• HOME
  • About the contributor
  • Articles (RSS)
Subscribe to Newsletter
RECENT ARTICLES
  • Another attempt in the history of failed manipulations
  • A short history of currency swaps
  • Why the Fed’s buy & hold (no sales) exit is not feasible
  • From Shirakawa to Kuroda: The regime change explained
  • Modern Monetary Theory is the winner…at least for now
  • The template that nobody is watching
  • Why Mr. Dijsselbloem is right and Cyprus is a template for the Euro zone
  • Why Cyprus 2013 is worse than the KreditAnstalt (1931) and Argentina 2001 crises
  • Gold manipulation, Part 3: “The systemic risk of gold manipulation”
  • Gold manipulation, Part 2: How they do it (and a suggestion to hedge it)

ARTICLES CALENDAR
May 2009
S M T W T F S
« Apr   Jun »
 12
3456789
10111213141516
17181920212223
24252627282930
31  

ARTICLES CATEGORIES
  • Letter Articles

ARCHIVES
  • May 2013
  • April 2013
  • March 2013
  • February 2013
  • January 2013
  • December 2012
  • November 2012
  • October 2012
  • September 2012
  • August 2012
  • July 2012
  • June 2012
  • May 2012
  • April 2012
  • March 2012
  • February 2012
  • January 2012
  • December 2011
  • November 2011
  • October 2011
  • September 2011
  • August 2011
  • July 2011
  • June 2011
  • May 2011
  • April 2011
  • March 2011
  • February 2011
  • January 2011
  • December 2010
  • November 2010
  • October 2010
  • September 2010
  • August 2010
  • July 2010
  • June 2010
  • May 2010
  • April 2010
  • March 2010
  • February 2010
  • January 2010
  • December 2009
  • November 2009
  • October 2009
  • September 2009
  • August 2009
  • July 2009
  • June 2009
  • May 2009
  • April 2009


Search this Blog

Archive of May 7th, 2009

A renaissance in issuance or an opportunity taken by issuers?

Published on May 7th 2009

Is this a renaissance in issuance or a window of opportunity taken by issuers? If the market believes issuers can pay these coupons, then the expectation is they will sell assets, restructure or increase prices. Selling or restructuring requires management to have a strategic view and I find it hard to believe there is a solid understanding of what the future keeps for us. If I am right, the recent steepening of the yield curve may be indicating that inflation expectations are to take a leading role, bringing REAL interest rates down.

Please, click here to read this article in pdf format: may-7-2009

Today we have the release of the stress tests results, which were ridiculously leaked over the past days. I don’t expect surprises, given the action in the markets yesterday. The Fed bought $6.95BN of only one issue, an Apr/12, upsetting investors, given the short-term and small amount (18.3% of total offered). The 2-10yr curve finished steeper, agency debt and TLG debt continued to rally, as well as corporate credit. The CDX IG12 closed at 146bps (-11bps), and the S&P500 reached 919.5pts. Why not? If you think about it, the Fed is only 1/3rd done with its Treasuries purchases. There is still a lot of liquidity to be pumped in, which should keep NOMINAL asset prices from falling, as per our Thesis No. 1 (refer earlier letters). On this note, the market doesn’t care about the billions of capital that banks may need. It’s scary, because at the end of the day, fundamentals have to justify price levels.

A few friends asked what I meant yesterday, when I wondered if the markets are co validating high coupons. Even if current spreads are tighter than months ago, they are still wider than pre-crisis. And issuers’ fundamentals have not improved, let alone bottomed. We may understand the issuers’ reasons for settling at any cost, but how do we explain investors’ appetite for these issuances? Are investors being compensated for the risk taken? Since Monday only, we have seen these issuances (I am not including lending Banks’, for obvious reasons): GE Capital ($2BN non-guaranteed, 5-yr, 5.9%), Nalco ($500MM, 8-yr 8.25%), Canadian Oilsands ($500MM, 10-yr, 7.75%), DTE Energy ($300MM, 5-yr, 7.6%), Husky Energy ($1.5Bn in total, 5-yr & 10yr, 5.9% & 7.25%), Xerox Corp. ($750MM, 5-yr, 8.25%), Crown Americas LLC ($400MM, 8-yr, 7.625%), Host Hotels ($400MM, 8-yr, 9%), Goodyear plans to sell $500MM 7-yr, Teck Resources Ltd. (5/7/10 yr at 9.75%, 10.25% and 10.75%), Providence Health and Services ($250MM, 5/7/10-yr, 5.05%/5.8%/6.25%), Silgan Holdings ($250MM, 7-yr, 7.25%), Hospira ($250MM, 6-yr , 6.4%), International Paper ($1BN, 10-yr, 9.375%), Cigna Corp. ($350MM, 10-yr, 8.5%), Psychiatric Solutions ($120MM, 6-yr, 7.75%) and Coca-Cola ($550MM, 6-yr, 4.25%). Is this a renaissance in issuance or a window of opportunity taken by issuers? If the market believes issuers can pay these coupons, then the expectation is they will sell assets, restructure or increase prices. Selling or restructuring requires management to have a strategic view and I find it hard to believe there is a solid understanding of what the future keeps for us. If I am right, the recent steepening of the yield curve may be indicating that inflation expectations are to take a leading role, bringing REAL interest rates down. The graph below addresses this point:

may-7-2009

On the left, we see the yield curve for the benchmark rate (Treasuries). If the steepening becomes serious, we may even see a significant drop in the bid for long-term government debt (Under high inflation, the mid-to-long term points may disappear altogether). A bit of this is taking place now, as the front-end of the curve gets a heavier bid. Consistent with the dynamic in the benchmark market, we see that (on the right) the clearing NOMINAL interest rate (i.e. the rate that allows the demand for capital to meet supply) increases exponentially, contracting the demand for capital goods. A more detailed discussion is beyond the scope of this letter, but the point is this: If you are an issuer and “see it coming”, you may want to refinance your way out of it. This could explain this late wave of debt refinancing at high costs. The coupons seem high on a nominal basis. Meanwhile, investors fleeing cash buy the bonds and hedge them by selling Treasuries, adding fuel to the fire.

Twitt

120 Comments »

  • The comments expressed in this website and daily letters are my own personal opinions only and do not necessarily reflect the positions or opinions of my employer or its affiliates.
  • All comments are based upon my current knowledge and my own personal experiences. You should conduct independent research to verify the validity of any statements made in this website before basing any decisions upon those statements. In addition, any views or opinions expressed by visitors to this website are theirs and do not necessarily reflect mine.
  • The information contained herein is not necessarily complete and its accuracy is not guaranteed. If you are receiving this communication in error, please notify me immediately by electronic mail (martin@sibileau.com) or telephone at 647-999-2055.
  • My comments provide general information only. Neither the information nor any opinion expressed constitutes a solicitation, an offer or an invitation to make an offer, to buy or sell any securities or other financial instrument or any derivative related to such securities or instruments (e.g., options, futures, warrants, and contracts for differences).
  • My comments are not intended to provide personal investment advice and they do not take into account the specific investment objectives, financial situation and the particular needs of any specific person.
All rights reserved. A view from the Trenches is proudly powered by WordPress. Wordpress theme designed and coded by SibileauLang