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After easing financial conditions via a series of covert actions, monetary leaders can no longer pretend to tighten. The dark side of Quantitative Tightening (QT) has been unleashed, not by the Fed itself, but by the U.S. Treasury. The Stealth Liquidity Squeeze™ is here... 1/
In early winter at the start of 2022, the Federal Reserve announced it was undertaking the monumental task of unwinding its $9 trillion balance sheet. The U.S. central bank’s second Quantitative Tightening (QT) program had officially commenced...
This coincided with the Fed’s full-blown tightening cycle, including sharp rate hikes that shook markets globally. Anticipating peak liquidity and growth, plus the death of “inflation is transitory”, risk assets, once powered by a huge speculative mania, sold off sharply...
Subsequently, the idea that QT was a major drag on asset prices had been cemented. As months and quarters passed, however, QT took a backseat. Slowing growth and intense rate hikes were blamed as the primary causes behind the popping of the greatest market mania on record...
The Federal Reserve’s “inflation rug pull” had resulted in a slow, protected 40% fall in equities, a once-in-a-lifetime selloff in government bonds, and the collapse of many crypto empires. Despite the fall, global financial stability persisted. But only until September 2022...
The near-failure of U.K’s bond market and the following intervention by the Bank of England marked the bottom for global liquidity. Still, whether intentional or not, monetary authorities globally but especially the Fed and U.S. Treasury maintained a tightening stance publicly...
Yet behind the scenes, monetary leaders continued to supply enough liquidity to stave off any crisis. After multiple episodes, from a banking panic to a debt limit fiasco, they unofficially gave up on enforcing any meaningful tightening. "Stealth QE" was the new approach...
As 2023 arrived, a debt ceiling quarrel forced the U.S. Treasury to draw down almost its entire bank balance in the TGA (Treasury General Account), pushing reserves into the system, thus once again offsetting QT’s ability to reduce liquidity...
What’s more, the U.S. Treasury continued to issue only short-term government bonds, further hindering QT’s impact to quell risk sentiment. With liquidity once again sustained, the U.S. economy grew more resilient than most economists had predicted...
Even after the Silicon Valley Bank failure arose, the U.S. government’s bailout of depositors and regional bank rescue programs only further reinforces the idea that monetary leaders were willing to do anything to ease financial conditions, still without an official pivot...
By implementing the BTFP (Bank Term Funding Program), the Fed signaled to the market that they were willing to remove as much duration risk as needed. Bond volatility decreased rapidly, which rippled into credit and other risk assets, juicing markets further...
Fast forward to today, liquidity has remained so abundant that the resolution of the debt ceiling and the ensuing “TGA refill" have failed to subdue risk asset prices. But the tide is now turning. After a series of false alarms, the Fed’s QT has begun to dampen risk appetite...
With Yellen issuing a sea of riskier bonds to the market, it’s the U.S. Treasury's latest actions, not the Fed’s, that have stunted asset prices. TQT (Tighter Quantitative Tightening) has been activated, unleashing stealth tightening that most liquidity models won’t detect...
twitter.com/concodanomics/status/1690435522643017728?s=20
With normal QT (quantitative tightening), the U.S. government reduces the Fed’s balance sheet by a set amount every month, presently $95 billion, by selling new Treasuries to the private sector and using the proceeds to pay off maturing bonds on the Fed’s balance sheet...
The U.S. central bank lets the bonds mature off its books, while also destroying the same amount in bank reserves. The end result is not a decrease in the number of bonds but a loss of reserves and deposits, thus reducing "liquidity" in the banking system...
twitter.com/concodanomics/status/1557495368362893312?s=20
Even so, the Fed does not possess the most effective QT weapon. In past episodes, the Fed’s QT alone failed to bring down asset prices, exposing an inconvenient truth: The U.S. Treasury and its officials have always dictated the tightening impact of QT, not the Federal Reserve...
If officials choose to issue a large number of bills, markets absorb the supply with ease, no matter how abundant. As the yield on short-term debt equals the risk-free rate, market participants take on zero additional risk, and thus don't need to sell risk assets to compensate...
But now that TQT has commenced, U.S. Treasury Sec. Janet Yellen has increased the tenacity of QT by unleashing more Treasury notes and bonds, securities with longer maturities plus additional duration (interest rate) risk, into the market...
When participants buy these bonds, they will either use cash balances, borrow money, or sell other investments. Since purchasing Treasury bills carries minimal duration risk, market players will most likely use cash or borrow money. But with notes and bonds, it's different...
The extra interest rate exposure of Treasury notes and bonds forces market players to reassess their risk, potentially selling assets to counteract the increased risk they are taking. Today, the increase in net issuance of notes/bonds is small. But markets are forward-looking...
Ever since the Treasury announced huge increases in “coupon issuance” (jargon for issuing Treasury notes and bonds) in the coming quarters, market participants have been frontrunning the impact of TQT by selling risk assets at the fastest pace this year...
(via @aRishisays)
Despite all this, we’re told the Fed holds all the cards when it comes to tightening financial conditions, and that the U.S. Treasury is a completely independent entity. Yet both have tried, indirectly and covertly, to boost liquidity while reiterating a tightening stance...
Now, though, they have reached their limitations. The world demands that U.S. monetary officials finally issue riskier bonds into the market. QT is gradually turning into TQT, allowing quantitative tightening to possess enough power to curb risk appetite...
Finally, after almost a year of muted impact on liquidity and sentiment, the monetary plumbing has produced a genuine bearish catalyst. But while the economy remains resilient, the job market remains tight, and the Feds rate hikes falter, TQT alone may not slay the asset rally...
Risk assets won’t rise as smoothly and easily as before. Still, it will take more disorder to terminate the rip-roaring rally in stocks we’ve witnessed so far this year. Markets have already front-ran the effects of a stronger, more potent QT. Something else has to give...
twitter.com/concodanomics/status/1686336771347361792?s=20
Minus TQT, most monetary leaders’ stealth easing programs remain in effect, while economic resilience and adequate liquidity have persisted longer than most have anticipated. If this continues, markets may only transition into a choppy period, not embark on a severe correction...
As other asset classes continue on their present trajectory, risk assets are likely to experience mild turbulence. The Great Chop, as it will come to be known, is here. And it’s only just starting to take shape.
Thanks for reading! If you enjoyed this, feel free to retweet the top tweet of this thread and follow @concodanomics for more.
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