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Fed Meeting 12/14/2010
Tuesday, December 14, 2010 Current Trend Direction: Lower

Risks Favor: Very Cautiously Floating into the Fed

Current Price of FNMA 4.0% Bond: $99.31, +6bp

Fed Day is upon us once again, and at 2:15pm ET, the Fed will release their Interest Rate Decision and Policy Statement. We expect no change in rates, and also believe the Statement will not likely have any material changes. It wouldn't surprise us to hear the Fed highlighting the weakness of the economy in defense of Quantitative Easing 2…remember people have called QE2 "clueless" and a "deal with the devil"…so Mr. Bernanke and his team will probably use the Statement to defend the Fed's position.
However, what will be most interesting to us in the mortgage business is what the Fed may say about the spike higher in interest rates since QE2 was announced...especially considering the Fed said the program would lower interest rates. It is far too early to tell if the program is successful in its goals of spurring the economy in general, but it has been successful so far in raising Stock prices and inflation expectations - hence the main reason for Bond's poor performance during the past few weeks.
Later today, the Senate is expected to vote through an approval for the tax cut extension, and the bill would then go to the House for approval, prior to being signed off by the President. Even after all the political banter from both parties, it appears as though the package will go through...maybe even this week. This is good news and should help our sputtering economy - and bear in mind that an improving economy will most assuredly help the housing market recovery gain traction, but will also bring higher rates over time.
Rising energy costs pushed wholesale inflation higher in November - today's Producer Price Index (PPI) rose by 0.8%, well above the 0.5% expected. This also represented the biggest gain since March, and was double last month’s number of 0.4%. The Core PPI, which excludes volatile food and energy, still rose 0.3% to its largest gain since July, and higher than the 0.2% anticipated. Year-over-year PPI fell to 3.5% after the previous read of 4.3%, while the Core fell to 1.2% from 1.5%. What do all these numbers mean? Costs seem to be on the rise for producers, but it remains to be seen if the price increases that wholesalers are dealing with will get passed on to consumers. The Consumer Price Index coming tomorrow will tell that story. But all told, the Bond market shrugged off this hotter than expected monthly read on inflation, as Traders prepare for the Fed announcement later today.
Retail Sales for November rose by 0.8% versus the 0.5% expected…although this is down from the 1.7% seen during the previous month. But when stripping out autos, sales climbed by 1.2%, well above the 0.6% expected. This reports suggests that deal-seeking consumers kicked off their holiday shopping in November - particularly on Black Friday and Cyber Monday - and also signals that consumers are feeling good about the economy…enough to go out and spend generously for the holidays.
Bonds have made a nice bounce off their lows of yesterday, but in order for prices to go much higher, the Fed must do some heavy "jawboning" to help the Bond market. We are not sure if the Fed's comments will help Bonds. And if traders and investors hear any concerns about inflation, the level of the US debt, or fears of a US credit downgrade…it may be difficult for prices to make sizable gains.
With that said - we will start the day by Floating and we would like to do so into the Fed Meeting, hoping to see a bid for Bonds. However, be prepared to Lock should market conditions dictate, and be mindful that prices are already off the best levels of the day.

Posted by Ben at 08:56:31


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