Archive for September, 2014

Mortgage Lending VS Auto Lending

Sunday, September 21st, 2014

Are tight lending standards weighing on the housing market? Via the WSJ: ECONOMY Should Mortgage Lending Standards Ease? Policy Makers Face Tough Question: Is Drag on Housing Due Mainly to Tight Standards or Weak Demand By NICK TIMIRAOS CONNECT Sept. 21, 2014 2:03 p.m. ET Easy lending standards have helped set postrecession records for new-car sales. New-home building is ...

Was QE3 a Success

Sunday, September 21st, 2014

This post at Nate Silver's 538 blog discusses the efficacy of QE3 and I think concludes that the jury is still out on the outcome.

History of Dissent at the Federal Reserve

Sunday, September 21st, 2014

This is an interesting and fascinating article at the Washington Post on the history of dissent at the Federal Reserve.

Hilsenrath Article on Flaw in the Fed’s Reverse Repo Approach

Sunday, September 21st, 2014

This article was out Friday evening and I just saw it. Via Jon Hilsenrath and Michael Derby at the WSJ: ECONOMY Fed Rate-Hike Tool Stirs Some Concern Limits on 'Reverse Repos' Could Undermine Rate Floor, Observers Say By MICHAEL S. DERBY and JON HILSENRATH Sept. 19, 2014 6:05 p.m. ET Federal Reserve Chairwoman Janet Yellen spent months devising a ...

Lacker on SOMA MBS Holdings

Friday, September 19th, 2014

On Wednesday along with its usual statement  the FOMC released a document which details its exit strategy and plan for hiking rates. One point that the document highlighted is that the FOMC does not plan regular sales of the MBS which it has accumulated in the SOMA since early 2009. ...

Keep Obama Healthy

Friday, September 19th, 2014

Someone once referred to Vice President Biden as a "walking gaffe machine". TheHill.com details a trio of verbal gaffes this week. The story headline is about his praise of a GOP Senator who resigned about twenty years ago for sexual misconduct. Earlier in the week he used the term "shylock" ...

Emerging Market Slowdown

Friday, September 19th, 2014

The IMF is out with a new paper which chronicles a broad based slowdown in Emerging Market economies.According to the paper and the FT story emerging markets as a group were growing a 7 percent clip before the financial crisis. Those economies are still expanding but at a reduced rate ...

Treasury Market Update

Friday, September 19th, 2014

The Treasury market continues its robust recovery from the depths of (post) dot depression. Dealers report an outburst of short covering by speculators as well as end user buying in the long end. One portfolio manager though that the market's failure to crater and break to a new trading range ...

Swap Spreads

Friday, September 19th, 2014

Swap spreads are mostly tighter today. The 2s 10s and 30s are each tighter by a 1/4 basis point. The 5 year spread is wider by 3/8 basis point. That spread widening is reflective of the punitive repo rate on the 5 year note which traded as rich as negative ...

Treasury Market Update

Friday, September 19th, 2014

Prices of Treasury coupon securities have stabilized and are posting modest gains. The 5 year note held at the critical 1.85 to 1.87 level and the 10 year notes attracts fresh buying at the 2.62 level. Dealers with whom I conversed this morning report light activity. One TIPS trader reported ...