Archive for April, 2008

Pre-FOMC Market Update

Wednesday, April 30th, 2008

Fed Fund futures are slightly lower and currently show an implied rate of 2.06% which shows a 76% chance of a 25 bps cut this afternoon. Fed Fund Binary Options at yesterday’s settlement showed a 96% chance of a cut to 2% this afternoon. Fed Fund options show a 71% chance of a 25 bps cut and a 24.5% chance the Fed will leave rates unchanged.

Bonds are nearly unchanged save for some buying into the 30yr which is up 0.2% with a yield of 4.531%. The 10yr is yielding 3.812%, the 5yr yield is 3.118% and the 2yr is yielding 2.375%. The short end of the curve is catching a decent bid with the 4week bill yield down 7 bps to 1.2%, the 3month bill yield down 4 bps to 1.42% and the 6month bill yield down 2 bps to 1.71%.

USD is mixed ahead of this afternoon’s rate announcement with EUR/USD flat at 1.5567, Cable up 0.72% to 1.9838 and USD/JPY up 0.33% to 104.38.

Mar. PCE Preview

Wednesday, April 30th, 2008

Mar. Personal Income is expected at 0.4% following a 0.5% Feb. increase. Personal Consumption is expected at 0.3% from 0.1% Feb. increase.

The PCE Price Index is expected at 0.3% from 0.1% in Feb. and the Core PCE Price Index is expected at 0.2% from a 0.2% increase in Feb.

Real personal consumption is expected to fall marginally after a flat Feb. reading. Real PCE is likely to remain under pressure thanks to the declining USD and surging food and energy costs. Declining levels of personal consumption, where inflation outpaces wage growth, has a deteriorating effect on wealth.

The Q1 Advance GDP report revealed an annualized 1% increase in personal consumption after an annualized 2.3% increase in Q4. The noticeable deceleration in consumption poses downside risks to the data, especially real PCE, as declines in spending will drag on income growth.

The Mar. Employment report revealed the largest increase in aggregate payroll income in more than a year which provides upward support to personal income growth in Mar.

The 0.2% increase in Mar. Retail Sales could provide marginal support to the data, but is more likely to be netted out by the 2% drop in Mar. vehicle sales.

Extended weakness in durable and non-durable goods consumption could thwart personal income growth in their respective sectors–though layoffs in manufacturing may negate this impact. Personal Consumption in services should limit the negative impact from the fallout in US manufacturing.

The PCE Price Index is expected to fall in line with Mar. CPI at 0.3% and the PCE Core Price Index is expected to match Mar. Core CPI at 0.2%. Related Mar. inflation data, which includes a 2.8% surge in import prices and a 1.1% increase in PPI, suggests upside risks to price estimates.

FED to Conduct $25bln TSLF Tomorrow

Wednesday, April 30th, 2008

FED Futures Strongly Favoring 25bp Cut Today

Wednesday, April 30th, 2008

The FED’s recent rate-slashing cycle appears to be nearing an end, but markets are anticipating one last cut (a quarter point).

The real rate of interest, as a result of policy easing, is at dangerously low levels, verging on negative territory and creating the potential for wealth destruction — a no-no for the FED. Recovering from a negative real rate of interest is not an easy proposition (case in point: Japan).

Over the past 6 months the FED funds market has resembled a Wal*Mart, as opposed to a central bank lending facility, with the benchmark cut 300bps. An additional 25bp reduction may seem minuscule compared to recent policy moves, but today’s decision will be a vital crossroad for the FED at the corner of inflation and possible recession — though today’s advance Q1 GDP figures put off the “R” word at least until the next revision.

Today’s announcement signify the end of the easing cycle, regardless of the FOMC’s decision whether or not to cut rates. NAR chief economist and housing market optimist Lawrence Yun, a fervent supporter of recent Fed rate reductions, last week cautioned the FED against further easing, saying it could potentially push mortgage rates higher.
The FED’s Richard Fisher recently addressed the ineffectiveness of recent rate cuts in easing lending tightness and settling financial markets.

The FED has little to no control over commodity futures markets, and while surging energy costs can be blamed on speculation and overseas demand, policy easing and the corresponding drop in USD value has also pushed energy prices higher.

The FED must be considering the likelihood that commodity prices won’t decline, a worst-case scenario with staglation potentially written all over it. FED speakers have recently taken an increasingly hawkish tone, addressing upward price pressures and continued credit market strife. Though uncertainty and illiquidity still threaten markets, conditions have improved since the FED began slashing rates.

A breakdown of the 9 FOMC voters:

Ben Bernanke: Moderate, has been wishy-washy in indicating policy bias. Supports the new lending facilities as a means to repair troubled credit markets. May be swayed by other voting member biases.

Don Kohn: Moderate, a champion of low inflation who never dissented but has issued heightened growth concerns as of late.

Kevin Warsh: Moderate-hawkish; issued inflation warnings recently and has addressed the shortcomings of public liquidity as a cure-all for financial markets.

Randall Kroszner: Moderate; has devoted recent speeches to Latin American debt and community development, so current views unknown.

Frederic Mishkin: Dovish; has observed ongoing stress in financial markets recently, indicating he may favor more monetary easing.

Timothy Geithner: Moderate; has not spoken in public recently but tends to vote along with the consensus.

Sandra Pianalto: Moderate; has favored less accommodative action in the past but her recent comment suggests she will go along with the mainstream.

Charles Plosser: Hawkish; dissented at the last FOMC meeting and indicated recently that rate cuts are not the way out of this crisis.

Richard Fisher: Hawkish; has dissented at the past 2 FOMC meetings and has spoken frequently about the dangers inflation poses for the economy.

Gary Stern Moderate-hawkish; said in a recent interview inflation remained stubbornly high though he expects price pressures to moderate as the economy slows.

US Job Growth Stalled, Will Remain So for Several Months –Macroeconomic Advisers

Wednesday, April 30th, 2008

Pemex Reopens Gulf, Pacific Terminals Closed Monday Due to Storms

Wednesday, April 30th, 2008

Canadian GDP Down 0.2%, Goods-Producing Down 0.4%, Service-Producing Down 0.1%

Wednesday, April 30th, 2008

Headline GDP (all industries) -0.2%
Goods Producing Industries -0.4%
Service Producing Industries -0.1

Monthly GDP declined 0.2% in Feb., below analysts’ expectations of 0.2% growth. The bulk of the decline came from wholesale trade (down 1.4%) and manufacturing (down 0.7%). Nearly equal declines in durable and non-durable goods accounted for the manufacturing sector’s losses.

Retail trade, oil and gas extraction, transportation, and financials also contributed to the drop. Unscheduled maintenance shutdowns of petroleum refineries in the West accounted for some of the oil and gas sector’s losses. The US housing slowdown continues to effect Canada’s forestry industry — exports of lumber posted declines.

Advances in construction (up 0.2%), led by apartment construction, as well as gains in tourism and government-related industries were not enough to offset the contraction in economic activity.

Chevron Shutting Down Pembroke Refinery (210k BPD) Due to Steam Problems

Wednesday, April 30th, 2008

DOE Inventories: Crude Up 3.848mln, Unleaded Down 1.483mln, Refinery Usage Down 0.22%

Wednesday, April 30th, 2008

Crude: Up 3.848mln

Gasoline: Down 1.483mln

Distillates: Up 1.129mln

US Refinery Utilization: Down -.22%

DOE Cushing Oklahoma Crude Inventory: Up 148k

TSY “Well-Positioned” Going Forward

Wednesday, April 30th, 2008

In a short press conference this morning, Treasury officials reiterated that the introduction of the 52-week bill in June should provide additional flexibility in a time of dynamic, heightened borrowing needs.

They said the new bill should reduce dependence on cash management bill issuance, which has outpaced previous years so far in 2008:

2006: $230bln
2007: $240bln
2008 YTD: $200bln

Officials also confirmed that TSY’s borrowing advisory committee recommended it consider a 3yr or 7yr note to add financing flexibility. Those options could be considered later this year.

TSY will continue to build the bill section of its portfolio, but is well-positioned looking forward, officials said. Low rates and yield-curve flattening have benefited the department, and some market “dislocations” appear to be unwinding, they said.