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Wall Street sees Fed putting balance sheet over rate hike in September - Reuters poll

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Reuters NEW YORK
Last Updated : Jun 15 2017 | 11:48 AM IST

By Richard Leong

NEW YORK (Reuters) - Wall Street's top banks brought forward their expectations for when they think the Federal Reserve will begin reducing its $4.5 trillion bond portfolio to as early September, and see balance sheet reduction as more of a priority than another interest rate rise, a Reuters poll showed.

They see Fed policymakers raising the bank's key overnight borrowing rate one more time by the end of 2017 and three times in 2018 despite growing concerns that inflation would fall short of their 2.0 percent goal in the foreseeable future, according to the poll.

"The balance sheet plan seems more aggressive than previously thought," said James Sweeney, chief economist at Credit Suisse, one of the 23 firms that do business directly with the Federal Reserve.

Fourteen of the 21 primary dealers surveyed said the Fed would announce the start of its balance sheet normalization at its Sept. 19-20 policy meeting. The rest of them said it would make such a move at its Dec. 12-13 meeting.

In a June 2 Reuters poll, six of 17 primary dealers thought an announcement would come in September, while the rest forecast it would occur at the last policy meeting of 2017.

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Earlier Wednesday, the Federal Reserve's policy-setting group, the Federal Open Market Committee, offered more details on its plan to start reducing its monthly reinvestments of maturing Treasuries and mortgage-backed securities.

The Fed also raised its benchmark overnight rates by a quarter point to 1.00-1.25 percent as expected.

Primary dealers had forecast the Fed would start gradually unwinding its $2.46 trillion worth of government debt and $1.77 trillion of mortgage bonds.

A number of Fed officials have spoken of the likelihood of the central bank scaling back its bond holdings which the Fed amassed after the 2008 financial crisis in order to keep long-term interest rates low to support economic growth.

"We could put this into effect relatively soon," Fed Chair Janet Yellen said at a news conference after the FOMC meeting on Wednesday about paring the Fed's bond holdings.

The Fed's conviction that it was ready to back away from its unconventional monetary policy caught some traders off guard as bond yields recovered slightly after falling sharply earlier in the day on a weaker-than-forecast report on Consumer Price Index in May.

This focus on balance sheet reduction led economists at Wall Street's top firms to push out their outlook on the next rate hike to December from September.

In Wednesday's poll, only six of 21 primary dealers expected a rate hike in September, compared with 10 of 18 dealers in the June 2 poll. Fourteen of 21 now forecast a rate increase in December, compared with seven of 18 in the previous poll.

(Reporting by Saqib Ahmed, Karen Brettell, Sinead Carew, Richard Leong, Chuck Mikolajczak, Gertrude Chavez-Dreyfuss and Caroline Valetkevitch; Editing by Meredith Mazzilli)

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First Published: Jun 15 2017 | 11:39 AM IST

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