🐂 Not all bull runs are created equal. November’s AI picks include 5 stocks up +20% eachUnlock Stocks

U.S. yield curve flattens on supply, trade worries

Published 08/06/2019, 04:21 PM
Updated 08/06/2019, 04:26 PM
U.S. yield curve flattens on supply, trade worries
US2YT=X
-

By Richard Leong

NEW YORK (Reuters) - The spread between U.S. shorter- and longer-dated Treasury yields contracted on Tuesday, as shorter-dated yields rose on $38 billion in three-year debt supply and nagging worries about U.S.-China trade tensions pushed down longer-dated yields.

The modest bounce among most U.S. yields followed four straight sessions of torrid declines as investors rushed into U.S. government debt to shield their money from stocks and other risky assets in response to rising trade friction between China and the United States and bets on more stimulus from global central banks to combat slowing business activity.

"The yield curve is pricing in additional accommodation from the Fed given the confluence of factors including trade," said Steve Johnson, senior portfolio manager at SVB Asset Management in San Francisco. "It's a more gloomy scenario."

Risks from trade conflicts between the United States and other countries led Fed policymakers to lower rates for the first time since 2008 last week.

On Tuesday, St. Louis Fed President James Bullard made the case trade risks may stick around for a long time and said more monetary stimulus "may be desirable."

Interest rates futures implied traders fully positioned for the Fed to cut rates by at least a quarter-point at its Sept. 17-18 meeting, CME Group's FedWatch program showed.

Graphic: U.S. Fed's next rate cut? - https://tmsnrt.rs/2yqy9R4

Worries about a weakening global economy have stoked demand for Treasuries since last week and supported bids at the $38 billion auction of three-year notes which were sold at the lowest yield in two years.

The Treasury Department will sell $27 billion in 10-year notes on Wednesday and $19 billion in 30-year bonds on Thursday.

Of the $84 billion raised at this week's refunding, the Treasury intends to use the $57.3 billion raised to repay bondholders and the rest to fund new spending.

Record negative yields in Europe and Japan have also pushed U.S. yields lower as foreign investors seek bonds that offer income.

"Yields in the U.S. in the global picture still look attractive," Johnson said. "Positive yields have become scarcer."

Graphic: Euro zone yields - https://tmsnrt.rs/2FKutOn

In late U.S. trading, benchmark 10-year yields were down 0.8 basis point at 1.728%. They touched 1.672% overnight, marking their lowest level since Oct. 5, 2016.

The two-year yield (US2YT=RR), which is sensitive to traders' view on Fed policy, was up 1.8 basis points at 1.601% after hitting 1.529%, which was its lowest level since October 2017.

The two-to-10-year part of the yield curve had narrowed to 11 basis points before finishing at 12.5 basis points, 1 basis point flatter on the day.

Some selling in U.S. bonds emerged earlier Tuesday as investor fears were held in check after China kept its currency in a slightly stronger level a day after it let the yuan weaken to seven to a dollar, a level not seen in a decade.

Late Monday, U.S. Treasury Secretary Steven Mnuchin designated China a currency manipulator, kicking off a formal process of bilateral negotiations between the world's two largest economies.

Latest comments

Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all investors. Prices of cryptocurrencies are extremely volatile and may be affected by external factors such as financial, regulatory or political events. Trading on margin increases the financial risks.
Before deciding to trade in financial instrument or cryptocurrencies you should be fully informed of the risks and costs associated with trading the financial markets, carefully consider your investment objectives, level of experience, and risk appetite, and seek professional advice where needed.
Fusion Media would like to remind you that the data contained in this website is not necessarily real-time nor accurate. The data and prices on the website are not necessarily provided by any market or exchange, but may be provided by market makers, and so prices may not be accurate and may differ from the actual price at any given market, meaning prices are indicative and not appropriate for trading purposes. Fusion Media and any provider of the data contained in this website will not accept liability for any loss or damage as a result of your trading, or your reliance on the information contained within this website.
It is prohibited to use, store, reproduce, display, modify, transmit or distribute the data contained in this website without the explicit prior written permission of Fusion Media and/or the data provider. All intellectual property rights are reserved by the providers and/or the exchange providing the data contained in this website.
Fusion Media may be compensated by the advertisers that appear on the website, based on your interaction with the advertisements or advertisers.
© 2007-2024 - Fusion Media Limited. All Rights Reserved.