Thursday, August 18, 2011

Price Discovery

Adjustment, price discovery is more rapid nowadays. New technology has seen to that. What might be an otherwise extended reaction to any new mkt view is now a leap.

There is the growing view for a domestic slowdown. There is the view that stalwarts Germany, Japan and China have met headwinds.

There is the realization that the vibrant, emerging-mkt types cannot pack the load alone.

There is the fear that the US is vulnerable to the failed experiment of the EU, through exposure to
US facilities of European banks. There is the fear that those banks themselves may soon encounter funding problems (one has already tapped an emergency ECB lending facility for $500MM).

As a result, world investors leap to the US for sanctuary. Look no further than the US 10yr at 2.06% vs 2.25%, Aug/17, as evidence of that.


Robert Craven

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