Fading the reaction to Jackson Hole

Geo Chen · Fidenza Macro · 31 августа 2026, 15:14 · ⏱ 2 мин чтения  | Читать в Substack ↗
Резюме
The market's hawkish reaction to Warsh's Jackson Hole speech is overdone because the data — cool core PCE and falling payrolls — and Warsh's own voting record point toward accommodation, not hikes. With the Treasury and Fed apparently working to suppress borrowing costs, the rate-hike premium should fade, which supports bonds and rate-sensitive equities while pressuring the dollar.
  • Markets read Warsh's line — 'I would be hard pressed to describe broad financial conditions as restrictive' — as hawkish, lifting 2026 hike pricing from 29bp to 39bp, the dollar index 0.55% higher, and Nasdaq down 1.3%.
  • Fed funds futures imply a 17bp September hike (68% probability), which the author says is inconsistent with core PCE rising only 0.2% (2.4% annualized) and July non-farm payrolls declining 23k.
  • The Fed's July vote was 9-3 in favor of a hold, with Warsh voting with the doves; the author calls him 'a dove that disguises himself as a hawk.'
  • Scott Bessent is funding billions of long-end Treasury buybacks with short-end issuance, leading the author to believe the Treasury and Fed are coordinating to keep US borrowing costs down.
Время чтения 2 мин
Объём 2,466 симв.
Категория finance
Идеи
Geo Chen Глобальный макротрейдер; экс-глава отдела валютной торговли, Credit Suisse
The dollar index jumped 0.55% on the supposed hawkish Jackson Hole reaction, but the author believes the move should be faded because Warsh is likely dovish and the policy path is to keep front-end ra
The dollar index jumped 0.55% on the supposed hawkish Jackson Hole reaction, but the author believes the move should be faded because Warsh is likely dovish and the policy path is to keep front-end rates low. Risk: Safe-haven dollar buying can persist independently of Fed expectations.
Geo Chen Глобальный макротрейдер; экс-глава отдела валютной торговли, Credit Suisse
Author argues the post-Jackson Hole hawkish repricing is wrong and cites Treasury/Fed coordination, including long-end buybacks, to keep borrowing costs down; this directly supports long-dated Treasur
Author argues the post-Jackson Hole hawkish repricing is wrong and cites Treasury/Fed coordination, including long-end buybacks, to keep borrowing costs down; this directly supports long-dated Treasuries. Risk: If Warsh pivots hawkish or inflation data surprises higher, the duration bid could unwind.
Geo Chen Глобальный макротрейдер; экс-глава отдела валютной торговли, Credit Suisse
The article says the Nasdaq's 1.3% selloff was driven by an overdone hawkish interpretation, while the full speech was balanced and data do not support a hike; fading that reaction would favor rate-se
The article says the Nasdaq's 1.3% selloff was driven by an overdone hawkish interpretation, while the full speech was balanced and data do not support a hike; fading that reaction would favor rate-sensitive equities. Risk: Equities remain vulnerable if the 68% September hike probability starts to be validated by incoming data.
Ещё от Fidenza Macro

This newsletter, published August 31, 2026, features Geo Chen discussing UUP, TLT, QQQ. 3 trade ideas extracted by AI with direction and confidence scoring.

Speakers: Geo Chen  · Tickers: UUP, TLT, QQQ