Bond Report: Bond yields ease after weakness on short-end of the curve

Daily Trade

Bond yields were down a touch on Monday, after a week in which short-term yields moved higher, while longer-term securities took a breather.

What’s happening

  • The yield on the 2-year Treasury
    BX:TMUBMUSD02Y
    was 5.07%, down 1.3 basis points. Yields move in the opposite direction to prices.

  • The yield on the 10-year Treasury
    BX:TMUBMUSD10Y
    was 4.22%, down 1 basis points.

  • The yield on the 30-year Treasury
    BX:TMUBMUSD30Y
    was 4.27%, down 2.1 basis points.

Last week, the two-year yield rose by 12 basis points, while the 10-year and 30-year were mostly steady, according to Dow Jones Markets Data.

What’s driving markets

Federal Reserve Chair Jerome Powell on Friday suggested the central bank might have to raise interest rates further if economic data continued to strengthen more than expected.

Analysts at Barclays Capital led by Anshul Pradhan say they are still recommending shorting 2-year Treasurys as the markets are understating the path of monetary policy.

“U.S. data suggest that the economy remains strong and worries about the weakness in soft data and the adverse effects of the recent tightening of financial conditions are likely overdone,” they say.

Further out the curve, they say bond markets have not overreacted to recent news flow and that yield levels are not stretched.

There’s no economic data set for release on Monday, the start of a busy week that includes PCE price index and nonfarm payrolls data.

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