Saturday, December 11, 2021

Summary of Financial Data for last week

 Source:


Weekly Commentary
by Doug Noland

My edited version follows:
Ye Editor

New Fed Z.1  
Q3 2021 data:

The Fed’s balance sheet
inflated $1.198 TN (16.2%)
over one year and $4.591 TN
over nine quarters (115%).

Since mid-2008, Fed Assets 
have inflated $7.650 TN, or 804%. 
 
Financial Sector debt
ended Q3 at 563% of GDP.
This compares to previous
cycle peaks 494% (Q3 ’07)
and 397% (Q1 2000).
The Financial Sector
ended the eighties 
at 265% of GDP.


Total Debt Securities-to-GDP
slipped to 236%.
This compares to 201% to end 2007,
158% to end the nineties, and
124% to conclude the eighties.

At 323%, Total Equities-to-GDP
compares to previous cycle peaks
188% (Q3 ‘07)
and 210% (Q1 2000).

Total (Debt and Equities) Securities were
560% of GDP. This compares to previous
cycle peaks 387% (Q3 ’07) and 368% (Q1 2000).

Household Real Estate as a percentage of GDP
rose to 176%, the high since Q3 2007.

For the Week:

S&P500 jumped 3.8% (up 25.5% y-t-d)

Dow Industrials surged 4.0% (up 17.5%)

Utilities rose 2.5% (up 10.3%)

Banks gained 2.2% (up 36.2%)

Transports advanced 2.7% (up 31.2%)

S&P 400 Midcaps jumped 2.9% (up 20.5%)

Small cap Russell 2000 rose 2.4% (up 12.0%)

Nasdaq100 surged 3.9% (up 26.7%)

Semiconductors rose 2.9% (up 40.0%)

Biotechs increased 0.6% (down 8.4%).

With gold bullion little changed,
the HUI gold index fell 1.6% (down 19.2%).

Three-month Treasury bill rates
ended the week at 0.0475%.

Two-year government yields
gained seven bps to 0.66% (up 53bps y-t-d).

Five-year T-note yields
rose 12 bps to 1.25% (up 89bps).

Ten-year Treasury yields
jumped 14 bps to 1.49% (up 57bps).

Long bond yields
surged 21 bps to 1.88% (up 23bps).

Benchmark Fannie Mae MBS yields
gained eight bps to 2.07% (up 73bps).

U.K.'s FTSE jumped 2.4% (up 12.9% y-t-d).

Japan's Nikkei gained 1.5% (up 3.6% y-t-d)

 France's CAC40 rallied 3.3% (up 25.9%)

German DAX rose 3.0% (up 13.9%).

Spain's IBEX 35 increased 1.4% (up 3.5%).

Italy's FTSE MIB rallied 3.0% (up 20.2%)

Brazil's Bovespa advanced 2.6% (down 9.5%)

Mexico's Bolsa gained 1.2% (up 16.2%).

South Korea's Kospi increased 1.4% (up 4.8%).

India's Sensex gained 1.9% (up 23.1%).

China's Shanghai rallied 1.6% (up 5.6%)

Russia's MICEX sank 3.9% (up 14.3%).

Mortgages:

Freddie Mac 30-year fixed mortgage rates
slipped a basis point to 3.10%
   (up 39bps y-o-y).

Fifteen-year rates
declined one basis point bps to 2.38%
   (up 12bps).

Five-year hybrid ARM rates
fell four bps to 2.45%
   (down 34bps).

Jumbo mortgage 30-year fixed rates
up three bps to 3.25%
   (up 34bps).

Commodities:


Bloomberg Commodities Index
recovered 1.2% (up 24.1% y-t-d).

Spot Gold was unchanged at $1,783 (down 6.1%).

Silver fell 1.5% to $22.20 (down 15.9%).

WTI crude rallied $5.41 to $71.67 (up 48%).

Gasoline surged 9.4% (up 52%)

Natural Gas fell another 5.0% (up 55%).

Copper increased 0.5% (up 22%).

Wheat dropped 2.3% (up 23%)

Corn gained 1.0% (up 22%)

Bitcoin sank $4,908,
or 9.4%, this week
to $47,497 (up 63%).

Coronavirus Watch:

December 8 – Bloomberg:
“South African excess deaths, a measure of mortality above a historical average, almost doubled in the week ending Nov. 28 from the preceding seven-day period as a new coronavirus variant spread across the country. During the period 2,076 more people died than would normally be expected, the South African Medical Research Council said… That compares with 1,091 the week earlier. The rise, while only reflecting a week of data, contrasts with hospitalization numbers that show that most admissions have mild forms of the coronavirus…”


December 7 – CNBC:
“South African scientists say the Covid omicron variant significantly reduces antibody protection generated by Pfizer and BioNTech’s vaccine, although people who have recovered from the virus and received a booster shot will likely have more protection from severe disease, according to a small preliminary study… Prof. Alex Sigal with the Africa Health Research Institute and a team of scientists tested blood samples of 12 people who had previously been vaccinated with the Pfizer/BioNTech vaccine. They were looking specifically at how well antibodies generated by the vaccine can neutralize the new variant — meaning block its ability to infect cells. They found a 41-fold drop in the ability of the antibodies to neutralize the omicron variant compared with the original virus, a dramatic reduction from its performance against the original ancestral strain as well as other variants…”


December 7 – Financial Times:
“An offshoot of the Omicron coronavirus variant could be more difficult to distinguish from other strains with routine PCR tests, making it harder to track the global spread of the heavily mutated virus. On account of a genetic quirk, Omicron, first identified in southern Africa, can be identified by a certain type of PCR test because it does not possess one of the three coronavirus gene targets — the S gene… But an offshoot of Omicron identified in at least seven sequenced cases across South Africa, Australia and Canada no longer possesses this characteristic, meaning full genome sequencing is required to detect it. Researchers have classified the earliest identified form of Omicron as BA.1, while the offshoot has been labelled BA.2.”

Market Mania Watch:

December 8 – Bloomberg:
 “The real earnings yield on U.S. stocks hasn’t been so low since Harry Truman was president and the Cold War was just starting, according to Bank of America Corp. strategists. The S&P 500 Index currently has a real earnings yield of -2.9%, meaning that without continued growth in company results, investors would lose 2.9% when adjusted for inflation, the strategists led by Savita Subramanian wrote... ‘Last time the real earnings yield was this negative was 1947.’”


December 6 – Reuters:
“Bitcoin dropped by almost 5% on Monday as the start of the week offered little respite to the world's largest cryptocurrency after a bruising weekend when, at one point, it lost over a fifth of its value. The rout sent bitcoin's price and the amount invested in bitcoin futures back to where they were in early October, before a massive price surge that sent the token to an all-time high of $69,000 on Nov. 10. Since that record peak, bitcoin has plunged 32%.”

Inflation Watch:

December 9 – Wall Street Journal:
"
Over the past year, the median cost of rent has risen by nearly 20% in a handful of areas most.including Phoenix, Tampa, Fla., and Boise, Idaho, according to… the Urban Institute. The average rent for a one-bedroom apartment in Sarasota, Fla., for example, was recently at $2,004 a month—a 40% increase compared with the previous year, according to… Zumper. Many factors are driving the rent surge including a short supply of housing inventory.”


December 7 – CNBC:
“Labor productivity fell at the fastest rate in more than 60 years in the third quarter… A measure of output versus energy, nonfarm business sector productivity declined 5.2% from the previous three-month period, worse than the Dow Jones estimate for a drop of 5%, and the worst since the second quarter of 1960. The slide happened as output increased 1.8% while hours worked rose 7.4%. On a year-over-year basis, productivity fell 0.6%, which itself was the biggest decline since the second quarter of 1993. Unit labor costs, or the measure of how much businesses pay their per unit of input, rose 9.6% from the second quarter, which reflected a 3.9% increase in compensation combined with the decline in productivity.”

U.S. Bubble Watch:

December 10 – CNBC:
“Inflation accelerated at its fastest pace since 1982 in November…, putting pressure on the economic recovery and raising the stakes for the Federal Reserve. The consumer price index, which measures the cost of a wide-ranging basket of goods and services, rose 0.8% for the month, good for a 6.8% pace on a year over year basis and the fastest rate since June 1982. Excluding food and energy prices, so-called core CPI was up 0.5% for the month and 4.9% from a year ago, which itself was the sharpest pickup since mid-1991.”


December 9 – Associated Press:
“The number of Americans applying for unemployment benefits plunged last week to the lowest level in 52 years, more evidence that the U.S. job market is recovering from last year’s coronavirus recession. Unemployment claims dropped by 43,000 to 184,000 last week, the lowest since September 1969… The four-week moving average, which smooths out week-to-week ups and downs, fell below 219,000, lowest since the pandemic hit the United States hard in March 2020.”


December 8 – Reuters:
“The Labor Department's monthly Job Openings and Labor Turnover Survey, or JOLTS report…, also showed a steady decline in layoffs, another sign that the jobs market was tightening. While the number of people voluntarily quitting their jobs fell, it remained quite high… Job openings, a measure of labor demand, increased by 431,000 to 11.0 million on the last day of October. This was the second-highest on record.”


December 10 – Bloomberg:
University of Michigan’s preliminary sentiment index increased to 70.4 from a decade-low 67.4 in November… Consumers expect inflation to rise 4.9% over the next year, matching last month’s reading, which was the highest since 2008…”


December 9 – Wall Street Journal:
 “Company founders and leaders are unloading their stock at historic levels, with some selling shares in their businesses for the first time in years, amid soaring market valuations and ahead of possible changes in U.S. and some state tax laws. So far this year, 48 top executives have collected more than $200 million each from stock sales, nearly four times the average number of insiders from 2016 through 2020…”

China Watch:

December 9 – Bloomberg:
 “China Evergrande Group has officially been labeled a defaulter for the first time, the latest milestone in months-long financial drama that’s likely to culminate in a massive restructuring of the world’s most indebted developer. Fitch Ratings cut Evergrande to ‘restricted default’ over its failure to make two coupon payments by the end of a grace period on Monday, a move that may trigger cross defaults on the developer’s $19.2 billion of dollar debt.”


December 6 – Bloomberg"
“China Evergrande Group is planning to include all its offshore public bonds and private debt obligations in a restructuring that may rank among the nation’s biggest ever, according to people familiar... The plan would cover public bonds sold by Evergrande and unit Scenery Journey Ltd… It would also include about $260 million of notes issued by joint venture Jumbo Fortune Enterprises that Evergrande has guaranteed, one of the people said.”


December 9 – Reuters:
“China's producer price index rose 12.9% in November, the National Bureau of Statistics said…, slower than October's 26-year high of 13.5%”


December 8 – CNBC:
“Fresh vegetable prices in China surged by 30.6% in November from a year ago, the National Bureau of Statistics said… The gains followed a 15.9% year-on-year rise in October, as floods and other extreme weather in recent months have hit farms. Although the bureau noted the supply of vegetables increased in November, prices were still up on a monthly basis by 6.8%.”


December 6 – Bloomberg:
“China’s exports and imports grew faster than expected in November, with both hitting records as external demand surged ahead of the year-end holidays and domestic production rebounded on an easing power crunch. Exports rose 22% in dollar terms from a year earlier to almost $326 billion, while imports grew almost 32% to about $254 billion… Economists had forecast exports to grow by 20.3% and imports to increase by 21.5%.”

Global Bubble Watch:

December 7 – AFP:
“The share of global wealth of the world’s richest people soared at a record pace during the Covid pandemic… Since 1995, the slice held by billionaires has risen from 1% to 3%, according to the World Inequality Report. ‘This increase was exacerbated during the Covid pandemic. In fact, 2020 marked the steepest increase in global billionaires' share of wealth on record,’ the document said. The club of the richest 1% has taken more than a third of all additional wealth accumulated since 1995, while the bottom 50% captured just 2%. ‘After more than 18 months of Covid-19, the world is even more polarised,’ Lucas Chancel, co-director of the World Inequality Lab at the Paris School of Economics, told AFP.”

Japan Watch:


December 8 – Associated Press:
“Japan’s economy contracted at a 3.6% annual rate in July-September as a wave of coronivirus infections crimped travel and other activities… The estimate for the last quarter, downgraded from an earlier report of a 3.0% contraction, reflected weakness in consumer spending and trade, the government said. In quarterly terms, the measure used for most economies, the economy contracted 0.9%... The world’s third-largest economy was in a slump before the pandemic hit. Its recovery has been fitful thanks to precautions taken to curb COVID-19 infections. Troubles with supply chains, especially for computer chips used in autos, have also taken a toll.”

December 9 – Reuters:
“Japan's wholesale inflation hit a record 9.0% in November, pushing gains for a ninth straight month, a sign upward pressure on prices from supply bottlenecks and rising raw material costs were broadening. The rising cost pressures, coupled with a weak yen that inflates the price of imported goods, add to pain for the world's third-largest economy as it emerges from a consumption slump caused by the coronavirus pandemic.”

Crime Watch:

December 4 – The Hill:
“An uptick in smash-and-grab robberies across the U.S. has jolted businesses, prompting owners and leaders to take precautions to protect brick-and-mortar shops amid a busy holiday shopping season. Stores and malls in San Francisco, Los Angeles, Chicago and other metropolitan areas have been the targets of flash mob robberies, break-ins and vandalism.”

Geopolitical Watch:

December 6 – Financial Times:
“When Vladimir Putin talks about Ukraine, he sounds like a spurned, abusive husband. A 5,000-word essay that the Russian president published in July, entitled ‘On the historical unity of Russians and Ukrainians’, is full of protestations of undying love for Ukrainians — combined with threats of violence if the love is not reciprocated. Ukrainians are variously portrayed as the blood brothers of Russians and as neo-Nazis. Volodymyr Zelensky, the president of Ukraine, joked that Putin must have a lot of time on his hands… But the contents of Putin’s essay look increasingly alarming when read alongside obvious preparations in Moscow for an invasion of Ukraine. There are now close to 90,000 Russian troops, as well as tanks and artillery, deployed near the Ukrainian border. Last week, Putin made a threatening speech, warning the west not to cross Russia’s ‘red lines’.”


December 4 – Reuters:
“Any move by China to invade Taiwan would have ‘terrible consequences,’ U.S. Secretary of State Antony Blinken said…, adding that he hoped Chinese leaders would think very carefully about ‘not precipitating a crisis’ across the Taiwan Strait. Blinken… said China had been trying to change the status quo over self-ruled Taiwan, which Beijing claims as its territory, and that the United States is ‘resolutely committed’ to making sure the island has the means to defend itself.”

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