US Bond Yields Rally Further Ahead of a Major US Inflation Report

US Treasury yields continue to grind higher after the recent bout of hawkish Fed-speak ahead of a closely watched US inflation report. The CPI release is expected to show that price pressures are easing in the US, but the speed and make-up of this downturn will steer the US dollar and a range of risk markets over the weeks ahead.

The yield on the interest rate sensitive US 2-year US Treasury is above 4.50% and back at levels last seen in late November. The sharp post-NFP rate re-pricing has seen the short-date rally by over 40 basis points as traders factor in a more hawkish Fed in the months ahead.

The recent move higher in the US dollar has stalled ahead of tomorrow’s inflation report, but the technical set -up suggests that this move may not yet be finished. The bullish flag formation over the last ten days suggests a higher move, and a confirmed break of 103.60 will leave initial horizontal resistance around 104.30, the next level of interest. Above here, the January 6 lower high at 105.36 comes into play.

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