US Treasury yields ignore world’s largest pension fund’s cut in US bonds weight


  • US 10-year Treasury yields stay sidelined around 1.24%.
  • Japan’s Government Pension Investment Fund (GPIF) cut US government bonds and bills holdings by record in a year to March.
  • GPIF’s allocations for French, Italian, German and UK bonds all increased slightly.
  • Covid updates, deadlock over stimulus and Fed’s rejection to easy money confuse bond traders.

US 10-year Treasury yields lick Friday’s wounds around 1.2350%, down 0.5 basis points (bps) amid the initial Asian session trading on Monday.

The risk barometer remains pressured but fails to highlight Bloomberg’s news conveying a record cut in the US government bond and bill’s weight, from 47% to 32%, by Japan’s Government Pension Investment Fund (GPIF), the world’s largest pension fund, during the 12 months ended in March.

The news piece also mentioned, “Treasury Department data show Japanese investors overall have sold a net $24 billion of U.S. government bonds since the start of the Asian nation’s current fiscal year on April 1.” Bloomberg added, “They offloaded $35 billion in the 12 months before that, the most in three years.”

It should be noted, however, that the GPIF has given a higher allocation, at least over 1.7% to the government securities from France, Italy, Germany and the UK, per Bloomberg.

Behind the Japanese government’s motives could be the US Federal Reserve’s (Fed) indecision over the next move as well as a deadlock over the infrastructure spending in the Senate. Also likely to have challenged the Japanese bond buyers could be the gradually rising covid woes in the UK and the US and better performance of equities.

It’s worth mentioning that the same seems to exert downside pressure on the US Dollar Index (DXY), currently unchanged around 92.08 after snapping a four-day downtrend, also reversing from a monthly low, on the previous day.

While the bond news may weigh on the DXY, US ISM Manufacturing PMI for July, expected 60.8 versus 60.6 prior, becomes the key event of the day as China’s official activity numbers have already eased during the weekend and Caixin figures may follow the suit.

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