Fed Loses Game of Chicken to Declining $US Dollar

Kevin Haggerty is a
full-time professional trader who was head of trading for Fidelity Capital
Markets for seven years. Would you like Kevin to alert you of opportunities in
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The expected rate cut bounce held up through Friday, as the SPX closed at
1525.75, +0.5% and +2.8% for the week. The SPX was +2.9% on 9/18, the day of the
rate cut, and closed at 1519.78. This week is the last 5 trading days of the
quarter, so the Generals and the hedge funds got a real bonus from the Fed, as
both the discount rate and Fed Funds rate were cut by 0.5 a point to 5.25% and
4.75%. The Fed blinked by their action, and had to acknolwedge the credit,
subprime and housing problems that were getting worse, not better. The Fed
decided that the problems were more important than the very negative effects of
a falling $US Dollar. It is a game of chicken that the Fed will lose sooner than
later.

The results starting with the 8/16 SPX low (1370.60) point out the
inflationary aspects of the declining $US Dollar. The last swing point high of
the $US Dollar was 82.13 on 8/16, and has since declined to a new 10-year low at
78.40 on Friday (-4.5%). The 1992 low is 78.19, and that will soon get taken
out. For the same 25-day period, gold as measured by the GDX has risen +40%, and
the CRX (Morgan Stanley Commodity Related Index) is +25%, OIH +27% and XLE +22%.
Crude oil ($WTIC) is +20% in 21 days from 8/22. Interest rates are now also
rising, as the 30-year Treasury Yield Index has risen from 4.61 on 9/10 to 4.96.
The 10-year has risen from 4.30 to 4.70 for the same period. The numbers, not
the spin, tell a story of a declining $US Dollar, rising gold, energy and
commodity prices, in addition to a declining bond market (rising interest
rates), which is also inflationary. The divergence in this scenario is a rising,
rather than declining, stock market, and that won’t continue for much longer.
The SPX is +12.2% from the 8/16 1370.60 low. Either the other markets will
reverse and get in sync with the stock market, or the most likely scenario is
that the stock market will reverse again and head south, as the $US Dollar comes
under more selling pressure. The Fed action on 9/18 is a band-aid, and the
credit, subprime and housing problems will continue to weigh on the markets, and
the short-term game of chicken will most likely be won by a declining $US
Dollar, not the Fed. The $US dollar has declined -35% from the 2001 121.29 high
to Friday’s 78.40 low. How long will the foreigners hang on to all those
Treasury bonds if this continues?

Our trading focus on energy, commodity and multi-national stocks has
certainly benefited from a declining $US Dollar, in addition to the positive SPX
divergence versus the dollar. The Generals and hedge funds will do their best to
hold these SPX levels, or push prices higher into Friday, and then there will be
a test of reality in October, as the SPX and $INDU are already very extended on
a 3-month Standard Deviation basis.

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Have a good trading day,

Kevin Haggerty