Nomura flags a possible source of selling pressure in event of market pullback

Published 12/09/2025, 10:20
© Pavlo Gonchar / SOPA Images/Sipa via Reuters Connect

Investing.com - The blue-chip Dow Jones Industrial Average has notched a record-high close, while the benchmark S&P 500 and tech-heavy Nasdaq Composite have touched all-time peaks as well.

On Thursday, sentiment was underpinned by figures showing that U.S. consumer prices growth accelerated in August, albeit roughly in line with expectations, while weekly initial jobless claims ticked up to nearly a four-year high. The numbers reinforced bets that the Fed would slash rates at its September 16-17, with officials seen prioritizing an easing labor market over sticky inflation.

Despite a swoon in April following the unveiling of sweeping "reciprocal" U.S. tariffs, Wall Street averages have surged so far in 2025, with the S&P 500 in particular climbing by 12.25% year-to-date.

Still, some risks to the rally remain, with volatility-linked strategies, such as volatility control funds and equities trend-tracking commodity trading advisers control funds, hovering around their maximum long exposure, analysts at Nomura have flagged. These investment strategies typically aim to purchase equities when markets are calm and sell during ructions.

Now, the long exposure of dealer options positioning -- the risk exposure held by options market makers -- and exchange-traded funds that use financial derivatives and debt to amplify returns have been cited by the brokerage as other sources of possible heavy selling in the event of a wider stock pullback.

The Nomura analysts estimated that a market decline of 3% to 5% would see this group exiting between $86 billion and $123 billion of exposure across ETFs following the S&P 500, Nasdaq and small-cap-focused Russell 2000.

A "smallish volatility ’blip’" could also create a much larger "deleveraging impact," the Nomura analysts said, adding that support from demand for corporate stock buybacks is slowly fading.

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