Archive for December, 2015

Early FX

Tuesday, December 15th, 2015

Via Kit Juckes at SocGen: <http://www.sgmarkets.com/r/?id=hf5c065d,152df16b,152df16c&p1=136122&p2=d8819718e91aa238f35a7575bcccacde> As the FOMC meeting gets underway, market direction is much more a function of positions being taken off, rather than new ones being put on. Outside the FX market, the big risk comes from the weight of positions in spread product in fixed income and in ...

Cruz for President?

Monday, December 14th, 2015

The Washington Post writer Chris Cillizza has posted an article on the likelihood that Ted Cruz will emerge as the GOP standard bearer in the race to bar Hillary Clinton from moving back to the White House. The Washington Post writer asserts that the early electoral calendar will favor Cruz ...

CPI Preview

Monday, December 14th, 2015

Via Stephen Stanley at Amherst Pierpont Securities: The November CPI will be the last set of price data available to the Fed before its fateful meeting this week, so I thought it might be worth a quick preview.  I look for a flat headline CPI, in line with the consensus.  Energy ...

An ETF Primer

Monday, December 14th, 2015

Via Robert Sinche at Amherst Pierpont Securities: Every once in a while a topic, usually the media coverage of a topic, creates a burr in my saddle, as they say. While that has taken place less frequently as I age, the coverage of the ETF market, and particularly the High Yield ...

More Credit Market Angst

Monday, December 14th, 2015

This is an excellent recap of the problems which can and will bug the credit market  if the problem in the junk bond market leak from that silo. Via Tracy Alloway at Bloomberg:   Unfortunately for debt investors, it seems vast swathes of the credit market are on a permanent break thanks to ...

Overnight Data Preview

Monday, December 14th, 2015

Via Robert Sinche at Amherst Pierpont Securities: While generally not market-moving events, except perhaps in FX markets, the Australia Treasury will release its mid-year Outlook (slight economic improvement to be noted?), The BoE will publish its Quarterly Bulletin (focus on low inflation?) and the BoC will release its semi-annual review of ...

Help Wanted

Monday, December 14th, 2015

With much of the focus of the market centered on the high yield market I realized that I do not have any good contacts in that sector. If someone out there who is involved in the high yield / junk market would be willing to act as a source I ...

A Fun Read

Monday, December 14th, 2015

Via the Washington Post: Fact Checker The biggest Pinocchios of 2015 By Glenn Kessler December 14 at 3:00 AM It’s time for our annual round-up of the biggest Pinocchios of the year. The 2016 presidential campaign has dominated our coverage of false claims. In particular, businessman Donald Trump—who has soared to the top of the ...

Corporate Bond Spreads

Monday, December 14th, 2015

I spoke to a syndicate desk manager and a buy side portfolio manager about the state of the investment grade corporate bond market this morning. Spreads are opening unchanged to a tad wider. The syndicate desk manager opined that for now it feels as though the worst is over and ...

High Yield Fund Liquidation

Monday, December 14th, 2015

Bloomberg News reports that another high yield fund has liquidated. The fund, Lucidus Capital Partners, was found by former employees of the Caxton Hedge Fund. The fund has assets of $900 million. These folks will get their money back in a month. Via Bloomberg: December 14, 2015 — 6:20 AM EST Lucidus Capital ...