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US Treasury yields fell to six-week lows on Monday as investors piled into low-risk assets after China announced plans to impose additional tariffs on US-made goods in retaliation for a US increase in duties on Chinese imports on Friday. China's finance ministry said early on Monday it plans to set import tariffs ranging from 5% to 25% on 5,140 US products on a target list worth about $60 billion. It said the tariffs will take effect on June 1.
Beijing's response rattled already jittery investors, who were caught off guard by last week's breakdown of efforts to reach a trade deal between the world's biggest economic powers. Investors and analysts are assessing the impact from this round of tariffs on global business activities. "With rising protectionist measures, the damage to economic growth is increasing," said Stephen Gallagher, US chief economist at Societe Generale in New York.
He estimated the latest round of US and Chinese tariffs may reduce global economic growth by 0.15%. The futures market implied traders now see a 70% chance the Federal Reserve would reduce interest rates by year-end, according to CME Group's FedWatch program.
At 2:52 p.m. (1852 GMT), the yield on the benchmark 10-year Treasury was 5.2 basis points lower at 2.4033% after touching 2.389%, the lowest since March 28. Ten-year yields fell below those on three-month Treasury bills. A sustained inversion of this part of the yield curve has preceded every US recession in the past 50 years.
Buying of longer-dated Treasuries likely stemmed from hedge funds covering short positions in the wake of renewed US-China trade tension, according to data from Commodity Futures Trading Commission released late Friday. As investors shifted money into Treasuries, yen, gold and other safe-haven assets, they pulled money out of stocks and other risky investments. Wall Street's main indexes fell sharply in early trading with the S&P 500 losing 2.19%.
In addition to more tariffs, traders are concerned China, the largest foreign US creditor, may dump Treasuries to counter the Trump administration's hardening trade stance. Most analysts downplayed such a move, which would send US borrowing costs soaring, strengthen the yuan and hurt Chinese exporters. It would also hammer the value of China's massive Treasury holdings, which totaled $1.131 trillion in February.
"It may end up hurting the Chinese economy more than the US economy," said Mike Lorizio, head of Treasuries trading at Manulife Asset Management in Boston. "But it shows the overall deterioration in negotiations," he said about the renewed market chatter about China selling Treasuries as a trade weapon.

Copyright Reuters, 2019

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