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Tuesday, June 16, 2009

Producer Price Index

The headline number for May PPI came in at +.2% MoM, (+.6% expected) while the core (excluding food and energy) was -.1% MoM (+.1% expected). Although TIPS are indexed off of CPI, a measure of prices paid by consumers, the correlation between PPI and CPI is dependent on producer’s ability to pass along an increase in costs to consumers. TIPS sold off soon after the release of the data and are underperforming nominal Treasuries today by .4% as of this post. The CPI for May will be released tomorrow morning.

Cliff J. Reynolds Jr., Junior Analyst

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