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Recalibrating For Higher Rates

June 15, 2022

Good morning,

Inflation readings over the past few days have come in higher than expected.  The bond market’s reaction has been to discount a more aggressive arc of rate increases by the Fed at their next three meetings at least – today, July and September.  Looking at Fed Funds futures, that market has priced in a 98%-ish probability of 75bps hikes today and next month, with a lower probability for the same in September.  Last Thursday afternoon, 50bps rate hikes were a lock.

The stock market’s reaction to the bond market’s reaction has been another step down in valuation and in the process crush the probability that the recent rally was part of a bottoming process for the stock market.  With lower lows in most major indexes, our 4-steps to a bottom process – oversold, rally, re-test, breadth thrusts – has to begin anew.  

The central question for all markets now is, can the higher arc of rate increases tame inflation without crushing economies.  A recession this year still looks unlikely.  However, it seems no longer a question of if, but rather how deep will 2023’s recession go, that has become the prevailing narrative. 

Be well,
Mike

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