More FX

December 12th, 2016 6:23 am

Via Marc Chandler at Brown Brothers Harriman:

Drivers for the Week Ahead

  • The FOMC meeting is the last big event of the year for investors
  • The Bank of England, the Swiss National Bank, and Norway’s Norges Bank hold policy meetings; none are likely to alter policy
  • Given last week’s ECB meeting and the approaching holidays, European economic data may not be particularly important
  • Individual EM country risk remains important, and likely to be dominated by politics
  • Several EM central banks meet (Chile, Colombia, Peru, Russia, Korea, and Indonesia) but none are expected to move; Mexico is the exception and we see risk of a 50 bp hike

The dollar is mostly softer against the majors as the week gets under way.  The Norwegian krone and the euro are outperforming, while the yen and the Swiss franc are underperforming.  EM currencies are mixed.  RUB, HUF, and MXN are outperforming, while TRY, BRL, and KRW are underperforming.  MSCI Asia Pacific was down 0.4%, even with the Nikkei rising 0.8%.  MSCI EM is down 0.5%, with Chinese markets falling 2.4%.  Euro Stoxx 600 is down 0.4% near midday, while S&P futures are pointing to a higher open.  The 10-year UST yield is up 4 bp at 2.51%.  Commodity prices are mixed, with WTI oil up nearly 5%, copper down 1%, and gold down 0.4%.

Provided that the Federal Reserve delivers the widely tipped and expected 25 bp hike in the Fed funds target range, the key to investors’ reaction will be a function of the FOMC statement and forecasts.  The FOMC meeting is the last big event of the year for investors.  The Bank of England, the Swiss National Bank, and Norway’s Norges Bank hold policy meetings; none are likely to alter policy.  Several emerging market central banks meet this week, and Mexico is the only one that will likely move.  Many expect a 25 bp hike, but there is some risk of a 50 bp move.  The Bank of Japan meets the following week, and it too is unlikely to take fresh measures.  

A failure of the Federal Reserve to raise interest rates would be a significant shock and likely spur a dollar sell-off, a Treasury rally, and probably an equity market sell-off.  The likelihood of this scenario is so low that it is not worth much time discussing.  Similarly, a 50 bp move also is highly unlikely.  It would go against everything the Fed has been saying about gradual moves.  It would be an admission of getting behind the curve, and there is no evidence that this is their assessment.

Since the FOMC last met, the US dollar has strengthened, interest rates have risen sharply, and the unemployment rate has fallen further.  Investors will learn what the central bank makes of these developments.  Officials that have spoken since the election have generally agreed that it is premature to make any judgments of changes in fiscal policy or economic policy more broadly.  And for good reasons.  It is far from clear what the policies of the new Administration will actually be.  

There seems to be a broad sense that near midyear, there will likely be some tax cuts and spending increases alongside a tougher, perhaps more mercantilist trade policy.  The details are vague, and how this sits with the fiscally conservative wing of the Republican Party is not clear.  While the intentions and signals of the President-elect have spurred a sizable reaction in the capital markets, more concrete details are needed to begin contemplating the impact on monetary policy.  

Therefore (and this is where some investors may be disappointed), the FOMC’s economic assessment and most importantly, their forecasts, are unlikely to change very much.  Of course, the part of the statement that updates the economic assessment may be upgraded a notch.  The headwinds that held the economy below trend appear to be transitory as the Fed had anticipated.  Fourth quarter growth looks to be around 2.5%.  Consumption may be a little less robust and trade is looking like a drag.  

The Fed will have to recognize the rise in market-based measures of inflation expectations. Both the 5-year forward forward and the 10-year break-even rates are up around 30 bp since the end of October to trade around 2.0%.  There are two mitigating factors.  First, the survey-based measures of inflation expectations if anything have softened.  The University of Michigan survey found expectations for the next 5-10 years slipped to 2.5% this month from 2.6%.  Second, due to technical factors such as liquidity differences, in a rising interest environment, TIPS tend to sell off more than conventional bonds.

All else being equal, the appreciation of the dollar and rise in yields would likely have a dampening impact on growth and inflation forecasts.  This may be blunted by the further decline in the unemployment and underemployment rates and the wealth effect.  And given the uncertainties over the new Administration, most Fed officials are likely to be reluctant to change their forecasts much now, when in three months, visibility will be better.

Specifically, we expect the median dot show expectations for two hikes next year.  While this is twice as fast as the pace in 2015 and 2016, it fits any definition of prudent and cautious.  A recent Wall Street Journal survey found that among economists three rate hikes are thought likely next year.  

Interpolating from the December 2017 Fed funds futures contract is a trickier.  Various possible scenarios calculations and assumptions are needed.  Here is a simple one.  Assuming that the Fed hikes rates in the first half (Q2?), the Fed funds target range will come into the December 13 2017 FOMC meeting at 0.75%-1.00%. In the first 13 days December 2017, the Fed funds effective average is 87.5 bp, the midpoint.  If the Fed were to raise the target range to 1.00%-1.25%, then the midpoint of the new range is 1.125%.  

The last trading day is December 29 2017.  Fed funds may be volatile but it often falls on the last day of the year.  For the sake of this exercise, let’s assume that the effective average on 29 December is half the average of 56 bp.  Since it is a Friday, that rate applies to the weekend as well.  On these assumptions, the average for the month is a fraction more than 1.03%.  Before the weekend, the December 2017 Fed funds futures contract closed at 1.04%.  

In her press conference, Yellen will likely deflect any discussion of the new Administration’s policies.  However, she can be counted to offer a vigorous defense of the Fed’s independence against encroachments.  Given two current vacancies, the expiration of several governor terms in 2018, the new Administration will have the opportunity to change the Federal Reserve significantly without going through the politically and economically sensitive course of direct confrontation.  

Outside of the new Administration’s possible economic policies, the reversal of Saudi Arabia’s oil strategy may be another factor behind the rise of inflation expectations.  Although an agreement within OPEC and also between OPEC and non-OPEC producers was struck, the real challenge is the enforcement, as no such mechanism exists.  While everyone is well aware of that, our point is that sequence is important and it is too early to worry about violations.  

Like many, we seem to have underestimated the Saudi’s resolve.  Shortly after securing an agreement from non-OPEC members to cut output, Saudi Arabia indicated it was prepared to cut output more than agreed last week.  It suggested it would cut output below the psychologically important 10 mln bpd threshold.  Not only is OPEC not dead, but Saudi Arabia’s leadership is significant.  Although non-OPEC members will cut 558k barrels, less than the 600k asked for, it is still the most ever.  It is also impressive, that despite Kazakhstan’s new large oil field coming on line, it also participated by a small cut (20k bpd).  

The optics are good and this will likely lift oil prices further.  Over the coming months, we suspect there is scope for oil to rise to $57-$65 a barrel basis on the January futures contract.  That said, the closer one examines the details, the less impressive it looks.  Consider Russia will account for 300k bpd reduction, more than half of the non-OPEC contribution.  Russia had boosted its output in recent months as an agreement was distinct, even if unlikely, possibility.  There was a post-Soviet Union record 11.247 mln bpd in October.  It says that it will cut 200k barrels by March and another 100k bpd in six months.  

Saudi Arabia’s agreement with OPEC should bring its output back to its average earlier this year.  Several other countries, including Mexico, are simply formalizing a natural decline.  Important non-OPEC producers, including those in the US, Canada, and Brazil will be the beneficiaries, as free-riders.  US capacity, especially the shale component, is very flexible and there are reports of that many wells have been drilled, but the wells have been capped.  Consider it a free natural underground storage facility.  

Also, recall that important technological advances have been made over the past two and half years (yes, Professor Gordon, the innovations are not as significant as the internal combustion engine) that lowers the cost of getting that marginal barrel of shale.  Assuming that some US producers are skeptical of the implementation of the oil agreement, there may be incentives to boost output quickly to take maximum advantage of what could be a small window of opportunity.  

Given last week’s ECB meeting and the approaching holidays, European economic data (including the PMIs) may not be particularly important.  In light of the disappointing German and French industrial production figures last week, the risk is on the downside for the aggregate report after a 0.8% contraction in September.  

Just like there is no agreed upon definition of QE, there is no agreed upon definition of tapering.  Context is important and intent matters.  Draghi said it is not tapering, in the context of beginning a gradual slowdown of purchases as an exit strategy rather than an abrupt end.   At this point, there are only guesses as to why the ECB reduced its monthly purchases.  However, this is a one-off adjustment, unless circumstances change.  Moreover, the end date one year from now is soft.  The ECB will most likely buy bonds well into 2018.  

The ECB did not begin an exit strategy, which is what many of those who want to insist on calling what it announced as tapering seem to think.  The easing of the deposit floor limit on purchases and widening the range purchases suggests a sustainable course.  The adjustments to the securities lending may also help minimize disruptions.  The ECB has also not exhausted scope for additional technical adjustments.  The decision not to lift the security ownership cap hit Portugal because it is near its cap.  

Italy remains a source of tension, but its problems remain localized.  We do not see the rejection of the referendum as part of the Brexit-US election axis, and the 40% that voted for the referendum is a sufficient block to elect the next Prime Minister.  We would suggest the local elections earlier this year, in which the Five-Star Movement won in Rome and Turin, is a more revealing sign of its ascendancy.  

Italy’s foreign minister Gentiloni will replace Renzi as Prime Minister provided he can put together a government that can win a confidence vote.  A broad coalition government needs to be in place by the middle of the week, to allow Gentiloni to represent Italy at the EU Summit that begins Thursday.  Gentiloni is the fourth unelected Italian Prime Minister.  For now, Italian asset are doing fine with Gentiloni forming a caretaker government.  

There are three main tasks for the caretaker government: prepare for elections, make the necessary decisions to address the simmering banking crisis, and continue reconstruction of the areas devastated by the recent earthquakes.  An election before the Dutch election in March seems optimistic, but still the table is set for quite a political spring in Europe (Holland, Italy and France, UK likely triggering Article 50, before German elections in the fall).  

The Italian premium over Germany has been trending higher all year.  It began below 100 bp and is now at 167 bp, having been a little above 185 bp in late November.  Italy’s 10-year bond yield is up 45 bp this year.  Spain’s is off 25 bp.  However, Italy can still borrow money at negative interest rates going out two years.  The current minus nine basis points compares with positive ten basis points in late November.  The Italian bank stock index fell 2.25% before the weekend, but it still closed higher on the 12.75% on the week and 18% over the past two weeks.  Perhaps, if necessary, the interregnum government can take the unpleasant step of seeking ESM support, which could otherwise tarnish Renzi’s comeback.

Renzi (not Grillo, the head of the 5-Star Movement) is likely the odds-on favorite of the next election at this juncture.  The Constitutional review of the new electoral law for the lower chamber after the former law was disallowed will take place in late January.  If the new electoral law is rejected by the Court on grounds that giving a bonus to the largest party is not consistent with representative government, it would further bolster Renzi insofar as it favors coalition building, and this is a critical weakness for the Five-Star Movement.  

Lastly, we note the dollar is running higher against the yen.  It has risen in seven of the past nine weeks.  It began with an eight-day advance in late September and early October, well before the US election.  After carving out a base in the summer around JPY100, the dollar has rallied strongly.  Since the middle of September, the yen has fallen nearly 12% against the dollar.  The greenback has retraced a little more than 60% of the decline since peaking in June 2015 near JPY126.  In the coming months, we expect the dollar to works its way back toward JPY120.  

Since the middle of September foreign investors have returned to the Japanese stock market. In the last 10 weeks, foreign investors bought an average of JPY258 bln of Japanese equities per week.  In these ten weeks, all bought one saw net foreign buying.  The average over the previous 10 weeks was a net sale of JPY249 bln over which time foreigner were net buyers in two of the weeks.   The Topix has rallied about 13% over the period.  Note that the modest gain today put the Nikkei up YTD for first time.    

Japan reports the Tankan Survey this week.  There is good reason to be optimistic of the Japanese economy in the near-term.  Growth in this quarter is off to a better start than the previous quarter.  There will be an increase of fiscal stimulus next year.  Higher oil prices will aid efforts to arrest lingering deflation pressures.  While the US President-elect appears to have ruled out TPP, much to Japan’s dismay, his more confrontational approach to China and “American First” plays well for Abe, who continues to expand Japan’s military capacity.

After the ECB meeting, we have seen curve steepening in the Eurozone.  This is on top of curve steepening in the US since the elections.  While we are nowhere near the magnitude of the 2013 Taper Tantrum, these yield curve dynamics remain negative for EM bonds and EM FX.  EM equities are a different matter, supported in part by the continued post-election rally in DM equity markets.  Higher commodity should also help insulate some EM countries from the selling pressure.

Individual EM country risk remains important, and likely to be dominated by politics.  Brazil, South Africa, Turkey, and Korea are all facing heightened political uncertainty.  Several central banks meet this week (Chile, Colombia, Peru, Russia, Korea, and Indonesia) but none are expected to move, especially in this current environment.  Mexico is the exception here, and is expected to hike 25 bp.  We see risks of a hawkish surprise with 50 bp move.

Early FX

December 12th, 2016 6:17 am

Via Kit Juckes at SocGen:

<http://www.sgmarkets.com/r/?id=h11f12644,194c4423,194c4424&p1=136122&p2=6126320e1f3ab288c34430954b4a8d32>
I do hope there aren’t short-covering cannon to the left and the right of this market…. Bloomberg puts the (market-implied) odds of a 25bp Fed rate hike this week at 92% and the odds of a 50bp hike at 8%. It’s fair to say that a hike is fully priced-in and if the old ‘buy the rumour, sell the fact’ adage has any value, maybe we’re supposed to look for some correction in the dollar rally and the bond sell-off after the event. So far this morning, we have sharply higher bond yields, higher oil prices, and (Japan aside) mostly weaker Asian equities. In FX, the winners are oil-sensitive currencies, with RUB, NOK, CAD, MXN the strongest so far (in that order, which is also how we rank them over the coming weeks).. At the other extreme the weakest currencies are the Turkish Lira (GDP and terror) and the Yen.

The 10year real yield differential between the US and Japan is now back within 15bp of where it started 2016, with USD/JPY within 4% of where it started. CFTC data show the speculative market got itself short yen last week for the first time since December 29 2015, but shorts are still much smaller than they were at their peak in late 2013. The big challenges for USD/JPY are the speed of the move, and the risk of position-squaring once the last big policy event of the year is out of the way on Wednesday evening, but as long as yield divergence doesn’t drive risk appetite into depression, there’s further to go in this move.

Short yen again (first time in 2016)

[http://email.sgresearch.com/Content/PublicationPicture/237889/2]

The build-up of yen shorts isn’t alarming, and nor are Euro shorts, but the size of the speculative short in 10year Notes is more striking. It’ll probably be bigger by the end of today at the rate we’re moving, so this is where the greatest risk of position-adjustment post-FOMC lies. EUR/USD though, is driven at this stage more by politics than economics. Rate differentials alone are unlikely to justify a fall below the recent low (EUR/USD 1.05) and the reaction to the new Italian Prime Minister (Paolo Gentiloni, seen very much as a caretaker by the press), as well as when French politics becomes major driver again, are more important.

10yr note shorts spike ahead of EUR/USD

[http://email.sgresearch.com/Content/PublicationPicture/237889/3]

There is plenty of economic data this week, but none of it is today. The Eurozone has ZEW tomorrow and more importantly, the flash PMIs on Thursday. |we’re looking for a robust 53.6 on the composite measure, vs 53.9 last. The US has retail sales and industrial production on Wednesday, pre-FOMC, CPI on Thursday and housing starts on Friday. Maybe a softish core CPI (we expect it to stay steady at 2.1%) is enough for the bond massacre to pause. And the UK has CPI tomorrow, unemployment on Wednesday, retail sales and the BMPC meeting on Thursday. The market hasn’t flushed out nearly enough of the GBP shorts to make me comfortable, but the mood on the data has turned much, much less pessimistic and that leaves the possibility of GBP/USD falling on any disappointment. We’re short here.

GBP/USD shorts are smaller, but big…

[http://email.sgresearch.com/Content/PublicationPicture/237889/4]

Japanese Dilemna

December 11th, 2016 8:25 pm

Via WSJ:

One of central banking’s most aggressive easers—the Bank of Japan—may soon have to think about tightening for the first time since 2007.

The latest buzz in Japanese monetary-policy circles is that the BOJ may have to lift the 10-year government-bond target from a recently set zero.

It wouldn’t be the first to blink. On Thursday the European Central Bank, which like the BOJ has driven interest rates down and pumped cash into the economy with vast bond buying, announced that its continued easing would be combined with some tightening.

The changed view on BOJ policy is quite a turnaround. Just a few months back investors and economists world-wide were discussing what would be the next easing steps in the bank’s 15-year fight to boost the economy and produce inflation. More certainly seems needed: Japan’s economy grew more slowly than expected in the latest quarter and prices are falling.

So why switch gears now? Blame Donald Trump.

 

The U.S. dollar and Treasury yields have been climbing since soon after Mr. Trump was elected president on Nov. 8, triggered by expectations that his policies would boost U.S. growth, inflation and interest rates.

So far, that has been good for Japan, where the weaker yen is brightening exporters’ prospects, helping send Tokyo stocks to 11-month highs. A weaker yen bolsters their bottom lines by making their products cheaper overseas and inflating the value of repatriated income. As of Friday, one dollar buys ¥114.50, 9.6% more than the day before the U.S. election.

While that may be fine as far as it goes, some central-bank watchers say the BOJ’s latest easing policy raises the risk of far greater, and potentially damaging, depreciation.

The policy, announced in September, aims to keep interest rates ultralow without gutting the financial system. The BOJ effectively pinned Japan’s yield curve in place, holding short-term rates at minus 0.1% and the yield on 10-year government bonds at around zero.

As yields rise around the world—led by the U.S., whose Federal Reserve is expected to raise rates on Dec. 14—the gap between Japan and other markets widens. That draws money out of Japan as investors search for better returns, which puts further pressure on the yen.

Since U.S. Election Day, U.S. 10-year Treasury yields have risen to 2.426% from 1.862%, far outstripping the Japanese benchmark bond’s rise to 0.056% from minus 0.064%. Bond yields rise when prices fall.

If the U.S. 10-year yield climbs to 3% or higher next year, as some economists think it could, the BOJ may be forced to raise its yield target in response, even if it hasn’t achieved its policy goal of 2% inflation. The pressure to raise the target could be especially intense if the yen weakens to levels like ¥130 to the dollar.

That sounds all right to believers in Japanese Prime Minister Shinzo Abe’s Abenomics plan to goose the economy with easy money.

A weaker yen could boost optimism and inflation expectations among Japanese companies, argues Abe adviser Etsuro Honda, making them more willing to invest and raise wages. If the result was increased upward pressure on bond yields, the “natural course of action” would be for the BOJ to raise the 10-year yield target a touch from zero, he said. Two months ago Mr. Honda was calling on the BOJ to lower its targets as an added jolt of easing.

For Abenomics skeptics, the yen’s deteriorating prospects ring alarm bells. BNP Paribas chief Japan economist Ryutaro Kono said in a recent note for clients that a fall to ¥115 to the dollar could upset consumers by raising the cost of living. When BOJ easing weakened the yen to ¥125 to the dollar from ¥110 between autumn 2014 and summer of 2015, it cast a chill over the economy as rising costs for imported food and necessities battered consumers while companies held back from raising wages.

Other Japanese economists say the BOJ may have to raise its bond-yield target just to give more breathing room to the country’s banks, whose profits are dwindling as their longer-term lending rates fall dangerously close to what they’re paying on deposits.

“It’s like they’re submerged under water and holding their breath,” said Kazuo Momma, a former BOJ executive director who is now executive economist at Mizuho Research Institute. “If this situation becomes protracted, they could drown.”

Ahead of a Dec. 19-20 policy meeting, some BOJ officials say they are puzzled by the talk about rate increases, since the Trump rally could still reverse and deflation remains entrenched.

“Is it a time to worry about ‘easing too much’?” asked one person close to the BOJ.

Good News for Mercedes Benz of Greenwich

December 11th, 2016 5:38 pm

Via Bloomberg:

U.S. Limits on Wall Street Bonuses Appear Doomed Ahead of Trump

  • Obscure regulator of credit unions said to be hurdle for rules
  • New restrictions clash with Trump pledge to rip up Dodd-Frank

For years the White House has pushed U.S. regulators to finish writing tough new rules that would restrict bonuses for Wall Street executives, one of the most contentious parts of the Dodd-Frank banking reform law. The chances of that actually happening are becoming slimmer by the day.

Banking agency officials have privately conceded that finishing the sweeping changes to financial industry pay during Barack Obama’s presidency will be close to impossible for two reasons: opposition from a Republican board member at the little-known regulator of credit unions; and a bureaucratic quirk that gives the lone Republican commissioner at the Securities and Exchange Commission the power to block the rules, according to three people with knowledge of the matter.

 

The regulation was included in Dodd-Frank to prevent banks from offering incentive pay that encourages traders to take the kinds of dangerous risks that Wall Street critics say contributed to the 2008 financial crisis. Because Congress wanted the rules to apply to a wide swath of financial firms, lawmakers required six agencies overseeing everything from giant lenders to credit unions to fund managers to sign off on them.

For six years, the regulators worked on the bonus standards in fits and starts, blowing through a nine-month deadline required under the 2010 law. A version released in 2011 was scrapped after it drew a flood of criticism from Democrats. The agencies then re-proposed the rules this year, hoping they could wrap them up during the Obama administration. In February, Obama reminded regulators at a White House meeting of their obligation to rein in pay practices that he said lead to “big, reckless risks.”

Short-Handed Regulators

Now, as Donald Trump prepares to move into the White House, many of these regulators are short-handed — with attrition sapping them of their full complements of commissioners, governors or board members who vote on agency actions. That’s a particular problem at the National Credit Union Administration. The obscure regulator is left with one Democrat and one Republican on what’s normally a three-member board.

The NCUA’s Republican, J. Mark McWatters, used to work for House Financial Services Committee Chairman Jeb Hensarling, a vocal critic of Dodd-Frank who has warned regulators not to move ahead with any more rules before Trump takes office. Though McWatters reluctantly voted in April to solicit public comments on bonus restrictions, he said at the time that people shouldn’t mistake that for support. NCUA officials have told staff members of other agencies that the credit union regulator won’t take action on the rules before Trump becomes president, said one of the people, who like others asked not to be named because the discussions were private.

At the SEC, Republican Michael Piwowar was the lone commissioner to vote against the agency’s proposal earlier this year. The regulator is down to three commissioners from its usual five. Were the SEC to schedule a final vote, all Piwowar would have to do is not participate, leaving the agency short of a quorum to officially approve new regulations. He hasn’t threatened to boycott any meetings, according to a person familiar with the situation, but his fellow commissioners are well aware of his ability to do it.

McWatters and Piwowar declined to comment through representatives.

Tough Rules

The pay rules are among the widest-ranging industry constraints to come out of Dodd-Frank. The version proposed by the six agencies eight months ago would limit “excessive” compensation, and it would require that executives wait longer to cash out their bonuses and give financial firms as long as seven years to claw back pay tied to misconduct. In addition to the NCUA and SEC, regulators working on the rules include the Federal Reserve, Office of the Comptroller of the Currency, Federal Deposit Insurance Corp. and Federal Housing Finance Agency.

Spokesmen for the agencies also declined to comment.

Regulators have been under increased pressure to do something about Wall Street pay after Wells Fargo & Co. was accused of opening as many as two million accounts without customers’ approval. While employees were creating the accounts to meet sales targets, senior executives were awarded big compensation packages. The banking agencies hit the company with sanctions and are still investigating sales practices in the rest of the industry.

The Fed, OCC and FDIC had been making a concerted effort to complete the compensation rules in January, said the people, and those agencies are still working on them. FHFA Director Mel Watt had supported the proposal earlier this year. With just weeks before Trump becomes president, There isn’t a final version circulating among the regulators, the people said.

Uncertain Fate

SEC Chair Mary Jo White told lawmakers last month that the regulators involved, including the SEC, were still working through comments they had received. Though a Republican congressman pressed White to not hold a vote on the rules after Trump’s election victory, she wouldn’t commit to that. She did say she understood the sensitivity of the timing.

The fate of the rules under the next administration is unclear. Trump will have the opportunity to fill the vacancies at the NCUA, the SEC and other agencies. Though Trump hasn’t publicly commented on the pay rules, he has pledged to put a moratorium on new regulations and his advisers have said his administration will rip up parts of Dodd-Frank to encourage lending.

Debating the Natural Rate

December 11th, 2016 5:35 pm

Via the WSJ:

In steering their economies, central bankers are guided by a mysterious, hidden interest rate that critics say could be a figment of their imagination.

Major central banks across the globe have taken short-term policy rates to record lows in recent years, causing savers to grumble about scant returns and denting the business of banks and pension funds. Low rates are also fueling worries about possible bubbles in assets such as stocks and real estate.

Central bankers respond that their policies are merely tracking changes in the so-called natural rate, an interest rate determined by powerful economic impulses. They contend this rate has fallen precipitously over the past 30 years as the result of tectonic shifts in the global economy, such as aging populations, a rising glut of savings and slowing productivity growth. This decline, they say, is the primary driver of collapsing borrowing costs across the advanced world.

“Low policy interest rates are not the caprice of central bankers, but rather the consequence of powerful global forces, including debt, demographics and distribution,” Bank of England Gov. Mark Carney recently told British lawmakers.

More critics are speaking out against this cornerstone tenet of modern central banking, arguing that it oversimplifies the complexities of the economy, while shielding policy makers from the consequences of their actions. Years of sclerotic economic expansion have fueled concerns about the effectiveness of monetary policy.

The idea of a natural rate was developed in the 19th century by Swedish economist Knut Wicksell, who described how capital investments—like machines or factories—produce a natural rate of inflation-adjusted returns. When banks offer loans below this rate, companies go on a borrowing binge and drive inflation up. If borrowing is costlier than this return on investment, businesses will slash outlays and unemployment will rise.

 
 

Central bankers today have adapted this thinking in pursuit of their goals. By shadowing their estimate of the natural rate, they hope to keep inflation stable and the economy growing at its full potential. Undershoot the rate and they aim to spur faster growth and inflation. Overshoot it and the economy and price rises should slow.

“These issues are central to how we think about macroeconomics and you can’t really start to make policy without having some view of what is going on,” James Bullard, president of the Federal Reserve Bank of St. Louis, told reporters in London last month.

Many economists figured the natural rate in advanced economies like the U.S., Europe and Japan was around 2% just before the financial crisis. Today, most estimates are around zero. Central bankers trying to stimulate their economies have set their benchmark short-term rates, which reflect anticipated inflation, very low as well.

The Federal Reserve is likely to raise its benchmark rate Wednesday by a quarter-percentage point to a range between 0.5% and 0.75%.

Long-term yields, which broadly track actual or anticipated central-bank actions, have fallen sharply in recent decades. In the U.S., 10-year Treasurys now return 2.3%, compared with 6.2% 20 years ago. Central bankers argue these yields had to go down in order for inflation-adjusted borrowing costs to track the natural rate.

Critics, though, say central bankers should ditch the natural-rate theory for several reasons.

Some suspect that since the natural rate can’t be directly observed but only inferred, policy makers are pursuing a chimera that exists only in their economic models. Borrowing costs, research shows, play only a small role in decisions by households and businesses, while inflation can be stoked by myriad factors.

“Why should there be a single lever that can just magically bring an economy into equilibrium?” said Eric Lonergan, hedge-fund manager at M&G investments.

Others say the natural-rate theory gives too little weight to the role of central banks themselves in pulling borrowing costs down. After the crash of 2008, long-term benchmark rates declined sharply as central banks stepped in with short-term rate cuts and asset buying. Inflation-adjusted interest rates—measured by 10-year inflation-linked bonds—have moved in lockstep with these nominal rates, suggesting they are directly affected by central-bank policy, instead of being dictated by outside forces.

Some economists say the natural-rate hypothesis has given central bankers an excuse to keep rates lower than they should be.

“It seems to me this is now being wheeled out as a post-hoc rationalization for not raising interest rates,” said Andrew Sentance, senior economic adviser at PwC and a former BOE rate-setter.

Officials at the Bank for International Settlements take a different tack, saying they worry that central bankers’ estimates of the natural rate are too low and may fuel financial problems for the future by encouraging risky borrowing. In a speech in November, BIS general manager Jaime Caruana also warned that investors could be vulnerable to sudden swings in bond yields if they placed too much weight on natural-rate explanations instead of policy and market dynamics.

Write to Jason Douglas at [email protected] and Jon Sindreu at [email protected]

Very Long Bonds

December 5th, 2016 2:51 pm

Via Blomberg:

Treasury May Extend Maturity Before Ultra Bond Debut: Wrightson
2016-12-05 19:30:14.718 GMT

By Alexandra Harris
(Bloomberg) — Treasury can increase 10Y, 30Y auctions
while it works out the specifics of 50Y or 70Y offerings to get
a head start on extending the average maturity of its debt,
Wrightson ICAP economist Lou Crandall says in note.

* Would also allow the market to adjust gradually to increase
in longer-duration supply
* More concrete discussions about tenor, size, timing of
ultra-long offerings “will take several months at least”
* Would be surprising if Treasury were ready to offer details
before 2Q; may decide to delay launch until 3Q to give
institutional investors time to update asset allocation
guidelines
* Considerations for ultra-long bond issue:
* Auction vs syndicated offerings: Other countries have
used syndication; may be more appropriate for U.S.;
Treasury may need to go through public review process to
reestablish syndication system
* Original-issue zero-coupon bonds: STRIPS investors may
be among “major sources” of demand for ultra-long
bond; would be more efficient way to meet supply
* Calendar considerations: Expect no more than 2 CUSIPs
per year, possibly just one.

No Wheelbarrows Needed Here

December 5th, 2016 7:33 am

An excerpt from the morning note of Chris Low at FTN Financial:

Venezuela, whose bold experiment with Bolivaran Socialism has resulted in terrible shortages and such rampant inflation that people have ditched wallets in favor of bags of cash and storekeepers—when they have anything to sell—have taken to weighing notes rather than counting them, will issue new currency with denominations of 500, 1,000, 2,000, 5,000, 10,000, and 20,000. They probably should add another couple of zeroes, but President Nicolas Maduro, is confident new reforms will bring the economy back from the brink next year. We certainly hope they work out better than his last reforms.

Big Dip Down for Atlanta Fed 4th GDP Forecast

November 30th, 2016 7:50 pm

Via FRBAtlanta:

Latest forecast: 2.4 percent — November 30, 2016

The GDPNow model forecast for real GDP growth (seasonally adjusted annual rate) in the fourth quarter of 2016 is 2.4 percent on November 30, down from 3.6 percent on November 23. The forecast of the combined contributions of real net exports and real inventory investment to fourth-quarter growth fell from 0.61 percentage points to 0.18 percentage points after last Friday’s advance economic indicators report from the U.S. Census Bureau. The forecast of fourth-quarter real consumer spending growth fell from 3.0 percent to 2.2 percent after this morning’s personal income and outlays release from the U.S. Bureau of Economic Analysis.

GSEs and Incoming Trump Administration

November 30th, 2016 6:45 pm

As an aside in another life circa 1990 I worked with Tim Bitsberger. He traded Long Bonds when I traded short coupon Treasuries. I guess I should have kept his name active in the rolex. (No smart phone as I am a modern Luddite!)

 

Via TDSecurities:

§  The GSEs have been in the news recently. Their stock prices have spiked since the election and rose some more today on speculation of ending the conservatorships. However, we believe that government involvement is likely in any new GSE model to prevent mortgage rates from rising too much and to fulfil affordable housing goals. We would therefore look to buy any widening in debt spreads due to these headlines.
§  Today Trump’s pick for Treasury secretary (Steven Mnuchin) expressed a desire to end government ownership of Fannie and Freddie “reasonably fast.” The FHFA landing team is headed by Timothy Bitsberger and the FTC/FSOC landing team is headed by Alex Pollock. Both have a GSE background, hinting at increased focus on reform efforts. Nevertheless, the potential appointment of Congressman Jeb Hensarling to head FHFA could trigger investor nervousness as he has previously been a vocal opponent of the GSEs.
§  While the odds of wholesale GSE reform in 2017 remain slim as Congressional focus remains on tax cuts and infrastructure spending, we see incremental steps toward reform. We see the possibility that Fannie and Freddie are allowed to gradually increase their capital buffers (which are set to shrink to just $600mn in 2017 and zero by 2018) by retaining some earnings.
§  A number of factors could help drive reform ahead of the rapidly approaching wind-down end date, including declining GSE capital buffers and the CBO’s release of an estimate on the cost of a potential recapitalization. Similarly, there is reason to believe that the private securitization market could begin to thaw if the Dodd Frank rules around risk retention could change in the new administration. 

Ross and Mnuchin Comments

November 30th, 2016 1:43 pm

Via Stephen Stanley at Amherst Pierpont Securities:

The Treasury market reacted this morning to a very cursory comment by Treasury Secretary nominee Steven Mnuchin that the average maturity of the debt should be extended since interest rates are likely to be low for a few more years.  This comment seems like more of an excuse than a reason for the market’s move to me, but I thought it might be helpful to summarize and unpack some of the comments that Mnuchin and the Commerce Secretary nominee Wilbur Ross made on their morning TV circuit, as they constitute the most detailed remarks we have on a number of economic issues from the incoming Administration since the election.

First, Mnuchin made clear that the Trump Administration’s top two priorities will be tax reform and regulatory relief.  He gave a few key points on Trump’s tax plan.  It will include a “big” middle class tax cut, but high-income households would come out roughly neutral, trading lower marginal rates for fewer deductions.  The broad concept is to simplify the code by collapsing from 7 brackets to 3 and broadening the tax base (i.e. fewer deductions).  Mnuchin was actually more enthusiastic about reforming the corporate tax code.  He was pretty firm on a 15% top marginal rate (down from 35% now), and insisted that corporate tax reform would lead to a significant boost to jobs and growth.  The goal, as reported elsewhere, is to put out an overall tax plan that is close to revenue-neutral after accounting for the positive impact of higher growth on tax receipts (i.e. “dynamic scoring”).  Democrats will certainly reprise the old “giveaways for the rich/trickle-down Economics” critique, but it sounds like the tax plan will be sold as follows: the individual tax code reform will mostly benefit the middle class directly while boosting growth by lowering marginal rates and simplifying the code (which would reduce the time and resources wasted on tax compliance – do not underestimate the grass-roots political appeal of simplification if it is sold properly), while reforming the corporate tax code will be portrayed as a massive stimulus for the economy (while Democrats will portray it as a giveaway to robber barons).

There is no doubt that the incoming Administration will take a starkly different tone with how it interacts with business.  We can generally expect a much friendlier and collaborative approach.  Mnuchin said that the Administration will not always agree with business, but it will always listen.  On Dodd-Frank, Mnuchin emphasized, falling back on his banking experience, that some of the new framework might be kept, but the key theme will be getting rid of anything that is preventing banks from lending.  Again, Mnuchin and Ross may be viewed as Wall Street financiers, but the tone I heard was much more of a Main Street vibe.  Mnuchin also specifically talked about making financial regulation simpler, citing the Volcker Rule as an example of a policy that is far too complicated.  I could envision a regime where capital standards are set quite high and then regulators are told to leave the banks alone as long as they are holding sufficient capital.

On trade, Ross took the lead.  He emphasized that the Administration is not going to be protectionist.  He noted that there is “smart trade” and “stupid trade” and the U.S. has been doing too much of the latter.  He noted that big regional trade deals are bad, because each counterparty “picks you apart” in turn and by the end of the process, you have given away too much.  He and the Administration will instead try to rely more on bilateral trade deals.  He also specifically mentioned, in the context of the Carrier announcement, that the most important reason that U.S. firms move production to Mexico is that it has better trade deals with many of our trading partners than we do and thus it is cheaper to ship goods into, say, Europe from Mexico than it is from the U.S.   He aims to change this.  More generally, a Trump Administration intends to use the immense leverage of the biggest economy in the world to pry open foreign markets.  There may be threats of tariffs, etc., as there were during the campaign, but Ross claimed that tariffs would be a last resort and more of a negotiating tool.

Mnuchin was asked on CNBC about the Fed.  He gave what I viewed as a polite “good job” assessment of Chair Yellen, but not a hearty endorsement.  Ross seemed polite but even more tepid in his support for Yellen.  Mnuchin said that filling the two open Fed Board spots will be a high priority.  Sounds like Trump intends to leave Yellen alone until her term ends but replace her at that point.

On Treasury debt, as noted above, Mnuchin suggested that the Treasury may try to borrow more in the long end.  He was asked whether the Treasury would consider a 50-year and/or 100-year bond, and he said something to the effect that he would look at everything.  For the Treasury market to respond to this was in my view an overreaction.  This issue is a much more micro question.  Mnuchin (and Trump and Ross and the rest of Trump’s policy team) have probably largely made up their minds about where they want to go with taxes, regulation, trade, etc.  But an issue like Treasury debt management, with all of its technicalities, will be largely decided down the chain of command from Mnuchin.  My guess is that Mnuchin has not had a detailed briefing from the current debt management team and thus has only a cursory knowledge of the pros and cons of issuing, say, a 50-year Treasury bond.  To date, Treasury officials have shown no appetite to bring such an instrument, mainly because demand would be limited, which means a) that it would be another esoteric, illiquid, non-benchmark product (the Treasury already has 2 of those in TIPS and FRNs) and thus b) that it would not be large enough to move the needle in terms of borrowing costs, average maturity, etc.  That is not to say that Treasury may not shift course once the undersecretaries and assistant undersecretaries are in place and have had an opportunity to properly study the question, but Mnuchin’s comments today should not be viewed as a signal of an imminent change.

I want to end on a topic that, in contrast, has gotten far less attention than it deserves.  Mnuchin noted on Fox Business this morning that Fannie Mae and Freddie Mac should leave government control and that the incoming Administration “will get it done reasonably fast.”  He noted that government ownership of Fannie and Freddie displaces private mortgage lending.  He suggested that the GSEs should be restructured and privatized, not eliminated (as some Republicans in Congress have proposed).  In any case, I believe that there is a very real chance that the structure of the residential mortgage market will change noticeably over the next few years.  Mnuchin is uniquely knowledgeable to have a say in this discussion, as he headed a consortium that bought IndyMac from the government, restructured it, and sold it off as a profitable enterprise.  So he knows a little something about the mortgage market.

I have a much larger and more comprehensive piece in mind going through the major elements of the Administration’s policy proposals and how they would change the economic (and perhaps Fed policy) outlook.  If all goes well, I hope to be able to pull that together over the next few weeks.