TREASURIES-Yields slip, along with U.S. stocks, before inflation data

By Kitco News / February 13, 2018 / www.kitco.com / Article Link

By Gertrude Chavez-Dreyfuss

NEW YORK, Feb 13 (Reuters) - U.S. long-dated Treasury yields slipped on Tuesday in quiet trading, tracking the decline in stocks ahead of a crucial U.S. inflation report on Wednesday that could shed more light on the pace of future interest rate increases by the Federal Reserve.

"We're seeing stocks trading lower and so perhaps the Treasury market is a little bit on edge," said Gennadiy Goldberg, interest rates strategist, at TD Securities in New York.

"I think overall the market is waiting for tomorrow's CPI (consumer price index) report and it's unwilling to put in strong positions ahead of that report. People want to see if it would confirm the recent trend of strong inflation and strong growth."

Economists expect a 0.3 percent rise in inflation in January and a core figure of 0.2 percent, according to a Reuters poll.

Investors started to worry more about inflation after a prolonged period of stagnant price gains, spooked by robust wage increases of 2.9 percent in the January U.S. jobs report, and its impact on borrowing costs.

That caused sharp volatility in the stock market.

U.S. 10-year yields, which move inversely to prices, have risen about 43 basis points so far this year. U.S. 30-year yields are on similar path, climbing 38 basis points in 2018.

Part of the run-up, however, was not all due to events in the United States, analysts said.

TD's Goldberg said global central banks such as the European Central Bank and Bank of England have started to normalize their monetary policies, pushing yields higher. That has spilled over to the U.S. Treasury market.

"There is a global re-pricing of the quantitative easing trade," Goldberg said.

In late-morning trading, U.S. 10-year yields fell to 2.842 percent from 2.855 percent late on Monday. U.S. 10-year yields hit 2.902 percent on Monday, the highest since January 2014.

U.S. 30-year bond yields fell to 3.129 percent , from Monday's 3.136 percent. The yield on the maturity touched an 11-month peak of 3.139 percent on Monday.

February 13 Tuesday 10:48 AM EST / 1548 GMT

PriceUS T BONDS MAR8 144-12/32-0-1/32 10YR TNotes MAR8 120-244/2560-16/256

PriceCurrent Net

Yield % Change

(bps)Three-month bills 1.58 1.60840.007Six-month bills 1.7625 1.8031-0.016Two-year note 99-206/256 2.102 0.025Three-year note 99-208/256 2.31510.011Five-year note 99-46/2562.552 -0.002Seven-year note 98-100/256 2.7556-0.00610-year note 99-44/2562.8457-0.00930-year bond 97-116/256 3.1315-0.004

DOLLAR SWAP SPREADS

Last (bps) Net

Change

(bps) U.S. 2-year dollar swap26.00-1.75spread U.S. 3-year dollar swap18.00-0.50spread U.S. 5-year dollar swap 9.50 0.00spread U.S. 10-year dollar swap1.00 0.00spread U.S. 30-year dollar swap-17.50-0.50spread (Reporting by Gertrude Chavez-Dreyfuss; Editing by Jeffrey Benkoe)

Disclaimer: The views expressed in this article are those of the author and may not reflect those of Kitco Metals Inc. The author has made every effort to ensure accuracy of information provided; however, neither Kitco Metals Inc. nor the author can guarantee such accuracy. This article is strictly for informational purposes only. It is not a solicitation to make any exchange in commodities, securities or other financial instruments. Kitco Metals Inc. and the author of this article do not accept culpability for losses and/ or damages arising from the use of this publication.

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