domingo, 13 de enero de 2019

JAN 13 19 SIT EC y POL



JAN 13 19  SIT EC y POL
ND denounce Global-neoliberal debacle y propone State-Social + Capit-compet in Econ


ZERO HEDGE  ECONOMICS
Neoliberal globalization is over. Financiers know it, they documented with graphics


"If you put enough short-terms together, you get a long-term..."

A bigger long-term threat to markets is emanating from the supposedly "safe" market for US Treasury debt.

As we've warned and Gundlach has also highlighted, the risks posed by companies that could soon become "fallen angels" is rising as the US economy is "swimming in an ocean of debt." But though the risks posed by corporate debt are serious, during the round table Gundlach was more focused on the risks posed by the ever-expanding US debt - which he argued is even bigger than most Americans realize
See Chart:
Leverage Problems


Meanwhile, Gundlach reiterated his view that equities have entered a bear market, saying he expects stocks to continue to weaken before a rebound begins during the second half of the year.
"So now we are in a bear market, which isn’t defined by me as stocks being down 20 percent. A bear market is determined by the way stocks are acting," he said.

Gundlach also warned that, for all Trump's gloating about a strong economy, most of this growth has been artificial and fueled by unsustainable debt.
"I'm not looking for a terrible economy, but an artificially strong one, due to stimulus spending," Gundlach told the panel. "We have floated incremental debt when we should be doing the opposite if the economy is so strong."

In other words, Gundlach expects fiscal policies to overtake monetary policy as the primary locus of concern for investors.
Watch a clip from Gundlach's interview below  at:
blob:https%3A//video-api.wsj.com/364357fe-388b-4d25-995d-ce3b4cf9eed3
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It's not Fed tightening that starts an economic contraction: the last three recessions all took place with 3 months of the first rate cut after a hiking cycle.

With even Morgan Stanley openly discussing whether the Fed will "make the market happy", it now appears that the Fed tightening is effectively over with the Fed Funds rate barely above 2%, and the only question is whether the Fed will cut rates in 2019 or 2020 - roughly around the time the next recession is expected to strike - and whether the balance sheet shrinkage will stop at roughly the same time (and perhaps be followed by more QE).

To be sure this new consensus was reflected in both equity and credit markets, both of which cheered the Fed's recent U-Turn, and recouped all their losses since mid-December. And yet, market paradoxes quickly emerged: for one, rates markets yawned. On December 31, rates were pricing no Fed hikes over the next two years. Today, after the Fed’s big ‘change of tone’, expectations are almost exactly the same.

Second, a material disconnect has emerged between front-end pricing (no hikes) and the level of 10-year real rates (near seven-year highs). If, as Morgan Stanley's Andrew Sheets notes, "one of these is right, the other seems hard to justify."

Then there is, of course, the lament about the neutral rate being so low - and the potential output of the US economy so weak - that it can't sustain nominal rates above 2.25% - incidentally we explained back in 2015 the very simple reason why r-star, or the real neutral rate, is stuck at such a low level and is only set to drift even lower: record amounts of debt are depressing economic output, as the following sensitivity analysis showed.
See Chart:
US Equilibrium Real Interest Rate

Bank of America touched on this key concern last week when it said mused rhetorically that "if the US rates market is right, this would suggest that potential growth is much, much lower than generally accepted." Which, to anyone who read our 2015 analysis, should have been obvious: after all there is too much debt in the system to be able to sustain material rate increases.

Bank of America continued:
If Fed Funds target rates of 2.00-2.50% are enough to cause the economy to go into recession, with inflation having normalised at around 2%, then potential growth would seem to be less than 50bp. Alternatively, when looking at where the USD OIS curve regains positive shape and flattens out (in the 7-10 year forwards) the market price for neutral rates again seems to be as low as 2.00-2.50%, leading to the same conclusion. If the above were true, every asset bar rates is massively mispriced.

And the punchline: "If we accept market pricing, then there is no shortage of inconsistencies to take advantage of. If the world is going into a severe slowdown, then the Fed is unlikely to wait until next year to cut rate."

The problem is simple: for the Fed, the sequence of events during past recessions has been: Fed cuts, the SPX crashes, Fed cuts. So, as Citi notes, the SPX crash is a symptom of greater economic weakness rather than the cause.
Of course, it's a bit more nuanced than this, because as Citi also shows, for all three slowdown periods the sequence of events is: Fed hikes, equity market crashes, Fed cuts.

In other words, traders - who hold the market hostage (as Powell first discovered back in 2013) - force the Fed’s hand, a conclusion supported by the surprisingly short lag time of the Fed reaction function. Indeed, as shown in the chart below, it usually takes 1 month on average - and no longer than three months - between the first 20% drop and an appropriate Fed reaction. Then, once the Fed gives in and cuts, it takes at most 4 months for equities to find a bottom, as the economic backdrop and Fed are supportive. This story seems to fit fairly well with the current environment: i.e. the Fed hiked in December, and then the equity market fell 20%. Meanwhile, current economic conditions remain relatively robust, and in line with previous slowdowns (and stronger than prior recessions), so the logical next step is that the Fed flinches – they have always in the past after all.

See Charts:
Bear Market Slowdown or Recession


The obvious problem is that the Fed is cutting because the economy is indeed entering a recession, even as market have already rebounded by over 10% from the recent "bear market" low, effectively cutting the drop in half expecting the Fed to react precisely to this drop, while ignoring the potential underlying economic reality (the one noted above by the bizarrely low neutral rate, suggesting that the US economy is far weaker than most expect). Ultimately, what this all boils down to is whether the economy is entering a recession, and - some reflexively - whether the suddenly dovish Fed, trapped by the market, has started a chain of events that inevitably ends with a recession.

But the real reason why the Fed is now trapped, whether Powell knows it or not, is also the result of the most troubling observation of all: while many analysts will caution that it is the Fed's rate hikes that ultimately catalyze the next recession and the every Fed tightening ends with a financial "event", the truth is that there is one step missing from this analysis, and it may come as a surprise to many that the last three recessions all took place with 3 months of the first rate cut after a hiking cycle!

See Chart:
Fed tightening ends with a “financial” event


In other words, one can argue that it was the Fed's official admission of economic weakness - by cutting rates - that triggered the economic contraction that was gathering pace as a result of higher rates and tighter financial conditions. If that is indeed the case, then the next US recession will begin just a few months after the Fed cuts rates.

There is still a tiny chance that Powell will attempt to escape this trap, and instead of cutting rates will resume hiking, but the odds of that happening are tiny: as Bloomberg calculates, if the Fed does resume rate tightening later this year, it will be the first time in the recent history it did so after a drop in stocks this large.
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"Whether words, and that’s all there has been so far, are enough remains to be seen..."
Markets have returned to the scene of the crime and participants act like nothing’s happened. After an 11 day rally propelling $ES futures nearly 11% off of the December lows happy days are here again.

The lows are in, any retest will be bought, the Fed’s turned dovish, slashed earnings projections are the basis for future gains, get a China deal and there’s nothing but blue skies ahead. I put myself at the mercy of readers and correct me if I’m wrong, but this is generally the current consensus of analysts and pundits that did not see the Q4 2018 drubbing coming in the first place. And, to be fair, that is an acknowledged possibility I outlined myself in my 2019 Market Outlook.

And frankly I can’t blame them for taking this view, indeed, if you take a linear view of markets, then we’re just simply repeating the same script we’ve become accustomed to over the last 10 years. Markets tank and the systemic rescue patrol gets active at just the right time and the bull market trend gets saved again:
See Chart:


Treasury Secretary Mnuchin’s emergency calls just before the lows followed up by over a dozen dovish speeches and appearances by FOMC members on the heels of the now famous Powell cave on January 4th had an immediate and violent reaction in credit and stock markets.
No chart probably better highlights this point than that of high yield credit:
See Chart:


Whether words, and that’s all there has been so far, are enough remains to be seen. After all QT remains on schedule although the Fed’s rate hike schedule is over for now. Again. And right at this moment in time:
See Chart:


This is a view that suggests that this market is technically broken and that markets have topped and look to pursue a historical path with a recession and a larger bear market to emerge.
And this view is not only supported by the break of log trend lines, but also by the concurrent rejection of the 10 year yield at its multi decade trend line
See Chart:

See more charts at
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"The outlook for earnings has taken center stage for equity investors" because weak guidance from several notable companies such as Apple and Macy’s "have heightened the focus on S&P 500 earnings growth."
See Chart:
Prices have moved alongside negative EPS revisions
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US  DOMESTIC POLITICS
Seudo democ duopolico in US is obsolete; it’s full of frauds & corruption. Urge cambio


"What we are watching... is essentially a coup. We had a financial coup, and now we are watching a legal coup to consolidate that financial coup..."
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US-W ISSUES (Geo Econ, Geo Pol & global Wars)
Global depression is on…China, RU, Iran search for State socialis+K-, D rest in limbo


"Deploying to Hawaii enables us to showcase that the B-2 is on watch 24 hours a day, seven days a week" — US Air Force
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wise decision is greeted by denunciations,obstructionism, imperial thinking, and more Russia-bashing...
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SPUTNIK and RT SHOWS
GEO-POL n GEO-ECO  ..Focus on neoliberal expansion via wars & danger of WW3


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NOTICIAS IN SPANISH
Lat Am search f alternatives to neo-fascist regimes & terrorist imperial chaos


VIENTO SUR

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Palestina   Piedras contra robo de tierras   Gary Libot
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Alemania   Rosa Luxemburg: tan lejos, tan cerca  Acacio Puig
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USA       Caerá Trump en 2019?   Lance Selfa
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Españ    La ultraderecha española hasta el auge de VOX  Miguel Urbán
                Uberización: Una vuelta al siglo XIX?  Sarah Aldelnour
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Simone de Beauvoir: 70 años leyendo El Segundo Sexo  Laia Facet
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RT EN ESPAÑOL

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GLOBAL RESEARCH
Geopolitics & Econ-Pol crisis that leads to more business-wars from US-NATO  allies

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PRESS TV
Resume of Global News described by Iranian observers..


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