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US Treasury prices rose on Friday with benchmark yields hitting two-week lows as a result of safe-haven demand for bonds due to losses in Wall Street stocks. Treasury prices have risen following the Federal Reserve's decision to leave interest rates unchanged and the Bank of Japan's policy change on Wednesday. The market's gains slowed on Friday in advance of next week's US government debt supply and the first US presidential debate on Monday.
"With the two major monetary policy events behind us, it should be calm for awhile," John Bredemus, vice president at Allianz Investment-US in Minneapolis. US benchmark 10-year Treasury notes were up 4/32 in price for a yield of 1.618 percent, down over 1 basis point from Thursday. Earlier on Friday, it touched 1.606 percent, its lowest since September 9, Reuters data showed.
On the week, the 10-year yield fell 8 basis points. Major US stock indexes fell 0.5 percent in late trading. Investors raised worries whether stock prices are overinflated as earnings growth remained lackluster even with easy monetary policies globally. Looking ahead, the bond market faces possible volatility from fresh supply and the presidential debate. The US Treasury Department will sell $26 billion in two-year notes, $34 billion in five-year debt and $28 billion in seven-year notes next week.
With polls suggesting a tightening US presidential race, Monday's televised debate between Democrat Hillary Clinton and Republican Donald Trump is seen as the most consequential yet ahead of the November 8th election, analysts and investors said. The two major party candidates' stances on taxes and spending may put pressure on longer-dated US yields. They may articulate at the debate their views on either more expenditure or tax cuts, which would increase the federal deficit and borrowing, analysts said. "That could steepen the yield curve," said Aaron Kohli, interest rate strategist with BMO Capital Markets in New York. The yield gap between shorter-dated and longer-dated Treasuries shrank on Wednesday and Thursday, with the spread between five-year and 30-year yields at its flattest level in nearly two weeks earlier on Friday. The 5-to-30-year part of the US yield curve was last at about 119 basis points, 2 basis points wider than late Thursday but 6 basis points flatter from a week earlier.

Copyright Reuters, 2016

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