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SocGen: How to Play the Fed’s Exit Strategy Amid Economic Recovery

Here are a couple of trading ideas from Societe Generale analysts who believe that the USA could be on the verge of a sustained recovery.  If the positive economic environment persists the Fed could be forced to act.  This could bring lots of moving parts together as Fed tightening and a better economic environment impact asset prices.  SocGen says the way to play it is to short hold, short silver, long USD, curve steepeners and a long short global play on consumer cyclicals and non-cyclicals:

The Fed considers exit strategies

We expect the Fed to begin tapering asset purchases in Q3 and to fully stop asset purchases by the turn of the year. The rise in bond yields should be positive for the US dollar, while precious metals are the most exposed to any rise in real interest rates. See our recent reports on US monetary policy, gold and associated FX strategies. Timeline of the call: 12 months.

  • Short Gold; short Silver; long USD

US economic recovery

The US economy is recovering and we recommend going long global consumer cyclicals versus non-cyclicals to play this theme in the equity space (timeline of the call: 6-12 months). In fixed income, we recommend putting on a 3s10s Treasury steepener (timeline of the call: 4m). See report.

  • Long Global consumer cyclicals/ short Global non-cyclical consumer; 3s10s Treasury steepener

Source: SocGen

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