U.S. government debt prices prices rose Thursday morning, pushing yields lower, after a key consumer confidence index for September slipped to a three-month low.U.S. Markets Overview: Treasurys chartAt around 3:15 a.m. ET, the yield on the benchmark 10-year Treasury note, which moves inversely to price, was down at around 1.7147%, while the yield on the 30-year Treasury bond was down at 2.1602%.The U.S. Conference Board’s index slipped from 133.3 to 125.1 on Wednesday, indicating that a key pillar of U.S. expansion may be cracking as the ongoing trade war between the U.S. and China weighs on consumer confidence.Yields had risen on Wednesday after President Donald Trump released a memo of a controversial phone call with Ukrainian President Volodymyr Zelensky, in which Trump encouraged his counterpart to “look into” former Vice President Joe Biden and his son, Hunter.Some market participants viewed the memo as less damaging than initially feared, but investors stateside will continue to monitor ongoing developments in the saga as Democrats in the U.S. House of Representatives pursue an impeachment inquiry against the president.Lawmakers are also reviewing the whistleblower complaint which prompted the memo’s release, and reportedly includes concerns over how the White House handled records of the conversation, according to the New York Times.On the data front, jobless claims figures are due at 08:30 a.m. ET. along with the third reading of real GDP (growth domestic product) data from the second quarter of this year.An auction is scheduled Thursday for $45 billion in 4-week bills and $40 billion in 8-week bills.Follow CNBC International on Twitter and Facebook.