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Monday, July 9

9th Jul - US Close: QE Pasa?


Spanish bond yields near euro-era highs, and above 7%. Consumer credit is expanding in the US, and the chart looks like the trend has finally reversed. This is providing some hope to the markets - while the FED talk on possible further QE is mixed. Tomorrow the Germany's Supreme Court makes a decision regarding ESM - the rescue vehicle is either postponed until further inquiries, or it will be allowed to proceed as agreed. Of course, ESM will not help much and will definitely not end the crisis.
 

Earlier on MoreLiver’s:
Sell-Side Research (GS, Citi, CS...)
Weekender: Trading & Markets (incl. my views)


Markets – Between The Hedges
The Closer – alphaville / FT
Market Commentary – A View From My Screens
Tyler’s US Summary – ZH
  Dismal Equity Volume Day As Gold And Treasuries Surge

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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EURO CRISIS
Mapping The EU Summit Political ManeuversZH
JP Morgan’s funny, sad and true piece

Unthinkable, Predictable Disastersreason
The disintegration of the euro, like America’s entitlement bomb, is both unfathomable and inevitable.

The dollar-euro repo arb?… Not yetalphaville / FT
Barclays: Converting euros into dollars in order to purchase higher yielding assets is still expensive. The 3m cross currency basis remains more than 50bp. Moreover, the European institutions may prefer to stay in euros because their obligations and liquidity needs are in that currency.

Denmark to Eurozone: keep your darn euros outSober Look
Foreign exchange reserves on the rise, short end of the yield curve negative.

German Constitutional Court and the EuroMarc to Market
The German Constitutional Court is expected to rule Tuesday July 10 on the request for a temporary injection against the ESM and the fiscal pact

Bond Market Still Waving Red FlagsMarketBeat / WSJ
The bond markets have been waving red flags for years. But the combination of three government bond markets in particular, Spain, France, and the U.S., are notable

European Credit versus volatility looks increasingly appealingMacronomics
On current relative valuations long credit vs long equity volalitility positions look particularly interesting.

Pimco’s El-Erian Says ECB Can Only Provide a `Bridge'BB (mp3)

De Grauwe Says ECB Acts Like Its in `Suicide Mode’BB (mp3)

QE
Can More QE Juice Stocks? Think AgainMarketBeat / WSJ
In separate remarks on Monday, a couple of Fed chieftens offered differing views on the best course of action the central bank should employ to stimulate the economy.

A strong push for QE3 from FOMC memberCalculated Risk.
Fed's Williams: Unemployment above Target, Inflation below Target, QE3 "most effective tool"

QE1-2 Operation Twist(s) Market ImpactThe Big Picture
Nice chart: Every subsequent Fed intervention seems to have a diminishing impact on risk assets and equity markets.

Fedspeak - And Lot's of ItTim Duy’s Fed Watch
Most of it points toward quantitative easing, but with a caveat:  In general, we are getting a rehash of already stated views, views that should have pointed in the direction of QE3 at the last meeting.

Global Central Bank Put In All Its Visual GloryZH
JP Morgan’s piece: Balance sheet expansion has been confined to Europe in the past six months, headed by the SNB, then the BoE and the ECB. The Fed and the BoJ have sat on their hands. This divergence remains a fundamentally positive force for the dollar and yen against European currencies.

STOCK MARKET
Q2 Earnings Trends – Some Worrisome DevelopmentsPragCap
The key point is that earnings growth is slowing substantially, margins have likely peaked, and without a boom in investment or a surge in government spending the risk lies to the downside (via Zacks)

The Hope-To-Reality GapZH
Either we are about to see a surge in economic data back to positive surprises or the S&P 500 faces a rude reality.

Earnings Season Preview: +9.7% 2012 EPS Growth Still Too HighZH
Mostly
UBS views.

OTHER
The "B" SuffixMacro-Man
Everything is bollocks – LIBOR, Euro, China, CHF…

What’s In A Name?Bill Gross / PIMCO
Not only banks and insurance companies but sovereign nations as well cannot all be counted on to guarantee a return of principal, let alone a return on investment. An authentic debt crisis – which the world is now experiencing – can only be ultimately cured in two ways: 1) default on it, or 2) print more money in order to inflate it away.

Here’s One Reason Why the U.S. Economy is Leaving Europe in the DustMarketBeat / WSJ
Credit creation in US is up, while it is down in Europe.

Why Capital's Defeat of Labor Means Fat Profit Margins Are Here to StayMinyanville
The end of the age of consumption and the decreasing need for labor are intertwined, and we have just begun to come to grips with this.

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