Bond Report: Treasury yields reverse some of last week’s sharp retreat

Daily Trade

Treasury yields rose Monday morning as traders considered a slight chance of another Federal Reserve rate hike by January.

What’s happening

  • The yield on the 2-year Treasury
    BX:TMUBMUSD02Y
    rose 7.1 basis points to 4.899% from 4.828% on Friday. Yields move in the opposite direction to prices.

  • The yield on the 10-year Treasury
    BX:TMUBMUSD10Y
    climbed 5.6 basis points to 4.613% from 4.557% on Friday.

  • The yield on the 30-year Treasury
    BX:TMUBMUSD30Y
    added 4.6 basis points to 4.796% from 4.750% on Friday.

What’s driving markets

Government bond yields jumped on Monday as traders and economists re-evaluated their views on the likelihood of a slowdown in the U.S. economy and considered more action from the Federal Reserve early next year.

Economists at U.K. bank Barclays, one of the primary dealers for U.S. Treasurys, pushed back their call for a Fed rate hike to January. Fed funds futures traders are also putting a 14.8% chance of a quarter-point hike occurring by January, which would lift the fed-funds rate target to 5.5%-5.75%. That’s up from 8.6% on Friday.

The weekly drop in Treasury yields seen last Friday has worked against the central bank, leaving officials in a “circularity loop” that undermines its ability to formulate policy based on tightened conditions, according to Barclays.

Fed Governor Lisa Cook is expected to speak at Duke University at 11 a.m. Eastern time. The central bank’s senior loan officer survey for October is set to be released at 2 p.m.

What strategists are saying

“While markets took last week’s data as evidence the economy has finally stopped overheating, and some analysts are even doubling down on their forecasts for a Q4 recession, we think reports of the death of this economic expansion are greatly exaggerated,” said Will Compernolle, a macro strategist at FHN Financial in New York. “Going down the list from last week: The ISMs have struggled to reliably predict the hard economic data the past year, confidence and sentiment indicators likewise have deteriorated even as household spending has remained resilient, the JOLTS data are still fairly strong, and the October employment report was not nearly as weak as the headline numbers suggested.”

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