Bond Report: 10-year Treasury Yield Posts Largest Weekly Drop In More Than 2 Months

Treasury yields on Friday booked a weekly drop as geopolitical instability kept investors pouring into the perceived safety of government paper, but for the day, rates of government paper rose as a robust raft of economic data suggested U.S. growth would maintain its steady clip, ahead of a key monetary-policy update on Wednesday.

How did Treasurys perform?

The 10-year Treasury note yield TMUBMUSD10Y, +0.00% was up 2.4 basis points to 2.848%, paring the weeklong decline to 4.6 basis points, the largest five-day drop since Dec. 29.

While, the 30-year bond rate TMUBMUSD30Y, +0.00%  rose 2.1 basis points to 3.081%, trimming the weeklong fall to 7.8 basis points, also notching its steepest five-day fall since Dec. 29.

The 2-year note yield TMUBMUSD02Y, +0.00% TMUBMUSD02Y, +0.00% most sensitive to expectations for central-bank policy, rose 0.8 basis point to 2.295%, the highest since Aug. 2008. The day’s move contributed to a weeklong 2.9 basis point climb.

Bond prices move in the opposite direction of yields.

What’s driving Treasury trade?

The 10-year Treasury note yield struggled to push higher this week as mixed economic data halted some of the bearish sentiment that has pervaded the security in past weeks. That has left investors and economists debating whether the U.S. has started to run out of steam in the first-quarter. Concerns that inflation would flare-up and erode the purchasing power of Treasurys, and pushing the Federal Reserve to hike rates more than three times this year have unnerved financial markets in recent months.

See: ‘Benign inflation’ should stave off a bear market in bonds, says IIF

But at least on Friday, the data suggested there was still plenty of life in the U.S. economy, pushing the 2-year yield to its highest levels since 2008. Short-dated yields also rose as investors began to look ahead to next week’s Fed policy meeting, where Jerome Powell will preside over his first news conference as chairman of the central bank. Traders are pricing in a 94.4% chance of a quarter-of-a-percentage point rate increase on March 21.

Read: What to expect from the new Fed dot plot on interest rates

Recent geopolitical turmoil has helped lift long-dated Treasurys and hurt stocks SPX, +0.17% National security adviser H.R. McMaster is expected to leave according to reports. His exit would mark the latest departure from the White House’s staff, highlighting the rapid turnover in the senior ranks of President Donald Trump’s administration.

The White House also applied fresh sanctions against Russia for interfering in the 2016 Presidential election. While, Mueller subpoenaed documents from the Trump Organization as part of the Russia probe.

Also check out: Russia to expand U.S. blacklist in retaliation for Trump sanctions

What did market participants say?

“There’s still value in Treasurys. There’s been buyers on the long-end, flattening the curve,” said Gregory Peters, senior portfolio manager for PGIM Fixed Income, referring to the yield curve, a line tracing out a bond’s maturities against its yields. Usually that line slopes up the as the maturities get longer because investors demand higher rates in exchange for lending money. However, a flattening yield curve has tended to signal that investors are bearish on the longer-term economic outlook.

”As was the case two weeks ago, the driver has been [White House] news. Markets are less sensitive this morning to pending turnover in the national security chain of command than in the ongoing changes in statesmanship and economic policy,” said Jim Vogel, interest-rate strategist at FTN Financial.

What other data were on investors’ radar?
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