Treasury yields recover

Updated 25 Oct, 2019

"The rally in Bunds and Gilts was not that substantial anyway and that just kind of trickled down. It was kind of this grind lower for the rest of the day," said Justin Lederer, Treasury trader at Cantor Fitzgerald in New York. "We're also kind of consolidating here. We have kind of taken out this trade fear, as concerns on this front have dissipated a little bit," he added.

The Treasury market has tracked Brexit in recent weeks and it will continue to be a factor until it gets resolved, analysts said. British lawmakers on Tuesday signalled their support for the Brexit deal UK Prime Minister Boris Johnson agreed with the European Union last week. But that was offset minutes later when parliament rejected his three-day timetable to rush legislation through the House of Commons, making ratification of his deal by the October 31 deadline almost impossible.

"Everything is back on the suspense file with no resolution," said Jim Vogel, senior rates strategist, at FTN Financial in Memphis, Tennessee. EU leaders considered on Wednesday whether to give Britain a three-month Brexit extension, and Johnson said that if they do so he would call an election by Christmas. In afternoon trading, US 10-year note yields were steady at 1.769% from 1.766% late on Tuesday.

Yields on 30-year bonds were also little changed at 2.257%, from 2.251% on Tuesday. On the short-end of the curve, US two-year yields were down at 1.585%, from Tuesday's 1.591%. Also on Wednesday, the US Treasury's $41 billion five-year note auction showed strong demand, with a high yield of 1.570%, lower than the expected yield at the bid deadline. The bid-to-cover ratio was 2.41, higher than both the 2.32 ratio from last month and the 2.36 average. Post-auction, US five-year yields were at 1.594%, from 1.592% late on Tuesday.

Copyright Reuters, 2019

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