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US Treasury yields fell on Thursday as investors, unnerved by a deadly attack in Barcelona and speculation about a top White House economic adviser quitting, favoured safe, low-yielding bonds over stocks and other risky assets. Rumours that Gary Cohn, director of the National Economic Council, would resign began circulating on social media early Thursday, sparking a sell-off on Wall Street and kindling safe-haven demand for Treasuries, traders and analysts said.
Cohn is seen leading the White House's effort on tax reform and is a front-runner to possibly succeed Janet Yellen as head of the US Federal Reserve. Speculation that Cohn would quit stoked concerns President Donald Trump would struggle to deliver on his tax plan and other economic changes promised during his campaign, they said. A White House official said Cohn "intends to remain in his position." The denial failed to soothe investors who were already jittery after Trump dismantled his two business advisory panels on Wednesday. Several chief executives quit those groups after Trump blamed weekend violence in Charlottesville, Virginia, on both the anti-racism activists as well as white nationalists.
"There's a lot of uncertainties. That's why we haven't retraced back to where we were," said Gennadiy Goldberg, interest rate strategist at TD Securities in New York. Investor anxiety intensified on news that a van mowed down a crowd in Barcelona, in what police deemed a terrorist attack. Local media reported at least 13 people were killed.
On light summer trading volume, benchmark 10-year Treasury yield hit its lowest level in four sessions at 2.196 percent, down nearly 3 basis points from Wednesday. Investors shrugged off data on US jobless claims, industrial output and regional business data from the Philadelphia Federal Reserve, which supported the notion the economy is expanding at a moderate pace in the third quarter.
"We continue to grind along that 2 percent growth, which we would expect to see going forward," said Craig Bishop, lead strategist of US fixed income strategies with RBC Wealth Management in Minneapolis. This pace of US economic expansion is keeping the Fed on track to possibly announce next month it would shrink its $4.2 trillion worth of Treasuries and mortgage-backed securities holdings, analysts said. On Thursday, Dallas Fed President Robert Kaplan at an event in Lubbock, Texas, said the US central bank would reduce its bond holdings "in (the) near future."

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