Treasuries Slide on Renewed Inflation Fears After May Rally

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(Bloomberg) — Treasuries dropped across the curve as higher oil prices added to inflation concerns, and a Federal Reserve official backed additional 50 basis-point rate hikes.

US five-year yields jumped as much as 12 basis points to 2.84%, while benchmark 10-year yields climbed 11 basis points to 2.85%. Treasuries also played catch up to other financial markets after they were shut worldwide on Monday for US Memorial Day.

The decline follows Monday’s selloff in bunds and other European bonds, as inflation concerns were renewed when Germany reported another all-time high monthly figure. That’s adding urgency to the European Central Bank’s exit from crisis era stimulus, even as Fed Governor Christopher Waller argued for more rate hikes until price pressures recede.

“We still need to acknowledge fully that inflation has become self-sustaining, and bringing it back under control will be harder and more painful than the central bank hopes,” Sonal Desai, chief investment officer for fixed income at Franklin Templeton, wrote in a note. “The Fed’s tightening cycle will be longer, and policy rates and bond yields will have to go higher than markets currently expect.”

The Fed raised rates by a half point earlier this month to cool the hottest inflation in 40 years and has signaled it will do the same again in June and July.

“I support tightening policy by another 50 basis points for several meetings,” Fed’s Waller said Monday. “In particular, I am not taking 50 basis-point hikes off the table until I see inflation coming down closer to our 2% target.”

The sell off in Treasuries is a reminder that any rebound in the world’s biggest debt market is far from assured as US inflation remains elevated even as concern grows over a possible recession. The securities have returned 0.8% in May, which would be the first monthly gain since November.

©2022 Bloomberg L.P.

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