U.S. 2-Year Notes Set for Worst Month Since November on Fed Bets

  • Futures traders see 22% chance of June interest-rate increase
  • Economic data surpassing forecasts, Bloomberg index shows

What Could Stop the Fed From Raising Rates?

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Treasury two-year notes headed for their worst performance since November, the month before the Federal Reserve raised interest rates for the first time in nearly a decade, as traders added to bets that the officials may hike again as soon as next month.

Yields on two-year notes, the coupon securities most sensitive to Fed policy expectations, touched the highest in more than two months after a report showed personal spending exceeded forecasts in April. Economic data are surpassing analysts’ estimates by the most since January 2015, based on the Bloomberg ECO U.S. Surprise Index.