4.4

🌐 Macro & monetair beleid

Centrale banken, rente, inflatie, conjunctuur, valuta en grondstoffen

1. Centrale banken & monetair beleid

What Does a Central Bank Do?

A central bank steers the money supply and key interest rates of a currency area. Its mandate varies: the ECB and the SNB have price stability as their primary objective. The Fed pursues a dual mandate (price stability + maximum employment). Some central banks engage in active currency management (e.g. the SNB with the EUR/CHF floor 2011–2015). Central banks are formally politically independent — even if that independence regularly comes under pressure in crises.

🌡️
The Sauna Analogy: Why Monetary Policy Is So Difficult

Imagine the economy as a sauna. Too hot (inflation)? The central bank turns the temperature down — it raises rates. Too cold (recession, deflation)? Rates down, heat up the economy. The tricky part: the sauna responds to every twist of the dial with a 12–18 month delay. When the Fed feels it is too hot in August 2022 and raises rates, the economy only feels it in early 2024. You are steering a supertanker through fog with a chart that is 18 months old — and still must decide.

The Five Most Important Central Banks at a Glance

🇺🇸
FED
Federal Reserve
Price stability + max. employment
Meetings8× per year
CommitteeFOMC 12 votes
InstrumentFed Funds Rate
🇪🇺
ECB
European Central Bank
Price stability (HICP ~2 %)
Meetingsevery 6 weeks
AnnouncementThu 14:15 CET
InstrumentDeposit rate
🇬🇧
BoE
Bank of England
Inflation ~2 % (CPI)
Meetings8× per year
CommitteeMPC 9 members
NotableVotes made public
🇨🇭
SNB
Swiss National Bank
Price stability + CHF management
Meetings4× per year
NotableFX interventions
CHFSafe-haven currency
🇯🇵
BoJ
Bank of Japan
Price stability + economic growth
Meetings8× per year
YCCactive until 2024
Status 2024Normalisation

The Key Rate and Its Effect

The key rate is the central tool — but a change does not act immediately. It must work its way through the entire financing chain of the economy, layer by layer, before it becomes measurable as inflation (or the absence of it):

🏦
Fed/ECB key rate
today
💸
Interbank rate (SOFR/€STR)
days
🏠
Mortgages & corporate loans
1–3 mo.
🏗️
Investment & consumption
6–12 mo.
👷
Employment & wages
12–18 mo.
📊
CPI / PCE inflation
18–24 mo.

This is why the central bank must act proactively: it is fighting inflation that is still 18 months in the future. This makes errors almost inevitable — waiting too long (Fed 2021: "transitory inflation") or hitting the brakes too early can push the economy into a recession.

QE vs. QT — Balance Sheet Policy

Quantitative Easing (QE): The central bank buys government and corporate bonds, paying with freshly created money that flows into bank balance sheets. Goal: push down long-term rates, pump liquidity into the market. Quantitative Tightening (QT): The reverse process — balance sheets shrink, liquidity is withdrawn from the system. Fed 2022–24: around $95 billion per month, either through maturing bonds or active sales.

Fed Balance Sheet (Total Assets) — a chronicle of monetary policy
$0.9T
2007
$2.3T
2010
$4.5T
2014
$3.8T
2019
$7.3T
2020
$8.9T
2022
$7.4T
2024
QE — balance sheet grows (liquidity injection)
Peak balance sheet / turning point
QT — balance sheet shrinks (liquidity withdrawal)

QT is the silent sibling of rate hikes — often underestimated, but equally effective. While rate hikes raise credit costs, QT directly withdraws the liquidity that keeps markets running. A market under QT is structurally less liquid — you notice this first during corrections.

Dot Plot (Fed)

Four times a year the Fed publishes the "Summary of Economic Projections" — the famous Dot Plot. Each of the 19 FOMC members anonymously marks their expected year-end rate and the following years as a dot on a scale. The median dot is the consensus. What matters: the market often reacts more strongly to shifts in the dot plot than to the actual decision itself — because the plot signals the future path.

📍 Fed Dot Plot — Simulation (stylised, based on Dec 2023) 19 FOMC members
2024
2025
2026
Long Run
5.50%
5.25%
5.00%
4.75%
4.50%
4.25%
4.00%
3.50%
3.00%
2.75%
2.50%
Single dot (one FOMC member)
Median expectation (consensus)

What professionals read in the dot plot immediately: have the 2025 dots moved downward compared to the last SEP? A median shift from 4.25% to 4.00% for the following year can move bond futures by 1% — even if the current decision has not changed.

ECB Press Conference: When Words Move Markets

30 minutes after the ECB rate decision follows the press conference (currently Christine Lagarde). Certain phrases have become code words — experienced traders translate them into positions in fractions of a second:

"Data-dependent"
The ECB decides meeting by meeting, without a predetermined rate path. Provides little guidance — increases uncertainty, often moves the euro.
Deliberately vague
"Sufficiently restrictive for as long as necessary"
Rates stay high — no easing signal. Bond yields rise, EUR strengthens, equities trend slightly negative.
Hawkish 🦅
"Inflation is on track to reach our target"
Rate cuts are approaching. Bonds rise, EUR often weakens, equities — especially growth stocks — benefit.
Dovish 🕊️
"The Council is not pre-committing to a particular rate path"
Deliberate ambiguity — the ECB wants to keep all options open. Classic attempt to maintain every scenario.
Strategically neutral

Three Stories That Show Everything

🧨 Story 1: The SNB Franc Shock — 15 January 2015 Currency crisis

Since September 2011 the Swiss National Bank had defended a EUR/CHF floor of 1.20 — an explicit price target for a currency, backed by unlimited FX purchases. For three years the SNB bought every euro that threatened to push below 1.20. The SNB balance sheet grew to almost 90 % of Swiss GDP. The market had learned: this floor holds.

On 15 January 2015 this practice was ended from one minute to the next — without warning, without any lead time. EUR/CHF collapsed in minutes from 1.20 to below 0.90. A move of over 30 % in one of the world's most liquid currency pairs. The SMI (Swiss Market Index) fell −15 % on the same day. Swiss export giants such as Nestlé, Roche, and Swatch lost billions in market value within hours.

Several FX brokers went bankrupt: FXCM, then the largest retail FX broker, needed an emergency credit line of $300 million. Clients who had been short CHF saw their accounts go negative in seconds — margin calls could not be executed fast enough. Lesson: When a central bank actively defends an artificial floor, the risk is not zero — it accumulates silently. When it breaks, it breaks catastrophically and without warning.

Frankfurter Anlegerpost Friday, 16 January 2015  |  Edition No. 2,847
FX Trading / Retail Investors
"My safest trade turned into a nightmare" — Munich engineer loses savings and is deep in debt
After the SNB shock on Thursday, hundreds of retail investors report total losses and negative account balances. One person affected tells his story.

Thomas K. (47) from Munich has not slept since Thursday evening. The mechanical engineer had been trading currencies part-time for three years — with a clear conviction: EUR/CHF is the safest trade in the world.

"The SNB defended this floor for three years with unlimited means. It wasn't speculation — it was a guarantee from the Swiss National Bank itself." With €60,000 in capital, 1:20 leverage, and a long EUR/CHF position at 1.2010, he felt safely positioned.

"When the rate fell below 1.15, I thought my screen was broken. At 1.05 my account was empty. And then the phone rang."

The phone was his broker. The rate had fallen to 0.88. Thomas K. had not only lost all his capital — he owed the broker an additional €43,200. His account showed a deep negative balance.

"I didn't understand it at first. How can you lose more than you put in?" — In leveraged FX trading, exactly that is possible: if the rate breaks too fast, the margin is not enough to execute automatic stop-loss orders. The account goes negative.

Thomas K. had to pay within 48 hours. He took out a consumer loan — at 7.9 % interest over five years. His pension savings, built up over many years, are gone. "The worst part is: I did nothing wrong — except trust a central bank."

📊 Calculation — Thomas K.'s Position
Capital deployed€60,000
Leverage1 : 20
Controlled volume€1,200,000
EUR/CHF entry1.2010
EUR/CHF execution0.8820
Rate loss−26.6 %
Account loss−€103,200
Debt to broker−€43,200
🗾 Story 2: The BoJ Carry-Trade Unwind — 2022 to 2024 Japan Macro

Japan had kept its key rate near zero since the 1990s — "Japanese conditions" became a synonym for deflation and stagnation. Since 2016 the BoJ operated Yield Curve Control (YCC): it bought unlimited government bonds to cap the 10-year JGB yield at exactly 0 %.

This created the perfect carry trade: borrow cheaply in yen (near 0 %), convert to dollars, invest in US Treasuries or equities, collect the rate differential. At its peak, an estimated hundreds of billions of dollars sat in this trade. It was as if the world was vacationing on credit — at the Bank of Japan's expense.

From 2022–2024 the BoJ began to normalize: YCC caps were raised several times, and in March 2024 the BoJ raised its key rate for the first time since 2007. In August 2024 it escalated: a further step caused the yen to strengthen sharply — the carry trade began to unwind. Those who had borrowed cheap yen had to repay. Global equity markets lost up to 10 % in three days — not because of weak fundamentals, but because of technical deleveraging of a decade-old carry trade. Lesson: ultra-loose policy built up over decades cannot be unwound smoothly.

📉 Story 3: Fed Decision 22 March 2023 — one hour, two reversals FOMC Volatility
14:00
14:00 CET — Fed Statement
Fed raises key rate by +25 bp to 4.75–5.00 %. Expected, little surprise. First rate hike after the Silicon Valley Bank collapse.
14:30
~14:30 CET — Powell press conference begins
Powell signals a "more cautious course" because of SVB. Market reads: rate peak near, easing possible. S&P 500 +1.7 %
15:00
~15:00 CET — Journalist asks about balance sheet stability
Question: would the Fed be willing to cut rates in response to banking stress? Powell explicitly says no. Market reads: no Fed put, restrictiveness remains. Sentiment reverses.
16:30
16:30 CET — Market close
S&P 500 turns from +1.7 % to −1.6 %. A single Q&A answer had completely reversed the entire intraday move of +3.3 %. Lesson: at FOMC it is not just the decision that counts — every nuance of the press conference can dominate the move.

Pitfalls

  • ❌ "Don't fight the Fed" is often misunderstood: monetary policy acts on the real economy with a 12–18 month lag. The effect of a rate cut is not visible in earnings on the same day.
  • Enlarging positions ahead of FOMC or ECB events in the hope of "knowing the direction". Retail traders should rather reduce position sizes ahead of such events.
  • ✅ Monetary policy cycles last years. A single decision is one puzzle piece in the trend — rarely the trend reversal itself.

💡 The most important Fed and ECB dates are shown in the sTraderZ.com calendar view. Many experienced traders hold reduced position sizes on FOMC days and avoid short-vol strategies over the decision.

2. Rente & yield curve

The yield curve shows government bond yields by maturity — typically US Treasuries or German Bunds. It is an X-ray of the market: what do investors expect for growth, inflation, and monetary policy over the next 2, 5, 10, or 30 years? Short-dated bonds reflect current central bank policy. Long maturities reflect future expectations. The gap between the two — the spread — is one of the most important macro indicators there is.

📐 The Basic Rule: Price and Yield Move in Opposite Directions

This sounds trivial — but it is the most common misconception among retail investors encountering bonds for the first time. An already-issued bond pays a fixed coupon. When new bonds pay more (because rates have risen), the old one becomes less attractive — its price falls until its yield is competitive again.

⚖️ Seesaw Principle — Price vs. Yield
Market rate
📈 rises
Bond price
📉 falls
Market rate
📉 falls
Bond price
📈 rises
The longer the remaining maturity, the stronger this effect — that is duration.

📊 The Three Yield Curve Regimes

The shape of the curve is not static. It shifts with the economic cycle and monetary policy — and each regime sends different signals to equity and bond investors.

✅ Normal Curve
Nov 2019 — solid growth
3M
1.6%
1Y
1.6%
2Y
1.7%
5Y
1.75%
10Y
1.8%
30Y
2.25%
📌 Signal: Normal economy, bond term premium intact. Equity-bullish.
⚠️ Inverted Curve
Oct 2023 — Fed high, recession fears
3M
5.5%
1Y
5.4%
2Y
5.0%
5Y
4.65%
10Y
4.85%
30Y
5.0%
📌 Signal: Historical recession leading indicator. Credit lending under pressure.
📈 Steep Curve
Dec 2024 — after rate cuts
3M
4.3%
1Y
4.1%
2Y
4.2%
5Y
4.3%
10Y
4.5%
30Y
4.7%
📌 Signal: Central bank cuts, long-term rates stay high. Banks benefit.

📡 The 10Y-2Y Spread — the Most Important Recession Indicator

No single indicator has predicted US recessions since 1970 as reliably as an inversion of the 10Y-2Y spread. When short-term rates rise above long-term rates, the market signals: "We believe the economy is about to break down and the Fed will have to cut."

10Y Yield minus 2Y Yield (Spread) — Three Snapshots
Nov 2019 — Before COVID
+0.20 %
✅ Positive — normal curve
Oct 2023 — High-rate phase
−0.15 %
⚠️ Inverted — red flag
Dec 2024 — Post-cut
+0.30 %
📈 Re-steepening started
⚠️ Beware blind trust: 2022–2024 the spread was negative for around two years — without a classic recession. Economists still debate "higher-for-longer" as a distortion. Use the spread as a warning signal, not a trading signal.

⏱ Duration — How Sensitive Is My Bond to Interest Rates?

Duration measures how many percentage points a bond's price loses or gains per 1 % change in rates. A bond with duration 9 loses ~9 % if the market rate rises by 1 %. Duration depends on maturity and coupon strength: long maturity + low coupon = high duration.

Instrument / ETF Duration (years) Interest rate risk Relative sensitivity
SHY (1–3Y Treasury) 1.8 Low
IEF (7–10Y Treasury) 7.2 Medium
Bund 10Y ~9 Medium-High
TLT (20+ Year Treasury) ~17 Very high
EDV (25+ Year Treasury, Strip) ~25 Extreme

🧮 Interest Rate Effect Calculator — What Happens to My Bond?

Calculate the expected price gain or loss of your bond given a rate change. The formula accounts for duration and convexity.

📊 Price Change Simulator
Slide duration and rate change, or select a preset
Expected price change: −38.6 %
Presets:
Formula: ΔPrice ≈ (−Duration × Δrate + 0.5 × Duration² × Δrate²) × 100  |  Δrate in decimal (e.g. 1% = 0.01)
💣 Story: The TLT Crash 2022 — the Biggest Bond Crash in 100 Years Bond crash
TLT loss 2022
−34 %
10Y yield rise
+2.5 %
TLT duration
~17 years
Nasdaq 2022
−35 %
  • Jan 2022 — Start
    10Y yield at 1.50 %. TLT trading at $148. Many institutional portfolios held TLT as a "safe" counterweight to equities.
  • Mar 2022 — Fed pivots
    First Fed rate hike since 2018: +0.25 %. Inflation data explodes (CPI 8.5 %). The market realises: the Fed is behind the curve. TLT begins its free fall.
  • Jun–Oct 2022 — Acceleration
    Fed raises in 4× 75 bps steps — the most aggressive tightening since Volcker in 1980. 10Y yield at 4.0 %. TLT falls to $97 — a loss of −34 % since January.
  • The Paradox
    Bonds were considered "safe". A 60/40 portfolio (60 % equities, 40 % bonds) lost about −25 % in 2022 — the worst performance in decades. The negative correlation between equities and bonds on which the classic portfolio concept rests had broken down.
💡 Lesson: Long-duration bonds are not risk-free instruments. In high-inflation phases with sharply rising rates, TLT, EDV, or similar long-dated bonds are just as risky as equities — without the upside potential of a company. Duration is the hidden leverage in the "safe" portion of the portfolio.

📉 Why Growth Stocks Feel Rising Rates More Than Value

A stock price is the present value of all future earnings — discounted at a rate that depends on the interest rate level. Growth stocks (e.g. unprofitable tech companies whose profits lie far in the future) have a very high "implied duration". Value stocks (banks, utilities that distribute earnings today) have a short duration.

🚀
Growth / Tech (long duration)
e.g. unprofitable SaaS, biotech, ARK holdings
When do earnings arrive?2030–2035+
Effective cash flow duration20–30 years
Response to +1% rates−15 to −25 %
⚠️ High rate sensitivity — under particular pressure when yields rise
🏦
Value / Dividend (short duration)
e.g. banks, utilities, steel producers
When do earnings arrive?Today & next 3–5 years
Effective cash flow duration3–8 years
Response to +1% rates−3 to −8 %
✅ Lower rate dependency — banks often benefit from rising rates (higher margins)

💡 Before a tech or Nasdaq trade, it is worth checking the current 10Y yield. In phases of rising yields, long positioning on Nasdaq stocks is particularly risky — especially with leverage or tight stops. The interest rate calculator above shows what a TLT long would mean if yields continue to rise.

3. Inflatie & conjunctuur

💰 Inflation is the rise in the general price level over time. If a cup of coffee cost €3.50 five years ago and costs €4.80 today, the coffee has not become more valuable — money has become less valuable. For every euro you buy less. That is inflation in everyday language.

Inflation is so central to markets because central banks fight it with their most important tool: the key rate. And because rate changes affect practically everything — bond prices, equity valuations, exchange rates, borrowing costs, real estate prices. Those who understand inflation understand half the macro cycle.

📦 Three Causes of Inflation

🛒
Demand-Pull Inflation
Too much money chasing too few goods. When consumers want to buy more than is produced, prices rise. Typical in boom times or after government stimulus programmes.
Example: US inflation 2021 after COVID stimulus cheques + pent-up demand
🛢️
Cost-Push Inflation
Rising production costs are passed on to consumers. Classic: an oil price shock raises transport, energy, and raw material costs — the rest follows with a delay.
Example: oil crisis 1973, energy inflation 2022 after the Ukraine invasion
🖨️
Monetary Inflation
Too much money in circulation with the same quantity of goods. When governments finance public debt by printing money, inflation follows with near-mathematical certainty.
Example: Venezuela 2018, Zimbabwe 2008 — extreme case: hyperinflation (see below)

📊 US Inflation over the Last 50 Years

The trajectory shows a clear pattern: two inflation shocks in the 1970s (oil + wage-price spiral), broken by Fed Chair Volcker with brutally high rates — at the cost of a severe recession. Then two decades of the "Great Moderation" with stable ~2 %. And then 2022: the strongest inflation surge in 40 years.

🇺🇸 US Inflation (CPI) 1973–2024
Annual values  |  ■ >6%  ■ 3–6%  ■ <3%  ■ Deflation
2% target
8.7%
'73
12.3%
'74
6.9%
'75
9.0%
'78
13.3%
'79
12.5%
'80
8.9%
'81
3.8%
'82
4.3%
'84
1.9%
'86
5.4%
'90
3.0%
'93
1.6%
'98
2.2%
'02
3.4%
'05
3.8%
'08
−0.4%
'09
3.2%
'11
0.1%
'15
2.4%
'18
1.2%
'20
4.7%
'21
8.0%
'22
4.1%
'23
2.9%
'24
🔴 1979: Volcker peak (13.3%) 🟡 1982: Volcker success — Fed breaks inflation 🔵 2009: Financial crisis deflation 🔴 2022: Biggest inflation surge in 40 years

💥 Hyperinflation — When Money Becomes Paper

📖 Definition: Hyperinflation

Economists speak of hyperinflation when the inflation rate exceeds 50 % per month (Cagan threshold, 1956). At this pace prices double every ~35 days. Cash loses value faster than it can be spent. Wages are worth less at end of day than they were in the morning. Trust in the currency collapses entirely — people flee to real assets, foreign currencies, or even cigarettes.

🇩🇪 Weimar Republic
29,500 %/month
November 1923 — peak
War reparations + occupation of the Ruhr. Germany printed money to pay striking workers. A loaf of bread eventually cost trillions of marks. The savings of an entire generation were destroyed in weeks.
🇿🇼 Zimbabwe
79.6 billion %/month
November 2008 — peak
Mugabe's land reform destroyed agricultural production. The printing press was switched on to finance the deficit. 100-trillion-dollar notes were printed — worthless before they could be spent. USD and rand took over.
🇻🇪 Venezuela
~10,000,000 %/year
2019 — peak
Oil collapse + massive money supply expansion to fund the state. Prices doubled every 19 days. Supermarket shelves empty, the dollar became the informal everyday currency. ~6 million Venezuelans left the country. Full story ↓
🛢️ Story: Venezuela's Hyperinflation — Oil, Socialism, and the Collapse of a Currency Hyperinflation
Peak inflation 2019
~10 million %
Bolivar purchasing power since 2012
−99.99 %
Zeros removed from currency
12 digits
GDP contraction 2013–2021
−75 %
  • 1999–2012 — The oil boom carries everything
    President Hugo Chávez finances massive social programmes with oil revenues at $100/barrel: healthcare, education, housing. Venezuela looks like the richest country in South America. The state oil company PDVSA is politically occupied — investment in production capacity is neglected.
  • 2014 — Oil price collapses
    Oil falls from >$100 to below $50. Venezuela earns 96 % of its foreign exchange from oil. The budget collapses immediately. Instead of cutting spending, Maduro (successor to Chávez, who died in 2013) massively expands the money supply — the central bank monetises government debt.
  • 2016–2018 — Escalation to hyperinflation
    2016: 274 % inflation. 2017: 862 %. 2018: over 1,000,000 %. Supermarket prices change multiple times a day. Workers receive wage increases that lose purchasing power the same day. Cash is transported in suitcases — thousands of notes needed for simple purchases.
  • 2019 — Bolivar collapse and currency reforms
    Inflation exceeds 10 million percent. The government first removes 5 zeros (new "Bolivar Soberano"), then in 2021 a further 6 zeros ("Bolivar Digital") — 12 zeros in total in 10 years. The US dollar takes over daily life de facto. An estimated 6 million Venezuelans leave the country, the largest refugee crisis in South American history.
💡 Macro lesson: Hyperinflation almost always arises from the same pattern — government monetises deficits + trust in the central bank collapses. The most important institutional characteristic of stable currencies (USD, EUR, CHF) is the independence of the central bank from political pressure. Where this independence is absent or eroded, the clock starts ticking — as Venezuela, Zimbabwe, and the Weimar Republic show.

🌍 Inflation in Global Comparison — Current Extremes

The following overview shows how differently inflation plays out worldwide and which countries topped the charts in recent years.

Country Peak inflation Period Main cause Today (approx.)
🇻🇪 Venezuela ~10,000,000 % 2019 Money supply explosion + oil collapse ~50 % — still high
🇦🇷 Argentina 211 % 2023 Chronic fiscal deficits + devaluation ~70 % — declining under Milei
🇱🇧 Lebanon 170 % 2021 Banking system collapse + political crisis ~100 % — crisis ongoing
🇹🇷 Turkey 85 % 2022 Unorthodox monetary policy (low rates during high inflation) ~40 % — after policy reversal
🇺🇸 USA 9.1 % 2022 COVID stimulus + supply chains + energy ~2.9 % — Fed successful
🇩🇪 Germany 10.4 % 2022 Energy dependence on Russia + Ukraine war ~2.3 % — within target range
🇯🇵 Japan 4.2 % 2023 Decades of deflation, now slight price rises (special case) ~2.5 % — BoJ fighting for inflation

📏 The Most Important Inflation Measures at a Glance

CPI (Consumer Price Index)

The most important consumer price index. A distinction is made between Headline CPI (including energy and food) and Core CPI (excluding these volatile components). The Fed's tolerance sits at ~2 % annual growth. Released monthly, around the middle of the month at 14:30 CET — one of the most market-moving events of all.

PCE (Personal Consumption Expenditures)

The Fed's preferred inflation measure. More broadly defined than CPI, uses a more dynamic basket (reflects consumer substitution behaviour). Again headline vs. core. Anyone who really wants to understand the Fed looks at Core PCE, not CPI.

Core Inflation

Inflation excluding energy and food. Shows the "stickiness" of inflation: how deeply has price pressure embedded itself in services, rents, and wages? Headline inflation can fall quickly due to an oil price decline — if core inflation remains high, the Fed is far from easing.

PPI (Producer Price Index)

Producer prices. Leading indicator for CPI: when producer prices rise, they are often passed on to end consumers with a few months' delay. Released usually one day before or after CPI, which institutional traders use for pairs positions.

GDP

Gross Domestic Product — the sum of all goods and services produced. In the US published quarterly in three stages (Advance, Second, Third Estimate). The Advance Estimate moves markets most strongly because the data is freshest.

ISM Manufacturing / ISM Services / PMI

Purchasing managers' indices, collected monthly. Values > 50 signal expansion, < 50 contraction. ISM Manufacturing appears on the 1st business day of the following month (16:00 CET), ISM Services on the 3rd business day. In Europe: S&P Global PMI (formerly Markit).

Labour Market (US)

  • Non-Farm Payrolls (NFP): First Friday of the month, 14:30 CET. New jobs outside agriculture.
  • Unemployment Rate: Same release, different dataset (household survey).
  • JOLTS (Job Openings and Labor Turnover Survey): Job openings, monthly.
  • Initial Jobless Claims: Weekly, Thursday 14:30 CET — the fastest pulse check of the labour market.

Key US Macro Releases

Indicator Frequency Time CET Market sensitivity
NFPmonthly1st Fri 14:30high
CPImonthlymid-month, 14:30very high
PCEmonthlyend of month, 14:30high
FOMC Minutes8× p.a.20:00 (3 wks after meeting)medium
Fed Chair presser8× p.a.20:30very high
ISM Manufacturingmonthly16:00 (1st business day)medium
Retail Salesmonthly14:30 mid-monthmedium
JOLTSmonthly16:00medium
Initial ClaimsweeklyThu 14:30low–medium
GDPquarterly14:30medium

Example: CPI Release 13 July 2022

Headline CPI came in at 9.1 % y/y (estimate 8.8 %). The reaction:

  • S&P 500 intraday: −3 %
  • Dollar Index (DXY): +1.5 %
  • 2Y yield: +20bp within one hour

CPI surprises now regularly move indices more strongly than any individual company announcement. A miss or beat of ±0.2pp is enough for a 1–3 % index move.

Pitfalls

  • ❌ Staring at just the headline number instead of examining the trend (3- or 6-month annualised).
  • ❌ Anticipating the market reaction without knowing what expectation is priced in. A CPI of 8.5 % can make the market rise (if 8.8 % was expected) or fall (if 8.2 % was expected).
  • ❌ Over-interpreting individual data points. Monthly noise is high; three-month averages are more meaningful.

4. Valuta & grondstoffen

USD as World Reserve Currency

About 88 % of all forex transactions have the US dollar on one side. Crude oil is traded in USD, most commodity prices are USD-denominated. The Dollar Index (DXY) measures the USD against a basket of 6 currencies: EUR (58 %), JPY (14 %), GBP (12 %), CAD, SEK, CHF.

Strong USD → US Equities

A strong dollar weighs on the results of multinational US companies, because euros/yen/yuan earned abroad yield fewer dollars when converted back. Apple reported a FX headwind of 300 basis points on revenue in Q3 2022. Coca-Cola, Procter & Gamble, McDonald's — all with > 50 % international revenue — suffer during USD strengthening phases.

EUR/USD & European Equities

Paradoxically, the DAX and the euro often move in opposite directions: weak euro → European exporters benefit. LVMH, SAP, Siemens, BMW earn in dollars/yuan and account in euros. A EUR/USD at 1.05 instead of 1.20 can lift quarterly revenue by 5–7 % without a single additional unit being sold.

USD/JPY & Carry Trades

The yen was for decades the classic funding currency: because of the BoJ's zero-rate policy, hedge funds could borrow yen cheaply and invest in higher-yielding currencies (USD, AUD, MXN), pocketing the rate differential. In August 2024 large yen carry trades unwound overnight after the BoJ signalled a rate hike. Result: Nikkei −12 % in 3 days, corrections in US tech, short-term extreme FX volatility.

Oil as an Economic Indicator

The WTI price correlates with global demand. A sharp decline = recession signal. Exception: supply shocks (OPEC cuts, war, pipeline outages) — in 2022 oil rose despite weaker demand due to the Ukraine invasion. Those reading the macro cycle separate "demand shock" from "supply shock" in oil moves.

Gold as a Safe Haven

Gold has historically a slightly negative correlation to equities. The strongest driver is the real rate (= nominal rate minus expected inflation): when real rates fall, gold rises — because the opportunity cost (gold pays no interest) falls. When real rates rise, gold falls. In 2022 gold held poorly despite the Ukraine crisis, because real rates exploded.

Typical Correlations

Asset Correlation to US equities Note
DXY (USD Index)−0.3 to −0.5weaker = equities up
Gold±0 to −0.2independent, except in crises
Oil (WTI)+0.3 to +0.5both respond to economic cycle
10Y Yieldcyclically +/−2020: negative, 2024: positive
VIX−0.7 to −0.8fear indicator
Bitcoin+0.2 to +0.6"risk-on" asset

Example: 2022 Dollar Rally

The DXY rose from 95 to 114 (+20 %). Consequences:

  • Emerging market equities (MSCI EM): −20 % — EM countries with USD debt suffer particularly.
  • Gold (in USD): −10 %, even though the Ukraine war should have triggered "safe-haven buying" — strong real rates dominated.
  • Japanese yen: 115 → 150 USD/JPY, the biggest yen depreciation since the 1990s.

💡 For stocks with a large US revenue share (SAP, Siemens, LVMH, Nestlé), keep an eye on EUR/USD — a strong euro weighs on quarterly results, even when operations are running smoothly.