Strategists from Bank of America have recommended taking a short position on the 2-year US Treasury, citing potential upside risks to oil prices and inflation amid a fragile ceasefire situation involving Iran, coupled with resilient US economic activity data and the possibility of the Federal Reserve adopting a more hawkish stance.
A team led by Mark Cabana suggested establishing a short position at a yield of 3.87%, with a target of 4.10% and a stop-loss set at 3.70%.
They noted that the April Federal Open Market Committee meeting was perceived as hawkish, and the balance of risks for the Fed is shifting from downside risks in the labor market to upside risks in inflation.
They indicated that if this trend persists, markets might begin to price in a reversal of interest rate cuts expected for 2025. While markets are unlikely to confidently price in 75 basis points of tightening, they may begin to factor in around half of that amount, or 37.5 basis points.
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