Treasury yields fall, with inflation data in focus

Treasury yields fall, with inflation data in focus


U.S. Treasury yields fell early on Thursday, with investors focused on the inflation data due out later in the morning.

The yield on the benchmark 10-year Treasury note fell 3 basis points to 2.3270% at 4:30 a.m. ET. The yield on the 30-year Treasury bond moved under a basis point lower to 2.4789%. The rate on the 5-year U.S. government bond dropped 4 basis points to 2.4065%, while the 2-year Treasury yield was down 3 basis points to 2.2902%.

Yields move inversely to prices and 1 basis point is equal to 0.01%.

February’s personal consumption expenditures index, which is the Federal Reserve’s preferred measure of inflation, is due out at 8:30 a.m. ET on Thursday.

Rising inflation, exacerbated by the Russia-Ukraine war, has led to concerns that this could weigh on economic growth.

Russia said Tuesday it would reduce its military presence in some parts of Ukraine, but several countries — including the U.S. and U.K. — remained skeptical over Moscow’s pledge, and Russian attacks on Ukraine continued Wednesday.

Fed Chairman Jerome Powell said last week that the U.S. central bank could become more aggressive with its interest rate hikes in order to get inflation under control.

On Monday, the 5-year Treasury yield rose above the rate on the 30-year U.S. government bond, known as a yield curve inversion, for the first time since 2006. Historically, yield curve inversions have happened prior to recessions.

However, the inversion that is considered more important by traders is that between the 2-year and 10-year Treasury yields. This spread effectively became flat on Tuesday, according to CNBC data, while other sources showed the curve briefly inverting.

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Hugh Gimber, global market strategist at JPMorgan Asset Management, told CNBC’s “Squawk Box Europe” that a global recession was still not his base investment case for 2022.

“I acknowledge that recessionary risks have risen so far this year, given the shock to commodity prices that really does feed through into squeezing consumer incomes but when you look at the strength of consumer balance sheets coming into this shock we had strong tailwinds,” Gimber said, pointing out that many consumers had built up savings over the past couple of years.

February’s personal income and spending numbers are due out at 8:30 a.m. ET on Thursday.

The number of initial jobless claims filed during the week ended March 26 is also set to be released at 8:30 a.m. ET.

Auctions are scheduled to be held for $35 billion of 4-week bills and $30 billion of 8-week bills.

CNBC’s Holly Ellyatt contributed to this market report.



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