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Treasury Rally: June Surge Bails Out Quarter and First Half

Bloomberg US Treasury Index gains 0.7% as inflation expectations collapse, 10-year yield drops to 4.38%
Sk Jabedul Haque
Jun 30, 2026 5 min read 15 views
Treasury Rally: June Surge Bails Out Quarter and First Half
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    US Treasuries rallied 0.7% in June as collapsing inflation expectations and easing geopolitical tensions drove yields lower, bailing out the quarter and first-half performance.

    The Bloomberg US Treasury Index gained 0.7% this month through Monday, erasing year-to-date losses and leaving the gauge flat for 2026 as longer-term yields declined on collapsing inflation expectations and a surprise geopolitical de-escalation, according to Bloomberg. This fixed-income turnaround contrasts with risk-asset volatility seen in Bitcoin Ethereum Correction and Ethereum Price Prediction 2030 coverage.

    What Happened

    The 10-year Treasury yield fell to 4.38% on June 26, down from 4.51% on June 22, according to Federal Reserve H.15 data, while the 2-year yield dropped 9 basis points to 4.07% over the same period, Nuveen's weekly commentary confirmed. The Bloomberg US Treasury Index posted a 0.7% monthly gain through June 30, reversing earlier losses and finishing the first half unchanged on the year.

    The rally was driven by a collapse in inflation expectations after core inflation slowed for a second month, and by easing geopolitical tensions after President Trump called off planned attacks on Iran, sending oil prices down roughly 4% and removing a key inflation risk. Treasury yields extended their decline as crude prices fell around 4% and settled near pre-war levels, the Wall Street Journal reported on June 26.

    The 2-year yield led the rally, falling 9 basis points this week as the front end and belly of the curve outperformed, Nuveen noted. The 10-year yield dipped below 4.5% earlier in June before stabilizing near 4.38-4.42% by quarter-end, FRED and TradingEconomics data show.

    Why It Matters

    The Treasury rally bailed out both the quarter and first-half performance for fixed income, which had been under pressure from persistent inflation and Fed rate-hike bets earlier in the year. The Bloomberg US Treasury Index was down for the year before June's turnaround, and the 0.7% monthly gain brought it back to flat year-to-date, a shift from the equity-focused narrative in our India-US Trade Deal and Hexaware Technologies reports.

    For global markets, lower Treasury yields reduce borrowing costs and support equity valuations, particularly for rate-sensitive sectors like technology and real estate. The S&P 500 posted its best quarter since the pandemic, with CFRA analysts noting the first half of 2026 has been strong and momentum could continue into the back half, as covered in our Stock Market Today June 30 analysis. The rally also eases pressure on emerging markets and countries with dollar-denominated debt.

    The collapse in inflation expectations is the more durable driver. Core inflation slowing for a second consecutive month suggests the disinflation trend is intact, which could give the Federal Reserve room to maintain or ease policy rather than hike further. Fed Chair Kevin Warsh's committee held rates steady at 3.50-3.75% in June but signaled potential hikes later this year if inflation re-accelerates.

    What's Next

    Expert outlooks diverge on the second half. Morgan Stanley expects the 10-year yield to decline into midyear as the Fed lowers rates, before rebounding to just above 4% at year-end. J.P. Morgan Global Research sees two-year yields rising modestly over the second half as the front end adjusts to a "higher for longer" stance.

    Nuveen cautions that while the bond rally may extend near-term, investors should remain cautious given renewed inflation risks and fiscal concerns, echoing themes from our Treasury Yields: 10-Year Dips Below 4.5% report. The key watchpoints are July inflation data (CPI/PCE), the next FOMC meeting, and whether oil prices stay subdued. A sustained break below 4.30% on the 10-year would signal deeper conviction in the disinflation narrative, relevant for crypto investors tracking Strategy MSTR and XRP Price Prediction.

    Frequently Asked Questions

    The rally was driven by collapsing inflation expectations after core inflation slowed for a second month, and by easing geopolitical tensions after President Trump called off attacks on Iran, which sent oil prices down roughly 4%.
    The Bloomberg US Treasury Index gained 0.7% in June through Monday, reversing year-to-date losses and leaving the index flat for 2026.
    The 10-year Treasury yield fell to 4.38% on June 26, 2026, down from 4.51% on June 22, according to Federal Reserve H.15 data. TradingEconomics reported 4.42% on June 30.
    Morgan Stanley expects the 10-year yield to decline into midyear before rebounding to just above 4% at year-end. J.P. Morgan sees two-year yields rising modestly. Nuveen cautions the rally may extend near-term but warns of renewed inflation risks.
    Lower Treasury yields reduce borrowing costs, support equity valuations especially in rate-sensitive sectors, and ease pressure on emerging markets with dollar-denominated debt. The S&P 500 posted its best quarter since the pandemic.
    Sk Jabedul Haque

    Sk Jabedul Haque

    Founder & Chief Editor

    Building India's most trusted finance education platform — simplifying news, calculators, and market trends so anyone can understand and invest confidently.