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Treasury Yields Edge Up Though Jobless Claims Jump to The Highest Since Oct 2021

Published 2023-06-12, 08:18 a/m
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US jobless claims surged to their highest level in 20 months, fueling speculation of an imminent pause by the Federal Reserve in its monetary policy next week, even if surprise rate hikes from Australia and Canada brewed some fears of similar moves by the US central bank. Despite this development, the yield on the 10-year Treasury note climbed from 3.70% to 3.74%. Similarly, the yield on the 2-year Treasury note rose from 4.51% to 4.60%. Conversely, the 3-month T-bill rate experienced a decline of 12 basis points, settling at 5.24%.

In Europe, the yield on the German 10-year Bund advanced from 2.31% to 2.38%. Amidst these circumstances, prices of investment grade corporate bonds remained stagnant. The IBOXX € Liquid Corporates index dipped by a marginal 0.05% in Europe, while the IBOXX Ishares $ Investment Grade Corporate Bond Index in the US slipped by 0.09%.

In contrast, high-yield bonds in Europe witnessed a gain of 0.55% (IBOXX € Liquid High Yield Index), while their US counterparts experienced minimal changes (Markit iBoxx USD Liquid High Yield Capped Index up 0.01%).

Lastly, emerging debt denominated in local currencies saw an increase of 1.24%, while the dollar index weakened, dropping from 104 to 103.50.

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