Latest Extrapolation on Monetary Flow Proxies

The latest extrapolations in seasonal contraction in monetary flows which I have Nattered about before, take it for what its worth.

08/1/2015    ,,,,,    0.08    ,,,,,    0.28
09/1/2015    ,,,,,    0.05    ,,,,,    0.25
10/1/2015    ,,,,,    -0.03    ,,,,,    0.19
11/1/2015    ,,,,,    0.00    ,,,,,    0.18
12/1/2015    ,,,,,    -0.01    ,,,,,    0.10
01/1/2016    ,,,,,    -0.02    ,,,,,    0.11
02/1/2016    ,,,,,    -0.01    ,,,,,    0.12
03/1/2016    ,,,,,    0.01    ,,,,,    0.10

Roc (rate of change) in R-gDp (Real GDP - left) drops by 11.
Roc in inflation (right) drops by 18.

Translated, the rate of growth for: R-gdp or real product goes negative while "inflation" or growth in means of payment gets sliced by 66%. Resulting in lowered revenues, production cuts, and layoffs. Less dollar flow means, lower aggregate demand, higher dollar, lower commodities, wash, rinse, spin, repeat, self reinforcing spiral.  And if the Fed does not start raising, they have no where to go but NIRP.  Some bank held cash accounts will pay a penalty and safe keeping in short term bonds, notes and bills will cost investors money.  
Someone is already yelling... "Credit Suisse Group AG last week decided to stop making a market in government bonds across Europe and Deutsche Bank AG is quitting trading agency residential mortgage-backed securities."  What will that do for bond and collateral liquidity?

Monetary Flow extrapolations courtesy of one of our mentors, Salmo Trutta aka Proximo.