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Global yields drop after US Treasury increases debt buybacks

The dollar fell and gold rose on Wednesday after the U.S. Treasury Department announced a?increase in liquidity support for securities with longer maturities. This was following a widespread sell-off that was fueled by fears about the swelling of sovereign debt. The U.S. Treasury Department announced that it would increase the liquidity support for securities with nominal coupons older than two years to $4 billion from $2 billion.

The yields on long-dated U.S. government bonds fell as much as 10 basis point, which also impacted the yields of European government bonds. U.S. Long Bonds hit their highest level in almost 20 years, Tuesday, with a rate of 5.34%. This reflects growing concerns over inflation and debt.

Michael Lorizio is the head of U.S. Rates and Mortgage Trading at Manulife Investment Management, Boston.

The Treasury started the buyback program on?May 20, 2024, to improve liquidity in the $32 trillion Treasury Market. Older securities that are traded less often, or "off-the-run" securities have the lowest demand.

When bond prices drop, yields increase. Since long-end sovereign rates are used to price nearly all other asset classes, including mortgages, a sharp increase in yields poses a greater risk for the economy.

Stocks rose due to the drop in yields. The Nasdaq Composite rose by 0.31%. The S&P 500 gained 0.41%. And the Dow Jones Industrial Average grew by 0.29%. The MSCI index of global stocks increased by 0.06%.

The retreat in yields has weighed on the 'dollar, but gold and cryptocurrency have risen sharply. This divergence reflects the growing concern over the trajectory of U.S. government debt. Investors are often driven to gold and other hard assets by concerns about escalating government debt.

The dollar index (which measures the greenback in relation to a basket of currencies, including the yen, the euro and others) fell by 0.75%, while the euro rose by 0.79%, reaching $1.1666. The dollar fell 0.73% against the Japanese yen to 158.46.

Bitcoin rose 5.63%, to $68,191.56, and ethereum jumped 9.23%, to $2.088.95.

Hopes for peace in Iran are fading. Oil prices rose as the prospects of an agreement to end the Middle East conflict receded.

U.S. crude climbed 1.78%, to $86.45 per barrel. Brent increased to $92.23 per barrel. This is a rise of 1.32% for the day. The cost of borrowing long-term from the U.S. for Germany and Japan has risen as investors become more concerned about inflation and the ballooning government debt.

German and French long-term bond yields fell on the day, after reaching their highest levels in 15 and 18 year respectively.

Jeremy Stretch, CIBC's head of G10 strategy, stated that "we have seen the long end of bond market selling off in recent days and it could be problematic to play through other asset classes." The Treasury Secretary has clearly made changes to address these risks. The dollar is now cheaper because the yields on 30-year Treasury bills have fallen sharply.

The rise in Japan's 10-year benchmark bond yield to 3% is a warning for global debt markets, which have relied for years on low Japanese interest rates to drive a constant flow?of?Japanese investments abroad. The minutes of the Federal Reserve meeting in July, released on Wednesday, showed that the concern over inflation had grown. "Several" policymakers were ready to raise interest rates. "Many" said a rise in borrowing costs was needed if the inflation rate did not fall to the 2% target set by the U.S. Central Bank. The Federal Reserve left interest rates unchanged last month. However, Chairman Kevin Warsh unnerved the markets by giving few clues as to how policymakers would respond to persistent inflation.

(source: Reuters)