by Amruth Sundarkumar | Nov 29, 2022 | Credit Ratings, Macroeconomic news
US Treasury yields were marginally higher by ~3bp across the curve. The peak Fed Funds rate moved 1bp higher to 4.99% for the June 2023 meeting. The probability of a 50bp hike at the FOMC’s December meeting currently stands at 66% while chances of a 75bp hike...
by Amruth Sundarkumar | Nov 28, 2022 | Credit Ratings, Macroeconomic news
US Treasury yields were marginally higher by 1-2bp across the curve. The peak Fed Funds rate stayed flat at 4.98% for the June 2023 meeting with a shortened trading week seeing low market activity. The probabilities of a 50bp hike at the FOMC’s December meeting...
by Amruth Sundarkumar | Nov 25, 2022 | Credit Ratings, Macroeconomic news
US Treasury yields moved lower by 2-4bp across the curve. The peak Fed Funds rate moved 2bp lower to 4.98% for the June 2023 meeting as the Fed’s dovish November meeting minutes continues to raise prospects of a slower than expected path of rate hikes. The...
by Amruth Sundarkumar | Nov 24, 2022 | Credit Ratings, Macroeconomic news
US Treasury yields moved lower with the the 30Y yield down 10bp while 2Y yields were down 4bp. The peak Fed Funds rate fell 9bp to 5% for the June 2023 meeting after the Fed’s November meeting minutes noted that a “substantial majority” believed that it would...
by Amruth Sundarkumar | Nov 23, 2022 | Credit Ratings, Macroeconomic news
US Treasury yields moved lower with the curve bull flattening led by the 30Y and 10Y, down 8bp and 6bp respectively. The peak Fed Funds rate was slightly higher by 1bp to 5.09% for the June 2023 meeting. Probabilities of a 50bp hike at the FOMC’s December...
by Amruth Sundarkumar | Nov 22, 2022 | Credit Ratings, Macroeconomic news
US Treasury yields were little changed across the curve yesterday. The peak Fed Funds rate was up 2bp to 5.08% for the June 2023 meeting. Federal Reserve’s Loretta Mester said that she does not have a problem with slowing down rate hikes from 75bp to 50bp in...
