Dow Gains More Than 800 Points

U.S. stock indexes rallied after weak economic data softened investors’ expectations of coming interest-rate increases

Rate-hike expectations edged down as investors priced in a higher probability of softer Fed moves in the months ahead. 

Markets now expect a rate cut in the second half of next year. 

WSJ 24 June 2022

https://www.wsj.com/articles/global-stocks-markets-dow-update-06-24-2022-11656055923


Traders are starting to price out any Fed action on rates beyond the December meeting, 

scaling back the additional tightening they expect and flirting with the possibility of cuts by in 2023. 

But they are still grappling with the question of what comes next if an economic downturn takes hold. 

https://www.bloomberg.com/news/articles/2022-06-23/stocks-set-for-steady-asia-open-amid-bond-rally-markets-wrap


The biggest story in markets at the moment is the fall in Treasury yields. 

The 10-year has gone from 3.5 per cent to under 3.1 per cent since last Tuesday. 

The simplest explanation is that recession fears are ascendant, and the market thinks the Federal Reserve will be able to stop tightening (or will be scared into stopping?) at a lower level than previously expected. 

The futures market is indeed pricing in a lower peak for the fed funds rate. 

Robert Armstrong FT June 24, 2022


A soft landing - possible but unlikely. Wolf and Dudley

The US Economy Is Headed for a Hard Landing

If you’re still holding out hope that the Federal Reserve will be able to engineer a soft landing in the US economy, abandon it.  A recession is inevitable within the next 12 to 18 months. 

Bill Dudley Bloomberg 22 juni 2022 

https://englundmacro.blogspot.com/2022/05/a-soft-landing-possible-but-unlikely.html


US breakevens for average inflation over the next 10 years

and for the five years starting five years hence.  

Both are now lower than they were in May last year — an extraordinary fact given the extent of the inflationary shock since then, and the new geopolitical drivers for inflation that have arisen this year. 

If you’re convinced that much higher rates of inflation are on the way, along with higher interest rates to combat them, then the market is still making it very cheap for you to bet on that outcome

John Authers Bloomberg 24 June 2022

https://www.bloomberg.com/opinion/articles/2022-06-24/markets-lose-central-bank-anchor-as-inflation-erodes-credibility


 


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