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David Fong's avatar

David is your no cuts this year view high enough conviction to take a short ZQ position? The curve, at close Friday, was pricing 58 bps of cuts for the Dec contract.

麦田Rye's avatar

Haha, thanks, David, for the calm analysis. God bless—your article wasn’t about Iran, and you didn’t pretend to be a geopolitical expert. That’s exactly why we subscribe. Hahahaha…

I have two questions:

On rate cuts: should we factor in politics? My sense is that if there are no cuts this year, Trump is going to go crazy?!

What do you think about shorting HYG or KKR? I’m already heavily short KKR, and I’ve recently been thinking about starting a short position in HYG…

Lastly, if you’re going to travel, in the future you should still come to China—such a “safe” country. Over here, everything is under control. It’s honestly so f***ing “safe” right now. Haha.

David Cervantes's avatar

As for HYG you do that if the cycle is slowing. I don’t think it is. I think we have risk aversion.

麦田Rye's avatar

Your explanation of the distinction between the two is very convincing. Many thanks!

David Cervantes's avatar

I try to keep politics out of my analysis.

Ravi's avatar

buy equities to make up for inflation “ does that theory play a role in the thesis.

TripleL$$$'s avatar

David, what proxies are you using for HY index and triple C? I basically do the same for Bloomberg US HY index and its Caa sub-index and my ‚trash spread’ seems to look way calmer. Thank you!

David Cervantes's avatar

I can send you the FRED numonic if you wish.

TripleL$$$'s avatar

that would be very much appreciated. Also, I’m happy to share my graphs.

David Cervantes's avatar

Drop these into FRED

BAMLC0A0CM

BAMLC0A4CBBB

BAMLH0A0HYM2

BAMLH0A3HYC

yes send your graphs over DM or email or BBG.