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Longer-term yields climb, 30-year TIPS yield goes positive

  • The benchmark 10-year yield was last up 5.1 basis points at 1.338%, its highest level since Feb. 26, 2020.
  • The 30-year US Treasury yield reached a new one-year high of 2.135%. It was last 5.7 basis points higher at 2.1327%.
Published February 19, 2021

CHICAGO: US Treasury yields on the longer end of the curve rose to new one-year highs on Friday as improved risk appetite boosted Wall Street, while the yield on 30-year inflation-protected securities (TIPS) turned positive for the first time since June.

The benchmark 10-year yield was last up 5.1 basis points at 1.338%, its highest level since Feb. 26, 2020.

The 30-year US Treasury yield reached a new one-year high of 2.135%. It was last 5.7 basis points higher at 2.1327%.

"There's a little bit of positive momentum back in equities. So you've got more risk appetite," said Jim Vogel, senior rates strategist at FHN Financial in Memphis, Tennessee.

US stock indexes opened higher as a technology-related stocks rose after a sell off earlier in the week.

Meanwhile, the 30-year TIPS yield, which had been in negative territory since June, surpassed the 0% mark, rising after a weak auction of $9 billion of the securities on Thursday. It was last at 0.014%.

"It's hard to build a fundamental case for 30-year TIPS yields to be negative ever," Vogel said. "Over 30-years, that's a lot of Fed accommodation for a long time."

The 10-year TIPS yield also rose to its highest level since November. It was last at -0.817%.

The two-year Treasury yield, which typically moves in step with interest rate expectations, fell to 0.105% on Thursday, matching a record low reached on Feb. 8. It was last unchanged at 0.1088%. A closely watched part of the yield curve, which measures the gap between yields on two- and 10-year Treasury notes , was last 3.44 basis points steeper at 122.11 basis points.

Looking ahead to next week, the Treasury Department will auction $60 billion of two-year notes on Tuesday, $61 billion of five-year notes on Wednesday, and $62 billion of seven-year notes on Thursday.

"Five-year supply should be absorbed, (two-year notes) will go away and aren't really supply, and (seven-year notes) will be the big question mark," Vogel said, pointing to concern over whether the seven-year note action can clear below 1%.

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