Tuesday, May 11, 2010

It's All Relative

People do it. Businesses do it. Even continents with Greece do it. Let's lever. Lets lever up. The EU announced a €750 billion bailout for anyone and everyone who may be distressed. The deal consists of €440 billion from the EU governments, €60 billion from an EU emergency fund and €250 billion from the IMF. The ECB has finally relented and will engage in quantitative easing and purchase Euro governments and private bonds "to ensure depth and liquidity. The Bank of England will also maintain its quantitative easing policies. The Fed has also stepped up and will open currency swap lines with the ECB. What the Fed would do is print dollars and exchange them for euros to help provide liquidity for European banks. Any hopes of the Fed raising the Fed Funds rate this year have faded.
This still does not guarantee that Greece is out of the woods. Greece would still have to repair its broken economy and somehow find a way to repay its debt or repay the debt it would owe the aforementioned consortium. Equity markets love this because today's announcement likely means an even more extended period of very low rates and a continuation of too big to fail. Equity care not for fundamental reforms, just a continuation of accommodative policy.The can is merely being kicked down the road.

The capital markets had a love affair with the European bailout plan, but that love affair was short-lived. Equity markets trended lower today and the euro weakened versus the dollar closing in NY at 1.26.


I have been commenting for several months that both long-term and short-term rates are unlikely to rise very far in the current year. I stand by my opinions. With the Fed now providing a line of credit to the ECB and lingering concerns about interbank lending it is unlikely the Fed will be tightening before 2011.

Many readers have belabored the point that the U.S. has issued huge amounts of debt and printed copious amounts of money, insisting that the results would be inflationary and that rates would trend higher. Some even pointed to Morgan Stanley's forecast calling for a 5.50% 10-year treasury note by year end and Fed tightening to begin in the third quarter of 2010. I countered with the belief that if our trading partners are in the same boat, our rates and our inflation would remain in check. Well not only is this playing out, Morgan Stanley gave in and adjusted its forecast. The firm is now forecasting a 4.50% 10-year by the end of 2010, down from 5.50% and pushed its forecast for the beginning of Fed tightening until the first quarter of 2010.

Inflation is a relative phenomenon. Interest rates and currency values are relative phenomena. Nothing is absolute. The dollar's reserve currency status should result in moderate U.S. inflation and relatively low U,S, interest rates. However, the expected 100 bps increase of long-term rates is enough to significantly and negatively impact principal values of longer-term investments such as very long-dated corporate bonds and low-coupon preferreds.


Current and expected conditions make LIBOR-based floater a poor proposition, but more on that later.

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