Saturday, September 12, 2015

The Week Ahead: Money policy, prices, retail, industry, housing

This is make or break week for Fed Watchers, who have all been second- and third-guessing official statements that this week's Federal Open Market Committee announcement, on Thursday at 2 p.m. New York time, will most likely signal the first increase in the Fed funds rate since June 29, 2006. (For DIY Fed Watchers, a chart of historical rate changes can be found here.)

The Fed has said clearly that the rate increase could come in September, but there has been much speculation that economic malaise globally, including the China Panic market air pocket of late August, would prompt the FOMC to act later, perhaps in December and perhaps in 2016.

This week's announcement will be accompanied by FOMC forecasts, both from individual members and a consensus, and followed by a news conference by Fed Chair Janet Yellen at 2:30 p.m.

Otherwise, a measure of inflation (or deflation) and three sector indicators dominate economic reporting this week.

The consumer price index, to be published Wednesday at 8:30 a.m., is the inflation or deflation measure that produces the headlines. However, the consumers of price data who count most -- the members of the Federal Open Market Committee -- tend to look at the price deflator released quarterly with the gross domestic product.

The three sector indicators are retail sales at 8:30 a.m. and industrial production at 9:15 a.m., both on Tuesday, and housing starts at 8:30 a.m. on Thursday.

Another potential market-mover on the calendar: The Philadelphia Federal Reserve business outlook survey, out Thursday at 10 a.m.

And to add sauce to the mix, Friday is a quadruple witching day in the markets, when stock index futures and options, stock options and single-stock futures all expire on the same day.

Leading indicators (in descending order of importance):

The interest rate spread between 10-year Treasuries and the federal funds rate, reported continually during market hours.

The M2 money supply, at 4:30 p.m. Thursday.

The S&P 500 index, reported continually during market hours.

Average weekly initial jobless claims, at 8:30 a.m. Thursday. 

Building permits for new private homes from housing starts, at 8:30 a.m. Thursday.

The leading indicators index, although not itself a leading indicator, combines the indicators that I track and provides a useful You Are Here marker for the economy. Out Friday at 10 a.m.

Events arranged by day:

Tuesday: Retail sales and the Empire State manufacturing survey of conditions in New York, both at 8:30 am., industrial production at 9:15 a.m. and business inventories at 10 a.m.

Wednesday: Consumer price index at 8:30 a.m., the Home Builders' housing market index at 10 a.m., petroleum inventories at 10:30 a.m., Treasury's international capital report at 4 p.m. and the M2 money supply at 4:30 p.m.

Thursday: Housing starts and jobless claims, both at 8:30 a.m., the Philadelphia Federal Reserve business outlook survey at 10 a.m., the FOMC announcement and forecasts at 2 p.m. and Fed Chair Janet Yellen's news conference at 2:30 p.m.

Friday: Quadruple witching day in the markets.

I also keep an eye on the Baltic Dry Index, updated daily, and the 5-year implied inflation rate based on U.S. Treasury yields, which presently stands at 1.26%.

Treasury Debt

Bills
  • 4-week: Announcement Monday 11 a.m., auction Tuesday 11:30 a.m., settlement Thursday.
  • 3-month: Auction Monday 11:30 a.m., announcement Thursday 11 a.m.
  • 6-month: Auction Monday 11:30 a.m., announcement Thursday 11 a.m.
  • 52-week: Auction Tuesday 11:30 a.m.
Notes
  • 2-year: Announcement Thursday 11 a.m.
  • 3-year: Settlement Tuesday.
  • 5-year: Announcement Thursday 11 a.m.
  • 7-year: Announcement Thursday 11 a.m.
  • 10-year: Settlement Tuesday.
Bonds
  • 30-year: Settlement Tuesday.
TIPS
  • 10-year: Auction Friday 1 p.m.
Fedsters

On weeks like this one, the Fed glitterati all defer to the Federal Open Market Committee and Chair Janet Yellen.

No public appearances have been reported except for Fed Chair Yellen's news conference on Thursday at 2:30 p.m.

Analytical universe

This week I shall be analyzing new bull and bear signals among 505 large-cap stocks and exchange-traded funds.

Good trading.



-- Tim Bovee, Portland, Oregon, Sept. 12, 2015

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