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    Cross Asset

    Spring Break: We're Taking A Little Time Off And Will Be Back Next Week

    The market is now pricing in close to 9 hikes this year (2.25% by end of December), and with a slew of Fed speakers coming up later this week, it will be interesting to see how they position the May hike and the announcement of QT (which was initially supposed to count as one hike)

    Hikes priced (in basis points) for May and December 2022 | Source: Refinitiv

    Cross Asset

    Macro Markets Saw Heightened Volatility, With Both The US Dollar And Commodities Rising This Week

    All GSCI sub-indices rose this week, led by agriculture and precious metals; Chinese markets were open again and saw big gains after the new year holiday, most notably iron ore, thermal coal, and copper

    US Dollar Index Intraday This Week | Source: Refinitiv

    Cross Asset

    Weekly Macro Summary: Seismic Shift In ECB Policy, Market Repricing Brought Considerable Realized Volatility In Euros Over The Past Days

    Very strong US employment report today raised the likelihood of a 50bp Fed hike in March (now 35 bp priced into Fed Funds futures), showed the Fed is likely well behind the curve

    US TIPS 5s30s SPREAD GOING SIDEWAYS, REFLECTING UNCLEAR LONGER-TERM GROWTH EXPECTATIONS | Sources: ϕpost, Refinitiv data

    Cross Asset

    FOMC Wrap-Up: Hawkish Fed Focused On Inflation, Spooks Market Into Pricing In More Than 4 Hikes This Year

    The major risk outlined by Powell in his Q&A was that inflationary pressures might prove more long-lasting than the FOMC previously expected, notably wage growth in a very tight labor market

    US Dollar Index & 3Y US Treasury Yield Intraday | Source: Refinitiv

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