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Treasury yields are sinking

US Treasurys are rallying on Friday after a slowdown in core consumer prices and disappointing retail sales.

Core CPI came in at up 1.9% year-over-year in April, down from March’s 2.0% print. Additionally, retail sales printed up 0.4%, missing the 0.6% that economists were expecting. 

Buying across the Treasury complex is having the biggest impact on the belly of the curve, with yields there down as much as 5 basis points. Here’s a look at the scoreboard as of 10:23 a.m. ET:

  • 2-year -3.6 bps @ 1.299%
  • 3-year -4.8 bps @ 1.500%
  • 5-year -5 bps @ 1.865%
  • 7-year -4.9 bps @ 2.146%
  • 10-year -4.8 bps @ 2.340%
  • 30-year -2bps @ 3.000%

Treasury yields had been climbing over the past couple of weeks as markets have been pricing in a more optimistic outlook for the US economy. Strong employment data has caused economists to talk about the absence of slack in the labor market and the resulting upward pressure on wages. That outcome would theoretically cause a pick up of inflation in the US, and has the market expecting the Fed to raise rates at its June meeting. 

However, that buying was unable to run the benchmark 10-year yield above resistance in the 2.40% area. That failure has traders turning their attention to support near 2.30%. If the breaks down, look for a retest of the recent low near 2.20%. 

Friday’s bid has caused some steepening along the yield curve, with the 5-30-year spread wider at 113.5 bps.

 

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Read more stories on Business Insider, Malaysian edition of the world’s fastest-growing business and technology news website.



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