A Recession Warning Sign? Part of U.S. Yield Curve Inverts for First Time Since 2006

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(Bloomberg) — Treasuries slumped anew to send a widely-watched part of the U.S. yield curve to its first inversion in 16 years. The curve is flattening as investors bet the Federal Reserve will tighten policy rapidly enough to risk a sustained slowdown in growth.

U.S. five-year yields climbed nine basis points to 2.63%, rising above those on 30-year bonds. Shorter maturities have been selling off faster than their longer-dated peers this year as investors ratchet up expectations the Fed will hike rates to combat inflation. The spread between five- and 10-year Treasuries inverted earlier this month.

“Fed officials haven’t pushed back on aggressive market pricing yet, putting higher yields and flatter curves as the momentum play for now,” said Prashant Newnaha, an Asia-Pacific rates strategist at TD Securities in Singapore.

The Fed raised its benchmark rate this month for the first time since 2018, and has pledged to keep hiking in a bid to slow inflation that was running at the fastest pace in four decades. Traders are betting the central bank will boost its benchmark by 200 basis points by year-end. Chairman Jerome Powell said last week the central bank was prepared to raise rates by 50 basis points in May if such a step was necessary to control price pressures.

Powell also pushed back against concern that an inverted yield curve would signal the economy is headed for a recessions, saying it made more sense to focus on the shorter end, where curves remain steep.

©2022 Bloomberg L.P.

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