Apoena ResearchAs of 21 Sep 2026

Letters

Letters.

What is going on, where markets are heading, and our view. Newest first; each letter is summarised with its key points, and its file is here to download.

  1. Macro Letter · 25 August 2026

    A Temporary Bid for the Long End

    Treasury buybacks can repair liquidity. They cannot repair the fiscal path.

    The Federal Reserve is maintaining a restrictive policy stance while the Treasury expands buybacks in longer-dated securities. This letter separates monetary policy from debt-management operations and examines whether Treasury buybacks can improve market functioning without resolving the structural fiscal imbalance. It also assesses real term premia, energy risks involving Iran, marginal Treasury demand from China and Japan, and the implications for gold and Bitcoin.

    Read here →PDF · 362 KB

  2. Macro Letter · 3 April 2026

    Rates, Liquidity and Market Pricing — Weekly Macro Note | 3 April 2026

    This macro letter examines how resilient U.S. demand and elevated long-term yields affect asset pricing, what Blue Owl's redemption requests reveal about liquidity risk in private credit, and how geopolitical and commodity shocks transmit into Brazilian assets. It concludes with implications for duration, Brazilian risk assets and Bitcoin, together with explicit conditions that would change the assessment.

    Read here →PDF · 112 KB

About the letters

Research published here is the author's own analysis, for information and education. It is not investment advice, an offer of financial products or an offer to manage third-party capital.