HALISTER1: Jump in Net Treasury Supply Should Flatten Curve: Wells Fargo

Jump in Net Treasury Supply Should Flatten Curve: Wells Fargo

(Bloomberg) -- Net UST issuance could begin increasing significantly in October, creating upward pressure on yields, Wells Fargo strategist Boris Rjavinski says in note Thursday.
  • Net issuance projected to increase in FY2018 to $855b from $544b, according to primary dealer survey; outstanding marketable UST debt may approach $15t
  • “Relatively modest” increase is seen in long-term UST yields, as short and intermediate sector may absorb most of increased borrowing needs amid growing demand for Treasuries outside the U.S.
    • Yields in 1Y-5Y sector “should feel greater upward pressure” than 10Y-30Y
  • Latest refunding announcements still “strengthen” view that U.S. curves should “flatten more than projected by forwards”
    • More Fed hikes, SOMA reinvestment reductions, extension into longer maturities by foreign buyers could also lead to flatter curves in 2018
To contact the reporter on this story: Anna Windemuth in New York at awindemuth1@bloomberg.net To contact the editors responsible for this story: Boris Korby at bkorby1@bloomberg.net Vivien Lou Chen

Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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Boris Rjavinski (Wells Fargo Securities LLC)

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