Why did treasuries (1 year) drop 32 bp Friday, and 32 bp this morning?

Discussion in 'Trading' started by elite1974, Mar 13, 2023.

  1. elite1974

    elite1974

    The fed is raising rates, so why did the rates on treasuries drop?
    Prior to the last 2 days, you could get similar yield on a 1-year CD and a 1-year treasury of about 5.3% last Thursday.

    Now the rates on treasuries are quite lower by 60bp than CDs.

    Is this because the Fed changed the definition of what is collateral?
    Or does it imply the Fed is going to cut rates due to the banking crisis?

    I am trying to understand the move of the last 2 days.
     
  2. SunTrader

    SunTrader

    Because of "flight to safety" into bonds simply brought about by the possible bank contagion.

    "I’m not as concerned about the return on my money as I am the return of my money."

    - Will Rogers
     
  3. NCC1701

    NCC1701

    and the bonds are interpreting all this to mean the Fed will slow or stop, those high rates are exactly what stock traders are liking in the bonds, why risk a down stock market when you can get a guaranteed 5% return
     
    Buy1Sell2 likes this.
  4. atrp2biz

    atrp2biz

    Middle of last week, markets believed the next Fed move would be +25-50 bps. It's now +0-25 bps. Things might not be breaking just yet--but there is a crack starting to form. I'm betting that the Fed is done hiking rates.
     
  5. SunTrader

    SunTrader

    As more go into bonds rates/yields go down, not up. Safety and locking in a rate is what the move is about ... as expectations are for lower rates/yields in the future.
     
  6. newwurldmn

    newwurldmn

    everything just got trickier.

    inflation still exists.
    Recession still exists.
    And now a potential liquidity crisis.
     
  7. atrp2biz

    atrp2biz

    ^ Yup. Pick your poison.
     
  8. NCC1701

    NCC1701

    I realize that but we started from higher yields that were attractive in the first place, and 10 years went up with either move in the SPX, like at the open last night both went up
     
  9. SunTrader

    SunTrader

    10yr gapped down on open, rebounded to close the gap barely higher than Friday's close. Then "feel out of bed" down, down, down. All overnight. Meanwhile much of Asia closed in the red and Europe trending that way. Risk off!
     
    NCC1701 likes this.
  10. NCC1701

    NCC1701

    I was talking price, not yield, anyway i am curious what mortgage rates do now, could spark a mini housing boomlet
     
    #10     Mar 13, 2023