Bloomberg Warns: Leverage and Long Positions in U.S. Stocks Are at High Levels; Risk of Chain Liquidations Rises Amid Expectations of Interest Rate Hikes
In an analysis on July 27, Bloomberg macro strategist Simon White noted that U.S. stock markets face the risk of a chain reaction of forced liquidations triggered by high leverage and long positions. Although expectations of a Federal Reserve rate hike continue to exert pressure (interest rate futures indicate a probability of about 30% to 35%), speculators’ net long positions in U.S. stock indices have risen rather than fallen, and the sensitivity of hedge fund positions to S&P 500 returns even hit a five-year high at one point. At the same time, the amount of equity leverage provided by banks to the market is approaching historic peaks. White warned that against a backdrop of tightening liquidity and rising interest rates, a single risk trigger in the market could spark a VaR shock, forcing banks and leveraged funds to rapidly liquidate their risk positions. He viewed SpaceX’s stock price falling below its IPO price as a microcosm of the market’s reassessment of highly valued tech assets.
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