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Trump knows that his popularity is falling and what better way to improve his approval rating by making Americans feel that they are paying a high price for the trade imbalance that the US is having with other nations in the form of job opportunities, investments and economic growth. With wider domestic support, Trump is also expected to announce that he will run for the presidential race and for the second term in office.

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While the FOMC maintained rates in its last meeting and signalled that rates will remain unchanged for now, market is giving another clue altogether. The US year treasuries has dropped 41bps to 2. The two-year and three-month US treasuries too have declined sharply with the two-year down to 1. The three-month US treasuries yield too have declined but not as steep as the longer end. The three-month papers were last seen at 2. With the short-end dropping at a slower pace than the longer end, its natural we are now seeing an inversion in yield.

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With year at 2. The year minus two-year — a widely accepted inversion theory to predict a potential recession remains positive at 24bps.


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With the FFR is at 2. What does this mean to markets expectation on Fed Fund Rate expectations? Should they?

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A look at the chart of US year treasuries less the FFR suggest, that typically, the rate is positive. Over the past 20 years, charts depicting the two lines suggest that whenever the reading turns negative is at a time when the Fed is done with raising rates and the economy begins to slowdown or worse, contract. This results in the year yield trending lower, resulting in the differential between the year and the FFR narrowing. By the time the differential between the year US treasuries and the FFR reaches closer to negative bps or more, the Fed begins to cut rates.

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The differential will remain in negative territory even after the first few cuts and only turns positive when the economy enters into a recession as investors see potential recovery of the economy in six-nine months ahead. What can we conclude from here? The Fed is unlikely to cut rates just yet as the negative spread between the year and US treasuries has not reached its peak although the spread is widening.


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With the short-end dropping at a slower pace than the longer end, its natural we are now seeing an inversion in yield. With year at 2.

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The year minus two-year — a widely accepted inversion theory to predict a potential recession remains positive at 24bps. With the FFR is at 2. What does this mean to markets expectation on Fed Fund Rate expectations? Should they? A look at the chart of US year treasuries less the FFR suggest, that typically, the rate is positive.

Over the past 20 years, charts depicting the two lines suggest that whenever the reading turns negative is at a time when the Fed is done with raising rates and the economy begins to slowdown or worse, contract. This results in the year yield trending lower, resulting in the differential between the year and the FFR narrowing. By the time the differential between the year US treasuries and the FFR reaches closer to negative bps or more, the Fed begins to cut rates.

The differential will remain in negative territory even after the first few cuts and only turns positive when the economy enters into a recession as investors see potential recovery of the economy in six-nine months ahead.

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What can we conclude from here? The Fed is unlikely to cut rates just yet as the negative spread between the year and US treasuries has not reached its peak although the spread is widening. Should economic data deteriorate further or if inflation reading turns weaker, there is even a likelihood that the Fed may cut outside its FOMC scheduled meeting or a more aggressive cut of 50bps in September So, we may see a deeper first cut rather than a sustained and measured cut of 25bps each. The year minus US FFR is less of predictor of a looming recession than the year less three-month as a benchmark.


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Hence, the spread between the year and three-month has some room to go still before the probability of recession rises even more. The typical spread between these two maturities is between bps and bps before we see a likelihood of a recession six to 12 months down the road. Will the first cut be the deepest?

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Business News Saturday, 8 Jun by pankaj c.