Bond traders again believe Federal Reserve policymakers are more likely to cut interest rates by 50 basis points than by 25 basis points when they meet this week.
Swap contracts tied to the Fed's rate decisions show a more than 50% chance of a 50 basis point rate cut this week, compared with last week when traders almost completely ruled out the possibility. That sent the two-year U.S. yield back to its lowest level in two years and dragged the dollar index to its lowest level since January.
The reversal of market bets over the past few sessions has increased the risk to the Federal Reserve's September policy meeting, with investors divided over how much policy support the economy needs and what signal the Fed's decision to kick off an easing cycle with a big rate cut would send.
With Fed members in a blackout period ahead of their policy meeting, traders have only a smattering of data to rely on, including August retail sales on Tuesday.
"This will be a close call," wrote Philip Marey, senior U.S. strategist at Rabobank, who expects the Fed to implement a standard 25 basis point rate cut. "Powell's lack of guidance may indicate that the FOMC has not yet reached a consensus. More importantly, retail sales on Tuesday could still change market expectations."
All this is happening against the backdrop of growing political tensions in the U.S. The FBI is investigating an apparent assassination attempt on former President Trump, just two months after the Republican presidential candidate was shot at a rally in Pennsylvania. For now, the market is ignoring the developments, with U.S. stocks opening slightly higher.
The two-year Treasury yield fell 4 basis points to 3.54% on Monday, continuing its plunge from a high of more than 5% in late April.
However, BlackRock strategists switched their stance on short-term Treasuries from overweight to hold, saying market bets on the extent of the Fed's rate cuts are unlikely to succeed. As Treasury yields are already relatively high, BlackRock strategists favor medium-term Treasuries with maturities of 5 to 10 years.
Wei Li, the firm’s chief investment strategist, said speculation that the Fed waited too long to ease policy and will now be forced to accelerate rate cuts to boost the economy is misguided. In an interview, she said she expects the Fed to cut rates by 25 basis points on Wednesday.
“We think the market is pricing in a bit too much for the depth of the rate-cutting cycle,” Li said. “The rate-cutting cycle is starting, but the magnitude may not be as big as the market is pricing in.”
While Li acknowledged that recession risks may have increased, she said her base case remains for a slowdown in the U.S. economy rather than a contraction. At the same time, policymakers remain wary of "persistent" inflation in some parts of the economy, she said.
"What we've seen is that the U.S. has created an average of 164,000 jobs per month over the last six months, which is still a pretty strong pace," she explained.
The market’s repricing of expectations for Fed rate cuts has also taken a toll on the dollar, which has weakened against most major currencies over the past month. The yen was one of the biggest gainers, breaking through the closely watched 140 level on Monday.
“We view the upcoming new easing cycle by the Fed as a major headwind for the dollar,” said Rodrigo Catril, a strategist at National Australia Bank Ltd. “As the Fed eases policy and pushes the funds rate toward neutral or even lower next year, the dollar will begin a cyclical decline.”
While one technical indicator suggests the dollar is supported, the market is overwhelmingly in the dollar-weak camp. Analysts surveyed by Bloomberg are expected to see the euro, yen, Canadian dollar and Australian dollar all strengthen against the greenback by this time next year.
The article is forwarded from: Jinshi Data