Embrace the Horror, Part II

 
Economic Outlook
December 29, 2009 Posted by:

Reviewing some of my older columns this week, I came across the article below that was written just over one year ago. Aside from the specific statistics I had cited, the general advice remains true: embrace the horror that is today's slumping economy and realize it will continue until we fix the mortgage market.

Early next year, President Obama is set to forward his suggestions for revamping Fannie and Freddie. As you will see, I was hopeful this process would have begun a year ago as I view the mortgage market to be the key to the return of the consumer. Hopefully, I was only one year too early.

 

Embrace the Horror, Prepare for Recovery (December 9, 2008)

Hard times
Spreading just like the flu
Watch out
Homeboy, don't let it catch you

-Run-DMC

Hard times continue to spread throughout the economy, but recent aspirations expressed by government officials could prove to be a turning point both in the economy and the markets. Unfortunately, the turn will be more akin to the moves of an 18-wheeler than a Smart car.

Last week The Wall Street Journal reported the Treasury is considering a plan to use Fannie and Freddie to drive mortgage rates down to 4.5 percent. Finally, we are getting to the crux of the problem.

Today's economic and market woes began in early 2007 as market fears of a housing bubble caused many investors to pull funds from the housing sector. The dominos fell from there driving mortgage rates up, property values down, security values into the tank and confidence into the toilet. The simple view of a resolution points to lowering mortgage interest rates, which should slow the abandonment of the housing sector, providing stability and eventually confidence.

With the Fed's first rate cuts in September 2007, this was its goal.

However, as reverberations traveled through the markets, the Treasury and the Fed became obsessed with the scalpel approach of addressing individual problems as they arose. Unfortunately, the number and size of the market disruptions masked the obvious problem of a nonfunctioning mortgage market. We were addressing the symptoms and not the cause.

Hopefully, we are now beginning to refocus on the real issue.

Historically, the Fannie Mae 30-year commitment rate hovers around 100 to 150 basis points above the 5-year Treasury bond. Considering Fannie mortgages are (as close as possible to) government-guaranteed, the yield difference is simply the cost of the call option lenders are selling to borrowers. On November 20, this measure hit an all-time high of 394 basis points, building in more than just the optionality cost — investors are simply nowhere to be found.

Assume for a moment that the market could revert to a spread of 150 basis points. With the 5-year Treasury today at 1.684 percent, that would put mortgage rates in the 3.5 – 4.0 percent range. The housing markets would then stabilize (dare we say prices could increase?) and consumer confidence would return from its abysmal levels translating to stronger investor confidence and stabilizing markets. The vicious cycle would convert to a virtuous cycle. This would be a neat trick, to say the least.

The challenge we face is simply getting mortgage rates down to the 4.0 – 4.5 percent range. Buying up mortgages is certainly a good step, but the quantity would have to be far in excess of the $700 billion mentioned in the original TARP. In addition, the ailments of the mortgage process itself need to be addressed and we must guard against the excesses experienced in the last housing boom.

The first step in moving toward a functioning mortgage market is determining what to do with the carcass of Fannie and Freddie. This drama will play out on C-SPAN over the next several months, with no real resolution yet in sight. Fannie and Freddie are such huge players in mortgages and as a result not much recovery can be expected in the mortgage process until Congress has fully determined the new structure for these two behemoths.

The horror we face in the markets today is here to stay for a while. The best course is to accept it as reality and simply as another input into your decision making process. No longer should we feel shocked at negative 600 point prints on the Dow or even the next corporate bailout à la Citigroup.

Instead, focus on survival and prepare to take advantage of the coming recovery.

Key Developments

The ISM manufacturing measure for November dropped to 36.2 and remained below 40 for the second consecutive month. The last time this index stabilized at these levels was 1982 when manufacturing was a much more important component of the U.S. economy. Nonetheless, there were no indications within the data release to suggest a recovery any time soon.

The nonmanufacturing version of the ISM data was equally depressing at 37.3 in November down from 44.4 in October. In addition, the new orders, employment, and business activity components of this release all reached new lows.

November's employment report was disappointing even to the most pessimistic prognosticators. Of the 73 economists surveyed by Bloomberg, the lowest estimate was for 470,000 lost jobs, but the figure came in at 533,000. In addition, an additional 199,000 lost jobs were reported in prior month revisions bringing the total jobs lost thus far in the downturn to 1.9 million. In the 2000/2001 downturn, the economy lost a total of 2.3 million jobs, a figure that today's recession will soon leave in the rear view mirror.



Key Developments
The economic calendar was slightly shorter last week with Christmas on Friday.

The final revision to third quarter GDP came in at 2.20 percent. This was lower than the estimate of 2.80 percent, and much lower than the initial forecast of 3.50 percent reported back in October.

November Existing Home Sales rose 7.40 percent from the previous month to 6.54 million annual units, much higher than the forecast of a 2.50 percent increase. New Home Sales, however, decreased 11.3 percent from October to 355,000 units. Expectation was for a 1.70 percent increase. Lower home prices and the government tax credits have helped in boosting overall home sales.

Durable Goods Orders rose just 0.20 percent in November, after declining 0.60 percent last month. However, orders excluding transportation, gained 2.0 percent, boosted by demand for machinery, computers and communications gear. The figures suggest that business demand may be picking up.

The views expressed in this column are solely those of the author and do not reflect the views of SVB Financial Group, or SVB Asset Management, or any of its affiliates. This material, including without limitation the statistical information herein, is provided for informational purposes only. The material is based in part upon information from third-party sources that we believe to be reliable, but which has not been independently verified by us and, as such, we do not represent that the information is accurate or complete. The information should not be viewed as tax, investment, legal or other advice nor is it to be relied on in making an investment or other decisions. You should obtain relevant and specific professional advice before making any investment decision. Nothing relating to the material should be construed as a solicitation or offer, or recommendation, to acquire or dispose of any investment or to engage in any other transaction.


SVB Asset Management, a registered investment advisor, is a non-bank affiliate of Silicon Valley Bank and member of SVB Financial Group. Products offered by SVB Asset Management are not FDIC insured, are not deposits or other obligations of Silicon Valley Bank, and may lose value.

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