HALISTER1: UST 10Y Yield Can Rise 125bp to Narrow Term Premia: CrossBorder

UST 10Y Yield Can Rise 125bp to Narrow Term Premia: CrossBorder

(Bloomberg) -- Real term premia 125bp too low, possibly signaling that UST 10Y yield can rise by same amount as to close gap over next 18 months, CrossBorder Capital writes in note.
  • Inflation impact on bond yields are usually “slow-moving, persistent effects,” not the reason for current selloff
  • Instead, liquidity and volatility factors are more explanatory; flight-to-safety move into Western government bonds now reversing as China liquidity rising on stabilizing economy
    • PBOC stimulus “matters far, far more” than Trump policies for world commodity prices and bond yields
  • “Real concern” is Chinese wholesale prices breaking out of 4-year deflationary period, possibly explaining rising net inflows back into China where profit expectations are higher
  • Yield curve will inevitably steepen more as central banks take slow and measured pace to hike rates
  • Related story: Easy PBOC Stance, Not Trump, Fueling Bond Selloff: CrossBorder
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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