Anonymous ID: f06453 Dec. 7, 2023, 11:48 a.m. No.20040593   🗄️.is 🔗kun   >>0607 >>0651 >>0697 >>0854 >>0897

End Of Fed Liquidity Pump Spells {potential cuz they always have a ‘solution’} Trouble For Markets

 

{} additional

{a profit can be made by the following-everyone:the smart ones WW (and brother) long treasuries so you then can short Treasury futures thus picking up the smaller movements and voila! take the SOFR-overnight finance rate as yer profit…fttdk SOFR=Secured Overnight Finance Rate which is a gift to the system as @5.32% as of posting}

 

See here: >>20012223 pb Bond Markets control rates NOT FOMC

{Rates been cut already and inflation (while it’s not going away) will be ridiculous in the things you need i.e food shelter-that is not counted in official #s and deflation in the things you don’t need i.e. TeeVee, the latest phone, basically if you are not loaded the “keeping up with Jones’” items. Cutting FED Funds Rates (FFR)would matter to the banks in but one example & that need to start paying back the Bank Term Funding Program (BTFP) but that remains to be seen at the end of its term-1y but they still using it and FFR is the rate where banks charge each other to “lend” money the cheaper that is….but cutting them, raising or pausing makes no difference to the consumer loans tied to them-what is your credit card, auto, rate at? It would take a couple of rate cuts for it to even show up there anyway-it’s not instant like raises}

 

The Federal Reserve’s reverse repo (RRP) facility has been a key support for liquidity and stocks this year. But it is falling. As it approaches zero, markets face much less benign conditions as a formidable tailwind is extinguished. Everyone’s a plumber, or at least should be. A good place to start is the Fed’s RRP facility. It reached a peak of over $2.5 trillion in May this year {and also got close in Dec ‘22 and in May ‘23 that is where money supply M2 began dropping} But it is now falling at a steady rate, down more than half from its peak. What happens when it goes to zero is a key question for markets and plumbers alike.{as mentioned several times the bond market loses its main source of buying as RRP dwindles and why the FED will be eventually doing QE}. In sum, the RRP meant that what would have otherwise been very unfriendly conditions for stocks were instead supportive. In fact, equities not only benefited from buoyant liquidity conditions, they were also aided by an unusually interest-rate resistant economy being flooded with public money. This has been pro-cyclical government spending on steroids. What happens, then, to risk assets when the RRP goes to zero? {RRP pays 5bp above FFR I believe…might be moar or less but it is just above}.

1 of 2

Anonymous ID: f06453 Dec. 7, 2023, 11:51 a.m. No.20040607   🗄️.is 🔗kun   >>0631 >>0666 >>0854 >>0897

>>20040593

 

2 of 2

There are two aspects to consider: the effect in relation to funding the fiscal deficit, and the impact on money markets. Both ultimately mean a less easy ride for stocks and other risk assets. On the deficit, the Treasury’s choice to fund most of it using bills has been a material support for stocks this year. MMFs can buy bills and were incentivized to do so as the yield on them rose above the RRP rate. As they were the ones with almost all the liquidity parked at the RRP, reserves have actually managed to rise this year, paradoxically so given the Fed’s ongoing quantitative tightening program.(again QT-at this point-is just maturing debt rolling off and not renewed or extended)However, when the RRP goes to zero, government funding of the deficit will be functionally no different than if it had issued primarily longer-term debt (as is usual). Bank deposits and reserves are likely to fall more. Stocks will thus have less support when the RRP runs out. (Banks may decide to buy more of the issuance, which would mitigate the drop in reserves. But they have been heavy sellers of USTs, and look like they will continue to be until their duration risk falls further.) {Banks have been but everyone else no-especially the big bois/whales}

 

In a potential echo of 2019, {AKA the ‘Repocalypse’}SOFR unexpectedly jumped six basis points this week - a huge amount outside of Fed rate moves - causing jitters that funding flare-ups can happen even when reserves are at a much higher level. The rise was blamed on many factors, such as demand for extra funding due to the rally in Treasuries, reserve hoarding in anticipation of Basel III regulations {those have to enforced and the “hearings yesterday was bank CEOs crying about it-it’s a self regulating environment so just rhetoric} or as a buffer for underwater hold-to-maturity portfolios of bonds (i.e. what did it for SVB). Assuming the SOFR rate does not jump higher than the RRP again, it should take some 5-6 months to deplete the domestic RRP on the current trend.

https://www.zerohedge.com/markets/end-fed-liquidity-pump-spells-trouble-markets

https://www.sofrrate.com

 

Secured Overnight Financing Rate (SOFR) Definition and History

https://www.investopedia.com/secured-overnight-financing-rate-sofr-4683954

 

{While not perfect it’s better than say the CFRs interpretation of it}

 

What Was the LIBOR Scandal? What Happened and Impacted Companies

https://www.investopedia.com/terms/l/libor-scandal.asp

Anonymous ID: f06453 Dec. 7, 2023, 12:56 p.m. No.20040929   🗄️.is 🔗kun

2aceaf

“ No IP HOP”

Last night you had 10 posts and 2 of which were cordial but that id died for the duration of your ip hop and attacks.

It then finished with 19

You’ve been asked many times to teach or impart with sauce yet you refuse and don’t read anything

All the other ZH articles or other financial posts (that are not edited) are fine though

You have no complaint with cut and pasted articles with no analysis or debunking provided yet somehow only my posts are attacked

Kek