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Long-Term Treasury ETF Surges as the Yield Curve Flattens

Published 05/12/2018, 06:01 am
Updated 05/12/2018, 09:17 am
© Reuters.  Long-Term Treasury ETF Surges as the Yield Curve Flattens
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(Bloomberg) -- The largest exchange-traded fund tracking long-dated U.S. government bonds continues climbing as Wall Street keeps its eyes glued on the flattening yield curve.

The $7.5 billion iShares 20+ Year Treasury Bond (NASDAQ:TLT) ETF, ticker TLT, rose as much as 2.8 percent Tuesday and has gained 3.2 percent since Thursday, its best four-day gain since May, pushing the fund over its 200-day moving average. TLT tracks a market-weighted index of U.S. Treasuries that mature in 20 years or more.

“With the yield curve flattening driven by weakness in the long end, TLT has staged a comeback, rallying off a double bottom and moving above its 200-day moving average,” said Josh Lukeman, head of ETF market making for the Americas at Credit Suisse (SIX:CSGN) Group AG. “This setup could portend higher prices yet to come.”

Traders have been slashing the expected pace of rate hikes since Federal Reserve Chairman Jerome Powell’s seemingly dovish comments on Wednesday. The shift in the market’s view has picked up speed this week, with a section of the U.S. Treasury yield curve having just inverted for the first time in more than a decade.

The spread between 3- and 5-year yields slid below zero for the first time since 2007 on Tuesday, followed by the gap between the 2- to 5-year notes. The difference between 2- and 10-year bond yields is more closely watched as a potential indicator of pending recessions, and TD Securities rates strategist Gennadiy Goldberg expects it to flatten to zero.

“There has been very strong demand for long-end Treasuries, which has been led by futures buying,” Goldberg said. “Given that the long-end is rallying in conjunction with a decline in equities, we may be seeing a reallocation out of stocks into long-dated fixed income on expectations that the hiking cycle is getting closer to the finish line.”

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