Dan M <[EMAIL PROTECTED]>

> Because I believe that historical data is useful.  I think this is a point
> where we have very strong differences.  In your replies to most, you tend to
> ignore/snip a wealth of data that have been presented.  

Here's some data for you.

http://www.federalreserve.gov/releases/cp/

For terms between 1 and 90 days, the highest AA nonfinancial commercial
paper interest rate is 2.23%. Looks fine to me.

Even the AA financials are paying at most 3.3%. 

The only trouble spots are the A2/P2 nonfinancials (risky companies) and
the AA asset-backed debt (risky due to MBS problems), and even there
companies can borrow at less than 6.1% and 4.42%, respectively. Hardly
a crisis of biblical proportions.

The only data I see that is at all interesting is the A2/P2 nonfinancial spread
time series, which spiked from below 1% to 3 or 4% recently. Evidently some
lenders were pulling their money out of riskier commercial paper. That is
interesting, but hardly a crisis. So some risky companies have to pay 3% over
the AA rate. It seems "the market" has voted that credit for riskier companies
was too loose for the current conditions, and so tightened up a bit. 

http://www.federalreserve.gov/releases/cp/outstandings.htm

Here is the not seasonally adjusted data from the above link for the past
two weeks:

Commercial Paper Outstanding (billions)

                   Total     NonFin      Fin      AB
Aug 27        1,758.2     203.7     806.8   745.6
Sep 3          1,740.9     206.2     790.4   742.1
     10          1,756.4     205.4     808.1   740.9
     17          1,682.4     204.1     765.1   708.3
     24          1,638.4     192.6     734.1   711.7

So, between Sep 10 and Sep 24, total outstanding commercial paper
dropped by $118B (6.7%), which breaks out into $13B for nonfinancial, 
$74B for financial, and $29B or asset-backed.

A contraction, to be sure, but hardly a serious crisis. Credit got a little
tighter. Especially in the financial  and asset-backed markets. That
actually strikes me as a good thing, since for several years credit has
been much too loose in the financial and asset-backed markets.

No crisis here. But I expect our politicians to funnel my tax dollars to
the special interests anyway. 


      

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