Following signs of weakness in the U.S. labor market data, traders have moved forward their expectations for the Federal Reserve's next interest rate cut from July to June. They also now anticipate a second rate cut before October. This marks a significant shift from after the last policy meeting, when the second cut was not expected until late January 2027.
Influenced by the job openings report and initial jobless claims figures, the yield on Secured Overnight Financing Rate (SOFR) futures fell by approximately 9 basis points. Concurrently, the bond yield curve continues to display a "bull steepening" pattern, further reflecting recent expectations for lower interest rates. The yield on the 10-year Treasury note is heading for its largest single-day decline in nearly three months. Given that bond volatility has been on a downward trend since mid-November, this sharp market movement may catch some participants by surprise.
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