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US Treasury yields pared gains on Monday as traders took stock of the international response to the coronavirus epidemic. The benchmark 10-year yield was up less than 1 basis point at 1.5238% in afternoon trading, down from 1.575% earlier.

Uncertainty over the economic fallout from coronavirus, which has already interrupted supply lines and resulted in massive transport cancellations, rattled investors.

"Everyone is focused on the coronavirus and there aren't a lot of ways to measure its economic impact yet," said John Roberts, US rates strategist at NatWest Markets.

Yields rose earlier, fueled partly by a report showing an unexpected rebound in US factory activity in January.

Markets in China plunged on Monday, the first trading day after an extended New Year break, and China accused the US of whipping up panic.

In late December, 10-year yields were approaching 2%. The sharp fall since then has investors taking a breath, waiting to see the long-term impact of the virus while tracking other issues like Boeing Co's aircraft production halt, said John Herrmann, director of US rates strategy for MUFG Securities.

"At this point we have priced-in a lot of bad news," he said.

Fears surrounding the spread of the coronavirus, which the World Health Organization has declared a global emergency, last week led the S&P 500 and the Dow Jones Industrials to record their worst weekly losses in at least five months.

The death toll in China from the newly identified virus, which emerged in Wuhan, capital of the province of Hubei, rose to 361 as of Sunday, up 57 from the previous day, the National Health Commission said.

The two-year US Treasury yield, which typically moves in step with interest rate expectations, was up 2.6 basis points to 1.355% in afternoon trading.

Copyright Reuters, 2020

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