Inflation & Rate Overview
Despite tame June inflation data - Core PCE rose +0.1% month-over-month and 3.3% year-over-year, driven primarily by lower gasoline prices - the bond market sold off dramatically following the FOMC meeting and press conference. Inflation fears are driving long rates higher, while the short end of the yield curve remains anchored by a fed funds rate that has been held firm for the past seven months. Since the June FOMC meeting the yield curve has steepened meaningfully, with the 30-year Treasury now 33 basis points higher than it was in June. The long bond closed Friday at 5.21% - yields not seen since 2007 - and the 10-year closed at 4.73%.