Archive for August, 2016

Valuation Problem

Monday, August 15th, 2016

Via WSJ: By Steven Russolillo Updated Aug. 14, 2016 8:23 p.m. ET 19 COMMENTS Lower your sights. The U.S. stock market’s trifecta of record index values last week, its first since 1999, comes with a glaring warning that isn’t getting as much attention as it deserves: rising valuations. This has important implications ...

Collateral Damage

Monday, August 15th, 2016

Via Bloomberg: Neil Callanan ncallanan August 15, 2016 — 2:05 AM EDT Share on FacebookShare on Twitter U.K. pension-fund liabilities rose to a record $1.3 trillion Younger workers will have to save more or work for longer   Britain’s millennials, already suffering for the economic mistakes of the past, now face the prospect of having to pay for ...

Early FX

Monday, August 15th, 2016

Via Kit Juckes at SocGen: <http://www.sgmarkets.com/r/?id=h11261799,18005029,1800502a&p1=136122&p2=4b388736d5e32309403d6db6b85e1f35> A perfect Monday morning in London...... It will be hotter later but get up and out... Friday's US retail sales report is more volatile and less reliable than the labour market data that were released a week earlier, but the data were weak and the market mood ...

Saint Louis Fed Casts Aspersions on Stimulus Spending

Saturday, August 13th, 2016

Via the Federal Reserve Bank of Saint Louis: Tuesday, August 09, 2016 By William Dupor, Assistant Vice President and Economist The most recent U.S. expansion, however lackluster, entered its eighth year in June.1 In anticipation of the possibility (or perhaps inevitability) of another recession, observers have remarked on how and whether countercyclical fiscal policy ...

Quiescent Inflation and FOMC

Friday, August 12th, 2016

Via Matt Boes at Bloomberg: Matthew Boesler boes_ August 12, 2016 — 4:42 PM EDT   Over the last year, Federal Reserve officials have dramatically curtailed ambitions for interest-rate increases, even as inflation has risen and unemployment has declined. So what gives? Perhaps just as important as the increased attention being paid to headwinds from abroad are ...

Zero Coupons Above Par Are Unnatural Financial Acts

Friday, August 12th, 2016

Via WSJ: By RICHARD BARLEY Updated Aug. 10, 2016 9:10 a.m. ET Central banks have always been able to make waves in markets. But never have they had such far-reaching effects, nor so quickly. The world of bonds is being turned upside down as a result. Monetary policy traditionally has involved adjusting a short-term ...

Short Maturity Asset Backed Rates Rising

Friday, August 12th, 2016

Via WSJ: By JOHN CARNEY Aug 12, 2016 12:09 pm ET Interest rates in a significant part of the U.S. asset-backed commercial paper market have erupted higher in recent weeks. The rate on 90-day asset-backed commercial paper spiked to 0.97% Wednesday before slipping back down to 0.91% on Thursday, according to the Federal Reserve. That ...

Retail Sales

Friday, August 12th, 2016

Via TDSecurities: TD SECURITIES DATAFLASH US: July Retail Sales Miss Leaves Growth Momentum on a Downbeat Note *        July headline and core retail sales were unchanged, indicating a weak footing at the start of the third quarter following on the heels of upward revisions to June. TD and consensus expectations ...

Negative Rates for Volk

Friday, August 12th, 2016

Via Bloomberg: German cooperative sets -0.4% rate on funds over EU100,000 Move comes two weeks after ECB says no risk of cash hoarding When the European Central Bank introduced a negative interest rate on lenders’ deposits two years ago, few thought things would ever go this far. This week, a German cooperative ...

Irrational Exuberance in Gilt market

Friday, August 12th, 2016

Via WSJ: By James Mackintosh Updated Aug. 11, 2016 4:27 p.m. ET Britain has taken over from Japan as the world’s wildest bond market, raising new questions about the distortions being caused by central banks. The soaring price (and so plunging yield) of the 30-year gilt means it has now returned the same 31% ...