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Thursday, July 26

26th Jul - US Close: Why Thursday?

Plenty of stuff on ECB - and of course the FED. As the major central banks are meeting next week, there is a not-so-slight chance of coordinated action. I will sleep over this and try to write something by US open. Just looking at the charts suggests the SPX is going for a test of the highs around 1370-1375, while EURUSD's rise will probably be capped around 1.2350. Next week will be very interesting. 

I was kind of expecting a wild Friday and calm Thursday. Why did Draghi choose to come out in the open on Thursday - verbal intervention would have been much more effective ahead of the weekend. Were they worried about something? Did they want to hide the fact that Spain announced it will not apply for a bailout package, and wanted to contain the damage? Certainly today's statements were planned ahead. So why now? Your ideas are welcome.

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Previously on MoreLiver’s:

News – Between The Hedges
Markets – Between The Hedges
The Closer – alphaville / FT

Tyler’s European Summary 1 – ZH
  Some Context On Europe's Sovereign Rally This Morning
Tyler’s European Summary 2 – ZH
  Europe 'Soars' To 4-Day High On Draghi 'Solution'
Tyler’s US Summary – ZH
  Equities Close Monday's Gap Down On Lowest Average Trade Size Of Year

TV: Bloomberg, BBC
Debt crisis: live – The Telegraph
The Euro Crisis Blog – WSJ
Tracking Europe’s Debt Crisis – NYT
FX Options Analytics – Saxo Bank
European 10yr Yields and Spreads – MTS indices

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EUROPE
Implementation, implementation, implementation alphaville / FT
Morgan Stanley: despite this progress in principle, many investors are still finding some dissonance in the message from the European policymakers, i.e., the bureaucrats in Brussels who proposed the plan, and the domestic politicians, i.e., the heads of state or government, who approved the plan... However, only partial – but meaningful – progress on banking integration was ultimately endorsed, while there was silence on fiscal integration.

Euro area: Banks continue to tighten credit standardsDanske Bank (pdf)

MMFs flee. Again.alphaville / FT
Since end-May 2011, allocations to eurozone banks have dropped by almost 80% on a dollar basis. This deepening ‘disengagement’ stems both from ongoing MMF risk aversion to this sector as well as heightened caution by both some European banks and their regulators on the use of this potentially volatile form of funding.

As A Matter Of EvidenceMark Grant / ZH
Day by day and month by month the bills accumulate and there is not enough capital left in Europe to pay them unless the Germans are willing to have the same standard of living as those in Greece and that will not be happening so that it can be foretold that the play will end badly. It is not economics that will determine the end of the European fantasy but politics.

EUROPE: ECB
Verbatim of the remarks made by Mario Draghi ECB
Speech by Mario Draghi, President of the European Central Bank at the Global Investment Conference in London 26 July 2012

Goldman Interprets DraghiZH
such measures would probably provide only short-term relief and a firmer commitment would be needed to have a lasting effect on peripheral bond markets. Some form of refinancing of the EFSF/ESM through the ECB would be a lasting solution, although there is some legal uncertainty about whether this is feasible.

Citi: Expect Nothing From The ECB Before The ESM Is Active (Sep earliest)ZH
in our view, such action is only likely to be taken after governments have taken action first, i.e. by activating the bond market support facility for Spain and Italy."

Draghi Speaks; Markets ListenMarketBeat / WSJ
Lately, investors have greeted these sort of comments skeptically, claiming this is more rhetoric that has been repeated time and again. But this time may be different.

Mario Draghi: ECB will do “whatever it takes to preserve the euro”ASA
We wonder, however, if these are just talks in hope to get through August without having to hold yet another summit so as to not ruining everyone’s summer holiday

Draghi sends crowded shorts running for coverSober Look
(includes video clips) There are not many "bullets in Draghi's gun", and threatening to do something major was one of them. He just used it. If there is no follow-through, his credibility is shot.

Draghi Means DragonMarc to Market
This hints at new policy action and the ECB meets next week.  Second, he suggested that if the premium on government borrowing damages the monetary policy transmission mechanism, it is within the ECB's mandate to address it.  This suggests the resumption of the sovereign bond purchases program (SMP), which was the rationale for it in the first place, over German objections

Analysts Skeptical About Draghi’s CommentsMarketBeat / WSJ
Bittles points out the timing of Draghi’s comments are telling. They come ahead of meetings of the ECB, the Fed, and the Bank of
England,  scheduled for next week. “This suggests that we may see a coordinated effort announced next week by the central banks including China,” Bittles says. “Anything short of that would likely be greeted with disappointment from the markets.”

Here comes Mario Draghi to save Europe… right?Wonkblog / WP
Many German officials, including Angela Merkel, aren’t thrilled by the idea of the ECB intervening in the debt markets. They’ll have something to say about this, no doubt. For the time being, then, all we have are some ambiguous remarks by Mario Draghi, the one man who could, in theory, put a stop to the euro crisis. That’s cause for some relief. But it’s very far from a plan.

SMP perhaps helped, but did not solve anything
Draghi Blinks. Maybe.Tim Duy’s Fed Watch
Until policymakers fundamentally rethink their approach to the crisis, expect the optimisim-pessimism cycle to continue.  Right now, the best case scenario I see is that the ECB will act to hold the Eurozone largely together, but at the cost of protracted recession. 

Say hello to my little friend, againThe Big Picture

A Quick Reminder On The Effectiveness Of The ECB's Bond BuyingZH


EUROPE: PIIGS
Struggling to keep up to speed with the latest on Spain? Just read this...Open Europe

Who’s bluffing about a Grexit?alphaville / FT
The recent utterings from Europe’s political elite regarding a Greek exit from the euro and reports that the IMF is ready to walk away have been hard to read. To what extent are these warnings pure postulation? The timing is rather suspicious, given that they have coincided with the Troika delegation’s visit to Athens to assess how the austerity programme is coming along.

USA
Bank of America: 65% Of QE3 Is Already Priced InZH

Presenting The Good, Bad, And Nuclear Options For The Fed ZH
Bank of America’s table and discussion of the options

Stephen Roach: Fed dangles QE3 ‘crack’ cocaine as ‘raw meat’ for marketsCredit Writedowns
So, the Fed is going to give the addict what it wants because advocates of easy money are everywhere in both liberal and conservative circles. Will it work though? No.

Another reason the Fed should do moreFree exchange / The Economist
In the last rate cutting cycle (2000-2003) the Fed cut its policy rate by around 5.5 percentage points. The rates firms had to pay to borrow fell by 2.5 percentage points. This time (2007-2010) the Fed’s cut was pretty much the same. But the rate solid American companies had to pay to borrow in markets hardly fell at all

Why Europe Matters to the USTim Duy’s Fed Watch
The point of further easing would not be to alter the situation in Europe - THE POINT IS TO PREVENT THE SITUATION IN EUROPE FROM WASHING UP ON US SHORES.

One More DancePIMCO
We are witnessing a synchronized slowdown worldwide that is beginning to affect corporate profits. The most likely right-tail event is the Federal Reserve launching another round of quantitative easing.

OTHER
Low Interest Rates Are Not Enough: El-ErianPIMCO / CNBC
Great global interest rate convergence is not happening for good reasons.

EMEA Weekly - Week 31Danske Bank (pdf)

Swiss base money spikes as the SNB defends the pegSober Look