Benchmark Treasury yields dip but hold above 4%


Benchmark Treasury yields dip but hold above 4%

U.S. bond yields fell slightly early Tuesday as a lack of fresh stimulus measures from China dented global economic growth hopes and triggered demand for sovereign paper as stock markets fell.

What's happening

-- The yield on the 2-year Treasury BX:TMUBMUSD02Y dipped by 3.1 basis points to 3.973%.

-- The yield on the 10-year Treasury BX:TMUBMUSD10Y fell 1.5 basis points to 4.018%.

-- The yield on the 30-year Treasury BX:TMUBMUSD30Y retreated by 1.1 basis points to 4.298%.

What's driving markets

A risk-off mood across European and most Asian bourses is encouraging fund flows into government bonds, nudging yields lower, after Beijing failed to deliver additional stimulus measures following the return from a week's holiday.

However, 10-year Treasury yields remain above the 4% mark as the market continues to reflect hopes the U.S. economy is in decent fettle following last Friday's robust jobs data.

Yields have also been pushed higher by concerns that a recent spike in oil prices - although they were dipping on Tuesday - could revive inflationary pressures, according to Jim Reid, strategist at Deutsche Bank.

"[W]ith oil prices on the up and the U.S. macro data strengthening, there were further signs that investors are pricing in more inflation risk. In fact, the U.S. 2-year inflation swap was up to 2.39% yesterday, marking its highest level in nearly 3 months, and after having briefly fallen to below 2% this time last month," said Reid.

"That growing awareness of inflation risk helped drive a fresh bond selloff yesterday, as investors dialed back the likelihood of rapid rate cuts from central banks," Reid added.

Markets are pricing in an 88.7% probability that the Fed will cut interest rates by 25 basis points from the range of 4.75% to 5.00% after its next meeting on November 7, according to the CME FedWatch tool.

However, there is now an 11.3% chance of no rate cut on that date. Just a week ago the same market priced the probability of a 50 basis point cut in November at 36.8%, but now that's at zero.

The U.S. international trade deficit data for August will be published at 8:30 a.m. Eastern.

Atlanta Fed President Raphael Bostic speaks on the economic outlook at 12:45 p.m., Boston Fed President Susan Collins talks at a community bankers conference at 4:00 p.m., and Federal Reserve Vice Chair Philip Jefferson makes comments at Davidson College.

The Treasury will announce the results of a $58 billion auction of 3-year notes at 1:00 p.m.

-Jamie Chisholm

This content was created by MarketWatch, which is operated by Dow Jones & Co. MarketWatch is published independently from Dow Jones Newswires and The Wall Street Journal.

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