According to @StockMKTNewz, both short- and long-run University of Michigan inflation expectations fell to 11-month lows, indicating softer price expectations in the latest survey readout (source: @StockMKTNewz; source: LuxAlgo on X). Traders monitor this release for potential shifts in rate expectations, USD moves, and cross-asset positioning that can influence crypto liquidity during the U.S. session (source: @StockMKTNewz).

According to The Kobeissi Letter, long-term US inflation expectations have surged to 4.1%, the highest level since 1993. This increase typically influences market movements, but the impact was altered following recent GDPNow data. Traders should focus on how these inflation expectations and GDP data interplay could affect market volatility and asset pricing.