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NEW YORK: US Treasury yields rose on Monday as Mexico and the United States reached a deal on bilateral issues in the renegotiation of the North American Free Trade Agreement (NAFTA), stoking some selling of safe-haven Treasuries holdings.

Conflicts between Washington and major US trade partners had some investors betting that global growth could slow in the second half while the Federal Reserve might pause US rate hikes.

"You've been seeing a re-reversal of what's been going on in the past few weeks. Some of the optimism around trade and its potential impact on economic growth has led to investors being more optimistic around interest rates going up," said Jim Barnes, director of fixed income at Bryn Mawr Trust in Devon, Pennsylvania.

Treasury yields also rose as investors and dealers made room for $36 billion of two-year note supply, the first part of this week's $104 billion coupon-bearing government debt offerings.

At 11:33 a.m. (1533 GMT), the yield on two-year Treasuries was up over 1 basis point at 2.645 percent. The 10-year yield was 2 basis points higher at 2.846 percent.

The spread between two-year and 10-year yields hovered at its tightest since 2007 after remarks last Friday from Federal Reserve Chairman Jerome Powell reinforced expectations that the US central bank will gradually increase overnight borrowing costs.

Interest rates futures implied traders expected the Fed would hike interest rates at least one more time this year.

Traders priced in a 96 percent chance that the Fed would increase short-term rates a quarter point to 2.00-2.25 percent at its Sept. 25-26 policy meeting, CME Group's FedWatch program showed.

They suggested traders estimated a 68 percent likelihood of another quarter-point hike at its December meeting.

The two-year yield, which is sensitive to traders' view on Fed policy, is not far below its decade high of 2.690 percent set in July.

The pickup in short-term yields has appealed to investors seeking decent return with relatively low risk, analysts said.

In "when-issued" activity, traders expected the upcoming two-year supply to sell at a yield of 2.6480 percent at 1 p.m. (1700 GMT), slightly below the yield at the prior two-year auction in July, Tradeweb data showed.

While bond fund managers remained bullish on longer-dated Treasuries, speculators including hedge funds raised net shorts on 10-year Treasury futures last week, according to data from the Commodity Futures Trading Commission released late Friday.

Copyright Reuters, 2018
 

 

 

 

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