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US Treasury yields slipped on Friday with 10-year yields hovering near eight-month lows as Wall Street remained volatile, with investors anxious about the economy and turmoil in Washington including a partial government shutdown. The year-end stampede into safe-haven Treasuries has pushed the $15.5 trillion sector toward its biggest monthly rally in 2-1/2 years, on track to bring it into positive territory for 2018, according to an index compiled by Bloomberg and Barclays.
"It's been a move in risk reduction. Treasuries have always served that role. There's a lot of chaos out there," said Jerry Paul, senior vice president of fixed income at ICON Advisers in Denver. Wall Street tacked on gains on Friday, building on a late rally on Thursday. Earlier in the volatile week, the benchmark S&P 500 index touched a 20-month low. Then on Wednesday, the S&P 500, the Dow Jones industrial average and Nasdaq logged their biggest daily jump in nearly a decade.
In a sign the stock market might stabilize, US fund investors shifted $5.2 billion into equity mutual funds and ETFs for the first time in six weeks, according to research service firm Lipper late on Thursday. Investors also added $4.2 billion in to Treasury funds in the week ended December 26, the most since February 2015, Lipper data showed.
Signs of softening business activity and a flat Treasury yield curve have raised concerns the US economy might enter a recession in late 2019. Those worries have stoked bets the Federal Reserve might stop raising interest rates, analysts said. Domestic pending home sales unexpectedly fell by 0.7 percent in November, while the Chicago Purchasing Management Index slipped in December.
Trade tensions between China and the United States have added to worries about corporate profits and the economy. Still some investors reckoned a tight US labor market and the massive federal tax cut enacted a year ago would provide an adequate boost for the economy going into 2019.
"The economy has too much going for it to have a recession," said James Sarni, senior portfolio manager with Payden & Rygel in Los Angeles. Benchmark 10-year Treasury yields were down 0.3 basis point at 2.740 percent after touching 2.720 percent on Wednesday, which was the lowest level since April 2.
Two-year yields retested 2.526 percent earlier Friday, which was the lowest since July 2. They were marginally lower at 2.534 percent. As of Thursday, the Treasury sector, tracked by Bloomberg and Barclays, had generated a total return of 1.88 percent in December, on track for its strongest monthly performance since June 2016 when it produced a 2.21 percent gain. The US bond market will close early at 2 p.m. EST (1900 GMT) on Monday on New Year's Eve and stay shut on Tuesday for New Year's Day.

Copyright Reuters, 2018

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