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The bond market is flashing a warning sign a recession may be coming. Here’s why (DE.VUCE) (DE.DBX0) (US.CBU0)


An “inverted yield curve” in the bond market is a distortion that has often occurred before U.S. recessions. This happens when short-term bond yields exceed those of longer-term bonds. It means investors are worried about the economy’s long-term prospects. The two-year versus 10-year yield on a U.S. Treasury bond is generally the most watched by economists. That curve hasn’t yet inverted, but another part of the market did on Monday.


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10-year yield roars to fresh 2-year high on expectations for more aggressive Fed (DE.VUCE)


The 10-year U.S. Treasury yield hit a fresh two-year high Friday as investors anticipate a more aggressive Fed. The 10-year rate at its highs of Friday’s session hit 2.475%, its highest level since May 9, 2019. The yield on the benchmark 10-year Treasury note moved 10.4 basis points higher to 2.445% by 9:45 a.m. ET. The yield on the 30-year Treasury bond jumped 7.1 basis points to 2.583%. Yields move inversely to prices and 1 basis point is equal to 0.01%.


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Treasuries Threaten to Break Decades-Long Bullish Trend Line (DE.DBX0) (DE.VUCE)


The Treasury 10-year yield is on the verge of breaching a downward trend line that characterized the bond bull market for decades. During last decade’s interest-rate-hike cycle, “the 10-year tested its 200-day moving average for the first time since 1989” and this measure of momentum is currently at 2.65%, Ciana said. “Reaching this again would break the bull channel,” a shift that would indicate the yield could rise to 3.1% “and even 3.3%,” he said.


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US government bond market suffering worst month since Trump elected (DE.VUCE)


The US government bond market is suffering its worst month since Donald Trump was elected president in 2016, as high inflation pushes the Federal Reserve to aggressively pull back monetary stimulus from the economy. Falling bond prices have lifted the benchmark 10-year Treasury yield 0.48 percentage points in March to 2.3 per cent, its highest level since May 2019. A rise in yields of that magnitude was last registered in November 2016.


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Bond Markets Slump as Risk Revival Turns Focus to Inflation (DE.VUCE)


Bonds globally slid as investor focus turned to growing inflation risks ahead of the Federal Reserve’s interest-rate decision on Wednesday. Thirty-year Treasury yields climbed to the highest level since mid-2019 and European peers followed suit. German debt -- Europe’s foremost haven -- underperformed, with 10-year yields rising to the most since 2018.


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Bond Market Wrestles With Risk of Inflation Becoming Unmoored (DE.DBX0) (DE.VUCE)


The bond market is starting to grapple with the risk that inflation could be tough to rein back. That’s the message from the sharp rise in a market gauge of price expectations over the next decade, one meant to factor out near-term volatility. The five-year five-year forward breakeven jumped to its highest since 2014 on Tuesday, just days after a straight 10-year measure notched a record in Bloomberg-tracked data going back to 1998.


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Treasuries Rout Extends With Fed Hike Looming, Five-Year Tops 2% (DE.DBX0) (DE.VUCE)


Treasuries fell Monday to extend this month’s rout in global developed-market bonds as investors anticipate the inflationary impacts of the war in Ukraine will spur aggressive monetary tightening. Five-year yields rose six basis points to surpass 2% for the first time since May 2019, while 10-year yields climbed four basis points to 2.04%. Yields across the curve are at or near multi-year highs, after a selloff last week delivered losses equivalent to Treasuries’ interest payments over the past year.


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