trading higher this morning, failing to price in any outright concession although it's underperforming the rest of the curve. We're apprehensive about this afternoon's auction given the recent pattern of tails and the looming Fed liftoff hike.  Although the FOMC failed ...

Treasury Market Brief Thoughts

Tuesday, September 22nd, 2015

One trader with whom I exchange views noted that he thinks the market is in good shape for the near term. He has observed robust buying of 2s and 3s the last several days by state funds and foreign central banks. He also noted asset swappers have been buyers of ...

JPMorgan Duration Survey

Tuesday, September 22nd, 2015

Via Bloomberg: RATES: Net Shorts Highest Since Mid-August, JPM Survey Says 2015-09-22 12:07:08.994 GMT By Robert Elson (Bloomberg) -- The JPMorgan Treasury Client Survey for the week ended Sept. 21 vs week ended Sept. 14. * Longs 15 vs 17 * Neutrals 63 vs 61 * Shorts 22, unchanged * Net longs -7 vs -5 * "The all clients survey ...