MBS & US Treasury Markets
6/25 1:00:59PM EST : Delayed Data

The PCE price index may be a less timely report than CPI/PPI when it comes to measuring inflation in the U.S., but it's more thorough and has stronger implications for Fed policy. Traders were apparently braced for today's number to be a bit hotter. Bonds rallied moderately after core monthly PCE came in as-expected at 0.3%. Annual inflation is running at 4.1% at the headline level, and 3.4% at the core level (both in line with expectations. Bonds were a few bps higher in yield before the data and are now a few bps lower heading into the 9am hour.

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08:49 AM

Decent gains after PCE comes in on target. MBS up 6 ticks (.19) and 10yr down 1.2bps at 4.375

11:00 AM

MBS up an eighth and 10yr down just under 1bp at 4.379