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Liquidity driven markets

The influence of the #federalreserve on the markets is evident when you look at the chart below. On June 2022, the Fed started its #quantitative#tightening, or the reduction of its balance sheet, and announced that the natural runoff of its bond portfolio would be the pace of reduction. That runoff, should have implied a reduction of $750Bn, as of today. However, you can see that the fed has been intervening in different moments with liquidity injections, particularly in March 2023, during #svb bank crisis and its aftermath. And as you can see, the effect on the market is clear. The S&P500 has followed very closely the fed liquidity program, and has decoupled from #qt. The difference between both programs is $850bn. The fed is not expected to terminate the aid programs for banks, but if it does, there’s an air pocket the equity market (and the bond market) will need to cover.


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