HALISTER: Dear ‘Bro’: U.S. Says Zelig of the Good Life Pulled 1MDB Strings

Dear ‘Bro’: U.S. Says Zelig of the Good Life Pulled 1MDB Strings

Alert: HALISTER
Source: BN (Bloomberg News)

Tickers
GS US (Goldman Sachs Group Inc/The)
BX US (Blackstone Group LP/The)

People
Jasmine Loo (GIC Pte Ltd)
Leonardo Dicaprio
Low Taek (Jynwel Capital Ltd)
Michael Duvally (Goldman Sachs Group Inc/The)
Mohd Abdul Razak (Federation of Malaysia)

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UUID: 7947283

HALISTER1: Hedge ECB by Buying EUR 6m30y Swaption Payer Ladders: BofAML

Hedge ECB by Buying EUR 6m30y Swaption Payer Ladders: BofAML

(Bloomberg) -- See risk that ECB will try and draw a line under the market’s expectation for rates to go deeper into negative territory, BofAML strategist Ralf Preusser writes in client note.
  • More risks are weighing on 30Y rates, such as:
    • ECB has front-loaded QE purchases by ~EU22b YTD
    • CSPP program has so far surprised in its aggressiveness
    • Possibility that Draghi may be forced to signal some flexibility regarding the capital key
  • Buy 6m30y ATMF+25bp/+50bp/+75bp payer ladders for a net premium of EU950k on EU100m notional
  • With strikes of 1.11%/1.36%/1.61%, breakevens are between 1.14% and 1.82%
  • High reached during last year’s bund tantrum was 1.81%
  • Risk to the trade is a selloff greater than 100bp
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

Tickers
2539Z GR (European Central Bank)

People
Ralf Preusser (Merrill Lynch International)

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UUID: 7947283

HALISTER1: Investors at Ease With Yuan Policy, Fed to Hike Twice: Deutsche

Investors at Ease With Yuan Policy, Fed to Hike Twice: Deutsche

(Bloomberg) -- Yuan will continue gradual decline vs USD and trade-weighted basket, with USD/CNY likely at 6.90 by June, according to Deutsche Asset Management’s chief investment officer Sean Taylor.
  • Taylor told media in HK he sees dollar strength into middle of 2017, while Fed may raise rates twice by end 1Q; says BOJ is unlikely to unload new stimulus package now; likes EM Asia bonds and gold
  • Concerns about one-time yuan devaluation have eased and market is no longer panicking when the currency weakens because investors have accepted depreciation
    • China needs a weaker currency to be more competitive; also needs to be stable to support President Xi’s reforms
    • Sharp devaluation wouldn’t help exports much; they are sluggish due to weak global demand
    • NOTE: USD/CNY down 0.04% at 6.6770
  • China 2016 GDP growth target revised to 6.3% from 6% after stronger-than-expected growth in 1H
  • Fed likely to hike once around yr-end and once more in 1Q; has refrained so far because of volatile external environment
  • USD strength to continue through mid-2017
  • Prefers EM Asia bonds over DM due to higher yields, especially in Indonesia, India and Australia
    • Global investors will look to increase EM bond exposure as their positions are limited
  • Japan should stick with fiscal stimulus near term and hold monetary package for later given uncertainties such as the U.S. election and Italian banking troubles
    • USD/JPY at 108 by June 2017
  • Good to have some gold in portfolio to hedge political risk; target $1,390 per ounce by June 2017; now at $1,320
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

People
Sean Taylor (Deutsche Bank AG)

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UUID: 7947283