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Euro zone's benchmark Bund yield edges back up near 12-year high

Published 03/10/2023, 01:58 am
Updated 03/10/2023, 02:13 am
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By Stefano Rebaudo and Harry Robertson

(Reuters) - The euro zone's benchmark German bond yield rose on Monday towards last week's 12-year high as the selloff in debt markets continued after a brief pause on Friday.

Germany's 10-year government bond yield, the benchmark for the euro zone, rose 5 basis points (bps) to 2.885% on Monday. It hit 2.98%, its highest level since early July 2011, last Thursday, before falling on Friday. Bond prices move inversely to yields.

The selloff in longer-dated U.S. and euro zone bonds picked up slightly after data showed that the U.S. manufacturing sector took a step towards recovery in September as employment rebounded.

Euro area borrowing costs had fallen on Friday after U.S. key data for August pointed to moderating inflation.

Figures from the euro zone's individual countries, including Germany, had shown easing consumer price dynamics on Thursday but failed to trigger expectations that the European Central Bank (ECB) might soften its policy stance.

ECB vice-president Luis de Guindos, seen as a policy dove, dismissed on Monday talk of rate cuts as premature and warned that the "last mile of disinflation is the hardest".

ING analysts said in a research note that, "with activity not collapsing, and labour markets certainly not imploding, both the Fed and the ECB will be resisting any hint of a rate cut in the coming quarters".

Some analysts said U.S. Congress passing a stopgap funding bill late on Saturday, to avoid the federal government's fourth partial shutdown in a decade, had encouraged investors to sell safe-haven bonds.

Germany's 2-year yield, sensitive to short-term expectations for policy rates, was up 1 bp at 3.214%. In early July it hit 3.393%, its highest level since 2008, but shorter-dated bonds have largely sat out the recent rise in yields.

The U.S. 10-year Treasury yield rose 9 bps to 4.659% on Monday, not far off the 16-year high of 4.688% touched last week.

Italy's 10-year bond yield was down 1 bp at 4.379%. It reached 4.96% last week, the highest since 2012.

Strategists have pointed to a number of reasons for the recent fall in bond prices and rise in yields.

Urgency in public investments has increased in the wake of the war in Ukraine, as countries add defence and energy security to their existing priorities.

Furthermore, a decline in inflation cannot be taken for granted as oil prices keep rising while the outlook for wage growth and services inflation remains unclear.

Such a backdrop is expected to lead markets to require higher returns to take the risk of investing in government debt, driving long-dated bond yields higher.

The risk premium on Italian debt remained subdued after rising when the government in Rome cut its growth forecasts for this year and next and hiked its budget deficit targets.

The spread between Italian and German 10-year yields was at 189 bps after hitting 200 bps last Friday.

Citi analysts said last week that they had turned tactically neutral ahead of an issuance of Italian debt targeted at retail investors, while retaining a medium-term widening bias.

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