Bond Market at Risk of Third Annual Loss Needs a Dot-Plot Rescue

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Federal Reserve policymakers’ updated forecasts for their benchmark interest rate, due Wednesday, are looming as a key potential decider for a US Treasuries market at risk of a third straight year of losses.

While Chair Jerome Powell has sometimes downplayed the importance of so-called dot plot projections, they loom large given an aversion by him and his colleagues to offer much specific verbal guidance about the policy outlook. That’s even more the case for the Sept. 19-20 policy meeting, given near-universal expectations for the Fed to keep rates on hold this time.

Last Wednesday’s consumer price index release only complicated officials’ task. While the trend from recent months showed softer CPI gains, the core monthly gain — which strips out volatile energy and food items — accelerated in August. Two-year Treasuries would likely sell off if policymakers this week keep intact a median forecast for one more hike in 2023 and trim rate cuts for 2024, Bank of America strategists recently warned. That, they say, may upend bets placed by some investors for a steeper yield curve — in other words, a diminishing premium for two-year yields over 10-year ones.Two-year yields were over 5% late Friday, and not far from the 16-year high seen in July. Ten-year yields were above 4.3%.

That would bode poorly for the overall market, which just capped its fourth straight month of losses, a Bloomberg index shows. The gauge is roughly flat for the year, a major disappointment for investors walloped by a 12.5% loss last year that was unprecedented in annual data going back to the early 1970s.

 

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