A weak US inflation could send bonds into overdrive

PCE report coming up

The Fed's preferred measure of inflation is coming up.

The PCE report is expected to show core and inflation both up 1.6% year-over-year. That's well below the Fed's target and the worry is that it's slowing even further.

Yesterday's GDP report pegged inflation in Q1 at just 1.0% annualized compared to 1.3% expected. That adds some downside risks to today's report and I expect that the market has already priced in a miss to the downside of 1-2 ticks.

The report also has lines on consumer spending and income and those will also be market movers.

At the moment, the 5-year note is yielding just 1.96%, down 6 bps on the day. That's the lowest since October 2017 and compares to effective Fed funds at 2.38%.

PCE report coming up

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