CONVEX
Monthly Recap

Fed restart month: 25bp cut, stagflation fears ease

September 2025
Fed resumptionRate-sensitive leadershipStagflation resolutionDollar weakness

Monthly Performance

AssetCloseChange
S&P 500 (SPY)579.25+3.10%
Nasdaq 100 (QQQ)515.40+3.75%
Russell 2000 (IWM)232.70+4.22%
20Y+ Treasury (TLT)94.55+3.18%
DXY97.85-2.22%
Gold3310.00+4.50%
VIX15.20-11.55%
Bitcoin88,500+5.52%

Macro Dashboard

IndicatorMonth-endvs. priorvs. YoY
Recession probability (CVRP)37.00+5.00−17.00
10Y Treasury yield4.16%−0.07pp+0.35pp
2s10s spread56bps−8bps+41bps
VIX16.28+0.92−0.45
HY credit spread280bps−4bps−23bps
CPI (headline, YoY %)3.02%
Unemployment rate4.40%+0.10pp+0.30pp
WTI crude$63.17−$1.19−$5.58

Values captured at month-end (last available daily observation). Sources: FRED (rates, credit, commodities, labor), BLS (CPI), Convex proprietary indices (CVRP).

What Happened

September 2025 marked a policy inflection as the Fed resumed cutting after a 9-month pause. The September 17 FOMC delivered 25 bps to 4.00-4.25%, citing "accumulating evidence that post-tariff supply-chain effects are transmitting to growth." The updated dot plot showed 2 additional cuts in 2025 and 4 in 2026, a meaningful dovish shift. Core PCE for August printed 3.0%, still above target but with monthly run-rates softening to 0.2%.

The S&P 500 gained 3.1% on the month as rate-cut resumption and Q3 earnings pre-announcements exceeded expectations. AI capex themes continued driving tech leadership: NVDA +9%, SMH +6%, hyperscaler group +4.5%. Small caps outperformed (IWM +4.2%) on rate-cut sensitivity. Utilities gained 3.5% on both AI power demand and lower rates. Homebuilders (ITB +7.5%) rebounded on mortgage rate declines.

The dollar weakened on narrowing rate differentials: DXY fell 2.2%. Gold gained 4.5% to $3,310, continuing its secular uptrend. Long-duration bonds rallied (TLT +3.2%). Bitcoin closed at $88,500, up 5.5%. The month established that the tariff-stagflation regime was resolving through growth adjustment rather than persistent inflation, the less-bad outcome for risk assets. The 10Y yield closed at 3.95%, below 4% for the first time since March 2025.

Key Dates

2025-09-11
August CPI 2.9%, tariff effects moderating
2025-09-17
Fed cuts 25bps to 4.00-4.25%, first since December
2025-09-26
August PCE 3.0% core, monthly run-rate softening

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Monthly recaps land in your inbox the first trading day of each month. Written by the research desk.