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10-year yields hit 16-year peak as Fed seen higher for longer

Published 09/21/2023, 09:55 AM
Updated 09/21/2023, 10:01 AM
© Reuters. A U.S. one dollar banknote is seen in this illustration taken November 23, 2021. REUTERS/Murad Sezer/Illustration
CME
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By Karen Brettell

NEW YORK (Reuters) - Benchmark 10-year U.S. Treasury yields rose to 16-year highs on Thursday, a day after the Federal Reserve surprised investors by flagging the potential for an additional rate hike, and an expectation for fewer cuts next year.

The U.S. central bank held interest rates steady, as was widely expected, and said that its benchmark overnight interest rate may still be lifted one more time this year to a peak 5.50%-5.75% range.

It also now expects half a percentage point of rate cuts in 2024. As of June, Fed officials had expected to cut rates by a full percentage point next year.

"It caught the markets by surprise because there was this sense that three months of encouraging inflation data would kind of bring down the temperature at the Fed," said Will Compernolle, macro strategist at FHN Financial in New York.

"But, for a number of reasons, they still feel like they need to stay hawkish - they need to stay very ready to continue to be restrictive," Compernolle added.

Fed chairman Jerome Powell on Wednesday said that a "solid" economy with still "strong" job growth will allow the central bank to keep that additional pressure on financial conditions through 2025 with much less of a cost to the economy and labor market than in previous U.S. inflation battles.

He added that "we want to see convincing evidence really, that we have reached the appropriate level" of interest rates to return inflation to the Fed's 2% target.

Whether the Fed follows through with its hawkish outlook will depend on economic data.

Fed funds futures traders are pricing in only a partial chance of an additional rate hike, with a 32% probability in November and 45% chance by December, according to the CME Group's (NASDAQ:CME) FedWatch Tool.

Benchmark 10-year note yields hit 4.490%, the highest since November 2007. Interest rate sensitive two-year yields reached 5.202%, the highest since July 2006.

The inversion in the yield curve between two-year and 10-year notes narrowed to minus 69 basis points.

Data on Thursday showed that the number of Americans filing new claims for unemployment benefits unexpectedly fell last week, but could rebound in the weeks ahead as a partial strike by the United Auto Workers (UAW) union forces automobile manufacturers to temporarily lay off workers because of shortages of some materials.

The U.S. Treasury Department will sell $15 billion in 10-year Treasury Inflation-Protected Securities (TIPS) on Thursday.

September 21 Thursday 9:40AM New York / 1340 GMT

Price Current Net

Yield % Change

(bps)

Three-month bills 5.33 5.492 0.010

Six-month bills 5.305 5.5412 0.004

Two-year note 99-185/256 5.1502 0.030

Three-year note 99-90/256 4.8609 0.063

Five-year note 98-242/256 4.6156 0.103

Seven-year note 97-96/256 4.5703 0.118

10-year note 95-72/256 4.4698 0.123

© Reuters. A U.S. one dollar banknote is seen in this illustration taken November 23, 2021. REUTERS/Murad Sezer/Illustration

20-year bond 95-136/256 4.7236 0.135

30-year bond 93-100/256 4.5305 0.130

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