Monthly Archives: December 2015

Equities Drop On ECB’s Lackluster Announcement

  ■ EUR/USD climbs to highest since early Nov’ as ECB refrains from broadening Q.E. program ■ European Equity drops on lack of Q.E. prospects ■ U.S. Nov Nonfarm at 211K, helping underpin Dec’ liftoff ■ USD and equity markets unimpressed by rising liftoff likelihood Following a somewhat long while of smooth sailing, markets regained…

Dollar Continues To Recover

The exaggerated response to last week’s ECB meeting continues to unwind. Draghi’s dovish comments and the strength of US employment data have helped keep the divergence meme front and center.   The euro traded quietly in Asia before breaking down to almost $1.0800 in the European morning. There seemed to be only two news developments that had a…

BIS Warns The Fed Rate Hike May Unleash The Biggest Dollar Margin

Over the past several months, one of the biggest conundrums stumping the financial community has been the record negative swap spread which we profiled first in September, and which as Goldman we profiled first in September, “has been driven by funding and balance sheet strains, especially since August.” Today, in its latest quarterly report, the Bank of International Settlement…

The Blindingly Simple Reason Why The Fed Is About To Engage In Po

Two weeks ago, when deciphering the FOMC’s latest minutes, the market surged after paying particularly close attention to an extended Fed discussion of a heretofore little known aspect of the Fed’s monetary policy decision making, namely its focus on r*, or the “equilibrium” growth rate. As Goldman then summarized, “minutes from the October 27-28 FOMC meeting indicated…