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Bill Knudson

Treasury Rates Update: December 21st, 2023

Key dates and results:

1.5.24 New jobs data for December to be released

1.11.24 CPI data for December to be released

1.31.24 Fed Meeting

 

For the past 2 weeks, 10-year Treasury rates were down 25bp and the past week were down 3bp.

 

The red line is the most current rate while the green line is one week ago. Longer term rates decreased relatively less than shorter-term rates, as such the inverted yield curve is less steep.

For terms 5+ years, the Yield Curve is positive. One month rates were up 1bp.

 

The spread of 30 mortgage rate to the 10-year US Treasury rate remains near an all-time high. Mortgage rates rocket up and feather down. To reduce the spread either Treasury rates will increase or Mortgage Rates will decrease. Given the Fed’s 1213.23 it looks like Treasury rates will decline in the future and Mortgage rates will follow. What remains to be seen is the impact of the Fed’s reduction in its Treasury and MBS holdings.


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