Archive for March, 2016

One Big Equity Buyer Left

Monday, March 14th, 2016

This Bloomberg article on flows in the equity markets paints a troubling and disturbing picture. The author makes the case that corporate buybacks are the main prop holding the equity market together. Via Bloomberg: Corporate buybacks poised to surpass the all-time high in 2007 Contrast to fund outflows running at almost fastest rate ...

Inflation Targets

Monday, March 14th, 2016

Via the WSJ: By Tom Fairless Updated March 13, 2016 7:10 p.m. ET FRANKFURT—Central bankers over the past two decades pursued 2% inflation as a Goldilocks standard—neither too hot nor too cold. After years of undershooting in advanced economies, some economists now say that target should be adjusted. Trouble is, they can’t agree whether ...

Corporate Bond Stuff

Monday, March 14th, 2016

Via Bloomberg: IG CREDIT: Record High 10-Friday Moving Average 2016-03-14 09:53:20.340 GMT By Robert Elson (Bloomberg) -- Secondary IG trading ended with a Trace count of $15.2b vs $18.7b Thursday, $16.6b the previous Friday. 10-DMA $18.7b; 10-Friday moving avg $15.3b, highest on record back to March 2005. * 10-Thursday moving avg $18.5b, a new record high back to March ...

What to Watch Today

Monday, March 14th, 2016

Via Bloomberg: WHAT TO WATCH: * (All times New York) * Economic Data * No events * Central Banks * TBA: Bank of Japan policy rate, est. -0.1% (prior -0.1%) * 3:00pm: Reserve Bank of New Zealand speaks in Auckland * 8:30pm: Reserve Bank of Australia meeting minutes * Supply * 11:00am: U.S. to announce plans for auction of 4W ...

More FX

Monday, March 14th, 2016

Via Marc Chandler at Brown Brothers Harriman: Drivers for the Week Ahead - Monetary policy remains very much center stage in the week ahead when five major central banks meet - Of the central banks, the risk of Bank of England action is least - The chances of an SNB policy response to the ...

Early FX

Monday, March 14th, 2016

Via Kit Juckes at Socgen: CFTC IMM positioning data are only a snapshot of part of the currency market, but the net long yen speculative position last Tuesday, ahead of the ECB meeting, was the biggest since March 2008. The market turned from a big yen short to a big long ...

Pushing on a String Department

Sunday, March 13th, 2016

Via Bloomberg: If you don’t need the funds then why should you raise them?” Overseas borrowers may issue in Europe because of low yields Mario Draghi’s plans to buy corporate bonds will cut financing costs for European companies, if history is any guide. Getting the firms to actually borrow and spend money will ...

Precursor?

Sunday, March 13th, 2016

Via the FT: Angela Merkel suffers dramatic setback in regional elections German voters back rightwing populists in protest at contentious refugee policies by: By Stefan Wagstyl in Berlin German chancellor Angela Merkel has suffered a dramatic setback as voters backed rightwing populist forces in regional elections seen as a referendum on her contentious refugee ...

Larry Fink Unleashed

Saturday, March 12th, 2016

Via the FT: ​T​he spectre of protectionism and the destructive impact of negative interest rates, pose serious threats to the world economy, says BlackRock chief executive Larry Fink. Mr Fink, who heads the world’s largest money manager, said negative rates — coming on top of eight years of low rates — eroded ...

Ten Year Note Short

Saturday, March 12th, 2016

Thanks to Steve Feiss at Government Perspectives for sharing this story. Via Bloomberg: Uncompleted trades tally $32 billion in latest weekly data Shortage may ease as March 9 auction settles next week A shortage of benchmark 10-year Treasuries in the market for borrowing and lending U.S. government debt is triggering a surge in unsettled trades. Failure to ...