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  美国国债周二走高,收益率在尾盘接近日内低点,曲线中部至远端下降多达6个基点。在周三加拿大央行即将宣布政策决定之际,加拿大国债当天跑赢美债,此前疲软的CPI数据导致加拿大收益率曲线短端体现的降息可能性回升。在副财长MichaelFaulkender对银行监管发表支持性评论后,中长期掉期利差扩大。

  纽约时间下午3点之后不久,整个收益率曲线下降2-6个基点;曲线中部债券领涨,5s30s收益率差扩大1.5个基点;2s5s30s利差缩小接近5个基点。

  美国10年期国债收益率收盘接近盘中低点,下跌约5.5个基点,在4.315%左右。

  加拿大疲弱的CPI数据给该国短债带来支撑;尾盘时2年期国债跑赢美国国债大约4个基点。

  OIS合约隐含的周三降息幅度大约10个基点,意味着降息25个基点的可能性接近50%;周一收盘时隐含的降息幅度为7个基点。

  美国上午时段互换利差走阔,因为美国副财长表示官员们在讨论放松监管、允许银行在资产负债表上持有更多国债;在美国交易时段的剩余时间里这一走势逐渐回撤,但从5年期到更远端的互换利差仍然扩大。

  美国国债期货交投清淡,截至纽约时间下午3点,成交量略低于20日均值的60%。

  美东时间下午3:05

  2年期国债收益率报3.8345%,

  5年期国债收益率报3.9734%,

  10年期国债收益率报4.3311%,

  30年期国债收益率报4.7828%,

  5年和30年期国债收益率差报80.77个基点,

  2年和10年期国债收益率差报49.44个基点。

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