November 1, 2012 The Status Quo is Not an Option JIMMY CHANG, CFA Managing Director “Fiscal cliff” negotiation to gather steam post-election; European debt crisis in remission for now H urricane Sandy wreaked havoc on the U.S. Northeast and forced the New York Stock Exchange to close for two consecutive days. It is estimated to have cost $20 billion in property damage and up to $30 billion in lost business. A different storm is brewing in Washington as the negotiations to minimize the “fiscal cliff” will gather strength after the November 6th general elections. The success of these negotiations may be an important catalyst for stocks, which lost some momentum in October as corporate earnings were mixed at best. However, spreads for both investment grade and high yield corporate bonds continued to narrow month on month, indicating that investors remain comfortable with the financial strength of corporations. On the currency front, the improving tone of the European sovereign debt market helped to lift the euro, while the yen fell on weak Japanese economic data. The escalating dispute between Japan and China over an uninhabited island (Diaoyu/Senkaku) has hurt Japan’s exports to China. The commodity complex took it on the chin as some base metals (e.g., nickel and zinc) suffered double-digit losses, while crude oil and even precious metals also posted sizeable declines. Some surmised that the decline in commodities prices may reflect Governor Romney’s rising polls, as a Romney victory could potentially mark an earlier conclusion of the ultra loose monetary environment (Governor Romney has indicated that, if elected president, he will not re-nominate Chairman Bernanke). On the other hand, the online prediction market intrade.com has given President Obama a 68% chance 212-549-5218 jchang@rockco.com 9/30/12 Price 10/31/12 Price Month Change YTD Change MSCI World 1312 1302 -0.8% 10.1% S&P 500 1441 1412 -2.0% 12.3% MSCI EAFE 1511 1522 0.8% 7.8% Russell 2000®2 837 819 -2.2% 10.5% NASDAQ 3166 2977 -6.0% 14.3% Equity Markets Indices1 TOPIX 737 742 0.7% 1.9% KOSPI 1996 1912 -4.2% 4.7% Emerging Markets 1003 995 -0.7% 8.6% 2-Year US Treasury Note 0.23% 0.28% 5 4 10-Year US Treasury Note 1.63% 1.69% 6 -19 BarCap US Agg Corp Sprd 1.56% 1.37% -19 -97 BarCap US Corp HY Sprd 5.51% 5.43% -8 -156 Australian (AUD/$) 0.96 0.96 0.0% 1.6% Brazil Real (Real/$) 2.21 2.03 8.0% -8.9% British Pound ($/GBP) 1.62 1.61 -0.2% 3.8% Euro ($/Euro) 1.29 1.30 0.8% 0.0% 78 80 -2.4% -3.7% 1113 1090 2.0% 6.0% Gold 1781 1718 -3.5% 9.1% Oil 92.2 86.2 -6.5% -12.7% Natural Gas, Henry Hub 3.06 3.51 14.7% 17.8% Copper (cents/lb) 382 359 -6.0% 3.0% CRB Index 309 296 -4.4% -3.1% Baltic Dry Index 766 1026 33.9% -41.0% Fixed Income Currencies Japanese Yen / $ Korean Won / $ Commodities SOURCE: BLOOMBERG MONTHLY MARKET REVIEW NOVEMBER 2012 1 of getting re-elected. In any case, the suspense will be lifted fairly soon, unless the race is too close to call in a key battleground state, which could then lead to recounts and even legal challenges. The Status Quo is Not an Option By the time some of you start reading this newsletter, the U.S. presidential election will be over. Regardless of who emerges as the occupant of the White House for the next four years, there will be little time to savor the victory as the attention will quickly shift to the contentious negotiation to avoid the fiscal cliff. There is a growing concern that Congress may let the country go off the fiscal cliff as representatives on both sides of the aisle dig in their heels on the issue of tax increases for the wealthy. Should Congress fail to reach a deal by the end of 2012, federal tax rates will revert to pre-Bush levels, and there will be across-the-board budget cuts to nearly all federal government discretionary spending, including defense. The prospect of a failed negotiation would therefore create much market anxiety and volatility. More importantly, the U.S. government needs to demonstrate to the world that it is serious about tackling its fiscal challenges, as the status quo is simply not a credible option. To wit, in fiscal year 2011 the federal government collected $2.2 trillion in tax revenue, but spent $3.6 trillion. That means for fiscal 2011 the U.S. federal government only took in 60 cents of revenue for each dollar it spent. On the campaign trail one may get the impression that all is well if we could just make the rich pay their fair share of tax. Well, the so-called “Buffett Rule” (30% tax rate on individuals making more than $1 million a year) would raise an extra $5 billion to $16 billion a year, depending on one’s assumptions. The $16 billion upperend estimate would close the budget gap by a whopping 1.1%! How about cutting non-essential programs such as the $430 million annual grant to the Corporation of Public Broadcasting? Well, there are not enough Big Birds when 80% of the federal budget in fiscal year 2011 was taken up by social security (20%), Medicare/Medicaid/CHIP We suspect that even the most recalcitrant ideologues do (21%), safety net programs (13%), defense-related (20%), not intend to plunge the U.S. economy into a deep and interest on debt (6%). The fact recession. The risk is that our is that the massive budget gap will representatives in Congress There are not enough Big not be materially narrowed until misjudge their political opponents’ these big ticket items are Birds when 80% of the federal resolve in a game of chicken. An restructured and serious revenueeasier way out for now may be budget in fiscal year 2011 was raising tax reforms are another temporary stopgap measure taken up by social security, implemented. It will inevitably lead to kick the can down the road for a to a period of shared pain, but the few more months and buy more time Medicare, Medicaid, long-term effect on the economy for a bipartisan deal, especially if Children’s Healthcare could be so positive that investors there is a new president. Such a would be willing to look past shortmove would produce continued Insurance Program (CHIP), term setbacks. policy uncertainty which has the safety net programs, defense- effect of discouraging new business Europe on the Mend related, and interest on debt. investments and hiring. More While the impending fiscal cliff may cynically, Congress could let Bush serve as a catalyst to force the U.S. to embark on tax cuts expire at the end of 2012, then heroically work structural reforms to address its fiscal challenges out a deal to “cut” taxes for the middle class. The new starting in 2013, the European Union has been working federal tax rates could be higher than where rates are hard to maintain status quo. After all, the EU was just today, but they would nevertheless allow politicians to awarded the Nobel Peace Prize. To its credit, the effort to claim credit for fighting for the middle class. maintain status quo has been quite successful, at least MONTHLY MARKET REVIEW NOVEMBER 2012 2 for now. Much credit should go to the European Central Bank President Mario Draghi. His bond buying scheme, the Outright Monetary Transactions (OMT) program (ECB buying sovereign bonds of a country that officially requests assistance), has driven peripheral European countries’ borrowing costs significantly lower even though Spain has yet to officially request a bailout. On October 30, 2012, Italy was able to sell 10-year bonds at an average yield of 4.92%, which is a huge relief from the 7% level in late 2011. Spain’s 10-year bond yield has also retreated from the July 2012 peak of 7.5% to 5.6% at the end of October 2012. Achieving affordable interest rates to roll over maturing debt is a critical first step in setting Spain and Italy on the path of fiscal sustainability. Long-suffering Greece has also seen its bonds mounting a huge rally with the Greece’s 10-year bond yield falling from early-March 2012’s 30.6% to 17.3% at the end of October 2012. German Chancellor Merkel had made a symbolic visit to Greece in early October 2012, signaling her intention to help Greece to stay in the Eurozone. One can argue that Chancellor Merkel will work hard to minimize the chance of a “Grexit” that could trigger unintended consequences and even another global financial crisis. After all, she will be up for re-election in less than a year. This kinder, gentler Chancellor Merkel on European sovereign debt issues could go a long way in changing the market and economic dynamics. It is reported that the Troika (European Union, European Central Bank, and International Monetary Fund) is considering granting Greece a two-year extension to meet its bailout targets. It may even allow further debt restructuring. Chancellor Merkel also sided with Mario Draghi in supporting OMT over the objection of her handpicked Bundesbank president Jens Weidmann. With the European sovereign debt crisis seemingly going into remission for the time being, the European problem has been reduced to a less intractable recession, which is more of a cyclical than secular issue. There is also renewed debate over how much latitude countries facing economic challenges should have in implementing austerity, which some believe to be worsening the debtto-GDP dynamic. In short, there may be hope for the European Union after all, even though the structural issues (e.g., big disparity in competitiveness between the North and the South) remain unresolved. Of course, a lot will depend on a Germany that says more Jå than Nein. Mixed Earnings Season The corporate earnings reporting season for the third quarter of 2012 was mixed at best. Weakness in Europe and slower growth in China were two major drags on sales and earnings growth. The artificially low interest rates engineered by the Federal Reserve also squeezed many U.S. banks’ net interest margins. There were also a number of technology product transitions – Windows 8, iPhone 5, iPad mini – that temporarily disrupted sales. The looming fiscal cliff may also have curtailed business investment. One also cannot rule out the possibility of a mild recession in early 2013, as some government stimulus schemes will soon expire. However, there is a silver lining on the horizon, as we believe the market will likely look past short-term weakness if there is a credible plan from Washington D.C. to put America on the path of fiscal sustainability. The U.S. housing market also appears to be in the midst of a nascent recovery. With Europe’s sovereign debt crisis under control and a new generation of leaders taking over in China, one could argue that these regions may be poised for a cyclical uptick in the not so distant future. Interestingly, the common thread across these regions is that so much depends on policymakers doing the right things, or avoiding egregious mistakes. 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