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US Treasury yields dipped on Monday, with the 10-year yield hitting a two-week low on safe-haven demand stemming from the trade conflict between United States and China, the world's two largest economies. Bids for less risky Treasuries came ahead of this week's August refunding where the government will sell $78 billion in coupon-bearing securities.
"It's the trade tension between US and China that's caused a pickup in bids for Treasuries," said James Barnes, director of fixed income at Bryn Mawr Trust in Devon, Pennsylvania. Chinese state media on Monday criticized US President Donald Trump's trade policies as his administration seeks to impose a 25 percent tariff on $200 billion worth of Chinese imports. Nervousness about the US-China trade dispute has mitigated concerns about the growing US federal deficit in the aftermath of a massive tax cut in December and a two-year spending deal in February.
The government's increasing reliance on IOUs to finance its spending and debt obligations has yet to hurt demand for its securities. "Supply has created its own demand. There has not been a problem," said Don Ellenberger, head of multi-sector strategies at Federated Investors in Pittsburgh. "At what point that will break the camel's back? We just don't know." The rising US indebtedness poses broad upward pressure on bond yields, Bryn Mawr's Barnes said. "I think it will put upward pressure on long-term yields to reflect this increase in issuance," he said.
The US Treasury Department will sell $34 billion in three-year notes on Tuesday; $26 billion in 10-year debt on Wednesday and $18 billion in 30-year bonds on Thursday.
Fund managers have loaded up on Treasuries as their yields have ticked up, while speculators have accumulated a record amount of bets that US government debt will lose its value.
Speculative net shorts on US five-year and 10-year Treasury futures reached all-time peaks last week, according to Commitments of Traders data from the Commodity Futures Trading Commission released on Friday. On Saturday, JPMorgan Chase & Co Chief Executive Jamie Dimon said at the Aspen Institute's 25th annual summer celebration gala that the 10-year US Treasury yield could rise to 5 percent or higher, according to Bloomberg.
The benchmark 10-year Treasury yield slipped nearly 2 basis points to 2.934 percent on Monday after falling as low as 2.925 percent. The 10-year yield has retreated after breaking above 3 percent last week for the first time since late June, after a mixed US July jobs report.
The decline in longer-dated Treasury yields narrowed the gap between five-year and 30-year yields to 26.40 basis points before ending flat at 27.50 basis points. The yield curve held above levels in July, when it was at its flattest in over a decade.

Copyright Reuters, 2018

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