Friday, 5 October 2018

3 Decade Bond Bull Market Over.


Baltic Dry Index. 1554 -20   Brent Crude 85.10

“All rational action is in the first place individual action. Only the individual thinks. Only the individual reasons. Only the individual acts.”  

Ludwig von Mises

Run, do not walk to the exits. Getting out first always beats getting carried out last. Did crash season just arrive once again?

Everyone knew it would happen at some point, just not when nor why. The when turned out to be this week, although there’s no general agreement on the why yet, but a consensus will develop later. For now though, the big question is what comes next? A pause, or a continuing bond market rout? 

And with the end of the 3 decade long bond market, and the return of higher interest rates, what does that mean for stocks in the mesosphere? A rapid descent to the troposphere? With the return of higher interest rates, which fail first, the emerging market economies, or over indebted US companies that took on massive debt for stock buybacks, or oil and gas fracking?

Below, the historic turning point. Confirmation of the end of an era 1982 - 2016.

Rising U.S. bond yields hit global markets, Asian stocks wobble

October 5, 2018 / 2:36 AM / Updated 2 hours ago
TOKYO (Reuters) - Asian shares wobbled on Friday after benchmark U.S. Treasury yields surged to a fresh seven-year high and strong economic data fanned concerns about inflation and the risk of faster-than-expected interest rate rises.

MSCI’s broadest index of Asia-Pacific shares outside Japan fell 0.3 percent, while Japan’s Nikkei dropped 0.5 percent and Australian benchmark was up just 0.1 percent. 

“Rapidly rising Treasury yields are rocking equity markets around the globe, with high price-to-earnings tech stocks leading the decline,” said Yasuo Sakuma, chief investment officer at Libra Investments.

The yield on the benchmark 10-year note hit a fresh seven-year high of 3.232 percent overnight following data released the previous day that was seen as increasing the odds a Friday payrolls report would also be stronger than expected.

Wall Street stocks, in turn, have fallen broadly on Thursday, with the Dow suffering its first decline in six sessions and both the S&P 500 and Nasdaq seeing their worst day since June 25.

The Dow Jones Industrial Average fell 0.75 percent, while the S&P 500 lost 0.82 percent and the Nasdaq Composite dropped 1.81 percent.

The CBOE Global Markets volatility index, known as Wall Street’s “fear gauge”, jumped as high as 15.84 points, its highest since Aug. 15.

The Japanese equivalent of VIX also rose, with the Nikkei volatility index surging as high as 19.07, its highest in seven weeks.

Fed Chairman Jerome Powell said earlier this week the economy can expand for “quite some time,” which also helped the yield curve steepen to its highest in two months.

Jeffrey Gundlach, chief executive of Doubleline Capital, told Reuters on Thursday that the 30-year U.S. Treasury bond yield has broken above a multi-year base, which should lead to significantly higher yields for financial markets.
More

After market rout, signs point to even higher bond yields

October 5, 2018 / 5:18 AM .
(Reuters) - A bond market rout that drove yields through key levels has some investors prepared for another leg that may finally declare an end to a three-decade-long bull run.

The $15 trillion (£11.5 trillion) Treasuries market tanked on Wednesday with the 10-year and 30-year yields racing to seven-year and four-year highs, respectively. Traders again dumped U.S. government debt on Thursday following upbeat economic data and hawkish remarks from Federal Reserve officials, and yields - which move inversely to prices - hit new multi-year highs.

“The last man standing was the 30-year, and it has definitively broken above a multi-year base that should over time carry us to significantly higher yields,” said Jeffrey Gundlach, chief executive officer of DoubleLine Capital, who manages $123 billion (£94.46 billion).
Some key levels that investors are now laser focused on are around 3.50 percent for the 30-year and 3.25 percent for the benchmark 10-year. The 10-year and 30-year yields hit 3.232 percent and 3.3920 percent, respectively, on Thursday.

Technical signals suggest bond yields may rise further, especially on the longer-dated debt, and at least stall the likelihood the yield curve would invert as the Fed will likely push short-term rates higher.

Some of the bearish indicators included a surge in open positions in Treasury and interest rates future and in bond market volatility, which spiked to its highest level since June on Thursday.

“Wednesday’s breakouts now have analysts rushing to historical charts to indicate likely upside yield objectives,” said Karl Haeling, vice president at Landesbank Baden-Wurttemberg.

Treasury yields blew past key technical levels in the initial phase of the selloff, begetting more selling that drove the 10-year yield to a seven-year high.

---- Investors are hesitant in calling the end of the bull market for bonds, as whenever yields hit technical levels opportunistic buyers flood in. Some analysts reckoned the two-day selloff is overdone and can reverse quickly if Friday’s jobs figures, particularly on wages, fall short of forecasts.

---- The U.S. bond market will be closed on Monday for the U.S. Columbus day holiday.
More
https://uk.reuters.com/article/uk-usa-bonds-technicals-graphic/after-market-rout-signs-point-to-even-higher-bond-yields-idUKKCN1MF0A7?il=0

Five Factors That Affect U.S. Treasury Yields

Updated August 14, 2018
For over 100 years, 10-year U.S. Treasury notes varied considerably, culminating in a 100-year low in the summer of 2016. In June 2016, the 10-year rate fell below 2 percent to a paltry 1.71 percent.
This was a far cry from the exceptional highs of 1982, at 14.59 percent, an over eightfold increase.

From 1990 to the summer of 2016, U.S. 30-year treasury bond yields ranged from a high of 9.03 percent in 1990 to a low of 2.43 percent in June 2016. For comparison purposes, the corresponding 1990 rate for the 10-year note was 8.21 percent, slightly lower than the 30-year bond rate.

In fact, through the historical period from 1916 to 2016, bond yields were never stable for long, rising and falling at the markets' whim. Ultimately, many factors affected U.S. Treasury yields over the 100-year period between 1916 and summer 2016.

Why Do Interest Rates and Yields on Treasury Bonds Rise and Fall?

Although investors traditionally hold bonds in their investment portfolios to counter the reputedly greater volatility of stocks (called hedging), both financial instruments are volatile, differing only in a matter of degree.

A paper issued by the Federal Reserve Bank in San Francisco points out five factors that influence the interest rates of the Treasury's shorter-term T-Bills, but all five contribute at least as much to the offered rates on longer-term Treasury notes and bonds, and all of them also affect yield. The paper, although dealing primarily with short-term T-bills, clearly describes the five factors that affect rates and yields. Keep in mind that the price of a bond and its yield move in opposite directions.
More
https://www.thebalance.com/historical-u-s-treasury-yield-charts-417126

“A society that chooses between capitalism and socialism does not choose between two social systems; it chooses between social cooperation and the disintegration of society.”  
Ludwig von Mises

Crooks and Scoundrels Corner

The bent, the seriously bent, and the totally doubled over.

Today, who to believe? Pot calls kettle black. Although if any of these allegations are true, why are we in the west busy teaching them how to improve their tradecraft? Cui bono?

Carpe diem, quam minimum credula postero.

Horace.

Apple, Amazon deny Bloomberg report on Chinese hardware attack

October 4, 2018 / 12:05 PM
LONDON (Reuters) - Apple Inc (AAPL.O) and Amazon (AMZN.O) denied a Bloomberg report on Thursday that their systems contained malicious computer chips inserted by Chinese intelligence, statements from the tech companies released separately by Bloomberg showed.

Bloomberg Businessweek cited 17 unnamed intelligence and company sources as saying that Chinese spies had placed computer chips inside equipment used by around 30 companies, as well as multiple U.S. government agencies, which would give Beijing secret access to internal networks.

The Big Hack: How China Used a Tiny Chip to Infiltrate U.S. Companies

The attack by Chinese spies reached almost 30 U.S. companies, including Amazon and Apple, by compromising America’s technology supply chain, according to extensive interviews with government and corporate sources.
By Jordan Robertson and Michael Riley 4 October 2018, 10:00 GMT+1

In 2015, Amazon.com Inc. began quietly evaluating a startup called Elemental Technologies, a potential acquisition to help with a major expansion of its streaming video service, known today as Amazon Prime Video. Based in Portland, Ore., Elemental made software for compressing massive video files and formatting them for different devices. Its technology had helped stream the Olympic Games online, communicate with the International Space Station, and funnel drone footage to the Central Intelligence Agency. Elemental’s national security contracts weren’t the main reason for the proposed acquisition, but they fit nicely with Amazon’s government businesses, such as the highly secure cloud that Amazon Web Services (AWS) was building for the CIA.

To help with due diligence, AWS, which was overseeing the prospective acquisition, hired a third-party company to scrutinize Elemental’s security, according to one person familiar with the process. The first pass uncovered troubling issues, prompting AWS to take a closer look at Elemental’s main product: the expensive servers that customers installed in their networks to handle the video compression. These servers were assembled for Elemental by Super Micro Computer Inc., a San Jose-based company (commonly known as Supermicro) that’s also one of the world’s biggest suppliers of server motherboards, the fiberglass-mounted clusters of chips and capacitors that act as the neurons of data centers large and small. In late spring of 2015, Elemental’s staff boxed up several servers and sent them to Ontario, Canada, for the third-party security company to test, the person says.

Nested on the servers’ motherboards, the testers found a tiny microchip, not much bigger than a grain of rice, that wasn’t part of the boards’ original design. Amazon reported the discovery to U.S. authorities, sending a shudder through the intelligence community. Elemental’s servers could be found in Department of Defense data centers, the CIA’s drone operations, and the onboard networks of Navy warships. And Elemental was just one of hundreds of Supermicro customers.

During the ensuing top-secret probe, which remains open more than three years later, investigators determined that the chips allowed the attackers to create a stealth doorway into any network that included the altered machines. Multiple people familiar with the matter say investigators found that the chips had been inserted at factories run by manufacturing subcontractors in China.

This attack was something graver than the software-based incidents the world has grown accustomed to seeing. Hardware hacks are more difficult to pull off and potentially more devastating, promising the kind of long-term, stealth access that spy agencies are willing to invest millions of dollars and many years to get.
More

The Big Hack: Statements From Amazon, Apple, Supermicro, and the Chinese Government

Complete text.
By Jordan Robertson and Michael Riley

Britain says Russian military intelligence behind host of global cyber attacks

October 4, 2018 / 12:07 AM .
THE HAGUE (Reuters) - Britain accused Russian military intelligence on Thursday of directing a host of cyber attacks aimed at undermining Western democracies by sowing confusion in everything from the 2016 U.S. presidential election to the global chemical weapons watchdog.

In a British assessment based on work by its National Cyber Security Centre (NCSC), Russian military intelligence (GRU) was cast as a pernicious cyber aggressor which used a network of hackers to spread discord across the world. 

GRU, Britain said, was almost certainly behind the BadRabbit and World Anti-Doping Agency attacks of 2017, the hack of the Democratic National Committee (DNC) in 2016 and the theft of emails from a UK-based TV station in 2015.

The Netherlands said it had caught four GRU officers red handed as they tried to hack into the Organization for the Prohibition of Chemical Weapons from a hotel next door in April.

“The GRU’s actions are reckless and indiscriminate: they try to undermine and interfere in elections in other countries,” said British Foreign Secretary Jeremy Hunt.

“Our message is clear - together with our allies, we will expose and respond to the GRU’s attempts to undermine international stability,” Hunt said. Britain believes the Russian government is responsible for the attacks.

Maria Zakharova, a spokeswoman for the Russian Ministry of Foreign Affairs, told a news briefing that the British accusations were the product of someone with a “rich imagination”.

“It’s some kind of a diabolical perfume cocktail (of allegations),” TASS quoted Zakharova as telling reporters.

Though less well known than the Soviet Union’s once mighty KGB, Russia’s military intelligence service played a major role in some of the biggest events of the past century, from the Cuban missile crisis to the annexation of Crimea.
More

Russia calls UK assertion its spies behind cyber attacks unworthy - TASS

October 4, 2018 / 11:29 AM .
MOSCOW (Reuters) - Russia on Thursday rejected British accusations its spies were behind global cyber attacks, saying the allegations were unworthy and part of a disinformation campaign designed to damage Russian interests, the TASS news agency reported.

Britain accused Russian military intelligence on Thursday of directing a host of cyber attacks aimed at undermining Western democracies by sowing confusion in everything from sport to transport and the 2016 U.S. presidential election.
More

"Seize the day, put very little trust in tomorrow.”

Horace.

Technology Update.
With events happening fast in the development of solar power and graphene, I’ve added this section. Updates as they get reported. Is converting sunlight to usable cheap AC or DC energy mankind’s future from the 21st century onwards?
No update today. Today we are waiting for the US jobs report and to see if the other shoe falls in stocks.

Another weekend and another weekend closer to our GB Brexit breakout. The Great Escape 21st century style. Shame about leaving most of Europe under German domination again, but I suspect just like last time, if far more benign, that it won’t last for very long. The EUSSR, now has less than 6 months left to reach a deal for open access to the GB market.

Of course, they could just shoot themselves in both feet. Europe needs to be protected from unelected Brussels bureaucrats and the 5 preening, pouting, preposterous, overpaid  “presidents.” Have a great weekend everyone.

The EU total value of exports to their larger trading Free Trade Area partners (Canada, South Korea, Mexico, Japan) combined, were worth €185.9 billion euro in 2017. And that includes GB’s exports.

Compare that to the rump EU combined export total to the UK of £341 billion, or €385 billion in 2017. More than double that of the EU 4 FTA partners combined. So of course, they should want to continue selling into GB’s market, but has anyone told them?

The monthly Coppock Indicators finished September.

DJIA: 26,458 +199 Down. NASDAQ: 8,046 +261 Down. SP500: 2,914 +166 Down.
All three slow indicators moved down in March, but the S&P and NASDAQ  turned up in August.  September will be critical for confirmation of this change. All 3 slow indicators failed to confirm August’s positive change making October very vulnerable to a sell off.

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