The medium- to long-term U.S. Treasury yields fell by at least more than 4 basis points on the day the U.S. CPI inflation data was released

On Thursday (September 11), at the New York close, the yield on the U.S. 10-year Treasury bond fell by 4.01 basis points to 4.0054%. When the U.S. CPI inflation data was released at 20:30 Beijing time, it plummeted from nearly 4.06% to around 3.99%. Prior to the data release, it maintained a slight upward trend, and after the release, it fluctuated at a low level.

The yield on the 3-year U.S. Treasury bond fell by 1.11 basis points, the yield on the 5-year U.S. Treasury bond fell by 2.08 basis points, the yield on the 7-year U.S. Treasury bond fell by 3.33 basis points, the yield on the 20-year U.S. Treasury bond fell by 4.62 basis points, and the yield on the 30-year U.S. Treasury bond fell by 5.31 basis points.

The yield on the 2-year U.S. Treasury bond fell by 1.67 basis points to 3.5270%. When the CPI data was released, it rose to 3.5705%, refreshing the daily high, then instantly plummeted, refreshing the daily low to 3.4712% at 20:35.

The yield spread between the 2-year and 10-year U.S. Treasury bonds fell by 2.700 basis points to +47.626 basis points.

The yield on the 10-year Treasury Inflation-Protected Securities (TIPS) fell by 4.62 basis points, and the yield on the 30-year TIPS fell by 6.44 basis points