U.S. Treasury prices continued to fall after data showed that inflation last month met expectations, leading traders to anticipate at least one interest rate cut by the Federal Reserve later this year.
Following the release of Wednesday's report, the yield on the policy-sensitive 2-year Treasury note rose by approximately 1.5 basis points to 3.605%. Swap contracts tied to Federal Reserve meeting dates indicated that traders now expect about 34 basis points of rate cuts this year, down from earlier expectations of around 35 basis points. Markets continue to price in the first 25-basis-point rate cut in September or October.
Longer-dated Treasuries faced greater pressure, with the 10-year yield climbing 2 basis points to 4.18%. Later on Wednesday, the U.S. Treasury is set to auction $39 billion in 10-year notes.
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