Don’t Fade Lower for Longer In Long End

September 11th, 2016 10:06 am

Via David Ader in Barron’s:

Economic Beat

Why Long Rates Will Stay Subdued

The Fed’s insistence on higher rates despite weak growth suggests it wants to curb enthusiasm for risk.

September 10, 2016
If the most recent employment report wasn’t disappointing enough for economic optimists, the downward revision in second-quarter output and the third straight decline in nonfarm productivity provide good reason for worry.Back in Economics 101, you learned that gross domestic product equals consumption plus investment plus government spending plus net exports. In the past three quarters, those components provided a disturbingly low average growth rate of 0.9%, meek even by the standards of this recovery. Since the third quarter of 2009, average GDP growth has been just 2.1%, which comes in well behind the performance of the last three postrecession recoveries: 4.3% from 1983 to 1990, 3.8% from 1991 to 2000, and 2.8% from 2002 to 2007.

Reduced government spending due to partisan political battles, and weakness in trade owing to weak global growth and a firm dollar, are understandable. It’s the “I,” for investment, that should raise eyebrows.

Amid this recovery—especially in light of the strong gains in public stock prices—investment has been lousy in both absolute and, more dramatically, historical terms. Simply put, U.S. businesses are not investing for growth, which has repercussions for productivity gains over the long run and for wage increases that come with improved productivity and, ultimately, corporate profits.

Real net private domestic investment—the total of fixed investment in nonresidential structures, equipment, and intellectual capital, as well as residential investment after accounting for the consumption of fixed capital—came to $748 billion last year (the most up-to-date figure available). That’s well under the peak of the last recovery’s $916 billion and still shy of the prior cycle’s peak of $797 billion. While the figure has risen sharply since the trough of the recession, the seeming uptrend may overstate the improvement, according to Philippa Dunne and Doug Henwood of the Liscio Report. At first glance, net nonresidential private investment of $444.9 billion is reasonably near—at 96.2%—its 2007 peak. And net private domestic investment of $748.4 billion comes to 81.7% of its prior peak, hit in 2006. However, GDP has risen by 12% in real terms, or $1.7 trillion, since 2007. Thus, investment as a percentage of GDP has deteriorated. The picture for government and private residential investment is similarly soft.

Liscio’s Dunne and Henwood point out that net investment in equipment has been only marginally better than gross investment, suggesting that current investments are doing little more than replacing worn-out capital stock.

Surely, something is amiss. After all, the point of the Federal Reserve’s monetary accommodation is to encourage borrowing to support investment and lift productivity and output. The recent weakness would argue for continued monetary ease and no interest-rate hike at the Fed’s Sept. 21 meeting. And yet, clearly, investment is not benefiting, largely because corporate borrowing has been used to support companies’ equity valuations via share buybacks and dividends, something we noted a few weeks ago in this column.

SO WHY IS THE FED so intent on reminding the markets that higher rates are coming? Is there more reason to keep the markets on their toes beyond the central bank’s optimism that eventually the low rate of unemployment will provoke wage gains and that their inflation target will be breached?

We have a theory. Given the warnings about stock buybacks, the lack of investment, and deteriorating productivity, we suspect that the Fed wants to temper risk enthusiasm.

Go back to a speech by Fed Vice Chairman Stanley Fischer to the American Economic Association in January: When “policy makers say the economy is overheating, they may well be considering the behavior of asset prices as a critical part of that phenomenon and part of the reason to tighten monetary policy. Thus, I believe that the real issue of whether adjustments in interest rates should be used to deal with problems of potential financial instability is macroeconomic, and that if asset prices across the economy—that is, taking all financial markets into account—are thought to be excessively high, raising the interest rate may be the appropriate step.”

In the same speech, Fischer noted that slowing productivity growth was and has been “a prominent and deeply concerning feature of the past four years,” citing it as a factor constraining or reducing the real level of the short-term rates consistent with full utilization of resources. In other words, the Fed knows that the weak state of investment and its detrimental effect on productivity growth—negative growth for the past few quarters—can conspire to keep downward pressure on rates.

With the Fed seemingly keen to tighten a bit and growth constrained by the lack of investment, there’s more reason to believe that the spread between short- and long-term rates will narrow for a protracted period. Long rates will remain subdued. The divergence between equity-market gains and weakening investment encourages that view.

Expensive Junk

September 10th, 2016 7:17 am

Via Barrron’s:

September 10, 2016

 

“Frothy” is a good word to describe last week’s high-yield market. The seven-month return for the sector reached 20%—remarkably high for bonds. Average yields, which move in the opposite direction of prices, fell to just 6%, down from 10% in February. Companies rated below investment grade were finding ready buyers for new issues with terms that investors would have turned up their nose at in less yield-hungry times.

The peak in corporate credit may someday be remembered as last Tuesday—when European companies Sanofi (ticker: SNY) and Henkel (HEN.Germany) were able to issue negative-yielding bonds. “I never imagined we’d see corporate issues coming to market with a negative yield,” says Regina Borromeo, head of international high yield at Brandywine Global, who also marveled at U.S. junk issues with 4% coupons.

By Friday, though, complacency was starting to turn to worry. The high-yield sector fell 1% that day. It could be just the start of a correction.

Newfound fears that the Federal Reserve will hike rates sooner than expected, which could slow the economy and lead to more defaults, was the likely cause of Friday’s selloff in risk assets. It didn’t help that global bond yields, still much lower than U.S. ones, also rose.

Yet the underlying problem with the junk-bond sector is valuation. Although its current yield spread over Treasuries is 5%, close to the 20-year average, when you consider economic conditions, the sector is notably overvalued, says veteran high-yield analyst Marty Fridson, chief investment officer of Lehmann Livian Fridson Advisors. Even after Friday’s selloff, “the gap between the present spread and fair value is almost twice the cutoff for what I consider extreme overvaluation,” he says. “It’s extreme, extreme.”

Meantime, the business cycle is getting long in the tooth. Credit-rating agencies see defaults rising through at least early next year. (Moody’s thinks they will peak at 6.5% next January.) Oil prices remain a risk. High yield has been trading in sync with crude for the past two years, and many strategists are skeptical that this year’s recovery in crude prices will stick.

SOME FUND MANAGERS have already been paring back on high yield. Gene Tannuzzo, manager of the Columbia Strategic Income fund, has taken his exposure to securities rated below investment grade to 25% from over 50% in February. Back then, he felt like investors were getting well-paid for the risk. “I’m feeling the polar opposite of that now,” he says.

Richard Lindquist, who runs Morgan Stanley Investment Management’s high-yield group, says seasonal factors make him cautious near term. September and October often see a flood of new supply, which weakens prices, he says. Skittishness around the election could also be a negative.

“I’m not negative longer-term,” he says. “We’re still in a low interest-rate environment and low global rates will provide a floor, but there are a lot of profits here and investors might want to take some money of the table.”

Paring back makes sense—as does moving some assets into higher-quality bond sectors. “Ultimately, you get in trouble when you invest in things that don’t pay you back at the end of the day,” says Gershon Distenfeld, head of high yield at AllianceBernstein. He advises diversifying and moving into higher-quality bonds: “Don’t try to be a hero.”

Selling out of high yield completely would be hasty. For investors who need the income, there aren’t a lot of alternatives, says Mike Terwilliger, a portfolio manager at Resource America. He is finding opportunities among low-rated bonds, but is being selective. When it comes to buying in, Fridson advises, “You’re probably going to have a more attractive point to get in.”

Credit Pipeline

September 9th, 2016 6:12 am

Via Bloomberg:

IG CREDIT PIPELINE: ASIA TAP to Price; Shire Details Emerge
2016-09-09 09:52:28.495 GMT

By Robert Elson
(Bloomberg) — Expected to price today:

* Asian Development Bank (ASIA) Aaa/AAA, to re-open $500m
6/16/2021 Global MTN FRN, via managers DB/JPM; IPT 3ML +19
area

LATEST UPDATES

* Shire (SHPLN) Baa3/BBB-, plans 5-part bond offering to
partially fund Baxalta deal
* Investor meetings Sept. 12-15, via Barc/BAML/MS
* LafargeHolcim (LHNVX) Baa2/BBB, hires banks for investor
meetings Sept. 13-14; 144a/Reg-S 10Y-30Y offering may follow
* MTN Group (MTNSJ) Baa3/BBB-, mandates Barc/BAML/C/SCB for
roadshows from Sept. 9; 144a/Reg-S may follow
* Danaher (DHR) A2/A to buy Cepheid for ~$4b; sees financing
deal with cash and debt issuance
* BRF (BRFSBZ) Ba1/BBB, to hold investor meetings Sept. 12-13,
via BBSecs/Bradesco/Itau/JPM/SANTAN; 144a/Reg-S deal may
follow
* Banco Inbursa (BINBUR) na/BBB+/BBB+, mandates BAML/C/CS for
investor meetings Sept. 7-12
* Fitch says may price $1.5b 10Y
* NVIDIA (NVDA) Baa1/BBB-, to holdinvestor calls Sept. 7-8,
via GS/MS/WFS; $bench issue(s) may follow between 3-10 years
* Activision Blizzard (ATVI) Baa3/BBB-, hires BAML/JPM/WFS for
investor calls Sept. 8; last seen in 2013
* Southern Company (SO) Baa2/BBB+, hires JPM/Miz/MUFG/STRH for
investor meetings Sept. 7
* Brunswick (BC) Baa3/BBB-, files automatic mixed shelf; last
issued in 2013
* Woolworths (WOWAU) Baa2/BBB, to hold U.S. debt investor
update call Sept. 7; last priced a new deal in 2011
* Sydney Airport (SYDAU) Baa2/BBB, to hold investor conference
calls Sept. 6-7, via BA,L/JPM/Sco; last issued in April,
$900m 144a/Reg-S 10Y
* Transurban Group (TCLAU) Baa1/BBB+, mandates BAML/C/JPM for
investor meetings Sept. 8-14; debt issuance may follow
* Municipality Finance (KUNTA) Aa1/AA+, to hold Green Bond
roadshows over the coming weeks, via BAML/CA/HSBC/SEB; plans
$500m 5Y-10Y 144a/Reg-S deal
* Kingdom of Saudi Arabia (SAUDI), may raise more than $10b
following roadshows in late Sept.
* Said to have hired 6 banks to lead first intl bond sale
(July 14)
* Korea National Oil (KOROIL) Aa2/AA, has mandated
C/GS/HSBC/SG/KDB/UBS for investor meetings to begin Sept. 6;
144a/Reg-S deal may follow
* Pfizer (PFE) A1/AA, to buy Medivation (MDVN) for ~$14b;
expects to finance deal with existing cash
* Moody’s maintained its negative outlook on PFE, saying
low cash levels may “lead to future debt issuance for
US cash needs.”
* Couche-Tard (ATDBCN) Baa2/BBB, expects to sell USD bonds
related to ~$4.4b acquisition of CST Brands (CST) Ba3/BB
* Enbridge (ENBCN) Baa2/BBB+, files $7b mixed shelf Aug.22;
$350m matures Oct. 1
* General Electric Company’s plan to take on additional $20b
of debt could pressure ratings, Moody’s says
* Industrial Bank of Korea (INDKOR) Aa2/AA-, mandates HSBC/Nom
for roadshow from Aug. 22; 144a/Reg-S deal may follow
* Israel Electric (ISRELE) Baa2/BBB-; said to hire C, JPM for
at least $500m bond sale in 4Q

MANDATES/MEETINGS

* Sumitomo Life (SUMILF) A3/BBB+; investor mtg July 19
* Woori Bank (WOORIB) A2/A-; mtgs July 11-20

M&A-RELATED

* Analog Devices (ADI) A3/BBB; ~$13.2b Linear Technology acq
* To raise nearly $7.3b debt for deal (July 26)
* Bayer (BAYNGR) A3/A-; said to review Monsanto (MON) A3/BBB+
accounts as bid weighed (Aug. 4)
* $63b financing said secured w/ $20b-$30b bonds seen
* Danone (BNFP) Baa1/BBB+; ~$12.1b WhiteWave (WWAV) Ba2/BB
* Co. Says deal 100% debt-financed, expects to keep IG
profile (July 7)
* Zimmer Biomet (ZBH) Baa3/BBB; ~$1b LDR acq
* Plans $750m issuance post-completion (June 7)
* Air Liquide (AIFP) A3/A-; ~$13.2b Airgas acq
* Plans to refi $12b loan backing acq via USD/EUR debt
(June 3)
* Great Plains Energy (GXP) Baa2/BBB+; ~$12.1b Westar acq
* $8b committed debt secured for deal (May 31)
* Abbott (ABT) A2/A+; ~$5.7b St. Jude buy, ~$3.1b Alere buy
* $17.2b bridge loan commitment (April 28)
* Sherwin-Williams (SHW) A2/A; ~$9.3b Valspar buy
* $8.3b debt financing expected (March 20)

SHELF FILINGS

* IBM (IBM) Aa3/AA-; automatic mixed shelf (July 26)
* Nike (NKE) A1/AA-; automatic debt shelf (July 21)
* Potash Corp (POT) A3/BBB+; debt shelf; last issued March
2015 (June 29)
* Tesla Motors (TSLA); automatic debt, common stk shelf (May
18)
* Debt may convert to common stk
* Reynolds American (RAI) Baa3/BBB filed automatic debt shelf;
sold $9b last June (May 13)
* Statoil (STLNO) Aa3/A+; debt shelf; last issued USD Nov.
2014 (May 9)
* Corporate Office (OFC) Baa3/BBB-; debt shelf (April 12)
* Rogers (RCICN) Baa1/BBB+; $4b debt shelf (March 4)

OTHER

* Visa (V) A1/A+; CFO says will issue $2b debt for buybacks by
yr end (July 21)
* Investment Corp of Dubai (INVCOR); weighs bond sale (July 4)
* Alcoa (AA) Ba1/BBB-; upstream entity to borrow $1b (June 29)
* GE (GE) A3/AA-; may issue despite no deals this yr (June 1)
* Discovery Communications (DISCA) Baa3/BBB-; may revisit bond
market this yr, BI says (May 18)
* American Express (AXP) A3/BBB+; plans ~$3b-$7b term debt
issuance (April)

Reining in the Banks

September 9th, 2016 5:19 am

Via WSJ:
By Ryan Tracy and
Liz Hoffman
Updated Sept. 8, 2016 7:20 p.m. ET
9 COMMENTS

Two U.S. financial regulators pressed for new limits on banks’ involvement in commodities and other businesses outside traditional lending, a move that could hit Goldman Sachs Group Inc. and some of its large peers.

The moves on Thursday amounted to a signal that regulators aren’t done scrutinizing businesses beyond basic loans and deposit taking.

The most significant and, to many, surprising announcement was a recommendation by the Federal Reserve that Congress repeal banks’ authority to engage in merchant banking, a business in which banks own stakes in nonfinancial companies as a way of providing them capital but also with the goal of making a profit when they exit.

The recommendation is sure to raise concerns on Wall Street about exactly how far the Fed will go in attempting to limit banks’ investment portfolios. The Fed doesn’t have the authority on its own to ban commodities or merchant-banking businesses outright.

Merchant banking essentially gives big Wall Street firms a do-it-yourself option when they can’t find the right investor to fund a corporate client in need of financing. It also can provide an opportunity to reap investment gains.

Done right, the business can be lucrative. But it can also bring risks of heavy losses.

Even if Congress doesn’t act, regulators have other tools to put pressure on businesses that they believe are risky. Those include increasing capital requirements or penalizing such investments in annual regulatory “stress tests” that evaluate a bank’s dividend and share-buyback plans.

The firm hardest hit by the proposals could be Goldman, which has a long history in merchant banking and often invests in nonfinancial businesses. The bank is also a bigger player in commodities trading, another activity that came under attack Thursday when regulators proposed limiting bank activities in that area.

Goldman had about $22 billion of equity investments as of late 2015. The firm has put money in everything from ride-hailing service Uber Technologies Inc. to less-well-known trading technologies. The firm marks these holdings to market prices, often Goldman’s best guess of their worth, meaning they are reflected in its quarterly earnings.

Some investments are simply opportunistic bets; Goldman stands to make billions on Uber, for example. Some also help cement banking relationships, such as future merger or IPO work. Goldman invested early in Square Inc. and helped take the payments company public.

It isn’t clear how broadly the Fed or Congress would seek to define the investments they are seeking to discourage. Many financial-technology startups straddle the two sectors. If the Fed were to view them as outside of finance, many current investments held by Goldman and others could be at risk.

Goldman declined to comment. But a group of financial-industry trade groups issued a joint statement saying the merchant-banking proposal and others “are unfortunate and ill-considered….The regulators have made these recommendations without pointing to any evidence that these activities have ever posed any problem, and have made no attempt to assess the costs to businesses and jobs.”

At the end of last year, 21 bank-holding companies held merchant-banking investments of $26.78 billion, down from $49.3 billion in 2012, according to a report Thursday from the Fed and other banking regulators. Of those 21 banks, five were foreign-owned.

Merchant-banking investments left banks “exposed to the risk of legal liability for the operations of a portfolio company,” the Fed said in the report, a response to a requirement of the 2010 Dodd-Frank financial-overhaul law. “A repeal of merchant banking authority would help address potential safety and soundness concerns and maintain the basic tenet of separation of banking and commerce.”

The Fed also said Congress should repeal a provision of a 1999 law that effectively allows Goldman and Morgan Stanley to store, extract and transport commodities even though other banks are barred from doing so. Fed Gov. Daniel Tarullo, the central bank’s regulatory point person, has previously endorsed that policy. Thursday’s recommendation was approved unanimously by the Fed’s five-member governing board in Washington.

Many large banks have already significantly scaled back their commodities businesses as the result of regulatory and political pressure, including Deutsche Bank AG , Credit Suisse Group AG , Morgan Stanley and J.P. Morgan Chase & Co.

Separately, the Office of the Comptroller of the Currency, which regulates federally chartered national banks, proposed to prevent national banks from dealing or investing in metals such as copper, which would reverse a previous regulatory policy.

Congress likely won’t act on the Fed’s recommendations this year.

In January 2014, the central bank asked for public input about, among other things, its capital policies regarding merchant banking. Officials have said they are working on a formal rule proposal, but haven’t published a draft.

—Justin Baer and Tatyana Shumsky contributed to this article.

Write to Ryan Tracy at [email protected] and Liz Hoffman at [email protected]

Gundlach Thinks Rates Have Bottomed and Ten Year Will Trade Above Two Percent in 2016

September 9th, 2016 5:13 am

Via Bloomberg:

Should Markets Brace for Rising Rates Imminently?

DoubleLine Capital Chief Investment Officer Jeffrey Gundlach said it’s time for fixed-income investors to prepare for rising interest rates and higher inflation by reducing the duration of their positions, moving money into cash and protecting against volatility.

“This is a big, big moment,” Gundlach said during a webcast Thursday. “Interest rates have bottomed. They may not rise in the near term as I’ve talked about for years. But I think it’s the beginning of something and you’re supposed to be defensive.”

 

Gundlach, 56, has built a career as a successful money manager and financial prognosticator. This year, his flagship $61.7 billion DoubleLine Total Return Bond Fund is lagging behind the benchmark Bloomberg Barclays U.S. Aggregate Bond Index while avoiding high-yield debt, which is up 15 percent, and shunning longer-duration positions. The Total Return fund’s effective duration is 2.4 years, less than half of the index, Gundlach said.

He cited a July low of 10-year Treasuries that didn’t hold as evidence interest rates have hit bottom. The fund manager said rates on the U.S. 10-year bond may surpass 2 percent by the end of 2016.

Total Return gained about 4 percent this year through Wednesday, trailing the benchmark bond index by 2 percentage points, according to data compiled by Bloomberg. It’s beaten the index over three and five years. The majority of Total Return’s assets were in mortgage-related securities as of June 30, according to a DoubleLine fact sheet.
Trump Prediction

Gundlach also stuck to his prediction that Republican Donald Trump will be elected the next U.S. president. He said both Trump and Democrat Hillary Clinton have advocated more spending on infrastructure, which would add fiscal stimulus to the economy as central bank low- and negative-interest rate policies across developed markets show diminishing returns.

“This idea that fiscal stimulus may be coming seems to be getting sniffed out by the bond market,” Gundlach said. More debt spending may increase the cost of government borrowing by adding supply and making investors demand higher yields, he said.

“People say, ‘How can rates rise?”’ he said. “That’s how they can rise and they’re sort of rising already.”

Unlike many other active managers, Gundlach has continued to attract new money, including a net $158 million in August to the Total Return Fund, according to Bloomberg estimates. DoubleLine Capital managed more than $102 billion as of June 30.

The size of Total Return is becoming a concern for David Schauer, chief investment officer at Hanson McClain Advisors, with $2.1 billion under management, because it could make it harder to maneuver markets.

“We tend to stay away from funds that are very large,” Schauer, whose Sacramento, California-based firm first invested in DoubleLine Total Return in 2010 and now has about $200 million in the fund. “Probably if it were to grow to $75 billion, we’d be trimming back either substantially or completely.”

 

 

 

Central Bankers Nudge Banks

September 9th, 2016 5:02 am

Via Bloomberg:

ECB’s Draghi Refrains From Adding Stimulus for Now

ECB president says low rates not a reason for all problems
Carney said yesterday he expects last rate cut to be passed on

 

Europe’s most powerful central banker has a message for financial institutions: Stop complaining and play your part in the recovery.

“Low interest rates should not be used as the justification for everything that goes wrong with banks today,” European Central Bank President Mario Draghi said at a press conference on Thursday, after policy makers kept their monetary stimulus unchanged. “It would be a mistake to do so.”

His comments took a similar tone to those of Bank of England Governor Mark Carney, who told U.K. lawmakers on Wednesday that he isn’t worried about banks’ ability to pass on his institution’s August rate cut, saying he anticipates “virtually the full amount” to filter through to the economy “in the course of the next few months.”

Their remarks feed into a debate around the effectiveness and risks of prolonged low interest rates, with bankers including Deutsche Bank AG Chief Executive Officer John Cryan expressing concerns that negative rates in the euro area are biting into earnings. Daniele Nouy, chair of the ECB’s supervisory unit, has cited bank profitability as one of her greatest concerns, and the Governing Council in July discussed an apparent correlation between banks’ equity prices and their willingness to lend.

The euro region’s 13 biggest publicly traded banks reported a pretax profit slump of 20 percent in the first quarter of 2016 from the previous year.

Draghi said the gap was caused by the start of the ECB’s quantitative-easing program, which dealt banks “huge” capital gains in the first three months of 2015, while net interest income remained more or less stable. Negative rates “will certainly have consequences and challenges” for banks, but their balance sheets will ultimately benefit from monetary policy, he said.

In the U.K., banks including Standard Chartered Plc voiced concerns over low interest rates before the BOE cut its bank rate to 0.25 percent on Aug. 4. Following the move, Royal Bank of Scotland Group Plc introduced a charge on funds for some institutional clients, a sign that banks are seeking ways to fend off the pressure on revenues.

Carney said he is “highly confident” that all of the U.K.’s six big banks “which account for the vast majority of lending” will pass on lower borrowing costs.

The ECB is similarly confident.

“Right now the transmission mechanism is really working very well,” Draghi said. “It’s never worked better.”

Brainard Speech

September 8th, 2016 6:39 pm

This Barron’s article suggests that one of the reasons for the bond market debacle today was the announcement the Fed Governor Brainard would deliver a speech on Monday. Monday is the last day that FOMC members may speak before the blackout period which precedes the meeting. The suggestion is that the usually dovish Brainard will take a hawkish tone and give cover for a September rate hike.

I would argue that the the proximate cause of today’s sell off is three fold. In the first instance corporate issuance has been gigantic in these three post Labor Day sessions. That much issuance has likely clogged dealer inventories and has weighed on sentiment. In the second instance the Treasury has accelerated next week’s auctions and there is a shorter WI period than normal for traders to set up for those auctions. So it is a good bet that some of the selling is hedging activity in front of those sales by the Treasury. Finally, mario Draghi did nothing today and that certainly engendered some disappointment among market participants.

Via Barron’s:

Notice of Upcoming Lael Brainard Speech Sparks Treasury Selloff

It’s not often that a simple press release announcing that a Fed governor will be delivering a speech the following week is enough to spark a selloff in Treasuries.

But that’s apparently what happened Thursday.

The Chicago Council on Global Affairs issued a press release announcing that Federal Reserve board member Lael Brainard, considered one of the most dovish FOMC members, would be speaking next Monday.

That’s just one day before the blackout period before the Federal Reserve’s September meeting.

“There’s a view that she may be going out to express some comfort with the idea of one rate hike this year,” says Gene Tannuzzo, portfolio manager at Columbia Threadneedle Investments. “The theory is that if she is far left of other members of the committee than it shows everyone else is at least as comfortable as she is.” Tannuzzo thinks September is on the table for the next Fed rate hike.

“As a dovish member, Brainard would carry a lot of credibility delivering a more hawkish message,” commented Peter Hooper, chief economist at Deutsche Bank Securities. He  wrote to clients Thursday:

It could be a coincidence, but it could also be an important opportunity for the Fed to raise market expectations and give the FOMC more room to maneuver at the September meeting. After San Francisco Fed President John Williams failed to budge the market with a fairly hawkish speech Monday evening, we assumed it would likely take an interview with Yellen to turn market expectations about the September meeting around, should they seriously be considering a rate hike. Certainly a good case can be made for moving “soon” (in September) given: (1) payroll growth in recent months now averaging in excess of where the Fed wants to see it, (2) generally improving signs for consumer spending and overall GDP growth (the latest ISM notwithstanding), and (3) relatively favorable financial conditions. I had moved my odds on a September hike to the mid-40s in the wake of recent Fedspeak, but not higher because there is still some room for improvement in the inflation picture. But this development re. Brainard has to place the probability very close to 50%.

The yield on the benchmark 1o-year Treasury rose 8 basis points to 1.61% by 3 p.m. ET, according to Tradeweb.

It had risen about half that amount earlier in the morning after the European Central Bank declined to announce more economic stimulus measures after its meeting.

Elections and Recessions

September 8th, 2016 4:57 pm

The current recovery is more than seven years old and is getting long in the tooth. The WSJ has posted an interesting (to me ) article on the propensity of elections to fall around election times.

Via the WSJ:

By many key measures, the economy has looked fine in recent months. After gradually sliding for most of 2015, industrial production has bounced up. Consumer spending has done well. The economy added 151,000 jobs last month. Initial jobless claims are near a four-decade low.

Yet most economists, when asked to assess the odds of a recession in the next year, have continued to place the odds at about one in five. Not a prediction of imminent doom, but double the odds of a year ago.

Why are those odds still elevated, in light of economic improvement? Asked about them, Gregory Daco, chief U.S. economist for Oxford Economics, put it succinctly: “A lot weighing on upcoming elections.”

Nobody is ready to sound the all-clear with an election—especially this election—just two months away. Not only must forecasters assess the policies proposed by the candidates, they must keep in mind the potential for a divided Congress that could stymie either candidate. Business investment has been slumping this year, and a leading suspect is this election.

While Hillary Clinton has largely embraced familiar policies for Democratic candidates, Donald Trump has broken with large swaths of his own party on several major economic issues, including trade, immigration and arguably deficit reduction. Underscoring the extent of the difference between Mr. Trump and previous Republican presidents, not one former member of the White House Council of Economic Advisers has come forward in support of Mr. Trump’s campaign.

But even leaving aside the unusual issues from this particular election, there’s an unusual tendency of recessions to happen in close proximity to presidential elections.

Kevin Hassett and Joseph Sullivan recently documented that the U.S. enters recessions about twice as frequently in the year after a presidential election compared with all other years. Five of the last 11 recessions landed in that window. The National Bureau of Economic Research has estimated recession dates back to 1854. In that period, 41% of recessions have fallen in the time window that only comprises 25% of months (the year after an election, of course, comes every fourth year).

In the book “Electing Recession,” Jason Schenker, the president of Prestige Economics, slices recession dates around elections a number of different ways. However sliced, recessions tend to fall quite close to elections. Mr. Schenker calls this the “election-recession window” and argues we are in that dangerous window now.

“I was surprised to see such a close correlation between these recession starts and the timing of elections,” Mr. Schenker said.

Ominously, Mr. Schenker also notes the U.S. has never had three consecutive presidential terms without a new recession starting. While President Barack Obama took office during a recession, none started during his terms. (This is another way of saying that this economic expansion, though weak by many measures, is already unusually long.)

Both Mr. Schenker and Mr. Hassett, in interviews, were careful to say the cause here is not entirely clear and the sample size is small, with only 11 recessions since World War II, and only 33 in the full record to the 1850s. It’s plausible the finding is largely a coincidence, or has some other cause. (The same research technique shows recessions disproportionately follow the Summer Olympics—true, but unlikely to be causal).

Research into economic uncertainty offers some clues. Mr. Hassett points to indexes of policy uncertainty: “In a presidential election year, when do they peak? Policy uncertainty is at peak right at the moment of the election.” It makes sense elevated uncertainty could do real economic damage, and so maybe the nail-biting resolution of elections causes the economy to stumble.

On the surface, it seems plausible presidential candidates can seize the economy’s rudder so firmly they quickly alter the course of the economy. But looking at individual episodes makes it less clear why this would be.

For example, recessions occurred shortly after both of President Dwight Eisenhower’s elections. It’s not obvious what about President Eisenhower would have sent the economy on these brief tumbles (both recessions were short in duration and the economy was generally good during the 1950s). A recession began shortly after President Ronald Reagan was elected, but most economists will say this was caused by higher interest rates from the Fed following a long period of inflation. Stories about the election being the cause quickly become convoluted.

Maybe it’s just a disturbing historical coincidence. Maybe this particular election will be fine, too. But it’s not hard to see why forecasters are reluctant to sound the all-clear.

FX

September 8th, 2016 6:41 am

Via Marc Chandler at Brown Brothers Harriman:

Dollar Soft Ahead of ECB Decision

  • The ECB meeting is the highlight for today
  • During the North American session, the US reports weekly jobless claims and July consumer credit
  • Japan reported final Q2 GDP data overnight; China and Australia reported trade data
  • Mexico reports August CPI; Peru’s central bank is expected to keep rates steady at 4.25%

The dollar is broadly weaker against the majors ahead of the ECB decision.  The Scandies and the Aussie are outperforming while the yen and sterling are underperforming.  EM currencies are mostly firmer. ZAR and the CEE currencies outperforming while PHP, TWD, and THB are underperforming.  MSCI Asia Pacific was flat, with the Nikkei falling 0.3%.  MSCI EM is up 0.2%, with Chinese markets flat.  Euro Stoxx 600 is up 0.1% near midday, while S&P futures are pointing to a flat open.  The 10-year UST yield is flat at 1.54%.  Commodity prices are mostly higher, with oil up 1.5-2%, copper flat, and gold up 0.2%.

The ECB meeting is the highlight for today.  Staff forecasts will be updated.  Over the last few months, the TLTRO II and corporate bond purchase programs have been implemented, but it is too early to evaluate the results.  There does not seem to be a consensus to do more at this juncture.  Perhaps the most that can be reasonably expected is that the ECB extends the asset purchase program beyond of March 2017.  That is probably the path of least resistance.  If not today, then when?  Given the ECB’s modus operandi, the next window of opportunity would be with updated staff forecasts in December.

The euro is trading firm ahead of the decision.  Any disappointment in the ECB is likely to see a test of the August 18 high near $1.1365.  As always, there is a risk that Draghi pushes back against euro gains at the press conference.  The economy remains weak, inflation is basically non-existent, and a firmer euro is the last thing needed now.    

During the North American session, the US reports weekly jobless claims and July consumer credit.  There are no Fed speakers today.   Yesterday’s Beige book seemed to focus on political risk, citing growing uncertainty and business concerns about the upcoming elections.  On economics, the report noted modest wage and price pressures despite tight conditions in several regional labor markets.    

Japan reported final Q2 GDP data overnight.  Headline growth was revised upwards to 0.7% q/q annualized from 0.2% previously.  July current account surplus came in slightly smaller than expected at JPY1.45 trln adjusted.  Dollar/yen showed little reaction to the data, however.  The pair has traded in a 50 pip range today, and remains stuck near the 101.50 area.    

China trade data for August was slightly better than expected.  In USD terms, exports came in at -2.8% y/y vs. -4.0% expected, while imports rose 1.5% y/y vs. -5.4% expected.  USD/CNY has been remarkably steady this quarter, trading mostly in the 6.6-6.7 range.  For now, China is on the back burner.

Australia reported July trade.  In USD terms, goods exports rose 2.2% y/y and was the first positive reading since July 2014.  Goods imports still contracted slightly, however.  With firm GDP and trade data this week, markets have likely downgraded their RBA tightening expectations.  No action is seen at the next policy meeting in October.  However, next month’s Q3 CPI print will be very important.  

Mexico reports August CPI, which is expected to rise 2.77% y/y vs. 2.65% in July.  It then reports July IP Friday, which is expected at -0.3% y/y vs. 0.6% in June.  The economy remains weak, but price pressures are rising.  The central bank is likely to remain in hawkish “wait and see” mode but will find it hard to justify another rate hike.

Mexican Finance Minister Videgaray announced he is stepping down.  Some press reports are tying it to Trump’s visit, but no official reason was given for his departure.  It could also be the start of a wider cabinet shuffle by President Pena Nieto, who has seen his popular support fall to record lows.  To his credit, Videgaray was able to push through some difficult economic reforms during his tenure, and was well-respected by the markets.  His successor is likely to maintain tight fiscal policy.  

Peru’s central bank is expected to keep rates steady at 4.25%.  CPI rose 2.9% y/y in August and was in the 1-3% target range for the second straight month.  The tightening cycle is over, and we think the markets should start thinking about an easing cycle by early 2017.  

Issuance Orgy Redux

September 8th, 2016 6:29 am

The first article I posted this morning carried (my) headline “Issuance Orgy”. I just found another Bloomberg story which demonstrates the lengths to which investors will go to capture yields. I will link to full article here but this excerpt suns it up well.

Investors desperate for high yielding assets are cutting companies more slack and accepting weaker debt terms because central bank stimulus has sent yields on $11.4 trillion of securities below zero. Average yields on junk-rated bonds slumped to a record low in Europe and globally are dropping toward unprecedented levels reached two years ago, according to Bloomberg Barclays bond index data.