Corporate Bond Trading Yesterday

January 16th, 2015 6:10 am

Via Bloomberg:

IG CREDIT: Trading Volume Remains High; GS Exits Blackout
2015-01-16 11:00:48.678 GMT

By Robert Elson
(Bloomberg) — Trace count for secondary trading ended at
$15.8b yday vs $16.3b on Wednesday, $18.0b last Thursday; 10-DMA
$14.0b
* Trace count for secondary trading closed at $15.8b yday,
more than on 95% of trading days since Jan. 2005
* 144a IG trading added $2.1b of IG volume yday vs $2.8b on
Wednesday, $2.4b last Thursday
* Most active issues longer than 3 years
* JPM 3.625% 2024 was the day’s most active issue with 2-
way client flows accounting for 64% of volume
* KFT 5% 2042 was next with client flows taking 83% of
volume
* KFT 5% 2042 was next with client flows taking 83% of
volume</li></ul>
* MIZUHO 2.45% 2019 was most active 144a issue; client flows
took 100% of the volume
* BofAML IG Master Index at +153 vs +152; +151, the wide for
2014 was seen Dec 16; +106, the low for 2014 and the
tightest spread since July 2007 was seen June 24
* Standard & Poor’s Global Fixed Income Research IG Index at
+182, a new wide for 2014-2015, vs +181; +140, a 2014 low
and new post-crisis low was seen July 30, 2014
* Click here for S&P spread history in a 10-year lookback
* Markit CDX.IG.22 5Y Index at 73.2 vs 71.5; 76.1, the wide
for 2014 was seen Dec 16; 55 was seen July 3, the low for
2014 and the lowest level since Oct 2007
* December’s IG issuance was $60.5b; 2014’s was $1.395t
* IG issuance was $17.65b Thursday vs $1.75b Wednesday,
$10.35b Tuesday and Monday’s $11.15b
* Pipeline of expected domestic, SSA January issuers; M&A-
related deals for 2015; AA kicks of earnings this afternoon
* JPM exits blackout period this morning; JPM a likely January
issuer, based on historical record
* Serial January issuers:
* GE Cap’s history as serial January issuer held; JPM too
* BAC historically issues in January
* GS, exits blackout today, often issues in January, has
large maturities in 2015
* ABIBB has history of January issuance

Pain Trade

January 16th, 2015 5:29 am

This is an excellent article from Bloomberg which chronicles some of the pain and dysfunction which flowed from the surprise move by the Swiss yesterday to uncap its currency.

Via Bloomberg:

Casualties From Swiss Shock Spread From New York to New Zealand

Losses mounted from the Swiss currency shock as the largest U.S. retail foreign-exchange brokerage said client debts threatened its compliance with capital rules and a New Zealand-based dealer went out of business.

FXCM Inc. (FXCM), which handled a record $1.4 trillion of trades by individuals last quarter, said clients owe $225 million on their accounts after the Swiss National Bank’s decision to abandon the franc’s cap against the euro roiled markets worldwide. Global Brokers NZ Ltd. said losses from the franc’s surge are forcing it to shut down. IG Group Holdings Plc (IGG) estimated an impact of as much as 30 million British pounds ($45.5 million) and Swissquote Group Holdings SA set aside 25 million francs ($28.4 million).

“I would be astonished if we did not see more casualties,” Nick Parsons, the London-based head of research for the U.K. and Europe at National Australia Bank Ltd., said by phone from Sydney. “This was a 180-degree about turn by the SNB. People feel hurt and betrayed.”

The franc surged as much as 41 percent versus the euro on Thursday, the biggest gain on record, and climbed more than 15 percent against all of the more than 150 currencies tracked by Bloomberg. Dealers in London at banks including Deutsche Bank AG, UBS Group AG and Goldman Sachs Group Inc. battled to process orders yesterday when the SNB surprised markets with its announcement in Zurich.

Unprecedented Volatility

Market turmoil from the move extended into a second day as Asian shares dropped with U.S. index futures, while Japanese and Australian government bond yields plunged to records as investors sought haven assets.

“Clients experienced significant losses” after the franc’s surge, FXCM said in a statement dated Jan. 15. That “generated negative equity balances owed to FXCM of approximately $225 million.”

The brokerage dropped 15 percent in New York trading yesterday to an almost two-year low of $12.63, leaving the company valued at about $596 million. The shares were cut to sell from neutral by Citigroup Inc., which lowered its price target to $5 from $17.

Spokeswoman Jaclyn Klein didn’t immediately respond to calls to her mobile and office phones.

The U.S. Commodity Futures Trading Commission allows investors to put down as little as 2 percent of the value of their foreign-exchange bets. Brokers may get stuck with the balance of losses suffered by clients who used leverage, borrowed on credit cards, or did both to bet against the franc.

Leveraged Trades

Drew Niv, FXCM’s chief executive officer, said that individual currency traders are enticed by the chance to control large positions with little money down, in remarks that were published in Bloomberg Markets magazine’s December issue.

“Currencies don’t move that much,” he said. “So if you had no leverage, nobody would trade.”

The company warned investors in a regulatory filing last March that its risk controls were imperfect. FXCM had 230,579 retail customers on Dec. 31. They traded $439 billion of currency in December, with an average of 595,126 trades a day.

“Some of our methods for managing risk are discretionary by nature and are based on internally developed controls and observed historical market behavior,” the company said in the regulatory filing. “These methods may not adequately prevent losses, particularly as they relate to extreme market movements.”

Swiss Surprise

Most of FXCM’s retail clients lost money in 2014, according to the company’s disclosures mandated by the CFTC. The percentage of losing accounts climbed from 67 percent in the first and second quarters to 68 percent in the third quarter and 70 percent in the fourth quarter.

The SNB ended its three-year policy of capping the franc at 1.20 per euro a week before the European Central Bank meets to discuss government bond purchases to boost the euro-area economy. Such a policy, known as quantitative easing, could spur pressure on the franc to appreciate against the euro. The SNB spent billions defending the currency cap after introducing it in September 2011.

“Many clients were following the confirmed longstanding strategy from the SNB and were anticipating a weakening of the Swiss franc against the euro,” Swissquote said in its statement. The drop “left the clients with a negative balance and has prompted the bank to activate a provision of 25 million francs.”

Deutsche Bank was among dealers to suffer disruptions to electronic trading, with its Autobahn platform temporarily ceasing to provide quotes, according to a dealer from outside the bank. Auckland-based Global Brokers NZ said the market for francs was disrupted for hours.

HSBC Customers

“The majority of clients in a franc position were on the losing side and sustained losses amounting to far greater than their account equity,” Global Brokers NZ director David Johnson said in a statement dated Jan. 15 and posted on the website of affiliated company Excel Markets. All of the firm’s client funds are in segregated accounts and “100 percent of positive client equity or balance is safe and withdrawable immediately,” Johnson said.

HSBC Holdings Plc is investigating reports that customers in Hong Kong bought the Swiss franc below market rates when an online banking system failed to keep up with the currency’s gains after the removal of the cap.

Apple Daily and the Hong Kong Economic Journal cited unidentified bank customers as saying that they took advantage of the mistake yesterday evening. HSBC spokeswoman Maggie Cheung said in an e-mail that the lender was looking into the reports.

Fund Pain

IG Group shares fell 4.4 percent yesterday. The U.K. spread-betting firm said the financial impact from the surge in the Swiss franc was partially dependent on its ability to recover client debts.

The market turmoil turned the $1.9 billion John Hancock Absolute Return Currency Fund (JCUAX) into the biggest loser among U.S. peers. It tumbled 8.7 percent yesterday, the steepest drop on record and the most among more than 2,000 U.S.-domiciled funds tracked by Bloomberg with at least $1 billion under management. The fund had its second-biggest short position in the franc at the end of November, according to the latest fact sheet on John Hancock’s website.

“When they pulled the rug under the market, the Swiss franc rallied against everything,” said Chris Weston, chief market strategist at IG Markets Ltd. in Melbourne. Many funds “would have been in a lot of pain last night,” Weston said.

Merrill Lynch Research on Swiss National Bank and a Smattering of Other Stuff,too

January 15th, 2015 8:12 pm

Via Merrill Lynch:

  • In dramatic fashion the CHF appreciated 21% on the day, as the SNB gave up defending their 1.2 peg to the Euro.
  • Market participants speculated this move and it likely means that the SNB thinks the ECB may announce QE next week.
  • A CHF currency peg with an ECB QE would effectively result in the SNB helping monetize Eurozone government deficits.
  • SNB declines to do Eurozone QE. In dramatic fashion the Swiss Franc appreciated 19.60% on the day, as the Swiss National Bank gave up defending their 1.2 peg to the Euro. Not surprisingly that prompted big declines in stocks for Swiss companies that derive significant profits from abroad, such as Credit Suisse (down 11.14%) and UBS (10.99% lower). Market participants speculated this move and it likely means that the SNB thinks the ECB may announce QE – and perhaps more aggressively than the market expects – next week.
  • Regardless of any communication between the two central banks clearly the SNB would not be blind to market expectations that almost fully anticipate an ECB sovereign QE announcement at their meeting next week (Thursday the 22nd). Such move by the ECB could we think clearly leave the SNB in an uncomfortable situation. To see this consider that to defend the 1.2 peg with the EUR, and avoid appreciation of the Franc, the SNB had to intervene by buying foreign currencies – especially the EUR – using Swiss Francs (Figure 3 shows today’s decline in the EUR against the USD, as SNBs move means less EUR buying). Now ECB QE entails the ECB printing EURs to buy Eurozone sovereign debt. This means that one could say the SNB prints Francs to buy the EURs that the ECB prints to buy European sovereign debt. Thus effectively the SNB would help monetize Eurozone government deficits – not by buying the debt directly, but by holding EURs that are backed by the ECBs balance sheet, which has exposure to Eurozone sovereign debt.
  • This is not to say that the ECBs balance sheet does not have exposure to European sovereign debt in the first place – it does directly through the OMT and indirectly through exposures to bank debt that has exposure to sovereign debt. However, one can speculate that the ECB doing outright QE would make the relationship between the two central banks a touch more intimate than the SNB is comfortable with. That could be one motive behind today’s SNB announcement. – Hans Mikkelsen (Page 4)
  • EUR/CHF loses the floor from under it. ECB QE has claimed its first victim. We believe that the prospect of imminent ECB QE as well as the size of the SNB balance sheet and the renewed need for FX intervention were the key drivers of today’s decision to abandon the EURCHF floor. Rates and FX markets reacted by pricing a large ECB QE, with front end EUR rates rallying, and EUR crosses selling off sharply. In a deflationary environment, the move will have significant effects on CHF and the Swiss economy, as well as on the hard-won credibility of the SNB. – Myria Kyriacou, MacNeil Curry, CFA, CMT, Sphia Salim, Shusuke Yamada, CFA, Kamal Sharma, Arko Sen, John Hopkinson, David Woo  (Page 9)
  • CEE Macro Watch: SNB scare but no game changer. Do not expect rushed rate moves. The drop of the EUR/CHF floor by the SNB affects CEE via CHF mortgages, particularly Poland and Croatia. The strongest message CEE central banks are sending is that they will not rush in any interest rate response. We think this is a legitimate position given the high uncertainty about the growth and inflation impact of the upcoming ECB QE, of the ongoing oil price drop and the impact of the CHF appreciation. As a result, we do not think any of the CEE central banks will change their monetary policy stance and strategy in the near term as a result of the CHF adjustment. In fact, in the case of the NBP, the easing cycle may extend even to 2016 given how cautiously the MPC likes to behave. In the very near term though, we expect all of the central banks to stand ready to intervene in the currency market to tame excessive volatility due to this event. – Raffaella Tenconi, Olga Veselova, Mai Doan (Page 12)
  • Inflows to duration remain strong. Not surprisingly, with another leg lower in interest rates, inflows to duration remained strong last week (ending on January 14th). High grade outside of short-term funds remained the main beneficiary, reporting another strong inflow of $4.43bn. At the same time despite the positive recent returns outflows from short-term high funds continued. Last week outflow was $1.10bn, up from a $0.65bn outflow in the prior week. Also inflows to muni funds normalized to $0.44bn after spiking to $1.20bn in the prior week. High yield bonds reported a $1.04bn inflow last week, up from $0.69bn outflow in the prior week notwithstanding the recent market volatility. Leveraged loan funds, however, continued to see outflows, which rose to $0.75bn, as their defensiveness against higher rates is less attractive in a falling rates environment. – Yuriy Shchuchinov (Page 6)
  • Treasury yields drop. Treasury yields dropped sharply today. The likely catalysts have been a 2% fall in oil prices (Brent) as well as speculation that today’s announcement by the SNB signals a larger QE by the ECB next week. Interest rates fell across the curve: 2-year Treasury yield was down 8.8bps to 0.41%, 5-year yield fell 15.8bps to 1.16%, 10-year yield fell 14bps to 1.71% and 30-year yield was down 10.1bps to 2.37%. – Yuriy Shchuchinov (Page 8)
  • Cash is king for oil:.Brent is poised for $31 and WTI is set to hit $32/bbl…As we first highlighted in a piece entitled ‘Saudinomics for beginners’, volatility implied in 1m ATM Brent options has continued to increase at an alarming speed. Partly as a result of this higher vol environment and to better help communicate our directional views, we are moving away from quarterly oil price average forecasts to end-of-quarter price targets. We will, however, maintain a more stable average yearly crude oil price forecast for equity and bond valuations. So in line with our recent piece “How low can oil prices go?”, we now expect oil prices to spiral down towards an end-of-1Q Brent target of $31/bbl and a WTI target of $32/bbl. Francisco Blanch, Sabine Schels, Peter Helles, Max Denery, Michael Widmer (Page 11)
  • Conference Call: Preview of ECB & Greek elections. Ahead of two upcoming key events, the much anticipated ECB meeting on the 22nd Jan and Greek Elections on 25th Jan, please join our senior macro research analysts, Gilles Moec (European Economics), Ralf Preusser (European Rates) and Thanos Vamvakidis (G10 FX) to discuss their expectations and outcome implications. Plenty of time will be allocated for Q&A. We look forward to your participation. Wednesday, January 21, 2015 3:00 PM GMT Standard Time. Please see separate invite for dial-in details.

 

Greek Problem?

January 15th, 2015 4:27 pm

Via a fully paid up subscriber:

2 Greek Banks Said to Request Cash Via ELA System: Ekathimerini
16:18
Two unidentified Greek banks were said to have submitted
requests to the Bank of Greece for cash via the emergency
liquidity assistance (ELA) system today, Ekathimerini reported,
without saying where it got the information.
• Requests to be discussed by ECB next Weds
• NOTE: (Jan. 13) ECB Warning on Greek Funding Deploys Tactic
Honed in Crisis

Aftermath of the Swiss Move

January 15th, 2015 3:31 pm

This is very long but worthwhile and informative.

Via TDSecurities:

The SNB Aftermath

·        The SNB’s surprise decision to drop the floor opens up markets to new dynamics going forward.

·        EUR depreciation can be particularly sped up from here, with our initial target between this and ECB QE of 1.12 in EURUSD and we will re-examine that level more formally over the coming week. It can also take some pressure off JPY appreciation in times of market stress as CHF can once again join the ranks of the safe havens—albeit one with a significantly negative interest rate as well as the persistent threat of SNB intervention.

·        Trying to maintain the CHF floor in the context of significant and lengthy ECB sovereign bond buying would likely have been like trying to fit a square peg in a round hole, and with negative policy rates now more normal, that proves to be a more acceptable tool.

·        This also opens up scope for a further round of a war of rate setting across Europe from the ECB, Norges Bank, Riksbank, and the SNB as well, with the latter adding likely further FX intervention into the mix.

·        Ultimately, this decision could be seen as an SNB vote of confidence for both the sustainability of the strong USD trend and ultimate start of a Fed hiking cycle as well as the vote of confidence for the cross-border flow we will see in EUR post-QE.

As the dust settles and SNB President Jordan has finished his press conference, there are still numerous questions as to why now and what lasting impact will we see in markets?

Risk On or Risk Off?

The typical reaction for markets is that CHF positive is risk negative, and knee-jerk reaction in the markets to sell equities and buy bonds on the announcement of the SNB dropping the floor was consistent with that programming. However, across FX, the  1.25% move lower in USDJPY was certainly obeying the rules of that game but with the dollar bloc recovering their initial losses and posting gains on the day vis-à-vis the USD, it suggests different dynamics at work here. So we would push back against those suggesting this is a risk off catalyst, even if some of the moves on the day necessarily fold into that dynamic. The Swiss franc does not drive the risk environment, it reacts to it.

There is a question now of whether CHF is even able to return to its old role as safe haven currency  in times of risk aversion, as it’s going to be more of a gamble than it has been in the past. Not only is there the disincentive of substantially negative interest rates, but there’s also the constant threat that the SNB could come in to intervene in FX markets again, as there is not a lot of  clarity on where SNB wants to see CHF settle from here, and what exactly would trigger intervention. At current levels, which is also where the SNB was intervening earlier this morning, buying CHF in times of risk aversion looks like a risky proposition.

Our USDCHF market fair value model would suggest 1.21 (with relative market moves on the day having shifted that lower from 1.23 on the day) should be the appropriate anchor, PPPs would put fair value a bit lower in the 1.00-1.15 range, and so even though we have moved to around 0.90 on the day, if the global risk environment were to remain the same, we would expect to see some further retracement higher over the next 3-6 months.

For EURCHF, it’s difficult to tell when it might return north of 1.20 again without SNB involvement. The most recent G10 example of a currency floor breaking was probably during the UK’s ERM crisis in September 1992, although admittedly that was a very different case with the BoE then unable to prevent GBP depreciation, while in the current case the SNB pulled the plug on trying to fight CHF appreciation. In the UK’s case it’s worth noting that GBPDEM didn’t return to its 1992 levels until 1997, so nearly 5 years later. The EURCHF case may not be too dissimilar with EUR likely to continue to depreciate through the next two years of ECB balance sheet expansion, preventing any substantial move higher in EURCHF.

Why Now?

Jordan’s press conference offered no convincing answer on this front. His public answer was that the franc grew less overvalued since the floor was introduced in September 2011. That is certainly true on USDCHF, where we had recently moved back above parity for the first time since 2010, though only to drop below 90 cents on the announcement. But for EURCHF, it was only because of intervention that we had remained where we where and on the day, are back to the 2011 lows. With the ECB likely to introduce sovereign QE next week, EUR depreciation is likely to continue, which means EURCHF is likely to remain under further pressure to depreciate.  And it is the EUR moves that will dominate the impact on pass-through into Swiss inflation and GDP so expectations for both must now be lowered further, with lower oil prices exacerbating the former and somewhat offsetting the latter.

It is possible there were concerns of maintaining the floor in the context of negative rates. It is more likely that while in 2011, negative policy rates seems further down the spectrum of the absurd, today they are just another normal policy tool and financial systems have shown that banks and markets can handle this so the SNB wanted to return to more normal, exceptional monetary policies. But the most likely reason in our opinion was the potentially costly implication for the SNB to remain bid euros in the midst of what we expect will be a €500bn, two-year government bond buying program by the ECB. As the SNB has been intervening to weaken their currency, they could have continued to print francs to make these purchases, but this would have implied a likely significant acceleration in the growth of their balance sheet.

By shifting the policy focus to negative interest rates, it can prove less directly costly if they feel the economy is ready to digest the adjustment. A sustained 10% appreciation of the currency would typically see real exports fall around 1% while real imports rise by 3%. Some of this would typically be offset the 50bps cut in the policy rate, which if we factor in the 25bps cut already taking effect this month would have implied a boost to GDP of 1.5-2.5pp over the next 12-18m. However given the negative rate on sight deposits is not widespread on smaller domestic savers, this pass-through would be less. So the calculus here is difficult to say definitively, but it is more advantageous than the situation in 2011 to let the market determine the level of the currency.

Lastly, we would mention that there have been suggestions that this could be a temporary stress reliever by the SNB, and that they could return to the market in short order and re-introduce a floor at a lower level on the assumption that this was needed  given ECB QE is largely priced in. Had this been the intention, they simply could have lowered the floor, rather than go through a charade of dropping it only to bring it back, but any concern there in the market could limit some immediate drift lower.

Another Decelerant to Euro Depreciation Falls by the Wayside

By taking the SNB off of the required bid for euros, this provides an ability for EURUSD’s move lower to accelerate on the back of QE—already itself accelerated by likely being the first central bank to introduce QE in the context of negative rates. One natural buyer is now out of the market, and could actually take the opportunity to eventually sell some EUR holdings back to the ECB with the latter taking over as primary European buyer. Although we don’t expect the SNB to begin shrinking its balance sheet anytime soon, given that it would merely exacerbate CHF appreciation after the outsized move that we already saw today. We had been looking for EURUSD to target around 1.18 on the assumption that the risk of the ECB shifting to outright sovereign bond buying remained close to 50/50 as of last November. With it a done deal, this extends the downside to at least 1.12, and we will re-examine this forecast next week.

War of Negative Rates to Intensify

The SNB has now set the new low bar for a negative policy rate at  -75bps. There is nothing to stop them from taking this further, nor extending it more broadly across domestic savers. But the ECB’s –20bps deposit rate, the Riksbank’s 0% repo rate, and certainly the Norges Bank’s rich yield feast of 1.25% all start to look like potential avenues to ease further. This is the driver for the broad-based underperformance of all the European crosses, DKK included, on the day. Rate cuts are back in vogue and the zero lower bound is much less binding.

Corporate Issuance Thus Far

January 15th, 2015 10:52 am

Via Bloomberg:
IG CREDIT: List of New Issues Expected to Price in U.S. Today
2015-01-15 15:01:11.803 GMT

By Greg Chang
(Bloomberg) — The following is a list of new issues
expected to price today:
* Kingdom of Sweden $2.5b Aaa/AAA
* 3Y; 144A/Reg S
* Spread set MS -6 vs IPT MS -5 area
* Books: Barclays, C, NORDEA
* Books: Barclays, C, NORDEA</li></ul>
* Akbank TAS $500m (no grow) Baa3/BBB-
* 5Y; 144A/Reg S
* IPT MS+287.5 area
* Denoms: 200k x 1k
* Books: Barclays, C, GS, ING, MIZ, STANCHART
* Books: Barclays, C, GS, ING, MIZ, STANCHART</li></ul>
* J.P. Morgan Chase & Co $benchmark A3/A
* 5Y fxd and/or FRN, 10Y Sr Holdco notes
* IPT 5Y fxd +120 area, 5Y FRN 3mL equiv, 10Y +155 area
* IPT 5Y fxd +120 area, 5Y FRN 3mL equiv, 10Y +155 area</li></ul>
* Valspar Corp. $500m (no grow) Baa2/BBB
* 10Y, 30Y ($250m per tranche)
* IPT 10Y +180, 30Y +225 (both area)
* Books: BofAML, JPM, WFS
* Books: BofAML, JPM, WFS</li></ul>
* Petróleos Mexicanos $benchmark A3/BBB+
* 5Y, 11Y, 31Y; 144A/Reg S with reg rights
* IPT 5Y +260, 11Y +300, 31Y +350 (all area)
* Denoms: 10k x 1k
* Books: BBVA, C, HSBC, MS
* Books: BBVA, C, HSBC, MS</li></ul>
* Wells Fargo & Co. $benchmark Baa3/BBB
* Perp NC10 fxd to FRN; $1,000 par
* IPT 6.125% area
* IPT 6.125% area</li></ul>

Morning Data Review

January 15th, 2015 9:28 am

Via Stephen Stanley at Amherst Pierpont Securities:

At the risk of deterring you from reading the remainder of this note, the bottom line on this morning’s data is that it is all but meaningless.  But you should read on, as I will give a brief preview of the December CPI after I run down the PPI results.

First, initial jobless claims jumped by 19K to 316K in the week ended January 10.  Of course, the reference period is the first full week of the new year and the first non-holiday week in a while, so the likelihood of distortion is unusually high.  My intention is to wait a week or two and see what happens, but my guess is that this pop will prove to be more noise than signal.  In any case, the latest reading is the first above 300K since November.

The December PPI came in firmer than expected, even though the headline gauge declined by 0.3%.  The result was driven mainly by a 6.6% plunge in energy costs (I had expected -6.5%).  Food prices declined as well, though by “only” 0.4%, less than I had expected.  The main surprise, however, came in the core.  The primary driver was a 0.3% advance in “wholesale trade services” prices and “retail trade services” prices, whatever those are (these two line items account for almost a quarter of the core).  The wholesale cost of “investment services” also jumped, adding another tenth to the core result.  In any case, just to repeat my monthly mantra: pretty much nothing in the core PPI has a meaningful relationship with its counterpart in the core CPI.

Moving on to the December CPI, I expect a slightly higher-than-consensus result.  I am forecasting a 0.3% drop in the headline CPI, driven of course by energy.  However, the consensus is looking for a 0.4% decline.  The handful of items within food and energy for which the PPI and CPI results do have a close relationship led me to nudge up my headline CPI forecast by a few hundredths but not by enough to alter the -0.3% projection.  Meanwhile, I anticipate an acceleration to a 0.2% increase in the core index in December.  In November, there were a litany of categories for which the results were unusually soft, leading to a “low” 0.1% advance (0.07% unrounded).  The list of categories with a negative print in November included: household furnishings and operations, apparel, new and used vehicles, hotel rates, recreation costs, and telephone services.  In December, recreation costs and apparel prices may have bounced back, while used vehicle prices and household furnishings and operations likely declined at a much slower pace relative to November’s slides.  With shelter costs continuing to be firm (the trend these days is a 0.3% rise in rent and a “high” 0.2% advance for OER) and medical care and education costs trending up at about 0.25% per month and 0.3% per month respectively, we start with a base for the core of about +0.14% per month if we get “normal” readings for those categories.  To get the sort of print that we had in November, the other 45% of the core has to be clearly negative.  To register a 0.2% advance, all that you need is for the more variable half (roughly) of the index to contribute positively by a few hundredths.  The latter is exactly what I expect for December.  With global deflation frenzy reaching a fevered pitch, a 0.2% rise in the core CPI tomorrow might be just what the doctor ordered to break the markets’ fever.

On the Swiss Bank Action

January 15th, 2015 9:25 am

Via Kit Juckes at SocGen:

The SNB decision to remove the EUR/CHF 1.20 floor will lead to EUR/CHF volatility as the market tries  to find a new equilibrium for this cross, and as the SNB tries different means (USD/CHF intervention, negative rates, possibly further measures including captial controls down the line?) to stem the CHF gain. But more broadly, this move sees a major buyer of the Euro leave the building and opens the way for further/faster EUR weakness. It will trigger further broad-based dollar strength as a result and this in turn has already been reflected in a revival of risk aversion (and increase in market violability). Volatility, USD, JPY and Gold are ‘winners’. The Euro, EM currencies, and Swiss exporters (and tourist industry) are losers

The SNB decision was made outside of the normal meeting schedule. They also lowered the interest rate on sight deposit account balances by 50 basis points to ?0.75% and adjusted the target range for the 3-month LIBOR deeper into negative territory, to between -1.25% and ?0.25%, from the previous range of between ?0.75% and 0.25%. This decision comes less than a month after the 18 December decision to impose negative interest rates on sight deposit accounts and the 3-month LIBOR target. So, we have had two major policy announcements from the SNB within the past month outside of regularly scheduled policy meetings. This suggests mounting concerns by Swiss policymakers in the face of growing indications of an ECB sovereign QE announcement on 22 January. And needless to say, this is something that caught us completely by surprise.

Over the past two years, it was becoming clear that the natural market equilibrium for EUR/CHF was lower despite the passing of the Euro area’s sovereign crisis. The Swiss franc was bid by safe haven flows from a combination of EM weakness and geopolitical concerns, particularly following the Ukraine crisis. Most recently, higher volatility in global risk assets has contributed to upside pressure on the franc. The attempt to hold the EUR/CHF 1.20 floor has resulted in a ballooning foreign reserves stockpile at the SNB. The reserves have climbed from CHF200bn in mid-2011 to almost CHF 500bn (of which 45% are in Euros). These are now equivalent to 70% of Swiss GDP and have not been without controversy in Switzerland, as reflected in the referendum on the SNB’s gold holdings on 30 November 2014.

So, why now and where next? The SNB clearly does not believe that the upward pressure on the Swiss franc from inflows due to ECB policy, Greek uncertainty, the Ukraine crisis and Russian sanctions, will pass soon. That’s not a great vote of confidence in the prospects for either calmer markets in the months ahead, or for the Euro’s future value. So the SNB has decided to jump to ‘Plan B’ rather than persist with the previous one in the (futile?) hope that pressure would ease any time soon.

The SNB is not ‘giving up’ but rather, changing tack. After allowing the markets to clear, further intervention is likely – but possibly, in USD/CHF rather than EUR/CHF, with added emphasis on the CHF trade weighted index. After all, the marginal buyer of Swiss luxury goods nowadays is more likely to be in Beijing or Shanghai than Frankfurt or Paris. After that, the SNB will see what the effect of the new interest rate stance is, after all, such deeply negative rates will have an impact on the appetite of anyone to keep money on deposit in Swiss francs. The SNB must hope that the EUR/CHF, after settling at a much lower level initially, then drifts back upwards towards 1.20. A more realistic hope might be that the USD/CHF rate gets back above parity later this year.

We will update if SNB President Thomas Jordan’s Press Conference  tells us anything new. In the meantime our main trading conclusions are that this adds to FX market volatility, that it accelerates the US dollar appreciation, causes renewed EMFX tension/weakness, and perhaps most of all, accelerates the EUR/USD downtrend. It may also improve the outlook for sterling, extending EUR/GBP weakness if safe haven flows into the UK are reinvigorated despite the political uncertainty of the coming months.

Lots to Watch Today

January 15th, 2015 7:00 am

Via Bloomberg:

WHAT TO WATCH:
* (All times New York)
Economic Data
* 8:30am: Empire Manufacturing, Jan., est. 5 (prior -3.58)
* 8:30am: PPI Final Demand m/m, Dec., est. -0.4% (prior -0.2%)
* PPI Final Demand y/y, Dec., est. 1% (prior 1.4%)
* PPI Ex Food and Energy m/m, Dec., est. 0.1% (prior 0%)
* PPI Ex Food and Energy y/y, Dec., est. 1.9% (prior 1.8%)
* PPI Ex Food, Energy, Trade m/m, Dec., est. 0% (prior 0%)
* PPI Ex Food, Energy, Trade y/y, Dec. (prior 1.5%)
* PPI Ex Food, Energy, Trade y/y, Dec. (prior 1.5%)</li></ul>
* 8:30am: Initial Jobless Claims, Jan. 10, est. 290k (prior
294k)
* Continuing Claims, Jan. 3. est. 2.4m (prior 2.452m)
* Continuing Claims, Jan. 3. est. 2.4m (prior 2.452m)</li></ul>
* 8:45am: Bloomberg Jan. U.S. Economic Survey
* 9:45am: Bloomberg Consumer Comfort, Jan. 11
* 10:00am: Philadelphia Fed Business Outlook, Jan., est. 18.7
(prior 24.5, revised 24.3)
Supply
* 1:00pm: U.S. to announce plans for auctions of 3M/6M bills,
10Y TIPS

Reminiscences of an Old Bond Trader

January 15th, 2015 6:30 am

Note futures are back to 130 which is where they sat at the time of bond auction yesterday. The bond contract is 6 ticks shy of 150 which is where it sat at auction time. I dont watch the ultra but someone told me that trades at 175.Seems like that should be sold on principle.

I recall from my younger days that the Treasury sold a 20 year bond (not a typo as they once had a 20 year cycle) at the peak of rates in 1981 with a 15.75 coupon. When I traded short coupons in the mid 80s rates had declined and 30 year yields were closer to 7 percent. I do recall watching that old 20 year and it did trade with a 175 handle.

That period is actually somewhat relevant to this period as the price of oil was collapsing. I believe that the Saudis drove the price to $10 by the spring of 1986. One way to view the decline in rates is via the coupons on Long Bonds. In Nov 1985 the Treasury issued a 9 7/8 bond and in February 1986 they issued a 9 1/4 bond and then in May 1986 they issued a 7 1/4 bond.

There is an adage that generals always fight the last war and that applied here. Many traders fiercely resisted the decline in rates as they had cut their teeth in the business with rates in the mid teens as in the aforementioned 20 year bond. So lots of guys lost lots of money adjusting to what was a brave new world of 7 percent type long bonds. I think the 7 percent level held until 1993 a year which produced a 6 .25 coupon which is still changing hands in the market place (6.25s of Aug 2023).

Here is today’s bonus question: What is the highest coupon ever issued by the Treasury?

First prize is free subscription to acrossthecurve.com and bragging rights.