Bond Report: Treasury Yields Climb Ahead Of 3-year Note Auction

Treasury yields turned higher on early Tuesday ahead of key auction for government paper that could give clues to appetite for U.S. debt at current interest rates.

What are Treasurys doing?

The 10-year Treasury note yield TMUBMUSD10Y, +0.80% climbed 2.2 basis points to 2.972%, while the 2-year note yield TMUBMUSD02Y, +0.66% was up 1.2 basis point to 2.509%. The 30-year bond yield TMUBMUSD30Y, +0.44% rose 1.5 basis points to 3.135%.

Bond prices move in the opposite direction of yields.

The gap between the 2-year and 10-year Treasury notes, often considered the heart of the yield curve, was at 46.1 basis points, widening slightly since Monday in New York. Concerns that the yield curve could eventually invert, with short-dated yields moving above long-dated yields, is keeping investors on edge. An inverted yield curve has often preceded a recession.

What’s driving markets?

Traders are waiting for a key debt auction for $31 billion of 3-year notes that could give an indication of investors’ appetite for U.S. government paper after the Treasury Department announced modest increases to the size of the 7-year note, the 10-year note and the 30-year bond. Lingering concerns over the potential for a buyers’ strike have unnerved market participants.

Analysts concerned over diminishing demand have cited that foreign central banks have cut back on their reserve accumulation as the dollar has rallied. Moreover, overseas investors’s presence in debt auctions has slowly come down over time. That would put the onus on U.S. bond buyers to take up the slack, but analysts say they are likely only to buy debt at a higher yield, and a lower price.

All the same, analysts say at current elevated yield levels for front-dated debt, the 3-year note auction should go down without problems. This spoke to the central bank’s guidance to the market, with traders projecting two to three additional rate increases this year, in line with the Federal Reserve’s dot plot, which aggregates senior Fed officials’ interest rate projections.

JP Morgan Chase & Co. JPM, +1.02% CEO Jamie Dimon said he saw the potential for the 10-year Treasury note yield to hit 4%, citing the danger of accelerating inflation to push the central bank to raise rates faster than their current gradual pace, in an interview with Bloomberg TV.

What did market participants say?

“The last two weeks, the 3-year and the 5-year have produced the lowest volatility they’ve seen in more than 12 months. Fed communications have done their job,” said Jim Vogel, interest-rate strategist at FTN Financial.

What else are on investors’ radar?

Federal Reserve Chairman Jay Powell said that emerging-market economies should sustain with the central bank’s rate increase path, and that its policy normalization had not rocked financial markets.

How are other assets trading?

The 10-year German government bond yield TMBMKDE-10Y, +8.39% was up 2.1 basis points to 0.547%, according to Tradeweb data. The bond serves as a proxy for the eurozone’s economic health.

The 10-year Italian government bond yield TMBMKIT-10Y, +5.67% surged by 9 basis points to 1.844%, amid speculation that a second general election will take place in a few months after the main political parties had failed to form a coalition government.

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