Treasury Bonds as High Yield Securities

April 11th, 2016 7:22 pm

Via the FT:

Say hello to the new high-yield bond of government debt markets – US Treasuries.

US investors constantly grouch over the meagre returns offered by US government debt – the 10-year yield trades at just 1.72 per cent – and Wall Street analysts have repeatedly and erroneously forecast that US borrowing costs will climb, writes Robin Wigglesworth in New York.

But in a global context, US Treasury yields are actually remarkably high. Large quantitative easing programmes and negative interest rates in the eurozone and Japan have battered down bond yields, and a big chunk are even trading with negative yields.

That means that the 10-year Treasury note yields more than 85.3 per cent of all global government debt, and the 30-year Treasury yield (2.56 per cent) is higher than 98.8 per cent of the $44tn of debt in JPMorgan’s global aggregate bond index, as this eye-catching chart from the US bank’s asset management arm shows:

This vividly underscores just how unlikely a Treasury yield spike is, given the attraction of US government debt to investors starved of returns in other parts of the world. In practice, US Treasuries are the high-yield securities of global bond markets, points out Iain Stealey, a fund manager at JPMorgan Asset Management:

If US Treasuries are the world’s new high-yield asset class, global fixed income investors have to work that much harder to find sound sources of income. For many, that will mean extending risk out the credit curve and up in duration.

Investors differ greatly in how to deal with this conundrum, but as Mr Stealey points out, they essentially have two choices: buy longer-dated bonds with higher yields, but are more vulnerable to higher interest rates and inflation; or buy riskier, less highly rated debt.

At the moment most investors are leaning towards the former option, given the concerns over lowly-rated corporate debt. “Long bonds” enjoyed one of their best quarters on record in the first three months of 2016.

Mr Stealey prefers a mix: a smattering of commercial mortgage-backed bonds, European junk debt, the sovereign bonds of the eurozone’s weaker members and some judicious bank bonds. But investors will have to pick their own poison.

Overnight Data Preview

April 11th, 2016 1:34 pm

Via Robert Sinche at Amherst Pierpont Securities:

In advance of its Spring Meetings in Washington DC, the IMF will release its World Economic Outlook, likely to be downbeat reading on ther growth outlook with a focus on downside risks to price pressures; in a report, the IMF has given lukewarm support for negative interest rates.

WTI Crude Oil…watch the close relative to the 200-day MA…currently at $41.13.

CHINA: Foreign Direct Investment into China slowed sharply in late 2015 but has exhibited some stabilization in early 20167, so the March data will be an important update. The BBerg consensus expects a modest improvement to 2.4% YOY from 1.8% in February. Also, over the next week the March data on Aggregate Financing Activity will be released, and while the Bberg consensus expects a surge to CNY1,400bn after the February holiday period, the rebound in March FX reserves suggests that domestic bank lending to replace foreign borrowing likely slowed, so Bank Lending may fall short of the CNY1,100bn consensus.

AUSTRALIA: After slipping sharply in Dec/Jan, the NAB Business Conditions Index rebounded to +8 in February, a surprise given the impact of the New Year period on Asian economic data.

S. KOREA: Export Prices for March were down -2.0% YOY, and Export Prices have not increased on a YOY basis since July 2012.

PHILIPPINES: The Bberg consensus expects that Exports in February wer down -3.2% YOY, which would be the 11th consecutive month of YOY declines.

INDIA: The Bberg consensus expects the YOY CPI will slow top 5.0% for March from 5.2% in February, which would be the slowest since September. The consensus also expects that Industrial Production will be reported up 0.6% YOY for February following 3 months of YOY declines.

SWEDEN: The Bberg consensus expects Underlying Inflation in Sweden to have rebounded to 1.4% YOY for March after slipping to 1.1% YOY in February. With the measure of core inflation holding above 1% and the economy growing solidly it remains unusual for the Riksbank to hold the policy repo rate at -0.5%.

UK: The Bberg consensus expects the Headline CPI to inch up to 0.4% YOY for March, which would be a 15-month high, while the core CPI is expected at 1.4% YOY, matching at 17-month high.

BRAZIL: The Bberg consensus expects that Retail Sales Volume will be down -6.0% YOY for February, which would mark the 21st consecutive month of YOY decline.

FX

April 11th, 2016 6:18 am

Via Marc Chandler at Brown Brothers Harriman:

Drivers for the Week Ahead

  • The shifting view of Fed policy appears to have overwhelmed other considerations in driving the dollar lower
  • The US earnings season begins in earnest this week with Alcoa and another 14 of the S&P 500 companies, including a few large banks
  • Brexit fears and the new pressure on Prime Minister Cameron after a poor response to the Panama Papers will likely overwhelm the UK economic data
  • Besides the BOE, the Bank of Canada also meets in the week ahead, and it too is not expected to change policy
  • Some dovish signals from the Fed and a bounce in oil prices helped EM end last week on a firm note, and that is carrying over into this week

The dollar is mixed against the majors.  Sterling and the dollar bloc are outperforming, while the Swiss franc and the euro are underperforming.  EM currencies are mostly firmer.  ZAR, KRW, and TRY are outperforming while RON, CNY, and CZK are underperforming.  MSCI Asia Pacific was flat, with the Nikkei falling 0.4%.  MSCI EM is up 0.6%, with Chinese markets up 2%.  Euro Stoxx 600 is up 0.5% near midday, while S&P futures are pointing to a higher open.  The 10-year UST yield is up 1 bp at 1.73%.  Commodity prices are mixed, with oil and copper down modestly while gold is up 0.6%.  

Over the past three months and the past month, the dollar has fallen against all the major currencies but the British pound.  Sterling’s underperformance can largely be explained by uncertainty created by the Tory government’s sponsored referendum on continued EU membership.  

Most of the polls show those wanting to remain in the EU hold on to a slight lead.  However, the potential impact is widely understood to be so powerful, that many investors have sought protection.  This is being accomplished by reducing sterling exposure directly or buying insurance through the options market.   Implied volatility is elevated and the premium being paid for (three-month) puts over calls is at record levels.  

The broad-based dollar weakness does not need a new paradigm to be understood, even though the European Central Bank and the Bank of Japan have adopted negative rates.  The weakness of the US economy and the caution by the Federal Reserve to raise rates again after the December lift-off has undermined the greenback.  

Following the drawdown in February wholesale inventories reported on April 8, the Atlanta Fed GDPNOW tracker slashed its Q1 estimate to 0.1%, sending the doomsayers in the traditional media and blogosphere chattering with the “told you so” rants.  One must have been born with the morning dew to get so worked up by the news.  In recent years, Q1 GDP has typically been exceptionally weak.

Between 2010 through 2015, the US economy averaged 0.75% growth at an annualized rate in the first quarter.  Growth in the remainder of the year averaged around 2.5%.   Except in the first quarter of 2012, the US economic performance in the first three months of the year has been the worst of the calendar year.  There have been various attempts to explain this pattern, but the key takeaway for investors is to get over it because the economy will.  

In fact, meeting demand from inventories will set the stage stronger growth again in the coming months.  Households, which drive more than 2/3 of the economy through consumption, are in a better fiscal position in aggregate.  The savings rate has risen. Revolving credit (credit card) growth is modest.  

The economy has created net new 2.8 mln jobs over the past 12-months.  On April 13, the US will report March retail sales.  The headline may be restrained by gasoline prices and the serially softer auto sales, but the components used for GDP calculations are expected to rise 0.4%.  This would be the strongest since last November, and lend support to our understanding that the US economy improved as Q1 drew to a close.  

The drag from the manufacturing sector is lessening.  The March manufacturing surveys by various regional Federal Reserve banks showed improvement, while the national manufacturing ISM rose to 51.8 in March after hitting a low of 48.0 at the end of last year.  The manufacturing ISM stands at the highest since last July.  On April 15, the US is expected to report the third consecutive rise in manufacturing output.  Such a streak has not been seen since Q2 14.  

The shifting view of Fed policy appears to have overwhelmed other considerations in driving the dollar lower.  At the end of last year, the June 2016 Fed funds futures contract implied a 60 bp yield. By the end of last week, it had fallen to 39 bp.  The US premium over Germany on two-year money, which does a fairly good job of tracking the euro-dollar exchange rate, fell 25 bp since early March.  

The US 10-year premium over Japan fell from 204 bp as recently as March 22 to 174 bp on April 7.  Although the relationship between this US premium and the dollar-yen exchange rate is not as tight as the two-year spread between the US and Germany and euro, it did not do the greenback any favors.  

The stabilization of interest rate differentials is a necessary precondition for the stabilization of the dollar.  There were some preliminary signs toward the end of last week that this process had begun.  Investors should monitor the development of these interest rate spreads particularly vigilantly in the period ahead.  Note that the Fed’s Dudley, Kaplan, Harker, Williams, Lacker, Lockhart, Powell, and Evans all speak this week.  The Fed releases its Beige Book Wednesday for the upcoming FOMC meeting April 27.  

The US earnings season begins in earnest this week with Alcoa and another 14 of the S&P 500 companies, including a few large banks.  Earnings for the S&P 500 are expected to have fallen 8%-9% in the first quarter.  It would be the fourth consecutive quarterly decline, the first such streak since the Great Financial Crisis.  Keep in mind what is being measured here.  It is not that corporate America is not producing profits.  In fact, as a percentage of GDP, profits remain near record high.  It is that the profits are less than they were a year ago.  

One reason Main Street gets concerned about the declining margins is that business may retrench. Although commercial and industry loans growth remains strong, business investment is weak in this cycle.  Some economists, including former Federal Reserve Chairman Greenspan, link the soft capex to the weakness in productivity growth.  

Beyond capex, however, the fear is that businesses will reduce their hiring and push the overall economy into a recession.  However, in the twelve months that corporate profits have been reduced, the private sector added on average 223k jobs a month.  In the previous 12-months, the private sectors added 235k jobs a month on average.  Given the impreciseness of these measures, for all practical purposes, they are identical.  

Technically, the S&P 500 look vulnerable.  Last week’s decline was the largest since February.  The much-watched index is off two of the past three weeks.  One of the largest buyers of US shares, Corporate America, is sidelined now as buyback programs are suspended during the earnings period.  

The euro turned higher in the middle of the Draghi’s post-ECB press conference last month when he indicated (yet again) that the central bank may have exhausted the room to cut interest rates (with a minus 40 bp deposit rate).  Several ECB officials have subsequently downplayed this assessment, though some claimed Draghi’s remarks were evidence of a secret agreement struck in Shanghai at the end of February.  The minutes of the meeting showed that there was a discussion of a deeper rate cut, which also implies that the floor (if there is one) is rather soft.  

Although it is unreasonable to expect the ECB to take more action before it can implement and monitor the measures it has already announced, investors should be wary of renewed political and economic stresses.  The Dutch rejection of the associational agreement with Ukraine is an expression of anti-EU sentiment in a core country and presents a challenge.  Spain appears headed for new elections that will likely be scheduled around the UK referendum at the end of June.  Before then, there are municipal elections in early May in the UK and Italy.  

Meanwhile, Ireland and Slovakia are still trying to see if their elections can produce governments.  The immigration agreement with Turkey is fraught with risks, including that desperate refugees find new routes into the EU.  

Don’t forget that at the end of this month, DBRS will review Portugal’s credit rating.  DBRS is the only one of four rating agencies used by the ECB that regards Portugal as investment grade.  If DBRS cuts Portugal’s rating, the country would no longer qualify for purchases under the ECB’s program.  Last week, the benchmark 10-year Portuguese government bond yield rose 41 bp to 3.32%. The yield has risen 83 bp over the past three months.  The five-year credit default swap finished last year near 170 bp and now is at 270 bp, after peaking in February over 340 bp.  

This week’s economic data includes EMU February industrial production figures and the final read of March CPI.  Italy today reported soft IP data (-0.6%) for the month.  Following contracting German, French and Spanish national figures, the risk is on the downside for EMU industrial output.  Meanwhile, deflation is expected to be confirmed (-0.1% year-over-year headline CPI).

Italian banks shares have continued their pre-weekend recovery on hopes that the formal attempt to deal with the bad loan problem is near completion.  Italy’s Treasury and central bank are meeting with bank executives today to hammer out the final details.  Italian shares are outperforming today.  It gains are helping to lift the Dow Jones Stoxx 600, which has fallen four consecutive weeks.  Financials are leading the advance.  

Brexit fears and the new pressure on Prime Minister Cameron after a poor response to the Panama Papers will likely overwhelm the UK economic data, which includes consumer and producer prices, and the Bank of England meeting.  Consumer prices are edging higher after seeming to bottom late last year.  

The BOE will likely keep rates steady by a unanimous vote and the minutes will reinforce perceptions of a central bank that is in no hurry to raise rates.  Sterling has declined by 8% this year on a broad trade-weighted basis.  Policymakers will not object too vociferously, as it may feed through to lift prices and may be seen helping to reduce the large current account deficit (though after a J-curve effect).  

The Bank of Canada also meets this week, and it too is not expected to change policy.  The stronger than expected March employment data reported before the weekend prompted some observers to rule out another rate cut, but the market had already come to this conclusion.  

In fact, the Canadian dollar’s rally since multi-year lows (reached at the end of January) saw the implied yield of the June 2016 BA futures rise from 50 bp to 90 bp.  The 40.6k increase in Canadian employment (four-times more the Bloomberg consensus) was insufficient to lift the implied yield of the June BA futures further.  The Canadian dollar has appreciated by more than 12% on a trade-weighted basis since the end of January.  

The Bank of Canada may revise up its GDP forecasts in light of recent economic data and the more stimulative budget.  However, it may also caution the market against prematurely tightening financial conditions.  

China will report a slew of data.  Investors remain suspicious of the quality of the data.  The overall picture that is expected to emerge is one of broad stability.  Lending appears to be increasing.  Exports may have risen on a year-over-year basis for the first time since last June.  China is expected to report that Q1 growth was around 6.7% (year-over-year) compared with 6.8% in Q1 16.

China reported consumer prices rose 2.3% in March, the same as February.  Producer prices fell 4.3% in March, after a 4.9% fall in February.  The main impetus for headline consumer prices continues to be food.  Food prices rose 7.6% from a year ago after a 7.3% increase in February.  Some of the increase may be related to the distortions around the Lunar New Year celebration.  Non-food prices rose 1% year-over-year.   On the month, consumer prices fell 0.4%.

Contrary to widespread expectations, the yuan strengthened slightly (0.6%) in the first three months of the year.  The spread between the onshore and offshore yuan has stabilized at low levels.  Helped by rising commodity prices and the first monthly increase (0.5%) in producer prices in more than two years, Chinese shares posted their biggest advance in two weeks (Shanghai Composite +1.65% and Shenzhen Composite +2.0%).  World markets appear less correlated with China’s equities than was the case last August and against earlier this year.  Developments still need to be monitored, but the contagion has slackened, and the risks of a hard landing appear to have lessened.  

Japanese officials are in a difficult position.  The yen has strengthened markedly.  Since the BOJ announced negative interest rates at the end of January, the yen has risen by 10.25% on a trade-weighted basis (7.6% against the US dollar).  The Nikkei has declined even more.  Even though the 10-year JGB yield fell by almost 30 bp, overall financial conditions have tightened, and this poses fresh obstacles for policymakers trying to get the economy back on a growth path and defeat the deflationary forces.  

Contrary to claims of currency wars, it is precisely because the broad arms control agreement is still operative, intervention remains unlikely.  It has been more five years since the MOF authorized the BOJ to intervene unilaterally.  Until the last week in March, portfolio managers were selling the yen aggressively.  Japanese fund managers were buying foreign bonds, and foreign fund managers were selling Japanese stocks (flow ~$130 bln over eight weeks).  Speculators in the futures market have a record long yen position (stock ~$110 bln ).  

There has been talk that Japanese multinationals have repatriated foreign earnings at the start of the new fiscal year, which may help account for the yen’s recent surge.  Note that in the past seven years; the yen has strengthened in April in five years.  This is one of the most favorable seasonal patterns for the yen.  

Neither implied volatility nor the pricing of risk-reversals (calls and puts) reflect a disorderly market.  The prohibitions against intervention are high.  While moral suasion can be ramped up, the threat of intervention may be more potent than actual unilateral intervention if history is a guide.  Intervention that fails to reverse the market would exacerbate the angst of policy makers while emboldening speculative forces.

Some dovish signals from the Fed and a bounce in oil prices helped EM end last week on a firm note, and that is carrying over into this week.  Within specific EM countries, however, negative risks remain in place.  We continue to feel that markets are too optimistic regarding the impeachment process in Brazil.  Elsewhere, the Prime Minister of Ukraine resigned.  While a cabinet shakeup is being viewed as positive, the ongoing political crisis cannot be solved so easily.

 

Corporate Bond Stuff

April 11th, 2016 5:50 am

Via Bloomberg:

IG CREDIT: Client Flows Led Trading; JBIC Added to Pipeline
2016-04-11 09:44:19.744 GMT

By Robert Elson
(Bloomberg) — Secondary IG trading ended with a Trace
count of $13.8b Friday vs $18.9b Thursday, $14b the previous
Friday. 10-DMA $17.4b; 10-Friday moving avg $15.1b.

* 144a trading added $1.7b of IG volume Friday vs $2.6b
Thursday, $1.7b last Friday

* The most active issues:
* C 1.70% 2018; client flows took 100% of volume, client
buying 3.3x selling
* KOF 2.375% 2018; client and affiliate flows accounted
for 94% of volume
* MS 2.80% 2020; client and affiliate flows accounted for
100% of volume
* MUFG 2.75% 2020 was most active 144a issue; client flows
took 100% of volume

* Bloomberg US IG Corporate Bond Index OAS at 169.3 vs 170.0
* 2015-16 high/low: 220.8, a new wide since Jan. 2012, was
seen 2/11/2016 / 129.6
* 2014 high/low 144.7/102.3
* BofAML IG Master Index at +170, unchanged
* +221, the new wide for 2015/16 and widest level since
June 2012 was seen Feb. 11; +129, the tight for 2015-16
was seen Mar. 6
* 2014 range was +151/+106, tightest spread since July
2007
* Standard & Poor’s Global Fixed Income Research IG Index at
+216 vs +217; +262, the new wide going back to 2013, was
seen Feb. 11
* The widest spread recorded was +578 in Dec. 2008
* S&P HY spread at +754 vs +760; +947 seen Feb. 11 was the
widest spread since Oct. 2011
* All time wide was +1,754 in Dec. 2008
* Markit CDX.IG.26 5Y Index at 82.1 vs 82.6
* 124.7, a new wide since June 2012 was seen Feb. 11
* 2014 high/low was 76.1/55.0, the low for 2014 and the
lowest level since Oct 2007

* IG issuance totaled just $250m Friday vs $2.5b Thursday,
$14.2b Wednesday, $11.75b Tuesday, $12.85b Monday
* U.S. IG BONDWRAP: Weekly Recap and Issuance Stats
* Note: subscribe bar in upper left corner
* YTD IG issuance $499.855b; YTD sans SAS, $407.7b
* 250 issuers priced $458.305b in 423 tranches in 1Q, an
increase of 2% vs 1Q 2015; 1Q Recap & Issuance Stats

* Pipeline – JBIC 2-Part Deal to Price Tuesday
Note: subscribe bar in upper left corner

Big Bets Against Ten Year

April 11th, 2016 5:23 am

Via Bloomberg:

  • U.S. plans to sell $56 billion of notes, bonds this week
  • Data will include retail sales, inflation, factory production

Hedge funds and other large speculators set the biggest bet against Treasuries in five months as Federal Reserve officials debate when to raise interest rates.

Net short positions in 10-year futures contracts increased to 117,305 last week, which was the most since the period ended Nov. 3, based on the latest data from the U.S. Commodity Futures Trading Commission.

The U.S. is scheduled to sell $56 billion of notes and bonds this week starting Tuesday, which will test investor demand ahead of the Fed’s next policy meeting April 26-27. Investors are betting the central bank will hold its benchmark interest rate unchanged at the session, while the odds of an increase by the end of this year are at about 49 percent, futures indicate.

“The picture is not too bad regarding the U.S. economy,” said Daniel Lenz, lead market strategist at DZ Bank AG in Frankfurt. “The risk of deflation has eased” and there “is room for two Fed rate hikes this year” which will help drive yields higher, he said.

Benchmark 10-year Treasury note yields fell two basis points, or 0.02 percentage point, to 1.70 percent as of 8:21 a.m. in London, according to Bloomberg Bond Trader data. The 1.625 percent security due in February 2026 rose 5/32, or $1.56 per $1,000 face amount, to 99 10/32.

Lenz sees the Fed increasing interest rates in June and December this year. He said he “expects quite a significant turnaround” in 10-year Treasury yields and forecasts them to climb to 2.20 percent in six months and then to 2.50 percent in 12 months.

Debt Auctions

The U.S. is scheduled to sell $24 billion of three-year notes Tuesday, $20 billion of 10-year debt the next day and $12 billion of 30-year bonds April 14.

The world’s-biggest economy is adding jobs, though inflation is stuck below the Fed’s 2 percent target. Data this week include retail sales and producer prices on Wednesday, consumer price the following day and industrial production on April 15.

“The bond market is not so attractive,” said Hiroki Shimazu, senior market economist in Tokyo at SMBC Nikko Securities Inc., a unit of Japan’s second-largest lender. “The U.S. economy is in good shape. Compared with other industrial countries, it’s the best.” The Fed will raise rates two or three times before Dec. 31, he said.

Uncertainty over the outlook for the U.S. economy is higher than usual, which calls for a “cautious and gradual approach” to interest-rate increases, Fed Bank of New York President William C. Dudley said last week. Dudley echoed comments from Chair Janet Yellen, who said March 29 that the presence of downside risks means central bank officials should “proceed cautiously.”

Early FX

April 11th, 2016 5:16 am

Via Kit Juckes at SocGen:

Last week was the yen’s week, and this morning, to the extent that anything is happening, is the yen’s morning too, in G10FX. More widely, oil is up, the Korean won is up, and gold’s up. Asian equities are mixed (China/HK up, Japan, Korea, Australia down). Oil prices are marginally softer, copper prices marginally higher. Higher food prices kept Chinese CPI steady at 2.3% and PPI picked up to -4.3% y/y from -4.9%. Ahead today, we have Norwegian and Czech CPI data, which may not cause too many thrills. We’ll get CPI data in the UK and US, and the final Euro Area data, later in the week as well as a UK MPC meeting. The highlights are on Wednesday, with Chinese trade data in the morning, then US retail sales data (should be OK), and the Beige Book later.

Last week’s CFTC data (for Tuesday) show Euro shorts still being cut back, yen longs increasing, sterling shorts increasing and US net dollar longs dwindling away almost to nothing. Australian, New Zealand and Canadian net non-commercial positions are now all long and the Mexican peso position (nearest ting to an EM proxy these data could give up) is a rapidly falling short. The most striking net short is not in FX at all, but in Treasuries.

CFTC non-commercial pos (000s): Risk On

The dollar isn’t going to get a meaningful lift until those burgeoning Treasury shorts get some gratification. We wrote about real rates last week and the calendar is too low on data to change the picture much. We expect US core CPI to come in at 2.3% y/y, which is high enough to keep real rates down, but not nearly high enough to bother the the Fed. A 0.4% retail sales increase (m/m, with +0.7% ex-autos) would point to an economy trundling along reasonably well, but that too, wouldn’t change the tone of debate. So the yield-hunters will stay on top. We, therefore, will stick to our core dollar-neutral FX trades – short NZD/CAD (oil); short GBP/NOK (not much on Brexit last week, as the focus shifted to tax, without getting any less infantile); and short EUR/RUB. I will have another go at shorting the yen in due course, but not yet.

The messes and muddles in the title refer to the fallout from policy movers over the last year and a bit by the SNB, the Chinese authorities and the BOJ, all of which damaged credibility and caused quite long-lasting (negative) market impacts. In January 20-15, the Swiss National Bank abandoned its policy of setting a floor for the EUR/CHF, which was causing the bank’s foreign exchange reserves to balloon alarmingly. To call the decision a ‘mistake’ may be unfair -we don’t know what would have happened if they had stuck to their guns but it certainly caused massive turbulence in markets. The Chinese authorities’ decision in August to allow more USD/CNY flexibility is another which caught the markets by surprise and since we don’t know what would have happened if they hadn’t changed policy, we can’t definitively say it was a mess (though it was a muddle). Finally, the BOJ’s decision to cut its policy rate to -0.1% on January 29 this year has clearly caused a major market reaction, even if we don’t know what would have happened if they had done nothing.

I wrote scathing notes about the last two of these moves at the time. In both cases, what concerned me wasn’t that the policies were ‘bad’ but that the execution of the policy move was handled badly. The Chinese acted in mid-August, which alone is enough to say that it was a mistake. They indicated a desire to see a step-by-step depreciation of the currency, which is daft. And they invited a disorderly market response. The result: months of uncertainty, market volatility and doubt. The BOJ move to cut rates below zero at the end of January came as a surprise (a split vote on a Friday) and at a time (when there was nothing exceptional about JPY positioning and when global markets were in turmoil) when the idea that negative rates would see Japanese investors rushing to buy foreign assets was odd. As with the Chinese move, the effect was an impression (to markets) of powerless policy-makers. So both feed this idea that, apart from the Fed, the world’s policy-makers are out of ammunition and possibly out of touch.

I was thinking about the SNB and Chinese moves when clients asked me what the BOJ should do next. And the lesson from the first two is that having seen credibility damaged, what central banks are forced to do, more than anything else, is wait. I think the current yen-bullish hysteria is just that. The yen was very cheap on all our valuation models (cheapest currency in the world on my martini index, biggest fall in real terms over the last decide, and so on). But the idea that the yen must appreciate simply because it has done so, or because the Nikkei is falling or indeed because foreign investors are pulling out of Japanese equities and getting rid of the FX hedges, doesn’t cut much ice for me. That said, the two lessons that I think we should learn from these policy moves are firstly, that looking for trends the other way requires patience, and secondly that these are such unusual times for policy-makers, that mistakes, especially of execution, are going to happen

Larry Summers on the End of Global Integration

April 11th, 2016 5:14 am

Via the FT:

Since the end of the second world war, a broad consensus in support of global economic integration as a force for peace and prosperity has been a pillar of the international order. From global trade agreements to the EU project; from the Bretton Woods institutions to the removal of pervasive capital controls; from ex­panded foreign direct investment to increased flows of peoples across borders, the overall direction has been clear. Driven by domestic economic progress, by technologies such as containerised shipping and the internet that promote integration, and by legislative changes within and between nations, the world has grown smaller and more closely connected.

This has proved more successful than could reasonably have been hoped. We have not seen a war between leading powers. Global living standards have risen faster than at any point in history. And material progress has coincided with even more rapid progress in combating hunger, empowering women, promoting literacy and extending life. A world that will have more smartphones than adults within a few years is a world in which more is possible for more people than ever before.

Yet a revolt against global integration is under way in the west. The four leading candidates for president of the US — Hillary Clinton, Bernie Sanders, Donald Trump and Ted Cruz — all oppose the principal free-trade initiative of this period: the Trans-Pacific Partnership. Proposals by Mr Trump, the Republican frontrunner, to wall off Mexico, abrogate trade agreements and persecute Muslims are far more popular than he is. The movement for a British exit from the EU commands substantial support. Under pressure from an influx of refugees, Europe’s commitment to open borders appears to be crumbling. In large part because of political constraints, the growth of the international financial institutions has not kept pace with the growth of the global economy.

Certainly a substantial part of what is behind the resistance is lack of knowledge. No one thanks global trade for the fact that their pay cheque buys twice as much in clothes, toys and other goods as it otherwise would. Those who succeed as exporters tend to credit their own prowess, not international agreements. So there is certainly a case for our leaders and business communities to educate people about the benefits of global integration. But at this late date, with the trends moving the wrong way, it is hard to be optimistic about such efforts.

The core of the revolt against global integration, though, is not ignorance. It is a sense, not wholly unwarranted, that it is a project carried out by elites for elites with little consideration for the interests of ordinary people — who see the globalisation agenda as being set by big companies playing off one country against another. They read the revelations in the Panama Papers and conclude that globalisation offers a fortunate few the opportunities to avoid taxes and regulations that are not available to the rest. And they see the disintegration that accompanies global integration, as communities suffer when big employers lose to foreign competitors.

What will happen next — and what should happen? Elites can continue pursuing and defending integration, hoping to win sufficient popular support — but, on the evidence of the US presidential campaign and the Brexit debate, this strategy may have run its course. This is likely to result in a hiatus in new global integration and efforts to preserve what is in place while relying on technology and growth in the developing world to drive further integration.

The precedents, notably the period between the first and second world wars, are hardly encouraging about unmanaged globalisation succeeding with neither a strong underwriter of the system nor strong global institutions.

Much more promising is this idea: the promotion of global integration can become a bottom-up rather than a top-down project. The emphasis can shift from promoting integration to managing its consequences.

This would mean a shift from international trade agreements to international harmonisation agreements, where issues such as labour rights and environmental protection would take precedence over issues related to empowering foreign producers. It would also mean devoting as much political capital to the trillions that escape tax or evade regulation through cross-border capital flows as we now devote to trade agreements. And it would mean an emphasis on the challenges of middle-class parents everywhere who doubt, but still hope desperately, that their kids can have better lives than they did.

A “Bad Bank’ For Italy?

April 11th, 2016 5:07 am

Via Bloomberg:

  • Plan said to target agreement for as early as this week
  • UniCredit would be among investors in possible fund, CEO says

Italian Treasury and central bank officials will meet with executives of major banks, including UniCredit SpA and Intesa Sanpaolo SpA, on Monday to discuss the creation of a fund that would buy bank shares and help the institutions tackle non-performing loans, according to people with knowledge of the talks.

Executives meeting in Rome aim to finalize discussions held last week to set up a vehicle financed by banks and privately held institutions, with a small stake to be held by state lender Cassa Depositi e Prestiti, two people said. They asked not to be identified because the talks are private. The fund would help the cooperative lenders in sales of shares and bad debt, they said.

Terms of the deal are still under review and a final agreement may be reached as soon as this week, the people said.

Such a fund would “remove some of the systemic risk affecting Italian banks since the start of the year,” Riccardo Rovere an analyst at Mediobanca SpA, wrote in a note Monday. “On the other hand, the size of the fund, its functioning and means and ways to use such liquidity are extremely important.”

Prime Minister Matteo Renzi is seeking to restructure the industry, reduce an estimated 360 billion euros ($410 billion) in soured loans and bolster a recovery from recession in the euro-area’s third-largest economy. To help clean up the financial system, the government earlier this year struck an agreement with the European Commission, allowing banks to bundle their bad loans into securities for sale, while purchasing a state guarantee for the least-risky portion to make the debt appealing to investors.

Adding urgency to the plan are Banca Popolare di Vicenza SCpA and Veneto Banca SCpA which need to raise almost 3 billion euros in total to strengthen capital and avoid resolution measures over coming weeks.

UniCredit, which is guaranteeing 1.5 billion euros of Pop. Vicenza shares, will start gathering orders for the initial public offering on April 19 and shares should begin trading on May 3, according to terms seen by Bloomberg. UniCredit had been weighing whether to delay the listing of Pop. Vicenza to avoid drawing creditor funds.

“This is all good news but the devil is in the detail,” Fabrizio Bernardi, an analyst at Fidentiis Equities, wrote in a report Monday. “There is ample room to disappoint given the large and aggressive expectations of the street for a quick and orderly solution of banks’ capital shortfalls related to asset quality issues.”

Shares Rebound

Italian lenders extended a rebound after Friday’s gains on expectations that a solution for banks will be finalized. Banca Monte dei Paschi di Siena SpA was up 7.2 percent at 10:08 a.m. in Milan on Monday, while UniCredit shares rose 5.7 percent.

“A number of privately-held institutions are discussing a solution that should address capital and bad loan issues,” UniCredit Chief Executive Officer Federico Ghizzoni said at a press conference in Milan late Thursday. “We would consider this as a positive solution.”

Financial institutions are “intensively” working on a solution that would see private investors participate in the fund, Ghizzoni said. The vehicle would be financed by foundations, pension funds and other private firms, while Cassa Depositi may have a role as an investor, according to people familiar.

Ghizzoni, who runs Italy’s largest bank, said that “it’s clear” that UniCredit would be among investors in the fund, without elaborating on the process or technicalities of such a plan.

Public pensions in US With Huge Shortfalls in Funding

April 10th, 2016 9:37 pm

Via the FT:

The US public pension system has developed a $3.4tn funding hole that will pile pressure on cities and states to cut spending or raise taxes to avoid Detroit-style bankruptcies.

According to academic research shared exclusively with FTfm, the collective funding shortfall of US public pension funds is three times larger than official figures showed, and is getting bigger.

Devin Nunes, a US Republican congressman, said: “It has been clear for years that many cities and states are critically underfunding their pension programmes and hiding the fiscal holes with accounting tricks.”

Mr Nunes, who put forward a bill to the House of Representatives last month to overhaul how public pension plans report their figures, added: “When these pension funds go insolvent, they will create problems so disastrous that the fund officials assume the federal government will have to bail them out.”

Large pension shortfalls have already played a role in driving several US cities, including Detroit in Michigan and San Bernardino in California, to file for bankruptcy. The fear is other cities will soon become insolvent due to the size of their pension deficits.

Joshua Rauh, a senior fellow at the Hoover Institution, a think-tank, and professor of finance at the Stanford Graduate School of Business, who carried out the study, said: “The pension problems are threatening to consume state and local budgets in the absence of some major changes.

“It is quite likely that over a five to 10-year horizon we are going to see more bankruptcies of cities where the unfunded pension liabilities will play a large role.”

The Stanford study found that the states of Illinois, Arizona, Ohio and Nevada, and the cities of Chicago, Dallas, Houston and El Paso have the largest pension holes compared with their own revenues.

In order to deal with the large funding shortfall, many cities and states will have to increase their contributions to their pension funds, either by raising taxes or cutting spending on vital services.

Olivia Mitchell, a professor at the Wharton School at the University of Pennsylvania, told FTfm last month that US public pension plans face “grave difficulties”.

“I do believe that US cities and towns will continue to suffer, and there will be additional bankruptcies following the examples of Detroit,” she said.

Currently, states and local governments contribute 7.3 per cent of revenues to public pension plans, but this would need to increase to an average of 17.5 per cent of revenues to stop any further rises in the funding gap, the research said.

Several cities and states, including California, Illinois, New Jersey, Chicago and Austin, would need to put at least 20 per cent of their revenues into their pension plans to prevent a rise in their deficits, while Nevada would have to contribute almost 40 per cent.

Mr Rauh’s study claims the “true extent” of funding problems in US public pension system has been obscured because plans calculate both their costs and liabilities on the assumption they will achieve returns of between 7 and 8 per cent a year. The academic believes this rate is “wildly optimistic and unlikely to be achieved”.

Mr Rauh said a more realistic return rate, based on US Treasury bond yields, was around 2-3 per cent a year.

However, Hank Kim, executive director at the National Conference on Public Employee Retirement Systems, a trade association for public pension plans in the US, called Mr Rauh’s study a “manipulation of arithmetic”.

“The [public pension] plans are in good shape and are headed to being in even better shape,” he said.

Mr Kim added that public pension funds set their return targets at 7.5 per cent because that is what they have been able to achieve historically.

US public pensions recorded an average annual return of 7.3 per cent in the 10 years to the end of June 2014, according to Cliffwater, an investment consultancy.

“Over a long-term trend, that 7.5 per cent return rate is absolutely feasible,” he said.

Feeble Global Growth

April 10th, 2016 9:33 pm

Via the FT:

The world economy is beset by feeble growth and a recovery that is “weak, uneven and in danger of stalling yet again,” according to the latest Brookings Institution-Financial Times tracking index.

In a publication ahead of the spring meetings of the International Monetary Fund and World Bank this week, the index provides sober reading, highlighting sluggish capital investment, falling industrial production and declining business confidence.

The results of the index are likely to be reflected in IMF forecasts for the global economy on Tuesday, prompting Christine Lagarde, fund managing director, to warn of the need to be “alert”to global risks with growth “too low for too long”. The IMF is widely expected to revise its 3.4 per cent forecast for growth in 2016 down again.

According to Professor Eswar Prasad, an economist at Brookings, the worst fears of a financial and economic crisis in January and February “might be over but after yet another year of tepid growth in 2015, the world economy in 2016 faces the unsettling prospect of more of the same”.

While the IMF has become more pessimistic about the outlook in recent weeks, the Brookings-FT Tiger index — Tracking Indices for the Global Economic Recovery — suggests there has been some stabilisation of current conditions after a big decline in growth rates in the second half of last year.

The index shows how measures of real activity, financial markets and investor confidence compare with their historical averages in the global economy and within each country. There is evidence of extreme weakness in emerging markets, with recent data from many economies faring much worse than their historic averages, although there has not been a further decline in 2016.

In advanced economies the data are generally better, but the growth index is no higher than its long-term average as confidence has stumbled amid weaker financial markets and fears of shocks such as Britain’s potential departure from the EU.

“Unless governments demonstrate the ability and willingness to undertake reforms and use policy measures to aggressively support growth, even the anticipated weak growth could be knocked off track,” said Mr Prasad.

Most positive economic news is currently coming from the US, where employment, retail sales and credit growth remains strong despite faltering business confidence. Eurozone indicators are generally a little stronger in 2016 than last year, although investment, retail sales, and consumer confidence remain weak across the bloc, raising concerns about the sustainability of the recovery.

The UK has also held up, although investment, business confidence and industrial production appear to be suffering from uncertainties caused by the June referendum on EU membership.

In emerging economies, China appears to have withstood the fears of capital flight and currency devaluation that were rampant at the beginning of the year.

Nevertheless, while Beijing is keen to stimulate growth, it was not showing much appetite for substantive market-oriented reforms — especially reform of the state enterprise sector — at a time of weak growth”, said Prof Prasad.

India, now the world’s fastest-growing large economy, had used low oil prices to mask deeper structural weaknesses and falling industrial production, “raising questions about the durability of India’s rapid growth”.

The good news in the global economy, said Prof Prasad, was that emerging economies had survived the Federal Reserve’s initial rise in interest rates without a major crisis. But with these economies still “vulnerable to shifts in external circumstances … even the weak recovery could prove all too fragile and fleeting”.