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Bond yields up, stocks sag on enhanced U.S. rate hike prospects

Published 28/10/2016, 07:00
© Reuters. People are reflected in a screen displaying the Nikkei average outside a brokerage in Tokyo
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By Shinichi Saoshiro

TOKYO (Reuters) - Stocks sagged on Friday as global bond yields surged and pulled the dollar to three-month highs versus the yen, after the latest batch of U.S. data increased chances for a near-term interest rate hike by the Federal Reserve.

Upbeat U.S. data including jobless claims, manufacturing activity and pending home sales strengthened the case for the Fed to raise rates by the year-end and lifted Treasury yields that had already risen in the wake of a surge in British and euro zone yields.

The markets' focus was now turned toward third quarter U.S. gross domestic product data due out later in the global session.

MSCI's broadest index of Asia-Pacific shares outside Japan (MIAPJ0000PUS) was down 0.3 percent, pressured by the prospect of easy money flows being crimped should the Fed tighten policy soon.

South Korea's Kospi (KS11) shed 0.3 percent and Australian stocks (AXJO) fell 0.2 percent. Hong Kong's Hang Seng (HSI) lost 0.4 percent while Japan's Nikkei (N225) gained 0.7 percent on a weaker yen.

Spreadbetters expected European stocks to track their Asian counterparts, forecasting a slightly lower open for Britain's FTSE (FTSE), Germany's DAX (GDAXI) and France's CAC (FCHI).

Boosted by the spike in Treasury yields, the dollar scaled a three-month peak of 105.370 yen .

"105 (yen) was both a psychological and technical point, and it broke ahead of U.S. GDP later today," said Kaneo Ogino, director at foreign exchange research firm Global-info Co in Tokyo.

"Some people did not want to be short ahead of that, also with the Bank of Japan and Fed meetings next week, and U.S. nonfarm payrolls data one week from today."

In a week marked by deep slides in prices of U.S. and euro zone debt, the benchmark 10-year Treasury yield (US10YT=RR) climbed to a five-month high well above 1.8 percent, helped along by the surging British Gilt and German bund yields. [US/]

A sell-off in Gilts had led the way on Thursday as strong third quarter U.K. growth data doused expectations for monetary easing by the Bank of England.

The 10-year Gilt yield has risen about 20 basis points this week, its highest in four months. [GVD/EUR]

The German 10-year bund yield on Thursday soared 10 basis points to 0.19 percent, its highest since late May.

The bund yield plumbed a record low minus 0.20 percent in July under the European Central Bank's extensive monetary easing. But it has recently risen amid concerns that ultra-easy policies practiced by the major central banks could have their limits and may not be continued indefinitely.

The rise was less pronounced in the 10-year Japanese government bond yield , but it still made a five-week high of minus 0.050 percent.

The Bank of Japan in September made a change of tack and now tries to control the yield curve rather than rely on adjusting the pace of its money printing.

The euro was steady at $1.0904 , holding out better against the dollar compared to the Japanese yen thanks to the big rise in euro zone debt yields.

The dollar index (DXY) was little changed at 98.880 after rising about 0.2 percent on Thursday. It was on track to gain about 0.3 percent this week, having struck a nine-month peak along the way.

In commodities, crude oil added to strong gains from Thursday, when commitments from Gulf OPEC members to cut production assuaged some lingering doubts about cooperation from other producers. [O/R]

© Reuters. People are reflected in a screen displaying the Nikkei average outside a brokerage in Tokyo

Brent crude (LCOc1) was up 0.05 percent at $50.49 a barrel after advancing 1 percent the previous day. It was poised for a 2.5 percent loss this week, during which it hit a four-week low earlier on caution over OPEC's output negotiations next month.

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