13F Pro · Market Intelligence Briefing

Long bonds sold off before CPI, hitting utilities as software franchises broke from tech

The 30-year yield rose 6bp to 4.78% before a CPI report the room calls an inflection point, so long-dated equity cash flows were marked down.

Committee position: 60/40Breadth: 4 of 12 sectors higherDispersion: 1.82 pts10 analysts

Only 4 of 12 sectors rose ahead of Wednesday's February CPI report. Materials gained 0.88% and Utilities fell 0.94% as long bonds sold off: the 30-year yield rose 6bp to 4.78%, while the 2-year rose just 1bp.

Since the last briefing

Yesterday the committee said AI hardware had bounced and energy had stalled, and that it would not act on a bounce that had not lasted a week.

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The rest of this briefing

What drove the session and how it transmitted, the exposure table by persistence grade, where the committee disagreed, its verdict and weighting, and the falsifiers that would prove it wrong.

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