Bond Traders Dare to Consider Crisis-Era Rates After Yields Drop

  • Traders see further Fed rate cuts to blunt the virus’s impact
  • Two-year yield set for one of biggest weekly drops since 2008
Lock
This article is for subscribers only.

Mounting fear about the global impact of the coronavirus has traders bracing for a return to financial-crisis era interest rates.

Short-term yields are suffering one of their most precipitous declines in the past decade, with the rate on two-year U.S. notes plunging more than 20 basis points since Feb. 21. That’s one of the biggest weekly drops since 2008, when the global financial system seized up and two-year yields sank 51 basis points. Traders, meanwhile, are now pricing in around three quarters of a point of Federal Reserve easing this year, and some are hedging against the prospect that Chairman Jerome Powell might need to take the U.S. benchmark back toward zero.