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Global growth worries, higher oil flatten yield curve

Published 01/02/2019, 06:17 PM
© Reuters. FILE PHOTO: Employee works at a production line of lithium ion batteries inside a factory in Dongguan
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By Kate Duguid

NEW YORK (Reuters) - Yields on long-dated U.S. Treasury securities fell to their lowest in nearly a year on Wednesday on concerns about the health of the global economy, a worry exacerbated late in the day when Apple Inc (O:AAPL) cut its sales outlook and sent U.S. equity index futures tumbling.

Throughout the first trading day of 2019 investors piled into safe-haven investments like longer-dated Treasuries and German bunds after weak data out of China and Europe was reported overnight and a partial shutdown of the U.S. government continued.

Yields on benchmark 10-year notes (US10YT=RR) fell to their lowest since late last January. They hit a fresh 11-month low near 2.62 percent late in the day when Apple announced sales would fall well short of previous forecasts largely because of a slowdown in demand for its iPhones in China.

China's economy was already of central concern after a measure of its manufacturing activity shrank for the first time in 19 months in December, hit by the Chinese-U.S. trade war, with the weakness spilling over to other Asian economies.

"Chinese PMI came in weaker than expected and gave a risk-off tone to global markets. There are now mounting concerns about global growth," said Justin Lederer, Treasury analyst and trader at Cantor Fitzgerald.

The 10-year note yield was last at 2.63 percent, breaching the key technical level of 2.64 percent. Ten-year yields fell nearly 6 basis points on the day, their largest one-day fall in a month.

Other safe-haven investments also benefited in price from the flight to quality. The benchmark 10-year German government bond yield (DE10YT=RR) was down 7 basis points, last at 0.17 percent.

While U.S. stocks eked out modest gains on Wednesday to start the new year, after their poorest yearly showing in a decade in 2018, Apple's weak sales forecast after Wall Street closed sent equity index futures sharply lower, bringing in further support for Treasuries.

The grim readings from Asia's and Europe's purchasing manager surveys came ahead of the closely watched U.S. manufacturing survey on Thursday, payrolls data on Friday and the U.S. earnings season later this month, which is expected to show corporate profit shrank in the October-December quarter.

Oil prices rose about 4 percent in choppy trading on Wednesday, supported by gains in U.S. equity markets, but concerns remained about rising crude production and weakening global economic growth.

The yield on the two-year Treasury note (US2YT=RR) was supported by the rise in oil prices, last up about half a basis point to 2.504 percent. With the sharp drop in long-dated yields the yield curve flattened to a spread of 15.2 basis points between the two- and 10-year note yields .

© Reuters. FILE PHOTO: Employee works at a production line of lithium ion batteries inside a factory in Dongguan

A section of the yield curve sank deeper into inversion, with the yield on 1-year bills (US1YT=RR) now exceeding those on all securities through the 7-year maturity (US7YT=RR).

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