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Bond Traders Expect Much Deeper Interest Rate Cuts Than Projected

Published 26/06/2024, 19:07
© Reuters.  Bond Traders Expect Much Deeper Interest Rate Cuts Than Projected
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Benzinga - by Michael Juliano, .

Bond traders predict that the Federal Reserve‘s interest-rate cuts will go well beyond what the agency has forecast for the next nine months.

Traders in the U.S. rates options market expect a much higher 3 percentage points worth of cuts by March. This dwarfs the Fed’s recent projections of just 25 basis points of reductions by the end of 2024 and a total 125-basis-point cut by the end of next year, Bloomberg reported.

Options-market activity related to the secured overnight financing rate over the past three sessions show a significant upside if the Fed reduced its key rate by 300 basis points to 2.25% by next year’s first quarter.

Also Read: Bank Stocks Trend Upward As Fed Shares Possible Changes To Bank-Capital Overhaul

This scenario would allow traders to hedge other investments, but it is an unlikely outcome unless the U.S. economy plummets into recession.

Investors have been keeping a close eye on economic data and remarks by Fed officials for any clues on the timing of eventual Fed easing while hedging against extreme rate cuts and other tail-risk outcomes.

Price Action: iShares Core U.S. Aggregate Bond ETF (NYSE:AGG) slipped 0.36% by early-afternoon trading on Wednesday, while Vanguard Total Bond Market ETF (NASDAQ:BND) declined 0.40%. Vanguard Total International Bond ETF (BNDX) slid 0.43%.

Now Read: Homebuyers Get Mixed News From Freddie Mac And The Federal Reserve

Image: Shutterstock

© 2024 Benzinga.com. Benzinga does not provide investment advice. All rights reserved.

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