U.S. July CPI released.

The importance of this data is higher than in the past few months.

That’s because the market is now leaning almost “50-50” on September policy:

Keep interest rates at around 50%, and a 25-basis-point rate hike about 50%.

What the Federal Reserve does next—tonight’s CPI is likely to be the set of data that breaks the balance.

Current market expectations:

Headline CPI year over year: 3.4%,

Core CPI year over year: 2.5%.

If inflation comes in clearly above expectations, expectations for a rate hike may heat up again;

If inflation continues to cool, market expectations for holding rates in September may regain the upper hand.

After the CPI is released, how will the probability of a September rate hike change?