A few of the recent charts of interest


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2008-05-30 Real GDP

No sign of recession here.

2008-05-30 Philly Fed Index, Chicago PMI

2008-05-30 Philly Fed Index Orders, Chicago PMI Orders

Several May surveys are showing signs of turning around some.

2008-05-30 New Home Sales, New Home Sales Median Prices, New Homes Months of Supply, New Homes Supply (Actual Units)

This was all ‘better than expected’ with prices blipping up and actual inventories continuing lower.

2008-05-30 NAHB Housing Index, NAHB Present Sales Index, NAHB Future Sales Index, Conference Board Home Buying Intentions

Still down but could be bottoming as well.

2008-05-30 Total Delinquency Rate, Residential Delinquency Rate, All Consumer Loan Delinquency Rate, Credit Card Delinquency Rate

Still moving higher.

2008-05-30 U. of Mich 12 Month Inflation Expectations

2008-05-30 Empire Prices Paid, Empire Prices Rcvd, Philly Fed Prices Paid, Philly Prices Rcvd

May price data has the Fed’s undivided attention.

2008-05-30 ABC Consumer Confidence, ABC Economic Component, ABC Finance Component, ABC Buying Component

Confidence falls to new lows probably due to rising inflation expectations.


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2008-04-25 Valance Chart Review

Twin themes remain:

  • Weakening demand continues from Q2 2006
  • Price indexes continue higher as Saudis continue to hike prices and let quantity adjust
  • Markets are pricing in the end of Fed Funds cuts due to diminished systemic deflationary risk and escalating inflation readings.

    2008-04-25 Capacity Utilization, ISM Manufacturing

    Down, but not out.

    2008-04-25 ISM Non-Manufacturing, Empire Manufacturing Index

    Most surveys are still trending down but not in collapse.

    2008-04-25 Philly Fed Index Deliveries, Chicago PMI Deliveries, ISM Non-Manufacturing Deliveries, ISM Manufacturing Deliveries

    Actual deliveries still on the low side but exceeding expectations.

    2008-04-25 Retail Sales, Retail Sales ex. Autos, Total Vehicle Sales, Redbook Retail Sales

    Weak but could be worse. Looking more and more like an export economy.

    2008-04-25 Non-farm Payrolls, Average Hourly Earnings

    A weak first quarter for payrolls but above previous recession levels.

    2008-04-25 Total Hours Worked, Labor Participation Rate, Duration of Unemployment, Household Job Growth

    Weakness, but not all that bad yet, and jobless claims fell again last week.

    2008-04-25 Conf. Board of Business Conditions Good, Bad

    These kinds of surveys still looking very negative.

    2008-04-25 NAHB Housing Index, NAHB Present Sales Index, NAHB Future Sales Index, Conference Board Home Buying Intentions

    2008-04-25 Housing Affordability, Pending Home Sales

    Housing may have stopped subtracting from GDP as of Q2.

    2008-04-25 MBA Mortgage Applications, Quarterly OFHEO Home Prices, Monthly OFHEO Home Prices

    Applications may be turning up after a slow Q1. Some signs home prices are stabilizing as well.

    2008-04-25 Home Ownership, Rental Vacancy

    Low rental vacancies might support rent increases and the OER calculation in CPI.

    Low home ownership due to negative sentiment means pent up buying demand.

    2008-04-25 Corporate Debt, Household Debt, Consumer Credit, Mortgage Debt

    Households are recharging their debt batteries?

    2008-04-25 Fiscal Balance, Government Public Debt, Government Spending, Government Revenue

    Net Federal spending on the rise this year, with fiscal package kicking in next week.

    March government spending was down due to a timing issue – expect a strong increase in the June report.

    Revenues muddling through at better than recession levels.

    2008-04-25 CPI, Core CPI, PCE Price Index, Core PCE

    2008-04-25 PPI, Core PPI, Import Prices, Import Prices ex. Petro

    2008-04-25 Empire Prices Paid, Empire Prices Rcvd, Philly Fed Prices Paid, Philly Prices Rcvd

    2008-04-25 Gold, Silver, Copper, Iron & Steel Scrap Prices

    2008-04-25 Export Prices, U. of Mich 12 Month Inflation Expectations, CRB Index, Saudi Crude Production

    Inflation is ripping, and we will see next week if the Fed finally considers it the greater risk.

    Many in the mainstream have thought it the greater risk all along with only the threat of catastrophic systemic deflationary risk due to ‘market functioning’ possibly the greater risk.

    With the fear of catastrophic systemic risk fading and the Fed Funds rate below most inflation measures, markets have priced in a higher chance of the Fed not cutting the Fed Funds rate.

    Saudi production remains firm at current prices; so, I expect more hikes.

    2008-04-25 ABC Consumer Confidence, ABC Economic Component

    2008-04-25 U. of Michigan Confidence, U. of Michigan Conf. Current

    Confidence remains very low, as the realities of an export economy and reduced real terms of trade hurt the lower income groups disproportionately.

    2008-04-25 10Y Tips

    Tips are starting to discount higher real rates from the Fed.

    2008-04-25 Trade Weighted Dollar

    The dollar continues under pressure.

    Without the support of the CBs and Monetary authorities, it may continue lower until the US trade gap narrows substantially.

2008-03-21: Valance Chart Review

Twin themes continue: weakness and higher prices.

A substantial pickup in net government spending beginning late Q2 and continued strong exports should keep GDP in positive territory.

Saudis/Russians continue as swing producers and should continue to hike prices.

Pension funds are also continuing to increase allocations to passive commodities and non-US equities.

2008-03-21 Capacity Utilization, ISM Manufacturing

2008-03-21 Philly Fed, Chicago PMI, ISM Manufacturing

2008-03-21 Philly Fed Backlog, Chicago PMI Backlog, ISM Manufacturing Backlog

All the above charts together indicate a continued slowing of demand that took a blip down for the worse right around year end. There are some signs of a small bounce back, but the general downward bias remains.Rent levels for Q1 suggest real GDP growth is near zero, after growth of 0.6% in Q4.

Also, survey results have been known to reflect current psychology rather than actual results.


2008-03-21 Wholesale Inventories, Business Inventories

Business inventories have been kept reasonably low (not typical of past recessions).


2008-03-21 Retail Sales, Total Vehicle Sales, Redbook Retail Sales

2008-03-21 Personal Spending, Personal Income

Retail sales have been decelerating over the last several months, though still up year over year.Personal income is a bit softer, though still growing and probably not softening as much as aggregate demand has softened and still sufficient to support nominal spending and nominal GDP growth.


2008-03-21 Non-farm Payrolls, Average Hourly Earnings, Average Weekly Hours, Unemployment Rate

2008-03-21 Total Hours Worked, Labor Participation Rate, Duration of Unemployment, Household Job Growth

2008-03-21 Initial & Continuing Claims

The labor data taken together tells the same story of a gradual decrease in demand since the middle of 2006, but not yet at previous recession levels.Also, the Fed expects the labor force participation rate to drift lower over time due to demographics.

This means employment growth is population limited, which limits non-inflationary GDP growth to something near productivity growth.

Also, the Fed considers 4.75% the non inflationary full employment level.

The current 4.8% unemployment rate is therefore very close to what the Fed considers to be full-employment.


2008-03-21 Durable Goods

These look reasonably good, especially considering manufacturing has been in decline for a long time.Exports have been picking up the slack in demand from weak housing and weak consumer spending.


2008-03-21 NAHB, Conference Board Homebuying Intentions

2008-03-21 Housing Starts, Building Starts, Housing Affordability

2008-03-21 MBA Mortgage Applications, OFHEO Home Prices

Housing has been the largest drag on GDP, subtracting about 1% for the last several quarters.Should it bottom at these historically very low levels it will stop subtracting from demand and begin to make a positive contribution.


2008-03-21 Fiscal Balance, Government Public Debt, Government Spending, Government Revenue

I expect net government spending to contribute perhaps an additional 2% to GDP vs 2007. The fiscal package will add about 1%, and it looks like 2007 spending may have been moved forward to 2008 as forecast increases in the deficit project additional net spending of 1%.


2008-03-21 Current Account Balance

2008-03-21 Trade Weighted Dollar

Exports have picked up much of the slack from housing and consumer spending, and look to be further accelerating as non-residents continue to desire to reduce their accumulation of USD financial assets.


2008-03-21 CPI, Core CPI

2008-03-21 PPI, Core PPI, Import Prices, Import Prices ex. Petro

2008-03-21 Export Prices, CRB Index, U. of Mich

2008-03-21 Empire Prices, Philly Fed Prices

All this is sending prices up to rates not seen since the great inflation of the 1970’s, especially when taking into consideration the changes to measurement of the CPI and other indexes.


2008-03-21 ABC

Confidence remains at the lows with a small blip up coinciding with slightly less bearish reporting from CNBC.


2008-03-21 Fed Funds Rate, 30Y Fixed Mortgage

2008-03-21 10Y Tips, Ratio of 10Y to 3M

Even as the Fed cuts the Fed Funds rate, mortgage rates remain unchanged, and the yield curve steepens, as markets anticipate higher rates from the Fed down the road when they expect the Fed to turn to fighting inflation.The lower tips rates indicate markets expect the Fed to keep relatively low real rates for quite a while, even when fighting inflation.