HALISTER1: Markets Likely to Give Back Some of Post-Fed Moves: State Street

Markets Likely to Give Back Some of Post-Fed Moves: State Street

(Bloomberg) -- FX and rates markets were looking for a more dovish message in the Fed’s dot plot, which didn’t happen, State Street strategist Lee Ferridge says in phone interview.
  • Fed announcement "fairly benign and expected," market reaction was surprising; makes sense for Fed to give itself optionality, and expectation for Fed to remove its 2017 hike from the dot plot "was a bit naïve"
  • Market will probably realize its reaction was overdone; EUR/USD should see bottom not far from post-Fed levels and drift back toward 1.20
  • Lowering of the terminal fed funds rate to 2.75% from 3% is most significant thing from FOMC today
    • Fed has continuously lowered its terminal fed funds rate forecast without much discussion; "at some point you’ve got to start questioning the models"
    • Ferridge says terminal rate probably closer to 2% area
  • Doesn’t expect Fed to raise rates again this year as "data isn’t there"
To contact the reporter on this story: Alexandria Arnold in Seattle at abaca3@bloomberg.net

Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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Lee Ferridge (State Street Corp)

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