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Showing posts with the label USD SOFR Swaps

Elevated Vols in USD Rates - Fed Fund Futures is pricing in 80 bps of rate cuts

"Volatility is an opportunity in disguise." US yields continue to move lower as markets price in 81 bps of rate cuts beginning July 2023 and by end of Dec 2023 to 4.02%. Market pricing is in significant departure from the Fed interest rate guidance of Fed Fund Rate at 5.10% through 2023. Data released yesterday showed Initial jobless claims for the w/e March 18 decreased by 1,000 to 191,000 and continuing jobless claims w/e March 11 increased by 14,000 to 1.694 million. Initial Jobless claims under 200K still denotes a healthy market and shows no signs of strain post the SVB Collapse. Sales of new single‐family houses in February 2023 were at a seasonally adjusted annual rate of 640,000, 1.1% above the revised January rate of 633,000, but is 19.0% below the February 2022 estimate of 790,000.  In yesterday's price action,  US Yields 2Y High low range 25 bps to close the session at 3.81% near lows of 3.76% US Yields 10Y High low range 15 bps to closed the session at 3.40% n...