Bond Report: Treasury yields dive amid global growth worries

Daily Trade

Bond yields fell on Tuesday as U.S. investors returned from the festive break with concerns about a slowing global economy driving the action.

What’s happening
  • The yield on the 2-year Treasury
    TMUBMUSD02Y,
    4.361%

    fell 7 basis points to 4.353%. Yields move in the opposite direction to prices.

  • The yield on the 10-year Treasury
    TMUBMUSD10Y,
    3.760%

    retreated 12.8 basis points to 3.751%.

  • The yield on the 30-year Treasury
    TMUBMUSD30Y,
    3.861%

    dropped 11.7 basis points to 3.855%.

What’s driving markets

The new year has started as the previous finished, with major central bankers stressing the need to keep tightening monetary policy to damp inflation, despite warnings from the International Monetary Fund that that the U.S., European Union and China economies are all slowing at the same time.

The December Caixin survey showed Chinese manufacturing contracted for a fifth month in a row as COVID-19 restrictions bit.

European Central Bank President Christine Lagarde told a Croatian newspaper over the weekend that: “At the moment, ECB policy rates must be higher to curb inflation and bring it down to our target of 2%…That process is essential because it would be even worse if we allowed inflation to become entrenched in the economy.”

German consumer prices data for December are due for release at 1 p.m. GMT (8 a.m. U.S. Eastern. Ten-year bund yields
TMBMKDE-10Y,
2.388%

fell 10 basis points to 2.357%, tracking declines in Treasury yields, as the worries about global growth persisted.

Lagarde’s comments match the rhetoric coming from the U.S. Federal Reserve. Markets are pricing in a 72.3% probability that the Fed will raise interest rates by another 25 basis points to a range of 4.50% to 4.75% after its meeting on February 1st, according to the CME FedWatch tool.

The central bank is expected to take its Fed funds rate target to 4.95% by June 2023, according to 30-day Fed Funds futures.

U.S. data on the slate for Tuesday include include the December S&P U.S. manufacturing PMI at 9:45 a.m. and the November reading of construction spending at 10 a.m., both times Eastern.

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