December 8, 2023 Headlines

December 8, 2023 Headlines Non-farm payrolls came in higher than expected with last month showing an increase of 199,000 vs the median forecast of 185,000. The unemployment rate hit 3.7% last month vs a median forecast of 3.9% and average hourly earnings were up 0.4%...

December 7, 2023 Headlines

December 7, 2023 Headlines Long-end Treasuries are 5 basis points higher to start the day following another rally yesterday that sent the 10-year yield as low as 4.10%, down 90 basis points from the mid/late October highs. Ahead of tomorrow’s monthly jobs report,...

December 6, 2023 Headlines

December 6, 2023 Headlines Treasuries are little changed to start the day following a relatively quiet overnight session. Fed funds futures continue to price for a dovish Fed in 2024 (125 basis points of rate cuts), and yesterday’s 617,000 decline in job openings did...

December 5, 2023 Headlines

December 5, 2023 Headlines It is a very quiet morning with regard to U.S. financial headlines, but multiple news stories overseas are a modest rally in Treasuries to start the day. In Europe, perhaps the most influential hawk at the ECB (Schnabel) said the central...

December 4, 2023 Headlines

December 4, 2023 Headlines Treasury yields are 3-8 bps higher as bonds take a breather following a historic month for performance. The ICE BofA U.S. Broad Market Index (investment grade fixed income) generated a 4.39% total return in November, the highest since May...

December 1, 2023 Headlines

December 1, 2023 Headlines Treasuries are little changed to start the day ahead of two separate appearances from Fed Chair Powell today. Yields moved higher overnight on better manufacturing PMI data from the Eurozone and the U.K. but reversed course on a continued...

November 30, 2023 Headlines

November 30, 2023 Headlines A report that the European Central Bank (ECB) will be discussing quantitative tightening at its December meeting sparked a bear steepening of the Treasury curve overnight. While the news pressured long-end prices, the front-end of the curve...

November 29, 2023 Headlines

November 29, 2023 Headlines Heightened speculation of peak policy rates from the Fed and other major central banks has fueled a 2-day rally in Treasuries that has front-end and intermediate yields down 18-22 basis points since Monday’s close. The most recent version...

November 28, 2023 Headlines

November 28, 2023 Headlines Treasury yields are little changed across the curve in a very quiet start to the trading day. Speaking of the yield curve, the 2-year/10-year spread has flattened 32 basis points in November after ending last month at the least inverted...

November 27, 2023 Headlines

November 27, 2023 Headlines Treasury yields are little changed as market participants ease back into action following last week’s holiday. This week’s economic calendar is headlined by the November PCE report on Thursday, and the second estimate of Q3 GDP will be...