Archive for December, 2015

Refunding Week

Monday, December 7th, 2015

Treasury Secretary Jack Lew and his subalterns will sell $58 billion worth of 3s, 10s, and 30s this week. Here is the view of Gennadiy Goldberg on the reception the market will accord that issuance: Treasury will auction a combined $58bn in supply this week, selling $24bn in 3s on Tuesday, ...

FX

Monday, December 7th, 2015

Via Marc Chandler at Brown Brothers Harriman: - The US employment data removed what was perceived as the last potential hurdle to Fed decision to hike rates later this month - The Reserve Bank of New Zealand, the Swiss National Bank and the Bank of England meet in the week ahead - ...

On the Rise of Extremism

Monday, December 7th, 2015

I just published this about the right wing surge this weekend in France. I mused on the possibility that the National Front victory there reflects the same sentiment in France as the rise of Donald Trump here in the US. Gideon Rachman of the FT has written a column about the ...

Far Right Surge in France

Monday, December 7th, 2015

In France the far right National Front won its biggest victory since its inception in 1972. I wonder if that outcome is similar to the sentiment here which has kept the clownish Donald Trump in the lead for the GOP nomination here in the US. I am not well versed ...

“Draghed” Through the Mud

Monday, December 7th, 2015

I was long some note contracts Thursday morning when the ECB underwhelmed investors and I lost several shekels before I stopped myself out. I was not alone in my pain as the WSJ reports on the fate of hedge funds who had on much bigger bets than the two contracts ...

Early FX

Monday, December 7th, 2015

Via Kit Juckes at SocGen: <http://www.sgmarkets.com/r/?id=hf4ac598,15144a77,15144a78&p1=136122&p2=d54c3b2cf2b9155f7592eabe7613b1f4> Last Thursday ranks third in the last of top EUR/USD ranges since inception. If I look at a ‘Baker's Dozen' of big moves since 1999 I get a nice symmetry - 9 of them occurred in the 6 months after the start of the financial crisis ...

Bond Trader Hubris

Monday, December 7th, 2015

Via a Bloomberg and my friend Steve Liddy: Bond Trader Hubris Reaches Inflection Point as Fed Liftoff Looms 2015-12-07 03:25:51.31 GMT By Alexandra Scaggs and Liz Capo McCormick (Bloomberg) -- For years, one of the easiest ways for bond traders to make money has come from being skeptical of the Federal Reserve’s view on interest rates. Now, ...

Why Central Banks Should Not Be Overconfident

Sunday, December 6th, 2015

Larry Summers with a dour note on tenuous nature of central bank power and fragility of global economy published in the FT> Excellent read: While debate about the relevance of the secular stagnation idea to current economic conditions continues to rage, there is now almost universal acceptance of a crucial part ...

Oil Glut

Sunday, December 6th, 2015

Via the WSJ: By Erin Ailworth and Bradley Olson Dec. 6, 2015 6:56 p.m. ET 5 COMMENTS The standoff between major global energy producers that has created an oil glut is set to continue next year in full force, as much because of the U.S. as of OPEC. American shale drillers have only trimmed their pumping ...

Canary in the Junk Bond Coal Mine?

Sunday, December 6th, 2015

Via the WSJ:   By Matt Wirz Updated Dec. 6, 2015 1:40 p.m. ET 21 COMMENTS Junk bonds are headed for their first annual loss since the credit crisis, reflecting concerns among investors that a six-year U.S. economic expansion and accompanying stock-market boom are on borrowed time. U.S. corporate high-yield bonds are down 2% this year, ...