As the Federal Reserve is about to announce its key interest rate decision, the market has seen unprecedented activity, with focus focused on whether a 50 basis point interest rate cut will be implemented. According to statistics from Bloomberg, the trading volume of federal funds futures surrounding the Federal Reserve's interest rate decision soared this week, hitting a new high since 1988. This trend significantly reflects the market's strong expectations for the extent of interest rate cuts.
The market trend has changed dramatically recently, from the originally expected 25 basis point interest rate cut to a "significant interest rate cut" that is more inclined to 50 basis points. This change is not only reflected in the surge in futures trading volume, but also verified by the significant increase in the market's implied probability. The market currently generally believes that the possibility of a 50 basis point interest rate cut has exceeded 50%, and some forecasting tools have even pushed the probability. as high as 63%.
The U.S. Treasury bond market also showed a corresponding reaction, especially the short-term and long-term Treasury bond yields fell significantly, with the 2-year Treasury bond yield hitting a two-year low, reflecting the market's strong expectations for loose monetary policy. In addition, hedge fund operations in the bond market also showed bets on downward trends in interest rates, increasing short positions on long-term and ultra-long-term bonds.
However, market experts also issued warnings. Bank of America strategists pointed out that changes in the global interest rate environment have made long interest rate trades extremely crowded, and their risk levels even exceed those of long stocks. The head of interest rate strategy at Societe Generale stressed that if the Fed's actual rate cut does not meet market expectations, especially if it is less than 50 basis points, and reveals a signal of gradual interest rate cuts, the market may suffer greater selling pressure. Optimism and loose financial conditions may face severe tests.
Charles Schwab's chief fixed income strategist further pointed out that the short-term Treasury bond market, which is closely linked to Federal Reserve policy, may be hardest hit because these bonds are already priced quite aggressively and are particularly sensitive to policy changes. Overall, the market is in a state of high tension and anticipation, waiting for the Fed's final decision.
As a blogger who has been in the currency circle for many years, I am willing to share my experience and insights with you. Facing fans, I will share my bull market strategy layout for free. I am only a blogger for a fee. I need fans, you. Reference required.