Treasury yields rise

24 Jan, 2018

Treasury yields rose on Monday after US lawmakers reached a deal to reopen the federal government, three days into the shutdown. Yields recovered earlier intraday losses, rising to just below the multi-year highs set in early trading on Monday. The morning sell-off saw yields on the 10-year note hit three-and-a-half-year highs, while yields on the two-year note hit nine-year highs.
Though highs were set, the market's movement on Monday was fairly muted. In spite of the volatile political situation, the margin between the two-year yield's low and high points was just 2 basis points. For the 10-year it was 4 basis points.
"The market is taking it in stride. They think it's a little hiccup in daily government operations. The bigger picture of (the economy) and inflation is what will continue to drive markets," said Sean Simko, head of global fixed income management at SEI Investments Co in Oaks, Pennsylvania.
US senators voted to move forward on legislation that would reopen the federal government until February 8, ending a three-day standoff between Democrats and President Donald Trump's Republicans over immigration and border security. Prior to the announcement of the deal, analysts largely dismissed the US government shutdown, saying it would not have a significant long-term impact on the world's largest economy. Their explanations for Monday's early highs included momentum from a significant sell-off on Friday, and weakness in European equities overnight.
The market had "a little bit of a bounce from last Friday, which was a pretty ugly day," said Ward McCarthy, chief financial economist at Jefferies LLC in New York. Benchmark government yields hit 2.672 percent, the highest since July 2014, and was 2.665 percent at 2:22 pm ET (1922 GMT) above its last close at 2.639 percent. The 10-year maturity on Friday broke through its 2017 high of 2.64 percent, a key technical support level.
Reaching that key technical level means that yields at or below 2.64 percent may indicate the market will hold those rates in the near term. If they move consistently above that level, the market will probably test the next highest mark of 2.75 percent.
This week's schedule of data releases is light until Friday, when the first estimate of US fourth-quarter gross domestic product will be reported. In afternoon trading, the US 2-year note yield was at 2.073 percent, after hitting 2.082 percent earlier in the day, its highest since September 2008.

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