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GLOBAL MARKETS/-U.S. Treasuries sell-off has ripple effect across globe, stocks sink

Published 2018-10-04, 04:54 p/m
GLOBAL MARKETS/-U.S. Treasuries sell-off has ripple effect across globe, stocks sink
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* Wall Street stumbles as bond yield climb continues

* Two-day bond sell-off pushes benchmark yield to 7-year high

* Dollar near 11-month highs against yen as bond yields surge

* Oil falls from 4-year highs; Saudi, Russia agree to up supply

By Laila Kearney

NEW YORK, Oct 4 (Reuters) - A two-day unloading of U.S. Treasuries pushed their yields to multiyear peaks on Thursday as robust economic data and hawkish speeches by Federal Reserve officials stoked concerns about inflation, hitting Wall Street and stock markets globally.

The yield on the benchmark 10-year note US10YT=RR hit a seven-year high of 3.232 percent following data released the previous day that was seen as increasing the odds a Friday payrolls report would also be stronger than expected. Chairman Jerome Powell said the economy can expand for "quite some time," which also helped the yield curve steepen to its highest in two months.

Stocks, in turn, have fallen broadly, with the Dow suffering its first decline in six sessions and both the S&P 500 and Nasdaq seeing their worst day since June 25. follow-through on the Treasury rates today, actually the follow-through worldwide on Treasuries, has a big part to do with this," said JJ Kinahan, chief market strategist at TD Ameritrade in Chicago.

The Dow Jones Industrial Average .DJI fell 200.91 points, or 0.75 percent, to 26,627.48, the S&P 500 .SPX lost 23.9 points, or 0.82 percent, to 2,901.61 and the Nasdaq Composite .IXIC dropped 145.58 points, or 1.81 percent, to 7,879.51.

The CBOE Global Markets volatility index .VIX, known as Wall Street's "fear gauge", rose 4.12 points, its highest surge since Aug. 15. pan-European FTSEurofirst 300 index .FTEU3 lost 1.02 percent and MSCI's gauge of stocks across the globe .MIWD00000PUS shed 1.00 percent.

The surge in Treasury yields has also prompted a rise in government bond yields across the globe.

"We saw very large overnight volumes during both the Tokyo and London trading hours, which was a catchup in foreign sovereign markets to the very large sell-off in U.S. Treasuries yesterday," said Jon Hill, U.S. rates strategist at BMO Capital Markets.

Euro zone bond yields rose sharply, tracking their U.S. counterparts, while the "trans-Atlantic spread" between United States and German 10-year bond yields hit a three-decade high of around 275 bps. U.S. dollar weakened against the euro and yen but lingered near recent highs as investors digested U.S. economic data and Powell's remarks. dollar index .DXY was flat, with the euro EUR= up 0.31 percent to $1.1512. The Japanese yen strengthened 0.55 percent versus the greenback at 113.92 per dollar.

Investors are expected to scour the U.S. government's September payroll report scheduled for release on Friday and look closely for signs of wage growth, especially in light of anecdotal indications of rising wages. sense of the market's rising discomfort about inflation risks leads me to expect the wage inflation reading within the U.S. nonfarm payrolls on Friday will be critical to the current sell-off," wrote Brian Daingerfield, macro strategist at NatWest Markets.

The exception of the day was Italy, where borrowing costs dropped for a second day after the government said it would cut budget deficit targets from 2020 and reduce its debt over the next three years.

Prime Minister Giuseppe Conte on Wednesday confirmed a deficit target of 2.4 percent of gross domestic product in 2019 and said it would fall to 2.1 percent in 2020 and 1.8 percent in 2021. estimates for 2020 and 2021 were lower than those initially reported, bringing further relief to bond markets rattled by the new government's plans to ramp up spending.

Oil prices fell as the prospect of increased crude production from Saudi Arabia and Russia prompted profit-taking the day after futures hit four-year highs on a boost from imminent U.S. sanctions on OPEC's No. 3 producer Iran. O/R

U.S. crude CLcv1 oil futures settled at $74.33 a barrel, down 2.72 percent. Brent crude LCOc1 futures settled at $84.58 a barrel, down 1.98 percent.

<^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ U.S. Treasury yields at multi-year highs

https://reut.rs/2OA5ClY GRAPHIC-Global assets in 2018

http://tmsnrt.rs/2jvdmXl GRAPHIC-World FX rates in 2018

http://tmsnrt.rs/2egbfVh GRAPHIC-Emerging markets in 2018

http://tmsnrt.rs/2ihRugV GRAPHIC-MSCI All Country World Index Market Cap

http://tmsnrt.rs/2EmTD6j

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