US Bond Market Rally Holds Ground After Sharp Drop in Oil Prices

Deep News05:35

US Treasuries saw a strong surge during the early American session, fueled by a sharp decline in oil prices. The drop followed optimistic comments from Treasury Secretary Scott Bessent, who expressed confidence in reaching a deal to reopen the Strait of Hormuz.

Following the initial jump, bonds held onto their gains within a narrow trading range, while crude oil prices lingered near their daily lows. Shortly after 3:00 PM New York time, US Treasury yields approached their session troughs, with declines ranging from 4 to 6 basis points across the curve.

Medium-term maturities led the charge. The spreads between 5-year and 30-year notes, as well as between 10-year and 30-year bonds, each widened by approximately 1.5 basis points on the day. The benchmark 10-year yield settled around 4.62% late in the session, moving in line with similar moves in German and UK government bond yields.

WTI crude oil futures tumbled 5.5% to a more than three-week low, driven by growing market optimism that the Strait of Hormuz will soon reopen. This steep decline in energy prices also gave a lift to equities. The Nasdaq 100 rallied 3.5% in late trading, while the S&P 500 climbed nearly 2%, breaking above its June 2nd high.

Price action remained subdued during the afternoon session in the US. As of 3:00 PM New York time, trading volume in Treasury futures was about 10% above the 20-day average, while SOFR futures turnover ranged between 50% and 90% of normal levels.

As of 3:40 PM Eastern Time, the 2-year yield stood at 4.1959%; the 5-year yield at 4.3326%; the 10-year yield at 4.6248%; and the 30-year yield at 5.1859%. The spread between the 2-year and 10-year yields was 42.69 basis points, while the spread between the 5-year and 30-year yields was 85.15 basis points.

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