Treasury yields drop by most in eight months on October CPI’s easing inflation

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Treasury yields plunged on Tuesday, handing 2- and 10-year rates their biggest one-day declines since March, after October’s U.S. consumer price inflation report came in below expectations.

What happened

  • The yield on the 2-year Treasury
    BX:TMUBMUSD02Y
    dropped 22.4 basis points to a three-month low of 4.813% from 5.037% on Monday. It was the biggest one-day drop since March 17, according to 3 p.m. Eastern time figures from Dow Jones Market Data.

  • The yield on the 10-year Treasury
    BX:TMUBMUSD10Y
    fell 19.1 basis points to 4.440% from 4.631% on Monday. That was the largest one-day decline since March 10.

  • The yield on the 30-year Treasury
    BX:TMUBMUSD30Y
    declined 12.4 basis points to 4.619% from 4.743% on Monday.

  • Tuesday’s levels were the lowest for the 10- and 30-year rates since Sept. 22.

What drove markets

Data released on Tuesday showed that the monthly headline rate of inflation from the October consumer price index was flat, while the annual headline rate fell to 3.2% from the 3.7% pace recorded for September.

Even the core measures, which strip out volatile items like food and energy, came in below the expectations of economists and Wall Street firms like Barclays, BNP Paribas, and BofA Securities.

The report rejuvenated traders’ hopes that the Federal Reserve can deliver at least four rate cuts next year.

Read: How financial conditions might play into Fed’s thinking after October’s CPI

What analysts are saying

“The CPI data confirm what everyone already knew — inflation is on the decline in a meaningful way. The question now for the Fed is whether they continue to believe that slowing the economy into recession is needed to completely conquer inflation. I certainly hope not,” said Jamie Cox, managing partner for Harris Financial Group in Richmond, Va.

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