U.S. Treasury prices rose for a seventh straight session as traders looked to the upcoming nonfarm payrolls data to reinforce their view that the United States will shift toward interest rate cuts in September.
The yield on the policy-sensitive 2-year Treasury note fell to its lowest level in 14 months as the market increased bets on the Federal Reserve's rate cuts due to concerns about a U.S. recession. The benchmark 10-year Treasury yield fell below 4% for the first time since February, and the Bloomberg U.S. Treasury Index hit its highest closing price in two years on Thursday. Bonds rose across the board in Asian markets on Friday, and the Bloomberg U.S. Government Bond Index was set to record its longest winning streak since the epidemic disrupted markets in early 2020.
Friday's U.S. jobs data is seen as the next catalyst for the bull run. Forecasters expect the nonfarm report to show slower job and wage growth in July, highlighting continued weakness in the labor market.
"Treasury sentiment is very positive and momentum has picked up this week," said Damien McColough, head of fixed income research at Westpac Banking Corp in Sydney. "With 10-year Treasury yields below 4%, nonfarm payrolls could be the deciding factor in how long the current rally can last."
He added that if the jobs data shows that market expectations for rate cuts are justified, the 10-year Treasury yield could fall toward 3.8%.
“There is definitely a heightened concern that the Fed will have to take a faster path to lower rates,” said Eugene Leow, senior rates strategist at DBS Group Holdings in Singapore. “With labor market concerns coming to the fore, the market is probably looking at asymmetric risks.”
As of press time, interest rate futures show that the market is pricing in an 87 basis point rate cut by the Federal Reserve this year, 13 basis points away from the bet of four rate cuts this year. The Federal Reserve has three more meeting windows to cut interest rates this year, and the probability of a 50 basis point rate cut in September has risen to 33%. Federal Reserve Chairman Powell said on Wednesday that a rate cut could come as early as September.
Fixed-income ETFs took in record amounts of cash last month as investors piled into the bond market in preparation for the start of the Federal Reserve’s rate-cutting cycle.
Bond funds saw inflows of about $39 billion in July, the most on record, according to Strategas, as investors splashed out on fixed-income holdings, from longer-dated government bonds and shorter-dated notes issued by U.S. companies to municipal bond ETFs.
“People want bonds and investors are also trying to take advantage of interest rates starting to go lower, so prices are going to go up,” said Todd Sohn, ETF strategist at Strategas.
Among them, the iShares 20+ Year U.S. Treasury ETF (TLT) had the largest inflows, reaching $2.2 billion. The iShares Core U.S. Aggregate Bond ETF (AGG) also attracted more than $2 billion, while the Vanguard Total Bond Market ETF (BND) attracted about $1.9 billion. Meanwhile, the iShares Broad U.S. Dollar Index High Yield Corporate Bond ETF (USHY) topped the list of gainers with $2.9 billion in inflows, according to data compiled by Bloomberg.
All in all, 2024 will be a huge year for capital flows, and stock funds will shine. Equity ETFs pulled in $78 billion last month, the most since December, according to Strategas. Strategists at Bloomberg Intelligence recently predicted that 2024 could be a record year for ETF flows, given the strong momentum in the first six months of the year. So far this year, U.S. ETFs have seen inflows of more than $538 billion, on track to surpass the $911 billion hoarded in 2021.
The article is forwarded from: Jinshi Data