Markets
◆ FED FUNDS RATE  3.63% ◆ CPI (YoY)  4.2% ↑ ◆ UNEMPLOYMENT  4.2% ◆ GDP GROWTH Q1  +2.1% ▲ ◆ 10-YR TREASURY  4.55% ↑ ◆ RETAIL SALES  +6.9% ↑ ◆ M2 GROWTH  5.6%  
EST. 2026 · VOLUME I DATA AS OF JULY 2026 AN INDEPENDENT ECONOMIC PUBLICATION
★   Independent Economic Analysis   ★

The Macro Brief

Economic Intelligence for the Informed Investor
BY CONNOR LEARY · JULY 12, 2026 ✦   Q3 2026 MACRO OUTLOOK   ✦ VOL. I, NO. 11 · UNITED STATES
Monetary Policy
Federal Funds Rate
3.63%
ON HOLD →
The FOMC voted unanimously 12-0 on June 17 to hold the target range at 3.50–3.75% — the fourth consecutive hold and the first decision under new Chair Kevin Warsh. The real shock was the dot plot: the year-end median jumped to 3.8% from 3.4% in March, implying at least one 25 basis-point rate hike before year-end. Nine of 18 participating members now project at least one increase in 2026, with six seeing two or more. Warsh declined to submit a dot himself — consistent with his stated aversion to forward guidance — but the committee's hawkish pivot is unambiguous. Markets now price October as the earliest plausible timing for the first hike.
In plain termsThe Fed held rates unchanged on June 17, and markets have dramatically repriced the July 29 outlook this week: hike probability has jumped from 0% to 25%, hold stands at 75%, and cut odds have fallen to zero. Rising yields across the curve — with the 10-year at 4.55% and the 30-year at 5.05% — confirm that bond markets see the next move as up, not down. Mortgages, car loans, and credit card rates are not going lower anytime soon.
Inflation ⚠ WATCH
Consumer Price Index (YoY)
4.2%
SURGING ↑
May 2026 CPI rose 4.2% year-over-year — the highest reading since April 2023 — driven overwhelmingly by energy prices, which jumped 23.5% on an annual basis amid Iran-related geopolitical supply disruptions. Core CPI (excluding food and energy) came in at 2.9%, only modestly above April's 2.8%, confirming that demand-driven price pressure remains relatively contained. Shelter costs rose 3.4% YoY. The FOMC held rates on June 17 as expected — treating the energy spike as a supply shock — but the dot plot's hawkish tilt indicates 9 of 18 members believe the cumulative inflation picture still justifies tightening. The June 25 BEA release will provide the first look at May Core PCE, the Fed's preferred gauge.
In plain termsPrices are rising at 4.2% — more than twice the Fed's 2% goal — but most of that surge comes from gas and energy costs driven by the Iran-Israel conflict. Strip out energy and the picture is less alarming. Still, groceries, rent, and everyday expenses are all meaningfully more expensive than a year ago. The Fed held rates on June 17 but its own officials now project rates may need to rise further to tame persistent underlying inflation.
Labor Market
Unemployment Rate
4.2%
MISLEADING DECLINE ↓
June payrolls added just 57,000 jobs — the weakest monthly print in years, barely half the consensus estimate of 115,000, and a dramatic reversal from May's 172,000. The unemployment rate technically fell from 4.3% to 4.2%, but the mechanism was troubling: labor force participation dropped 0.3 percentage points to 61.5%, the lowest since March 2021. Workers are exiting the labor force, not finding new jobs. Leisure and hospitality shed 61,000 positions in June, while professional and business services and social assistance provided the only meaningful offsets. Average hourly earnings rose 0.3% month-over-month ($37.64), consistent with the prior trend. The headline rate improved for the wrong reason.
In plain termsThe unemployment rate dropped to 4.2%, but the underlying story is weaker than it looks. Only 57,000 new jobs were created in June — roughly half of what economists expected — and the rate fell mainly because 300,000 people stopped looking for work entirely (the lowest participation rate since March 2021). If you're job-hunting right now, the labor market is getting meaningfully harder. The Fed is watching carefully, but markets still price only a 24% chance of a July cut.
Economic Output
GDP Growth Rate (Q1 2026, Final Est.)
+2.1%
EXPANDING ▲
The BEA's third and final estimate for Q1 2026 GDP, released June 25, revised growth up to +2.1% annualized — a full 0.5 percentage point above the +1.6% second estimate and above the original +2.0% advance reading. The upward revision was driven primarily by a downward adjustment to imports (which subtract from GDP), partially offset by a modest downward revision to consumer spending. Q1 2026 now stands as the strongest quarterly growth reading since Q2 2025's +2.8%, confirming that the economy entered 2026 on solid footing despite tariff headwinds and geopolitical uncertainty.
In plain termsGDP measures the total output of the US economy. The final Q1 2026 reading of +2.1% — revised UP from the initial +1.6% estimate — shows the economy was growing faster than initially thought at the start of the year. No recession signal here. Paradoxically, strong GDP growth may help the Fed cut rates: a healthy economy doesn't need emergency-level monetary restraint, and with the labor market showing early softening signals, the Fed has room to ease without triggering overheating.
Fixed Income
10-Year Treasury Yield
4.55%
SURGING ↑
The 10-year Treasury yield climbed to 4.55% as of July 10 — another 6 basis points higher than last week's already-elevated 4.49% — even in the absence of any major economic data release. The move was broad-based: the 1-year yield jumped 8 basis points to 4.06%, the 2-year rose 2 basis points to 4.19%, and the 30-year surged 8 basis points to 5.05%. The 2s10s spread widened to +36 basis points, while CME FedWatch repriced July 29 entirely — from 0% hike probability last week to 25% hike probability this week. The bond market's message is unambiguous: with CPI still at 4.2% and Core PCE at 3.4%, the Fed's next move may be up, not down.
In plain termsThe 10-year Treasury yield sets the floor for mortgage rates. At 4.55%, a 30-year fixed mortgage likely costs around 7.0–7.2% — meaning a $400,000 home loan runs approximately $2,660–$2,710 per month in principal and interest. The 30-year Treasury is now at 5.05%. With hike odds jumping to 25% for the July 29 FOMC meeting, borrowing costs are moving higher, not lower — and that pressure will be felt in mortgages, home equity lines, and auto loans.
Consumer Activity
Retail Sales Growth (YoY)
6.9%
SURGING ↑
May 2026 advance retail and food services sales totaled $763.7 billion — up 6.9% year-over-year and 0.9% from April, the fourth consecutive monthly gain and the strongest annual growth rate in over a year. Nonstore retailers led with a 12.2% year-over-year jump as e-commerce continued to capture spending share. Total sales for March through May are up 5.3% from the same period a year ago. Released on the same morning as the FOMC decision, the May retail data confirmed the American consumer has so far refused to be deterred by 4.2% inflation, elevated borrowing costs, or geopolitical uncertainty.
In plain termsAmericans stepped up their spending sharply in May — retail sales grew 6.9% year-over-year, the strongest pace in over a year. Despite 4.2% inflation and expensive credit, consumers are not pulling back. Online shopping alone surged 12.2%. The strength is encouraging (no consumer recession) but also gives the Fed reason to keep rates elevated: a spending economy doesn't need monetary support, and it reduces the urgency for rate cuts.
Money Supply
M2 Money Supply Growth (YoY)
5.6%
ACCELERATING ↑
M2 expanded 5.6% year-over-year through May 2026, per the Federal Reserve's H.6 release published June 23 — up sharply from April's 4.7% and the fastest growth rate since the post-pandemic reflation era. Total money supply now stands at approximately $23.1 trillion. The near-one-percentage-point monthly acceleration is the week's most underappreciated development: historically, M2 expansion leads inflation by 12–18 months, meaning today's money supply surge could sustain elevated price levels well into 2027 even if energy-driven CPI moderates in the near term.
In plain termsM2 measures all the money circulating through the economy — cash, checking accounts, savings, and money market funds. The jump from 4.7% to 5.6% growth in a single month is significant: more money chasing the same goods is the textbook recipe for sustained inflation. Even if gas prices cool and headline CPI dips from 4.2%, this accelerating money supply is a structural force that could keep everyday prices elevated through 2027 — complicating any Fed pivot toward cuts.
Inflation
Core PCE Price Index (YoY)
3.4%
RE-ACCELERATING ↑
May 2026 Core PCE — the Fed's preferred inflation gauge — rose 3.4% year-over-year, released by the BEA on June 25 alongside the final Q1 GDP estimate. The reading accelerated 0.1 percentage point from April's 3.3%, extending a 14-month trend of gradual re-acceleration from the 2.6% cycle low reached in early 2025. The increase reflects persistent services and shelter inflation. Markets took an oddly dovish read of the number — it came in below the most pessimistic projections and remains broadly consistent with the FOMC's June dot plot projection of 3.6% by year-end. The paradox of the week: despite sticky core inflation, rate-cut odds surged on labor market softening.
In plain termsThe Fed's favorite inflation yardstick — it strips out food and energy to measure the "core" of price pressure. At 3.4%, it's well above the 2% target and has been slowly climbing for over a year. The Fed's own June projections anticipated 3.6% by year-end, so this reading is directly on that trajectory. Markets have now abandoned any expectation of a July cut entirely — instead pricing 25% odds of a rate hike on July 29 — as persistent Core PCE combined with rising M2 and a 4.2% headline CPI force investors to price in the possibility that the Fed's next move is up.
Economic Output
ISM Manufacturing PMI
53.3
EXPANDING ▲
June 2026 ISM Manufacturing PMI came in at 53.3 — down 0.7 percentage points from May's four-year high of 54.0, but the sixth consecutive month of expansion and broadly consistent with roughly 2% real GDP growth on an annualized basis. New orders remained strong at 56.0%, and the Prices Index posted the largest single-month decline since July 2022 (falling 9.1 points to 73%), a genuine disinflation signal from the industrial side of the economy. After bottoming at 47.9 in December 2025, manufacturing has now expanded for six straight months. The modest sequential deceleration reflects sustained momentum, not a reversal.
In plain termsA monthly survey of factory purchasing managers — any reading above 50 means manufacturing is growing, below 50 means it's shrinking. At 53.3, U.S. factories are still expanding at a healthy pace, even if slightly slower than May's four-year high. The good news: factory input prices fell sharply in June, which could eventually translate into lower prices at stores. Six consecutive months of expansion is a genuine recovery signal.
Labor Market
Initial Jobless Claims (4-wk avg)
219k
EASING ↓
The 4-week moving average of initial jobless claims fell to 218,750 for the week ending July 4, 2026 — reported July 9 — down 3,250 from the prior week's average of 222,000. The weekly print itself came in at 215,000. The continued easing in claims provides a meaningful counterweight to the bond market's hawkish repricing: mass layoffs are not materializing even as hiring has stalled. The 4-week average at 219k represents a historically normal level of job separations — well below the 260–280k range typically associated with recessionary conditions — reinforcing the "slow-hire, no-fire" characterization of the current labor market.
In plain termsEvery week, the government counts how many people filed for unemployment benefits for the first time. At 219,000 (4-week average), the pace of layoffs actually improved this week — companies are not yet firing workers in large numbers. The contrast with the June jobs report (only +57,000 new positions created) tells a nuanced story: the labor market is in a mode of cautious retention rather than aggressive expansion. If you already have a job, you're relatively secure; if you're looking for a new one, the hiring environment is considerably tighter than a year ago.
Headline CPI All Items, YoY
4.2%
Surging
Core CPI Ex. Food & Energy, YoY
2.9%
Edging Higher
Shelter Rent & OER, YoY
3.4%
Elevated / Rising
Energy All Energy, YoY
+23.5%
Surging

What this means for you: The headline 4.2% inflation surge is overwhelmingly an energy story — gas and utility prices are up 23.5% year-over-year, driven by Iran-Israel conflict disruptions. Strip out energy and core CPI is 2.9%, which is elevated but manageable. Shelter costs (rent and equivalent homeownership costs) rose another 3.4%, providing no relief for renters or buyers. The Fed tends to look past energy spikes — they're supply shocks, not demand-driven — so the more relevant signal for rate policy remains core CPI, which is only marginally worse than last month.

Source: U.S. Bureau of Labor Statistics, Consumer Price Index — May 2026 (released June 10, 2026)
📈
Recession Probability
Cautious
GDP at +2.1% for Q1 2026 and May retail at +6.9% anchor the growth picture, but June jobs (+57,000) remains the weakest monthly print in years. Jobless claims eased to 219k (4-week avg), confirming no mass layoff wave yet. The market development of the week: FOMC hike odds jumped from 0% to 25% for July 29, with the 10-year yield rising to 4.55%. Rising rates without a recessionary trigger suggest the economy is strong enough to absorb tighter policy — recession risk remains low but cost-of-capital risk is rising.
🎯
Fed Target Gap
+220 bps
CPI at 4.2% sits 220 basis points above the Fed's 2.0% target — unchanged this week. Core PCE holds at 3.4% and M2 at 5.6%. The 10-year yield has now risen to 4.55% and the 30-year to 5.05% — the bond market demanding increasing compensation for inflation risk. With July 29 FOMC hike odds now at 25% (up from 0% last week), the inflation gap is pricing into rate expectations, not just yields. The July 14 CPI for June is the next critical data point.
💪
Consumer Resilience
Strong
May retail sales at +6.9% YoY remain the economy's anchor, and ISM Manufacturing at 53.3 in June confirms industrial expansion continues. Jobless claims of 219k (4-week avg) show consumers still hold their jobs, supporting spending resilience. But the key test comes July 16: June retail sales will reveal whether the softest hiring month in years (+57,000 jobs) has finally begun to restrain consumer behavior. At the same time, rising 30-year Treasury yields (5.05%) are making big-ticket purchases — homes, cars — materially more expensive.
3.53% 4.10% 4.68% 5.25% 1M 3M 6M 1Y 2Y 5Y 7Y 10Y 20Y 30Y
2s10s  +36 bps 3m10y  +69 bps Recession prob (12m)  7%
Curve Shape
▲ Normal

The curve remains normal and steepened further, with 2s10s widening to +36 basis points (from +31 last week). The week's move was driven entirely by hawkish rate repricing rather than data: yields rose across all maturities with no major release to catalyze it. The 1-year yield surged 8 bps to 4.06% — the sharpest mover — reflecting direct repricing of near-term Fed expectations toward a 25% hike probability at the July 29 meeting. The 30-year broke above 5.00% for the first time this cycle.

In plain terms: The yield curve slopes upward from left to right — a healthy sign that bond markets are not pricing a recession. This week's move is unusually significant: with no major economic data released, yields surged across the board as investors repriced the Fed from "might cut" to "might hike." The 30-year bond crossing 5% is a milestone — it means the bond market expects interest rates to stay elevated for a very long time. Higher long-term yields translate directly to higher mortgage rates. The pivotal moment comes Tuesday (July 14) when June CPI prints.

1 Mo 3.73%*
3 Mo 3.86%
6 Mo 3.96%*
1 Yr 4.06%
2 Yr 4.19%
5 Yr 4.27%
7 Yr 4.40%
10 Yr 4.55%
20 Yr 4.80%*
30 Yr 5.05%
Source: U.S. Treasury / Fed
Data as of Jul 10, 2026
* = interpolated
Jul
14
Consumer Price Index — June 2026
Bureau of Labor Statistics · 8:30am ET
Previous: +4.2% YoY headline / +2.9% core (May). The single most consequential data point before the July 29 FOMC. A core print at or below 2.7% collapses hike odds; a reading above 3.0% could push hike probability toward 40–50% and drive the 10-year Treasury above 4.7%.
Inflation
Jul
15
Producer Price Index — June 2026
Bureau of Labor Statistics · 8:30am ET
Previous: +6.5% YoY final demand / +0.8% core MoM (May). PPI leads CPI by 4–6 weeks; a meaningful deceleration here would bolster the case for inflation relief into Q3 and ease the Fed's bind heading into the July 29 decision.
Inflation
Jul
16
Retail Sales — June 2026
Census Bureau · 8:30am ET
Previous: +0.9% MoM / +6.9% YoY (May). With June payrolls at only +57,000 and participation at a 50-year low, the question is whether the hiring slowdown has begun restraining consumer spending. A sharp deceleration would confirm a labor-and-consumer double softening heading into the FOMC.
Consumer
Jul
17
Housing Starts & Building Permits — June 2026
Census Bureau / HUD · 8:30am ET
Previous: 1,177K starts (–15.4% MoM in May), the lowest since May 2020. With 30-year mortgage rates near 7.1% and the Fed a potential hike candidate, builders face both a demand problem and a financing problem. A second consecutive sub-1,200K reading would mark the weakest two-month stretch for new construction since the depths of the 2020 pandemic.
Housing
Jul
29
FOMC Rate Decision — July 2026 Meeting
Federal Reserve · 2:00pm ET
Current rate: 3.50–3.75%. Markets price 75% hold / 25% hike / 0% cut. The 10-year at 4.55% and 30-year at 5.05% reflect a bond market preparing for tightening. No press conference this meeting; Chair Warsh's written statement will carry extra weight. Monday's CPI (July 14) is the decisive input.
Fed Policy
Jul
30
GDP Advance Estimate — Q2 2026
Bureau of Economic Analysis · 8:30am ET
Previous: Q1 2026 final +2.1% annualized. The Q2 advance estimate lands the day after the FOMC — an immediate verdict on whether the Fed read the economy correctly. With June payrolls at 57,000 and ISM PMI at 53.3, Q2 growth likely decelerated. A sub-1.5% print would validate stagflation concerns; above 2.0% would challenge the slowdown narrative.
GDP

From Cut to Hike in Seven Days: Bond Markets Stage a Complete Reversal Ahead of Tuesday's Pivotal CPI Report

In the seven days since the last edition, markets staged one of the most complete single-week reversals in Federal Reserve rate expectations since the 2022 tightening cycle began. Last Sunday, CME FedWatch showed the July 29 FOMC meeting priced at 24% cut / 76% hold / 0% hike. By mid-week, that distribution had flipped entirely: 0% cut / 75% hold / 25% hike. No major economic data was released in the interim. The repricing was driven not by a single report but by the cumulative weight of the backdrop: CPI at 4.2%, Core PCE at 3.4%, M2 accelerating to 5.6%, a dot plot from June showing nine of eighteen Fed members already projecting at least one 2026 rate increase, and a labor market where the headline improvement masks deep structural softening. Markets are no longer asking whether the Fed can cut — they are beginning to ask whether it needs to hike.

Treasury yields reflected this repricing with unusual breadth and speed. The 1-year note jumped 8 basis points to 4.06% — the sharpest mover on the curve, reflecting the direct repricing of near-term Fed expectations. The 10-year rose 6 basis points to 4.55%, and the 30-year surged 8 basis points to 5.05%. The 2s10s spread widened to +36 basis points, the steepest the curve has been in this cycle. What makes this week's move particularly significant is that it was not driven by a catalyst — it was driven by a realization. Bond investors recalibrated their read of whether the FOMC's June hawkishness was rhetorical or operational. The 25% hike probability answers that question: a meaningful minority of market participants now believe the next FOMC move is a 25 basis-point increase.

"In seven days, markets flipped from 24% cut / 76% hold to 0% cut / 75% hold / 25% hike — a complete reversal without a single major data release."

The week's only meaningful data release was the weekly jobless claims report for the period ending July 4, published July 9. The 4-week moving average of initial claims fell to 218,750 — down 3,250 from the prior week's 222,000. The weekly print itself came in at 215,000. Taken in isolation, this is modestly positive: mass layoffs remain contained even as new hiring has stalled after June's 57,000 payroll miss. The "slow-hire, no-fire" labor dynamic that has characterized this cycle since spring 2026 appears intact. At 219k, claims are below levels historically associated with labor market distress (260-280k), suggesting that even under policy tightening, employers are retaining existing workers. The Fed can draw some reassurance from this: slower hiring is not yet translating into a layoff cascade.

The inflation picture, however, is what dominates. Tuesday's June CPI (July 14) is the single most consequential data point in the near-term macro calendar. The 1-year Treasury at 4.06% is already embedding significant inflation expectations into the near-term rate outlook. If June CPI shows headline above 4.0% — plausible if energy prices remain elevated — or if core CPI stays above 2.9%, hike probability could push toward 40-50% and the 10-year yield could breach 4.7%. Conversely, a benign print — headline CPI falling toward 3.4-3.7% as the Iran-related energy spike moderates, core near 2.6-2.7% — would likely collapse hike odds back toward zero and revive cut expectations. The range of plausible outcomes for a single CPI report has rarely been wider.

For consumers, the market repricing carries direct consequences. A 10-year Treasury at 4.55% implies 30-year fixed mortgage rates of 7.0–7.2%. The 30-year bond at 5.05% confirms that bond markets are demanding historically elevated inflation compensation for long-duration exposure. With the FOMC now a 25% hike candidate, there is no realistic path to mortgage rate relief in the near term. If Tuesday's CPI surprises to the upside, rates could push higher still before the July 29 decision. The economy faces a narrowing corridor: growth remains solid (Q1 GDP final +2.1%, retail sales +6.9%), but the cost of sustaining that growth is rising rapidly across every borrowing category. Tuesday morning will be the first definitive signal of which direction the corridor leads.

Current Reading
CAUTIOUS
Composite Score: 35 / 100
Contraction Caution Neutral Expansion Overheated
Next decision: July 29, 2026  ·  Current rate: 3.50% – 3.75%
75% Hold
25% Hike
CUT HOLD HIKE

What this means for your wallet: Markets have completely reversed their July 29 outlook in one week — from 24% cut probability to 25% hike probability. If the Fed hikes on July 29 (a 25% chance), the federal funds rate would rise to 3.75–4.00%, pushing mortgage rates from around 7.0–7.2% to approximately 7.3–7.5%, adding roughly $65–$75 per month to a $400,000 mortgage. Even in the base case (75% hold), rates will not fall before the July 29 decision. Every 0.25% the Fed eventually cuts translates to roughly $50/month savings on a $400,000 adjustable-rate mortgage — but that outcome now depends entirely on whether Tuesday's June CPI (July 14) surprises to the downside.

View All →