Treasury yields dip further as traders assess more hawkish Fedspeak

Daily Trade

Treasury yields extended their declines into Tuesday’s afternoon session as traders weighed fresh comments from another Federal Reserve official who warned against cutting policy interest rates too hastily.

What’s happening

  • The yield on the 2-year Treasury
    BX:TMUBMUSD02Y
    dropped 9.1 basis points to 4.379% from 4.470% on Monday.

  • The yield on the 10-year Treasury
    BX:TMUBMUSD10Y
    fell 8 basis points to 4.083% from 4.163% on Monday.

  • The yield on the 30-year Treasury
    BX:TMUBMUSD30Y
    retreated 5.7 basis points to 4.288% from 4.345% on Monday.

  • Ten- and 3-year Treasury yields had ended Monday with their biggest two-day advances since June 2022 and March 2020, respectively. The 2-year rate had its biggest two-day advance since May of last year.

What’s driving markets

On Tuesday, Cleveland Fed President Loretta Mester said it would be a mistake to cut rates too soon or too quickly without sufficient evidence that inflation is moving sustainably back to 2%. Her remarks reinforced the central bank’s need to push back on the timing of the first rate cut this year.

Meanwhile, Treasury’s $54 billion of 3-year notes was met with decent demand and helped to keep Tuesday’s buying momentum intact.

For now, traders are pricing in an 80.5% probability that the Fed will leave its benchmark interest rates unchanged at between 5.25%-5.5% at its meeting on March 20, according to the CME FedWatch Tool.

The probability of at least a 25-basis-point rate cut by the subsequent meeting in May is seen at 67.8%. The central bank is still mostly expected to take its fed-funds rate target down to at least between 4%-4.25% by December.

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