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US Treasury yields slump

FXStreet (Mumbai) - The yields on long duration and short duration yields in the US fell on Wednesday after the International Monetary Fund (IMF) revised its US 2015 growth forecast lower. A weaker-than-expected retail sales figure released earlier also weighed over yields.

Currently, the 10-year yield trades 6.3 basis points (bps) to 1.876%, while 30-year is down 6.1 bps to 2.52%. At the short-end of the market curve, the 2-year yield, which mimics the short-term interest rate expectations, is down 2.8 basis points at 0.512%. Moreover, the short-end yields are relatively resilient as compared to the ones at the long-end of the market curve.

The traditional safe haven Treasury prices rose, thereby pushing the yields lower after the IMF revised US 2015 growth forecast to 3.1% vs 3.3% in January. Meanwhile, retail sales in March rose 0.9%, compared to the expectation of a 1.1% gain.

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