Bond Report: 10-year Treasury Note Yield Hits Three-month Low Near 2.60%

Treasury prices rose Tuesday, pushing yields lower, after a weaker-than-expected core gauge of consumer prices and a well-received auction of U.S. government paper.

The 10-year Treasury note yield TMUBMUSD10Y, -1.19% fell 3.8 basis points to 2.605%, while the 2-year note yield TMUBMUSD02Y, -1.16%  was down 2.5 basis points to 2.455%. Both maturities hit their lowest close since Jan. 3.

The 30-year bond yield TMUBMUSD30Y, -1.21% slipped 4.3 basis points to 2.990%, its lowest since Feb. 19, marking its steepest single-day decline since Feb. 7. Bond prices move inversely to yields.

February’s consumer price index grew 0.2%, in line with expectations from economists polled by MarketWatch. But on the more widely-watched core reading stripping out for volatile energy and food prices, inflation rose 0.1%, falling short of the forecast for a 0.2% increase. Slower price growth can moderate the corrosive influence of inflation on a bond’s interest payments.

“The latest inflation report takes it much further away from the bond market’s concerns in the short-term,” said Eddie Vataru, a portfolio manager at Osterweis Capital Management.

While tight labor market conditions have helped generate steady wage growth, analysts see few signs of runaway inflation that could prompt the Federal Reserve to pursue another rate hike soon. Government bonds are vulnerable to rising rates, as existing bonds are discounted to match the higher yields of newly issued debt.

“Treasury yields are falling because market participants are shifting to a more dovish outlook on inflation,” said John Herrmann, a rates strategist for MUFG Securities, in emailed comments.

See: Muted inflation is taking Fed out of the picture for bond buyers

Read: Inflation perk ups in February, CPI shows, but not enough to set off any alarm bells

Investors also showed strong appetite for the Treasury Department’s auction of $24 billion of 10-year notes, suggesting that market participants don’t expect another interest rate hike in the short-term. The auction “stopped through” 0.8 basis points at 2.615%, below where the market was trading at the time, a sign that the fresh supply was well-received. Sales of new bonds can influence trading for the outstanding market.

Treasurys initially came under pressure in overnight trading after U.K. Prime Minister Theresa May said she had secured changes to Britain’s deal to leave the European Union, diminishing concerns around a worst-case scenario hard Brexit further, and, in turn, appetite for haven investments. But May failed to get her deal through Parliament.

However, she lost Tuesday’s vote on her revised Brexit deal by a 149-vote margin, with a second vote set to take place on Wednesday that will determine if a so-called hard Brexit, one in which no formal trade pact is struck with Europe before the March 29 deadline.

The 10-year U.K. government bond yield TMBMKGB-10Y, -1.62%  was up a single basis point to 1.16%, after touching an intraday high of nearly 1.25%, Tradeweb data show.

Check out: Pound climbs after PM May wins assurances over Brexit backstop

Don’t miss: Here’s what’s next for Brexit and the British pound

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