Bond Report: Treasury Yields Clinch Biggest Monthly Decline Since December

Treasury prices fell Friday, trimming this week’s climb in yields, as hopes for progress in U.S.-China trade talks sapped appetite for U.S. government paper, with investors turning to risky assets like stocks.

Still, bond yields fell overall for the month and the quarter as investors digested the Federal Reserve’s dovish turn at its March meeting where policy makers indicated they expected no rate increases this year after previously signaling they had expected two hikes.

“The market is still trying to process the change of hearts by the Federal Reserve,” Thanos Bardas, global co-head of investment grade bond investments at Neuberger Berman, told MarketWatch.

The 10-year Treasury note yield TMUBMUSD10Y, +0.58% rose 2.6 basis points to 2.416%, reducing its weekly slide to 4.3 basis points. The benchmark bond fell 30 basis points in March and 27 basis points in the first three months of the year.

The two-year note yield TMUBMUSD02Y, +1.08% picked up 4.8 basis points to 2.276%, trimming it weekly decline to 5.6 basis points. The 30-year bond yield TMUBMUSD30Y, -0.15% rose a basis point to 2.820%, cutting its weekly drop to 7.3 basis points. All three maturities recorded their biggest monthly decline since Dec. 2018. Bond prices move inversely to yields.

See: Bond market’s March madness leaves Treasury yields on track for biggest monthly drop since 2016

On Friday, global equities climbed and government paper sold off as U.S. and Chinese officials concluded this week’s round of trade talks in Beijing. U.S. Trade Representative Robert Lighthizer and Treasury Secretary Steven Mnuchin held a working dinner on Thursday with Chinese Vice Premier Liu He, who will make a reciprocal visit to Washington next week.

“There are signals that both sides wish to conclude an agreement, and have gotten to the point where specific wording details are being addressed,” said analysts at Macquarie.

See: Mnuchin, Lighthizer kick off new round of trade negotiations in Beijing

China’s Shanghai Composite SHCOMP, +3.20%  index finished higher by more than 3% on Friday. The S&P 500 SPX, +0.67% and the Dow Jones Industrial Average DJIA, +0.82% were on course to end modestly higher.

Yields maintained their buoyancy even after price consumption expenditures, the Fed’s preferred inflation measure, fell 0.1% in January, pushing the yearly rate to 1.4%, its lowest annual pace since late 2016. As inflation can weigh on a bond’s fixed-interest payments, weaker price pressures can push yields lower.

In other economic data, the Chicago purchasing manager index for March fell to 58.7 from 64.7. Meanwhile, new home sales surged in February by 4.9%, and March’s consumer sentiment reading to 98.4.

Read: Risk of a no-deal Brexit on the rise after third rejection of May’s vote, say analysts and EU

Investors scrutinized speeches from senior Fed officials, capping a busy week for the central bank. Dallas Fed President Robert Kaplan said he wouldn’t rule out a rate hike this year, and Randal Quarles, the Fed’s vice chairman for supervision, said further rate increases may be merited later.

Investors appeared to pay little attention to remarks by White House economic adviser Larry Kudlow, who said he wanted the Fed to “immediately” cut its benchmark interest rate by 50 basis points.

Read: White House’s Kudlow calls for Fed to ‘immediately’ make a half-point cut — and then walks it back a bit

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