HALISTER1: JGBs Gain After Fed Rate-Hike Odds Drop, Yen Strengthens: JPM AM

JGBs Gain After Fed Rate-Hike Odds Drop, Yen Strengthens: JPM AM

(Bloomberg) -- JGBs rise on receding expectations of imminent Fed rate hike and yen’s appreciation, says Genji Tsukatani, Tokyo-based head of fixed income investment at JPMorgan Asset Management.
  • Outcome of 20-year bond auction was strong as JGB yield curve’s steepening spurred demand from investors: Tsukatani
  • Says market participants have probably priced in a possible BOJ decision to be flexible on its debt purchases at next week’s meeting
  • Looking at balance between BOJ’s bond purchases and amounts of issuance in 1- to 5-year and 10-year debt, Tsukatani doesn’t see a huge shift to short-term sector; says it’s appropriate to search for buying opportunities on back of curve’s steepening
  • NOTE: 20-year bond sale draws higher-than-estimated cut-off price
  • 10-year yield down 1 bp at -0.020%, 20-year yield down 3.5 bps at 0.430% and 30-year yield down 5.5 bps at 0.500%
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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Genji Tsukatani (JPMorgan Asset Management Japan Ltd)

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HALISTER1: Aussie May Rally on Full-Time Job Gains, Patient Fed: Analysis

Aussie May Rally on Full-Time Job Gains, Patient Fed: Analysis

(Bloomberg) -- AUD/USD could test this month’s 0.7732 high if August full-time jobs rebound from a nearly three-year low and halt 2016’s downward trend, according to Bloomberg analyst Michael G. Wilson.
  • Full-time roles fell by 46.1k in July, and for 2016 so far, all net job creation has been part-time; such positions spiked by 71.6k in July, the most in seven years
  • The dominance of part-time suggests slack in the labor market, and the wage pressures needed to lift inflation toward the RBA’s goal may be missing, analysts said after the July report
  • Downward revisions have been made to the full-time jobs component in 8 of the last 10 data releases while 12-month moving average of part-time work is at highest since 2010
  • For August, employers probably added a total of 15k full and part-time jobs, based on median estimate of 26 economists in Bloomberg survey; forecast range is 18k losses to 45k additions (prior +25.3k); unemployment rate est. 5.7% (5.7%); data due 11:30am Sydney on Thursday
  • Should the full-time component rebound, AUD/USD may gain, helped by weaker expectations for a U.S. rate hike since Fed Gov. Brainard’s comments Monday
  • AUD/USD is now down 0.2% to 0.7550; it has tested and held 100-DMA so far this week, setting up a test of trend-line resistance adjacent to 0.7732, the Sept. 8 high
  • NOTE: Michael Wilson is an FX strategist who writes for First Word. The observations he makes are his own.
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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HALISTER1: Ex-speaker Latest to Fall in Brazil's Corruption Scandals

Ex-speaker Latest to Fall in Brazil's Corruption Scandals

Alert: HALISTER1
Source: APW (Associated Press)

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PETR4 BZ (Petroleo Brasileiro SA)

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Eduardo Cunha (Federative Republic of Brazil)
Dilma Rousseff (Federative Republic of Brazil)
Fernando De Mello (Federative Republic of Brazil)
Michel Temer (Federative Republic of Brazil)

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Criminal Practice & Procedure

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HALISTER1: PBOC’s 28-Day Reverse Repos Signal Neutral Policy Stance: CICC

PBOC’s 28-Day Reverse Repos Signal Neutral Policy Stance: CICC

(Bloomberg) -- PBOC’s resumption of 28-day reverse repos mainly aims at smoothing funding demand across Mid-Autumn holidays on Sept. 15-17 and National Day holidays on Oct. 1-7, CICC bond analysts led by Chen Jianheng write in note today.
  • Given capital outflows continue, longer-term liquidity injection could replace a RRR cut to some extent; it would also prompt banks to lend out longer-term funds at higher costs and help to prevent high leverage in bond market
  • 28-day reverse repos are unlikely to boost avg funding cost for banks because current deposit, a major funding source for banks, has increased this year: CICC: says avg funding cost for policy banks and large state-owned banks is lower than 2%
  • Related story: PBOC sells 60b yuan of 28-day reverse repos at 2.55%, down from 2.6% in Feb.
  • Yield of 10-yr govt bond drops 3 bps to 2.770%
  • 1-year IRS steady at 2.5100%; 5-year IRS down 1 bp at 2.7800%
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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PBCZ CH (People's Bank Of China)

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Chen Jianheng (China International Capital Corp Ltd)

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HALISTER1: Kiwi May Test Sept. 9 High After GDP Data, Brainard: Analysis

Kiwi May Test Sept. 9 High After GDP Data, Brainard: Analysis

(Bloomberg) -- NZD/USD may test 0.7413 if 2Q GDP is better than expected, Bloomberg strategist Michael Wilson writes.
  • Likelihood of hitting that level could increase if 2Q current account data beats est. tomorrow, which may prompt upward revision to GDP forecasts
  • 2Q GDP currently seen +1.1% q/q (range 0.4%-1.3%), according to median est. of 16 economists in Bloomberg survey; y/y seen +3.6%; data due 10:45am local on Sept. 15
  • NZD/USD now down 0.1% at 0.7344 vs 0.7336/64 range
    • Momentum indicators allow further upside: RSI at 56; MACD above signal line, both above zero
    • Spot bounced off 0.7291 low overnight, next to 61.8% Fibonacci retracement from July 21 low
  • Fed pricing decreased in wake of Brainard comments last night; broad U.S. dollar weakness since
  • NOTE: Michael Wilson is an FX strategist who writes for First Word. The observations he makes are his own.
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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HALISTER1: INSIDE ASIA: Yen Gains on Fed Comments; PBOC Pumps Liquidity

INSIDE ASIA: Yen Gains on Fed Comments; PBOC Pumps Liquidity

(Bloomberg) -- Asian currencies are mixed with Fed official Brainard’s remarks on a slower pace of rate increase bolstering the yen. Most markets in Southeast Asia reopen lower after a public holiday yesterday.
  • Brainard urges “prudence” and says no rush to raise rates in a speech in Chicago on Monday
  • Yen rallies for second day, while 10-year govt bonds set to snap three-day drop
    • USD/JPY falls on dovish Brainard comments, while risk- off sentiment is weighing on cross-yen trade, says Koichi Takamatsu, Tokyo-based head of G10 spot trading at Nomura Securities. USD/JPY may continue to hold 101 hurdle on demand from domestic investors before BOJ next week
    • Spread between 10-year and 30-year JGB yields may have further to widen as investors consider the possibility of BOJ reducing purchases of bonds maturing beyond 25 years at next week’s policy meeting: Charts
  • Interest-rate swaps and govt bond yields fall in China after PBOC sells 28-day reverse repos for first time since February
    • PBOC wants to inject longer-term funding to guide leverage lower in bond market, says Industrial Securities FI analysts Tang Yue. Chinese central bank doesn’t plan to tighten liquidity, & injection suggests it isn’t planning a RRR cut
    • Says sale of 28-day reverse repos at 2.55% is lower than expected
  • Onshore yuan steady as economic data released this morning largely meets expectations
    • Industrial output gained 6.3% in Aug. y/y vs est. +6.2%; retail sales climbed 10.6% against forecast +10.2%
    • Jan.-Aug. fixed-asset investment excluding rural households up 8.1% y/y vs est. +7.9%; Jan.-Aug. property investment rose 5.4% y/y
  • HKMA said late yesterday it provided yuan liquidity supports to banks after CNH interbank rate rose. 3-mo. CNH Hibor jumped most since Feburary yesterday
    • Lower CNH short-term rates and forwards today driven by HKMA’s liquidity injection yesterday, according to FX traders in North Asia
    • Nation’s fiscal deficit at 429.3b yuan ($64.3b) in Aug.
  • Aussie weakens by 0.3%
    • RBA Assistant Governor Kent says inflation target has achieved goals, is flexible; also says Aussie hasn’t dropped as much as expected in recent years
    • Aug. business confidence increased 2 pts m/m to 6
    • Opposition party agrees to A$6.3b in budget savings
  • Won poised to snap three-day loss, with South Korea saying N. Korea nuke impact on markets is limited so far
    • Aug. unemployment rate at 3.8%, highest in 5 mos., vs est. 3.6%
    • South Korea suspended operations of four nuclear reactors and some factories for safety checks after earthquakes jolted the country Monday
  • Singapore, Indonesia, Malaysia and Philippines reopen after holiday yesterday, when rest of Asian currencies had dipped. India is closed today.
  • Peso slips, set for longest stretch of decline since Jan. 15
    • President Duterte wants U.S. special forces to leave southern island of Mindanao; Secretary of Foreign Affairs Yasay says to ABS-CBN News Channel today that Philippines will honor treaties with other nations, no shift in relations with the U.S.
    • HSBC reiterated its constructive view on peso given planned reforms and infrastructure expenditure that should attract inflows, according to Sept. 12 note; forecasts USD/PHP at 46.20 at year-end and at 45.50 by end-2017
  • Ringgit touches lowest level in more than 2 months as local markets return from long weekend, and oil declines to trade near $46 a barrel; USD/MYR moving toward 200-DMA at 4.1037
    • Malaysia plans to spend about $1b over the next five years to refurbish and expand its airports
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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PBCZ CH (People's Bank Of China)

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