U.S. Treasury futures climbed to session highs after December retail sales figures came in weaker than anticipated. Yields on U.S. government bonds fell broadly by 3 to 5 basis points across maturities. The 2s10s and 5s30s spreads each flattened by roughly 2 basis points during the day, moving away from their session lows, as short and intermediate segments of the yield curve led the rally following the data release. Pricing in overnight indexed swaps (OIS) tied to Federal Reserve meeting dates indicated a slight increase in expectations for interest rate cuts by year-end. The market is now pricing in a total of 58 basis points in cuts by December, compared with 56 basis points at Monday's close.
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