Worries grow that 8% inflation, more Fed comments on balance-sheet runoff could 'scare the bond market witless again'

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Traders are preparing for a U.S. consumer price index report next week that’s likely to show an annual rate above 8% for the first time since January 1982 — that would raise questions about the Federal Reserve’s plans for shrinking its balance sheet.

Traders are preparing for a U.S. consumer price index report next week that’s likely to show an annual headline rate above 8% for the first time since January 1982, a development that would raise fresh questions about the Federal Reserve’s early plans for shrinking its balance sheet.

“Next week’s challenge for the government bond market is deciding the reliability of the QT outline from March minutes,” Jim Vogel, executive vice president of FHN Financial in Memphis, wrote in a note Thursday. “It will only take two Fed speakers suggesting QT isn’t fast enough to scare the bond market witless again. Throw in an above-expected CPI number next Tuesday and it will only take one Fed official on the tape.

“Any inflation data can create doubts about what the Fed has outlined for quantitative tightening for the rest of this year,” Vogel told MarketWatch in a separate phone call. “You have to be prepared for surprises that send rates higher and make the curve steepen. And you have to start assuming the worst any time a Fed thought leader comes out with what sounds like warnings.” Such a warning is what Fed Governor Lael Brainard’s Tuesday comments amounted to.

Fed minutes are inherently backward-looking and reflect what policy makers were thinking as of their last meeting, which was on March 15-16. That makes next week’s CPI release a risk which could render the $95 billion monthly balance-sheet runoff figure outdated.

 

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The admin will just blame Russia. Lol.

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