受消费者价格数据低于预期影响,交易员纷纷撤回对美联储加息的押注,推动美国国债价格大幅上涨。对美联储短期货币政策前景高度敏感的两年期美债收益率一度下跌14个基点,至4.14%,创下自2月以来的最大单日跌幅。利率互换市场显示,美联储7月加息的概率已从此前超过40%降至约20%。
Fort Washington Investment Advisors高级投资组合经理Dan Carter表示:“这是一次全线低于预期的数据表现。短期内加息的可能性已不复存在。市场此前一直担心通胀数据会过高,因此这一数据应能利好债券市场,并促使收益率曲线重新变陡。我们的基准预期是美联储将维持利率不变,而此次数据印证了这一观点。”
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