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Bond yields dip as equity angst boosts haven demand

Bond yields fell on Thursday as a wobble in stock markets boosted the attractiveness of government paper.What’s happening The yield on the 2-year Treasury TMUBMUSD02Y, 4.199% slipped by 3.4 basis points to 4.212%. Yields move in the opposite direction to prices. The yield on the 10-year Treasury TMUBMUSD10Y, 3.560% retreated 2.2 basis points to 3.572%.

bond-yields-dip-as-equity-angst-boosts-haven-demand

Bond yields fell on Thursday as a wobble in stock markets boosted the attractiveness of government paper.

What’s happening
  • The yield on the 2-year Treasury TMUBMUSD02Y, 4.199% slipped by 3.4 basis points to 4.212%. Yields move in the opposite direction to prices.
  • The yield on the 10-year Treasury TMUBMUSD10Y, 3.560% retreated 2.2 basis points to 3.572%.
  • The yield on the 30-year Treasury TMUBMUSD30Y, 3.764% fell 1.2 basis points to 3.776%.
What’s driving markets

A sell-off in stock futures coincided in buying of government bonds as investors continued to weigh the prospects for an economic slowdown, easing inflation, and the trajectory of interest rate hikes by the Federal Reserve.

The Fed’s Beige Book of business anecdote, published Wednesday afternoon, showed  “some slowdown in activity and tightening in lending standards,” according to analysts at NatWest Markets. 

Markets are pricing in a 82.8% probability that the Fed will raise interest rates by another 25 basis points to a range of 5.0% to 5.25% after its meeting on May 3rd, according to the CME FedWatch tool.

The central bank is expected to take its Fed funds rate target back down to 4.7% by December, according to 30-day Fed Funds futures.

U.S. economic updates set for release on Thursday include the weekly initial jobless claims and the Philadelphia Fed manufacturing survey for April, both due at 8:30 a.m. Eastern. The March existing home sales report and U.S. leading economic indicators data will be published at 10 a.m.

And there’s a batch of Fed speakers, too. Fed Governor Christopher Waller will make comments at noon; Cleveland Fed President Loretta Mester will talk at 12:20 p.m.; the Dallas Fed listens event with Dallas Fed President Lorie Logan and Fed Governor Michelle Bowman will begin at 3 p.m.; and Atlanta Fed President Raphael Bostic will speak at 5 p.m.

What are analysts saying

Bill Adams, chief economist for Comerica Bank, said that with the April Beige Book suggesting the U.S. economy was “reverting to its cool trend…the question for the Fed has shifted from how much to hike at each meeting to whether to hike at all.”

“After job growth of 345,000 per month in the first quarter and persistent core inflation, the Fed is probably not ready to stop raising rates. They are very likely to raise the Fed Funds target another quarter percentage point at their next decision in two weeks, to a range of 5.00%-to-5.25%.”

“But by their June decision, FOMC members will have more data in hand to validate the slowdown reported in the April Beige Book. That means the Fed will likely decide to hold their policy rate unchanged in June, and watch for the next few months for how quickly the economy and inflation cool,” Adams concluded.

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