Daily Flows & Insights – All Attention Remains on the Fed

Daily Flows

  • Yesterday, the QTC 2028 FRN launch ended up pricing at 3mBBSW+30. For those who missed out, there’s still plenty of trading volume in the secondary market.
  • Ahead of the FOMC meeting, the Fed funds rate is sitting at 5.33%, with the U.S. 1-month rate at 5.09%, tapering down to 4.72% for 6 months.
  • Some market participants have opted to lock in fixed duration ahead of the FOMC meeting, with expectations high that the Fed will begin a rate-cutting cycle.

All Attention Remains on the Fed

  • Yesterday, the NY Empire State Manufacturing Index rose to 11.5 for September 2024, marking the first growth in business activity in nearly a year, driven by a notable increase in new orders and shipments.
  • While business optimism for the future improved, labor market conditions remain weak, with employment contracting and the capital spending index turning negative for the first time since 2020.
  • Markets did not react strongly to this data, as repositioning ahead of the FOMC meeting on Thursday morning seemed to dominate.
  • U.S. equities closed mixed, and bond yields slipped lower overnight. In Australia today, the ASX is expected to reach record highs.
  • Markets are now focused on the Fed’s upcoming decision, with traders leaning towards a 50-basis-point cut.
  • Despite the surrounding noise, it appears the size of the cut won’t greatly affect long-term outcomes but will communicate the Fed’s confidence to the market.
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Curve Team
Jack Pedersen