Saturday, 14 September 2013

A $ 85 billion question: Will the Fed Taper?


The coming week will answer the biggest question that is on every investors mind – Will the Fed taper?

The Federal Open Market Committee (FOMC), the policy making arm of the U.S. Federal Reserve, will get into a two day  huddle next week ( September 17-18) and decide whether to start winding down its $85 billion a month purchase of mortgage-backed securities and longer-term treasuries.

Bernanke made it quite clear in his testimony earlier this year in May that the Fed will have to start winding up its aforesaid bond buying programme sometime later this year.

As a result of this announcement, the bond yields in the 10 year paper firmed up to the current 2.9% from the level of 1.9% prevailing in May.

As the yields in the U.S. rose, foreign investors demanded higher yield for their emerging market paper. The FIIs in India sold off with in a month whatever bonds they had bought in the calendar year till the month of May. The currency depreciated, which raised the hedging costs and as a result the desire for higher yields. We all know how the Rupee tumbled to 68.8 versus the U.S. Dollar.

Courtesy a series of steps taken by the new Governor of Reserve Bank and resumption of fresh buying by FIIs the Rupee has clawed back to the current levels of 63.46 to the Dollar.

As things stand today, with the Nifty at 5828, and having seen a plunge to the levels of 5118 in August, it is perfectly logical for the investor to get worried about the Fed taper.

The Fed’s balance sheet has ballooned to about $ 3.6 trillion with all the quantitative easing. All this liquidity has helped increase the investments in risk assets such as equities globally. As this liquidity dries up markets could suffer.

The Fed has laid down clear targets of Unemployment Rate of 7% and an inflation rate of 2% for it to stop the stimulus to the economy. The Unemployment rate currently is at 7.3%. So it must begin to wind up the easing this month if it is to meet its March 2104 target of ending the stimulus.

The economy is not showing the signs of robust growth which were evident in June. The average job creation for previous months was around 1,99,000. The revised data is much lower at 1,64,000. The retail sales, which power the U.S. economy also grew at a much slower pace in August at  0.2% as against expectations of 0.5%.

While the Fed may have to begin tapering from this month, it has to ensure that it does not smother the growth of nascent U.S economy.
We believe that the Fed could taper but will do an only notional job of it. We think winding up the stimulus by $ 10 billion is likely to be in order. 

While a lot depends on how the markets perceive it, our sense is that the markets have already priced in a $ 10 billion taper. Anything less than that will surely come as a pleasant surprise and will buoy the markets.

Since the Fed buys both the treasuries and mortgage backed securities, the cut is likely to be in the treasury buying as housing is too important for the U.S economy to be touched at this point of time.

But in the event that the Fed does not taper, the markets will rock .

Vinod Sharma
Business Head - Private Broking & Wealth Management

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