U.S. Treasury Market Sees Modest Decline Post-CPI Release Amid Light Trading Before Weekend US-Iran Talks

Deep News
Apr 11

U.S. Treasury futures edged lower during the U.S. trading session following the release of the March CPI data, as investors shifted their focus to the weekend's U.S.-Iran peace negotiations scheduled to take place in Islamabad, Pakistan. The inflation figures generally aligned with expectations, although the month-over-month increase in core CPI came in slightly below forecasts, prompting a brief uptick in Treasury futures immediately after the data was published. Shortly after 3 p.m. New York time, yields across maturities resumed their climb, rising by 3 to 5 basis points across the curve as the market digested the CPI report. Short-term yields slightly outperformed, leading the yield spread between the 2-year and 10-year Treasuries to widen by approximately 1.5 basis points during the session. A late-session weakening in WTI futures helped Treasury futures recover from levels near their intraday lows. Oil prices oscillated between gains and losses, continuing to exert a dominant influence on Treasury price movements. As the week drew to a close, position unwinding remained a key theme in both futures and options markets. On Friday, the unwinding of positions in both call and put structures persisted. Ahead of the weekend's U.S.-Iran talks, market participants showed limited conviction regarding the near-term direction of yields. Trading volume in Treasury futures remained subdued, with volume at around 60% of the 20-day average as of 3 p.m. New York time. As of 3:40 p.m. ET, the 2-year Treasury yield stood at 3.8015%; the 5-year Treasury yield was at 3.9411%; the 10-year Treasury yield reached 4.315%; the 30-year Treasury yield was quoted at 4.9111%; the yield spread between the 2-year and 10-year Treasuries was 51.15 basis points; the spread between the 5-year and 30-year Treasuries measured 96.82 basis points.

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