The Credit Crisis Financial Stocks Short Journal

Discussion in 'Journals' started by Daal, Aug 14, 2008.

  1. Atlanta Fed dude Dennis Lockhart on today's move ...

    http://www.frbatlanta.org/news/speeches/lockhart_021810.cfm

    Primary credit rate announcement

    Earlier today, the Fed announced an increase in the primary credit rate. The primary credit rate—also called the discount rate—is the rate at which the 12 Federal Reserve Banks across the country provide temporary liquidity to healthy banks. How should today's announcement be interpreted? I would not interpret this action as a tightening of monetary policy or even a sign that a tightening is imminent. Rather, this action should be viewed as a normalization step.

    Specifically, the Fed increased the spread between the discount rate and the top of the targeted range for the federal funds rate by a quarter point to 50 basis points and shortened the term of such loans to overnight. The federal funds rate (often shortened to "fed funds rate") is the overnight rate at which banks lend excess reserves or borrow required reserves for deposit at the central bank, the Fed. Targeting this rate is the primary tool of monetary policy.

    In two steps, beginning in August 2007, the Fed reduced this spread from its precrisis level of 100 basis points to 25. These actions, along with several other policy moves, were taken to stabilize the banking and financial system. Today's action is another example of the removal of the special credit and liquidity facilities put in place in response to the financial crisis.

    A number of those special credit or liquidity facilities targeted at specific money markets during the financial crisis expired at the end of January. In addition, the Term Auction Facility, or TAF, which at its peak provided $493 billion of short-term loans to banks, has shrunk to an announced $25 billion; the last scheduled auction will be March 8. In addition, the Fed's program of purchases of mortgage-backed securities has tapered off and will close at the end of March. All of this is happening because stress in the financial system has abated.

    My point is that the public and markets should not misinterpret today's move. Monetary policy—as evidenced by the fed funds rate target—remains accommodative. This stance is necessary to support a recovery that is in an early stage and, in my view, still fragile.


    He's clearly been in the dovish camp and looks like he's trying to spin this move as not being a defeat for him.
     
    #1371     Feb 18, 2010
  2. Daal

    Daal

    FOMC's Bullard:
    Fed Bank of St. Louis President James Bullard yesterday said expectations for an interest-rate increase were exaggerated.

    “The idea that’s in markets that there’s a high probability that we’ll raise rates later this year is overblown,” Bullard said in response to audience questions after a speech in Memphis, Tennessee. “There’s also some probability, maybe more, that this will extend into 2011.”

    http://www.bloomberg.com/avp/avp.ht...//media2.bloomberg.com/cache/vvUW7NHYOrS4.asf
     
    #1372     Feb 19, 2010
  3. Daal

    Daal

    IMO whatever implication that can be derived from the timing of this move, (feb 17 instead of a month from now)is offset by the Fed's Board statement that the outlook for monetary policy did not change(effectively renewing 'extended' period as of Feb 17, the day of the vote, all board menbers are FOMC voters)

    To me it makes more likely 'extended period' will be in the next statement. Furthermore there is the chance that when they take it out they will put 'some time' downgrading the rate outlook but that still means easy money for a while
     
    #1373     Feb 19, 2010
  4. Doing a lot or reading and some listening to the tube and the conventional wisdom seems to be that this was a purely technical move and that no one should read in plans for rate hikes.

    The move in the front end says different, and conventional wisdom is a way to the poor house. Betting on a steeper yield curve has become a very crowded trade over the past weeks. As this trade unwinds, I would expect to see continued pressure on the short end (prices) and maybe a rally in the long end.

    Options give me the option to sit and observe for a while. I will start to feel some pain if the 2 year gets to the 1.20 area and will then have to make a decision to cut and run or add to the position.

    Stock index futures are at their highs of the last 14 hours. I expect they will be flattish by the opening and we'll just have a normal trendless day w/a move of 1/2% or so in the last hour.

    Both the long and short ends of the YC remain at their highs (in yields) of the last 14 hours.

    Pelligrini (of The Greatest Trade Ever fame) has put out the annual letter for his new hedge fund. Good stuff ...

    http://www.marketfolly.com/2010/02/paolo-pellegrinis-psqr-capital-annual.html
     
    #1374     Feb 19, 2010
  5. Daal

    Daal

    The core CPI collapse might be starting, fell in Jan and "The drop in the core CPI was due to a 0.5% drop in shelter costs, the largest decline since late 1982. Hotel and motel rates plunged 2.1%. Residential rents were unchanged. Homeownership equivalent rents - the cost of owning a home - fell 0.1%."

    http://www.marketwatch.com/story/core-inflation-drops-on-falling-housing-costs-2010-02-19

    With the shadow housing inventory, its likely housing will stay depressed for a long time
    Good luck getting the fed to tighten policy
     
    #1375     Feb 19, 2010
  6. Anybody who watched that long video from the Russian conference saw that Hendry was a lone bearish voice on China. Well, apparently he convinced Marc Faber to change his view ...

    Faber expressed concerns regarding the way in which China has decided to slow down growth in its economy. He believes that a sharp reduction in lending by Chinese banks will pull down all those companies that soared during the recent boom in the country, including several US multi-nationals.

    Marc Faber informed the Fast Money desk that he is not a buyer of Chinese stocks at this time. In response to Faber’s comments, Tim Seymour said that those investors who agree with Faber may want to short Aluminum Corp of China Ltd (NYSE: ACH), among other refineries in China.

    According to Faber, deceleration in growth in China will lead to excess capacities, resulting in excess supply. He added further that "Industrial commodities have become quite vulnerable."
     
    #1376     Feb 19, 2010
  7. I don't trust bald guys w/big beards, so I usually don't pay much attention to David Kotok. However, he actually makes a good point today ...

    Let’s see. The Fed hiked a rate even though it wasn’t the policy rate. The Fed shortened a term even though it wasn’t the “normal” term. The Fed announced it as a surprise even though they have been saying they want to be transparent and prepare markets for changes in advance. And the Fed speakers then spent effort trying to explain why a discount rate hike at an inter-meeting move with a reduction in term is not a tightening action.

    By using this surprise the Fed has introduced some confusion into markets. It doesn’t mean rates are going up tomorrow or next month or by mid-summer. But it does mean that an additional uncertainty has been introduced into market pricing. Interest rates will now reflect this uncertainty. The dollar strengthened immediately as one would expect it to do. Currency exchange rates are now the first thing to react to changes in policy. And this was a change in policy event though the Fed says it is not so.

    Does this action mean that tightening actions are limited only to actions taken by the whole FOMC and not actions taken by the Board of Governors? Is that only true for tightening actions but not true for easing actions? Is policy applied asymmetrically? Do we have a central bank that lowers rates in emergencies with inter-meeting moves and calls that easing but changes and raises rates in inter-meeting moves and calls that something other than tightening? This action adds to the questions because of the way it was done.

    Why surprise the markets? That is the one element which has not been explained.

    If you do surprise the markets, then why go to great lengths to explain that you are not tightening and that the policy is the same as it was before the announcement. If it was the same as before the announcement, why make the announcement and why make the changes.

    It certainly is not the same. Markets know it. The currency exchange rates know it. The Fed knows it. Something happened. Things are different.

    We still do not expect the Fed to hike the Fed Funds rate significantly before the end of 2010. We still believe that the world’s short term interest rates will be between zero and 1% for all for this year and well into next year. We still think that monetary policy must favor an extended period of ease.

    But the Fed has now added an uncertainty premium and markets are adjusting to it. That means somewhere, some mortgage will not get refinanced. And somewhere, some bond financing will cost more to accomplish. And somewhere, some US manufacturer who exports will face a headwind because the dollar is stronger and his foreign competitor can sell more cheaply than yesterday. And somewhere, some person is not going to get hired because this uncertainty has raised the risk of hiring to the employer.

    That, friends, is a tightening.


    David R. Kotok, Chairman and Chief Investment Officer
    February 19, 2010
     
    #1377     Feb 19, 2010
  8. Daal

    Daal

    #1378     Feb 19, 2010
  9. Daal

    Daal

    gez, Tiger is a pussy, the guy will leave golf for 2010 just because he did something that lots(if not most) american does

    I couldn't care less about the cheating, I totally lost my respect for him now that he chickened out to all the media pressure
     
    #1379     Feb 19, 2010
  10. Faber talks about China here.

    http://www.youtube.com/watch?v=awZoRzzENAg

    Apparantly he and Chanos are very good friends also.
     
    #1380     Feb 19, 2010