Archive for September, 2016

FX

Monday, September 12th, 2016

Via Marc Chandler at Brown Brothers Harriman: Drivers for the Week Ahead The week ahead will likely be shaped by a combination of what happened last week and what will happen next week Three UK economic reports that will be the focus for investors:  Inflation, employment, and retail sales The US ...

Primary Dealer Designation Loses Its Allure

Monday, September 12th, 2016

Via Bloomberg : Credit Agricole said to decide against becoming primary dealer Regulation, evolving technology dim lure of once-coveted spot To see how far the prestige of the U.S. Treasury market’s primary dealers has declined, consider the case of Credit Agricole SA. For years, France’s third-largest bank courted the Federal Reserve Bank ...

Rising Yields Overseas Are a Problem for US Treasuries

Monday, September 12th, 2016

Via Tracy Alloway at Bloomberg: When Japanese, European, and U.K. government bonds sneeze, U.S. Treasuries catch a cold? Investors have been eschewing some longer-dated government debt as they fret over the willingness — and ability — of central banks to continue to fan economic growth through unconventional monetary policy such as bond purchase programs. The skepticism ...

Banking Problems in Italy

Monday, September 12th, 2016

Via WSJ: By Giovanni Legorano Sept. 11, 2016 6:35 p.m. ET 0 COMMENTS MILAN—For UniCredit SpA, the summer of discontent for Italy’s banks looks likely to stretch well into the fall—and possibly beyond. UniCredit, Italy’s largest lender by assets, emerged as one of the weakest big banks in Europe in July’s stress tests, showcasing the ...

Minneapolis Fed President Thinks Monetary Policy Has Reached Limit

Monday, September 12th, 2016

Minneapolis Fed President Kashkari thinks that monetary has reached the point where it is no longer effective and he prescribes fiscal policy and structural reforms to spur growth. He made the comments in an essay released on the regional bank's website (here). Via Bloomberg: Matthew Boesler boes_ September 12, 2016 — 12:01 AM ...

Early FX

Monday, September 12th, 2016

Via Kit Juckes at SocGen: <http://www.sgmarkets.com/r/?id=h114e6301,184371a2,184371a3&p1=136122&p2=f766528ee1dd43e986166e6778de7138> Hurricanes form when rising warm, moist air collides with cold air in the atmosphere at the end of summer over oceans. This market correction was triggered by rising expectations that the Fed wants to raise rates again, colliding with long positions in both risk assets and ...

Yield Whores Shamed In Mongolia

Sunday, September 11th, 2016

Via the WSJ: By Carolyn Cui and Julie Wernau Sept. 11, 2016 6:48 p.m. ET There is nary a corner on Earth where investors won’t journey to find extra yield. But the trip to Mongolia is proving treacherous. Money managers piled into assets from the world’s most sparsely populated country in past years on the ...

FX

Sunday, September 11th, 2016

Via Brown Brothers Harriman: Dollar Proves Resilient as Market Rates Rise It took the market a few days to overcome the shockingly poor non-manufacturing ISM (51.4 vs. 55.5).  However, by the end of the week, the US dollar bulls had regained the upper end.  The September Fed funds futures contract was implying ...

Ms Clinton’s Health and the Markets

Sunday, September 11th, 2016

Via Bloomberg: The Democratic nominee felt ‘overheated’ at 9/11 event Stocks and bonds had one of worst days since June on Friday Investors nursing wounds after the worst selloff in three months for equity and debt markets got another stress to ponder after concerns over Hillary Clinton’s health flared anew. The 68-year-old ...

Treasury Market Markers

Sunday, September 11th, 2016

With the big back up in rates it is natural to search for levels at which the markets might hold. I was just checking my notes and I would use pre Brexit levels as a nice way station. I did not do closes on June 23 but I can relay ...