Good morning! Below is Chartcuterie for 3/8/15, cross-posted from Twitter (curated list here).
BAML Bond OAS shows massive selloff now reversing in every spread under the sun. Catalysts annotated. (Bespoke)
Hedge funds delivering solid risk-adjusted returns this year per GS
Also delivering solid returns: high coupon TBA pools, which have done much better on a hedged basis per DB.
Lots of hand-wringing over USD liquidity, but worth thinking about role EUR is starting to play in int'l funding. JPM
Back to DB, nice charts summarizing some yield curve moves this year.
Capital Economics expects the US savings rate to fall.
JPM's Nowcast is drastically more bullish in terms of GDP than their house view.
Capital Economics notes that India is just astoundingly enthusiastic about gold.
Finally: US Oil inventories keep breaking the y-axis on our chart. Up-up, and away. (Bespoke)