Gundlach Sees Disappointing US Growth

January 14th, 2015 6:08 am

Via Bloomberg:

Gundlach Says U.S. Growth May Disappoint on Oil Drop Effect (1)
2015-01-14 00:28:40.388 GMT

(Updates with comments on oil from 10th paragraph.)

By Mary Childs
(Bloomberg) — Jeffrey Gundlach, co-founder of $64 billion
investment firm DoubleLine Capital, said the U.S. economy may
grow at a slower rate than economists expect this year, as
falling oil prices hurt investment and hiring in the energy
industry.
While cheaper oil fueled growth in the final months of
2014, the decline has a “sinister” side that will ripple
through the economy and prompt downward revisions to forecasts
by the middle of the year, Gundlach said today in a webcast.
Stock markets may not continue their rally and yields on 10-year
Treasuries may go lower before rising again, he said.
Gundlach joins Bill Gross, Pacific Investment Management
Co.’s co-founder and former chief investment officer, in
cautioning that falling oil prices aren’t just positive for the
U.S. Gross said this month that the Federal Reserve’s ability to
raise interest rates is limited by the drop in oil, and that
prices for many assets may decline this year.
Gundlach said the Fed may still raise interest rates this
year if employment reports remain strong. That will help
strengthen the U.S. dollar, while causing another headwind for
stocks, he said.
“It looks to me like the dollar’s headed higher,” he
said. “I know it’s a crowded trade. I’m as uncomfortable as
everybody else in a trade that’s this crowded. It just seems to
me the fundamentals underneath the dollar remain strong.”

Dollar Rally

The dollar has surged in the past six months, with the
Bloomberg Dollar Spot Index, which tracks the U.S. currency
against 10 major peers, reaching 1,147.54 last week, the highest
in data going back to 2004. The currency is gaining as the U.S.
remains the bright spot in a lackluster global economy.
The World Bank this week cut its forecast for global growth
this year, as an improving U.S. and low fuel prices fail to
offset disappointing results from Europe to China. The world
economy will expand 3 percent in 2015, down from a projection of
3.4 percent in June, according to the lender’s semiannual Global
Economic Prospects report, released Jan. 13.
The report added to signs of a growing disparity between
the U.S. and other major economies while tempering any optimism
that a plunge in oil prices will boost output. Risks to the
global recovery are “significant and tilted to the downside,”
with dangers including a spike in financial volatility,
intensifying geopolitical tensions and prolonged stagnation in
the euro region or Japan.

‘Bottom Fishing’

Treasury 10-year yields matched the lowest in 20 months as
a slump in crude oil and commodities prices damped the outlook
for inflation. Treasuries have gained 1.6 percent this year,
after returning 6.2 percent last year, the most since 2011,
according to Bloomberg U.S. Treasury Bond Index.
Gundlach said investors should avoid “bottom-fishing,” or
buying oil assets in expectations that prices may not fall
further, because oil may not go up any time soon. Being a
contrarian in commodities is “dangerous,” he said.
Last year, Gundlach correctly bet that bond yields would
fall as pension funds shift to bonds from stocks, even as the
Fed began tapering its bond buying. He sold cash and added
Treasuries and government-backed mortgage-backed securities with
longer durations to DoubleLine Total Return.
Gundlach’s $41.6 billion DoubleLine Total Return Bond Fund
returned 6.7 percent last year to beat 91 percent of peers,
according to data compiled by Bloomberg. Over the past three
years, it’s beaten 93 percent of comparable funds.
Gundlach predicted that volatility in financial markets
will increase “substantially” this year, after almost six
years of rising stock markets. Measures of price swings in
equities and fixed income have surged in recent weeks, as U.S.
oil has fallen to about $46 a barrel, the lowest price since
April 2009.

January 14 2015 Opening

January 14th, 2015 5:55 am

Prices of Treasury coupon securities have registered very modest gains in overseas trading. The principal focus of participants was the continued slump in commodity prices. This time the culprit was copper which at one point in the session traded to its lowest level since the dark and sinister days of 2009 (July to be precise). In addition the European Court of Justice gave an imprimatur of sorts to QE by the ECB when it issued an opinion which said the buying was legal “in principle”.

The yield on the benchmark 5 year note has slipped to 1.359 from 1.37 at the New York close yesterday. The yield on the 7 year note edged down to 1.667 from 1.67. The yield on the 10 year note dropped to 1.891 from 1.902. The yield on the Long Bond dropped back below 2.50 percent as  it slipped to 2.486 from 2.502. The yield curve is on balance flatter. The 5s 10s spread is unchanged at 53.2. The 5s 30s spread is 112.7 versus 113.2 at the close. The 10s 30s spread flattened to 58.5 from 60.The 5s 10s 30s fly cheapened to -5.3 from -6.8. Dealers reported yen funded buyers in the belly and bank portfolios and central banks selling 3s and 5s.

In foreign currencies the Euro has made fresh new lows while the yen continues to strengthen. The yen trades with a 117 handle currently. The turmoil in the currency markets has prompted safe haven buying of that currency as the Cad dollar and the ruble sink with commodities.

Mr Draghi fed the decline in the Euro as he said that ECB is determined to fullfill its mandate. He said this in an interview with a German newspaper. Here is a pertinent excerpt from a Bloomberg story on the topic:

“All members of the Governing Council of the ECB are determined to fulfill our mandate,” the ECB president said in an interview published today. “Naturally, there are of course differences over how that should be done, but there aren’t endless possibilities.”

The highlight of this day in the Treasury market will be the duration drop of $13 billion newly minted Long Bonds by the Treasury at a 100PM auction. I think that buying this issue at these levels is a larger leap of faith than normal. I guess my view is tainted by my personal history but for starters these little gems are in about the 99.9 percentile of richness when viewed over the span of the last 35 years or so of bond market history. So buying a sub 2.50 Long Bond with a relatively ebullient domestic economy rubs me the wrong way. In addition the issue has richened overnight on an absolute level and on a rel val basis as 5s 30s and 10s 30 are both flatter. On the other side of the ledger the commodities rout is unabated and the US is still a magnet for global money. I think the extent of demand from overseas will determine the outcome at 100PM and until I develop a better handle on those flows I will remain an agnostic.

European Court Rules on Legality of QE

January 14th, 2015 4:56 am

The European Court of Justice has given its imprimatur to QE by the ECB with a ruling today that bond buying by the central bank was legal “in principle”.

Via the FT:

ECB’s bond plan is legal ‘in principle’

The hope is that the ECB, led by president Mario Draghi, will embark on the right type of QE soon

The European Court of Justice said the European Central Bank’s crisis-fighting plan falls within policy makers’ mandate, removing a major legal hurdle to policy makers embarking on quantitative easing.

Pedro Cruz Villalón, an ECJ advocate-general, issued an opinion on Wednesday saying that the ECB’s earlier promise to save the region from economic ruin by buying government bonds through its Outright Monetary Transactions (OMT) programme was compatible with EU law and fell under the domain of monetary policy.

“The advocate general finds that the OMT programme is an unconventional monetary policy measure,” the ECJ said. The final decision, expected in four to six months’ time, is likely to follow the advocate general’s opinion.

The German constitutional court in Karlsruhe had questioned the legality of the “potentially unlimited” nature of the OMT. Any signal from the ECJ that it supported this complaint would have weighed on the ECB’s ability to announce US Federal Reserve-style open ended bond purchases just a week ahead of the next monetary policy committee meeting, where the market is expecting the ECB to announce a package that includes the purchase of government bonds.

With prices in the eurozone now falling for the first time in more than five years, the case for government bond buying is now clearer cut than in 2012 given the ECB’s primary mandate to keep inflation below but close to 2 per cent.

However, Mr Cruz Villalón said that compatibility with EU law depended on certain conditions being met. Those conditions included the ECB refraining from any direct involvement in a financial assistance programme from a state that was receiving OMT support. The ECB stands alongside the International Monetary Fund and the European Commission as part of the troika of organisations handling the bailouts of eurozone member states.

Market reaction was initially muted. The euro was up 0.2 per cent at $1.1795 before the judgment’s release and remained around that level. Similarly, 10-year Bund yields which had dipped two basis points to 0.46 per cent in response to a weaker stock stayed barely moved. Stocks pared losses, however, the FTSE Eurofirst 300 easing 0.8 per cent.

Mario Draghi, ECB president, has championed quantitative easing as a way to prevent the eurozone from falling into a damaging spell of deflation, which would raise debt burdens and wipe out demand.

The questions addressed by the advocate general had been passed to the ECJ from the German constitutional court in Karlsruhe after 37,000 plaintiffs questioned the legality of the ECB’s pledge to buy bonds in potentially unlimited quantities to remove the threat of a break-up of the eurozone.

Mr Draghi had said before the OMT’s announcement that the central bank would do “whatever it takes within the ECB’s mandate” to counter the threat of a break-up of the currency area.

Eclectic Topics Via Merrill Lynch

January 13th, 2015 8:50 pm

Via Merrill Lynch:

  • 4Q earnings growth slowed by oil, dollar. Tomorrow’s release of 4Q results from JPM and WFC will kick off the earnings reporting season for US high grade issuers. Three more large US banks are scheduled to release results later this week as well. The bank earnings are expected to be weak, and combined with the impacts of lower oil and stronger dollar they may push the bottoms-up estimates of 4Q earnings growth of US high grade issuers to just 1.0% YoY. Revenue growth is expected to decelerate to 1.0% as well. Most of this weakness is concentrated in Financials and Energy, however, with the Energy sector results impacted by the drop in oil prices. Excluding Finance and Energy 4Q earnings are expected grow 5.9% YoY, and revenues are expected to grow 3.9% YoY. This is similar to 6.4% and 3.7% YoY earnings and revenue growth during the third quarter of last year.
  • The 13% appreciation of the US dollar (DXY) since 4Q 2013 is also expected to significantly impact the results. Outside of Energy and Finance, earnings of purely US domestic companies are expected to rise 8.9% in 4Q. This compares to a 4.3% 4Q earnings growth for companies with foreign sales exposure less than 50% of sales and a flat -0.3% 4Q earnings growth for companies with foreign exposure exceeding 50% of sales. Note, however, that the impact of the dollar on credit fundamentals is moderated by the fact that companies with higher foreign sales tend to have lower leverage. – Yuriy Shchuchinov (Page 4)
  • Declines in both CDX IG & HY net longs. Non-dealer investor’s net long-risk positioning in CDX IG and HY declined last week (as of January 9th). However, the net long-risk investor positioning in CDX IG only declined modestly to $38.8bn from $39.3bn in the prior week, while the positioning for CDX HY declined more noticeably to $4.3bn last week from $5.6bn in the prior week. Given that CDX HY is about four times more volatile as IG, the current $4.3bn net long positioning for CDX HY corresponds to about $17.3bn CDX IG net long in terms of risk. This suggests that the net long positioning in CDX IG remains significantly above that of CDX HY in terms of risk.Jon Lieberkind (Page 6)
  • Greece: conditions for a positive outcome. Beyond the pre-election rhetoric. We discuss the main conditions that we think any new Greek government will have to meet in order to avoid tail risks. We argue that there is room to improve Greece’s adjustment program, but that this will depend to a large extent on the political will to implement key reforms. Our baseline is that the government that will follow the elections of Jan 25 and the Troika will have strong incentives to avoid extreme outcomes. However, we expect very difficult negotiations that could trigger more market volatility, while risks could remain high for most of the first half of the year. – Athanasios Vamvakidis, Gilles Moec, David Beker  (Page 8)
  • Oil rumors and realities. There has been plenty of ink spilled on the impact of the plunge in oil prices on the economy and markets. That said, we find that there are still many misconceptions and confusion. This report provides one-stop shopping with key facts and simple rules-of-thumb. In our view, the bottom line is that the US consumer benefits, although those employed by the oil industry will be hurt, while oil producers will lose, curbing investment activity. We believe the positives outweigh the negatives. Overall inflation will likely decline, but with limited pass-through to the core. – Michelle Meyer (Page 7)
  • China Economic Watch: December trade growth quickened. Both export and import growth surprised on the upside. Export growth came in above expectations at 9.7% compared to 4.7% yoy in November (versus market consensus 6.0%) while import growth surprised on the upside at -2.4% in December from -6.7% yoy in November and (market consensus at -6.2%). Trade surplus narrowed slightly to US$49.6bn in December from US$54.5bn in November. Today’s trade data have already boosted the currency with USDCNH coming off 50pips from to 6.2040 to 6.1990. – Sylvia Sheng, Ting Lu (Page 11)
  • Back in business. The NFIB small business optimism index came in at 100.4 in December, up from 98.1 in November and above expectations of 98.5. This is the highest level since late 2006. Eight of the ten sub-indices improved in the month, one worsened and one remained unchanged. Overall, this report is an encouraging sign from the small business community and is consistent with our view that the US economy is continuing to heal. – Lisa C. Berlin (Page 8)
  • Now hiring. The number of job openings increased in November to 4.97mn, up from 4.83mn in October and above expectations of 4.85mn. While the hiring rate fell to 3.6% of total employment from 3.5%, the separations rate dropped by a greater percentage to 3.3% from 3.5%. Thus, net employment growth actually picked up – remember that nonfarm payrolls expanded by a robust 353,000 in November. The quits rate held steady at 1.9%, remaining close to the post-recession high of 2.0%. As a result, quits as a share of separations actually increased, while layoffs fell. Greater quits are a sign of a healthier labor market, as it suggests increased job mobility and competitiveness between businesses. All in all, this report points to continued progress in the jobs recovery. – Alexander Lin (Page 9)
  • Timing shift. The US budget surplus decreased to $1.9bn in December 2014 from $53.2bn in December of last year. The Congressional Budget Office (CBO) had expected a modestly larger surplus of $3bn, making this report in-line with expectations. This brings the fiscal year to date deficit up to $176.7bn from $172.6bn over the same period in 2013.Lisa C. Berlin (Page 8)

Auction Result

January 13th, 2015 1:05 pm

Via CRT Capital:

*** The auction was soft with a 1.4 bp tail and non-dealer bidding at 59.2% vs. 58% norm ***
* 10-year auction stops at 1.930% vs. 1.916% 1-pm bid WI.
* Dealers were awarded 40.8% vs. 42% average of last four 10-year Reopenings.
* Indirects get 50.0% vs. 48% norm.
* Directs take 9.2% vs. 10% average.
* Bid/Cover was 2.61 vs. 2.69 average of last four.
* Dealer Hit-Ratio: Dealers take 21% of what they bid for vs. 21% norm.
* Indirect Hit-Ratio: Customers take 95% of what they bid for vs. 88% norm.
* Treasuries were trading effectively unchanged ahead of the auction, building in no meaningful pre-auction concession. Since the results, Treasuries have traded modestly lower.
* Overall Treasury volumes have been above average, with cash trading at 122% of the 10-day moving-average. 10s have been strong at 106% of the auction-day norms in cash terms, but with a 27% marketshare vs. 28% average. 5s have been active, taking a 33% marketshare, while 7s took 10%, 3s 11%, and 30s 7%.

Auction Outlook

January 13th, 2015 12:58 pm

Via CRT Capital and sorry for late delivery:

We are cautious about the prospects of taking down the 10-year reopening auction near the bottom of the yield range and anticipate a more meaningful concession either ahead of 1pm or at the auction itself in the form of a modest tail.  The lowest yielding 10-year auction since May 2013 should limit aggressive bidding and we’ll highlight that all seven of the last 10-year auctions have tailed for an average of 0.8 bp.  On the other hand, volumes are above average (suggesting a meaningful setup) with cash at 129% of average with a solid 28% marketshare. We anticipate trend level customer awards overall as 58% of recent 10-year reopenings have gone to the combination of indirect and directs, however we’ll offer the caution that this will be another gauge of the impact of the dollar’s strength on auction demand – so we’re watching the indirect award for any indication of elevated foreign bidding.

* The WI at 1.940% suggests the lowest yielding 10-year auction since May 2013; an auction that tailed 1.2 bp.

* 10s are relatively rich vs. 5s and 30s for an auction day; on an equal-weighted fly 10s are near their richest levels for an auction since June 2013.

* Foreign awards at 10-year reopenings have been stable over the last four auctions, taking 17% or $3.62 bn vs. 17% or $3.64 bn at the prior four. On the other hand, investment fund interest has decreased over the same period, taking 35% or $7.7 bn vs. 40% or $8.6 bn prior.

* Indirect bidding has increased moderately, taking 48% at the last four reopening auctions vs. 43% at the prior four.  Over comparable periods, direct bidding has fallen, averaging 10% during the last four reopenings vs. 19% prior.

* Technicals are mixed in the 10-year sector with yields testing the Oct 15 low of 1.861% as stochastics extend into overbought territory.  Beyond the 1.861% resistance we’ll look to the Bollinger bottom at 1.835% then the 1.73% May ’13 low-mark.  For support we see last week’s yield-close at 1.943% before the range top at 2.028%.  Through there is the 21-day moving-average at 2.10%.

Ten Year Auction

January 13th, 2015 12:56 pm

I have been very busy in my role as grandfather so have not paid close attention to markets.

Notwithstanding that disclaimer I think the 10 year notehas cheapened on the curve and represents some relative value. This morning the 5s 10s spread was 52.3. I just clocked it at 53.4 so there is a basis point for scalpers. I like to watch 5s 10s 30s and that was -7.1 early this morning. That spread currently trades at -5.5.

In contrast the 5 year note has richened on butterfly. I just clocked 2s 5s 10s at 29.4 versus 30.1 this morning. So 5 year getting richer and 10 year cheapening which is an example of dealers shooting taxpayers in the big toe for their support of profligate spending by their elected representatives.

New Issues today (So Far)

January 13th, 2015 10:28 am

Via Bloomberg:

IG CREDIT: List of New Issues Expected to Price in U.S. Today
2015-01-13 15:03:46.435 GMT

By Greg Chang
(Bloomberg) — The following is a list of new issues
expected to price today:
* KfW $benchmark Aaa/AAA
* 3Y Global
* Spread set MS -5 vs IPT MS -4 area
* Books: HSBC, NOM, TD
* Books: HSBC, NOM, TD</li></ul>
* Asian Development Bank $benchmark Aaa/AAA
* 5Y, 10Y Global
* Final spread 5Y MS +1, 10Y MS +9 vs IPT 5Y MS +1 area,
10Y MS +10 area
* Books: C, DAIWA, GS, JPM
* Books: C, DAIWA, GS, JPM</li></ul>
* HCP Inc. $500m Baa1/BBB+
* 10Y Sr Notes
* IPT +175 area
* Books: C, CA-CIB, CS, RBS
* Books: C, CA-CIB, CS, RBS</li></ul>
* Southern California Edison $benchmark Aa3/A
* 3.75Y Amortizing note, 7Y, 30Y
* IPT 3.75Y +low 100s, 7Y +80 area, 30Y +125 area
* Books: Barclays, C, JPM, UBS
* Books: Barclays, C, JPM, UBS</li></ul>
* Berkshire Hathaway Finance $1b (no grow) Aa2/AA
* 2Y FRN, 3Y FRN
* IPT 2Y FRN 3mL+25 area, 3Y FRN 3mL+35-40
* Books: BofAML, GS, WFS
* Books: BofAML, GS, WFS</li></ul>
* Brixmor Operating Partnership LP $500m Baa3/BBB-
* 10Y
* IPT +low 200s
* Books: C, JPM, WFS
* Books: C, JPM, WFS</li></ul>
* John Deere Capital $benchmark A2/A
* 3Y fxd and/or FRN MTNs
* IPT 3Y fxd +60 area, 3Y FRN 3mL equiv
* Books: Barclays, JPM, MUFG
* Books: Barclays, JPM, MUFG</li></ul>
* Mandated:
* Municipality Finance Plc $benchmark Aaa/AA+,
* 5Y; 144A/RegS
* Mandated Barclays, JPM, Nordea, TD Securities
* Expected to be launched and priced in the near future,
subject to market conditions
* Expected to be launched and priced in the near future,
subject to market conditions</li></ul>

Corporate Spreads

January 13th, 2015 10:13 am

1/12 CLOSE    1/13 OPEN      CHANGE

GE  24        91/88          92/89            +1
WFC 24      109/106        110/107          +1
JPM 24      123/120        125/122          +2
BAC 24      137/134        138/135          +1
C  24      137/134        138/135          +1
GS  24      140/137        140/137          -0-
MS  24      140/137        141/137          -0-
IG23        70½/71        71/71½          +½

MBS

January 13th, 2015 9:41 am

Mortgages opening 1 to 1+ tighter today. Lower prices are helping spreads to recover. In addition there was foreign buying overnight and the Fed is slated to buy today and in concert those factors are contributing to the benevolent mood in that market this morning.