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Bill Knudson

Treasury Rates: May 12th, 2022

MORTGAGE RATES ARE NOW 5.53% For the 7-day period ending 5.12.22, 10 Year Treasury rates DECREASED 21bp while mortgage rates were up 3bp. This caused the net spread to increase 24bp to 101bp ABOVE the normal spread of 168bp.


Daily changes in the US 10 Year Treasury rates are the blue bars while the red line is the 14-day cumulative change in rates: 1bp decrease. Inflation results for April were favorable, hence the decrease in rates for the last 4 days. For the blue bars, it is unusual to have changes of greater than 0.10 in a single day and 0.20 is VERY unusual.


Inflation improved in April, and as such, the Yield Curve dropped particularly for longer-term rates this past week (the red line is current and the green is last week).


The Yield Curve remains virtually flat for 5+ years and the inversion is BACK.


In response to the job loss crises that occurred starting in Marcy 2020, the Fed reacted quickly to decrease interest rates AND by purchasing financial assets, thereby lowering long-term rates. By doing this, it stabilized the economy, and job losses slowed but the Fed’s balance sheet increased.


Now that the crisis has abated and the job market is robust, the Fed is letting its portfolio of agency paper mature. This will increase longer-term interest rates, slow the economy, and slow inflation.


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