Bloomberg | Brief » Risk

JGBs Are Contagious, History Shows

ndunbar1 — Fri, 14 Jun 2013 19:49:10 +0000

Recent sharp increases in government bond yields have prompted analysts to look at historical precedents of similar upward moves. From a risk perspective, it’s the extreme moves that count, and among the big government bond markets, Japan is the one to watch. This is more than just a reflection of ‘Abenomics’ – Japanese premier Shinzo Abe’s plan to stimulate the country’s economy.

BlackRock Sees Biggest Weekly ETF Outflows Since 2011

ndunbar1 — Fri, 14 Jun 2013 15:07:43 +0000

JGBs Are Contagious, History Shows

ndunbar1 — Fri, 14 Jun 2013 14:59:40 +0000

ABP May Hedge French Government Exposure Boosted By Index Change

ndunbar1 — Mon, 10 Jun 2013 14:55:26 +0000

Stichting Pensioenfonds ABP boosted its holdings of French government bonds to 23.3 billion euros
($30.9 billion) last year after downgrades obliged it to sell
all its inflation-protected securities from Italy. The pension fund is considering using derivatives to
create assets that would perform in a similar way to so-called
linkers from euro area governments that don’t currently issue
the bonds.

Shorter-Dated Bond ETFs Showed Biggest Inflows in 2013

ndunbar1 — Fri, 07 Jun 2013 17:22:04 +0000

ETF Selloff Outpacing Junk Signaling More Losses

jcrombie8 — Fri, 07 Jun 2013 14:14:24 +0000

Losses on junk-bond ETFs are outpacing the broader U.S. high-yield market by the most in three years, signaling a deepening slump for debt that traded at record-high prices less than a month ago.

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Low Volatility ETF Shows Largest Outflows Since 2011

ndunbar1 — Wed, 05 Jun 2013 12:00:21 +0000

Bail-In Rules Highlight Bank Debt’s New Complexity

ndunbar1 — Mon, 03 Jun 2013 14:58:23 +0000

In response to a backlash against taxpayer bailouts, governments have pledged to ensure that holders of bank debt share in the burden when banks become insolvent in the future.

USD Swap Volumes Shows Correlation With Swap Rates

ndunbar1 — Fri, 31 May 2013 16:45:33 +0000

Aviva, Standard Life Add Swaption Hedges

Bloomberg Brief — Fri, 24 May 2013 12:38:35 +0000

Aviva Plc, the U.K.’s secondbiggest insurer, and Standard Life Plc, Scotland’s biggest, boosted swaption holdings in 2012 as they sought to hedge exposure to low interest rates, according to annual filings.

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