Analysis: Why the Fed might welcome a bond market tantrum

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A bond market tantrum that drives up yields can be a fearsome prospect for central banks but the U.S. Federal Reserve might just welcome a sell-off that lifts Treasury yields towards levels that better reflect the robust state of the economy.Persistently low yields are a feature of bond markets across the

A bond market tantrum that drives up yields can be a fearsome prospect for central banks but the U.S. Federal Reserve might just welcome a sell-off that lifts Treasury yields towards levels that better reflect the robust state of the economy.

The Fed probably rejoiced at low yields in the initial stages of the economic recovery, but now needs bonds to respond to the end of pandemic-linked recession, said Padhraic Garvey, head of research for the Americas at ING Bank. The original"taper tantrum" in 2013 boosted U.S. yields just over 100 bps in the four months after then Fed boss Ben Bernanke hinted at an unwinding of stimulus measures.

Jim Leaviss, chief investment officer at M&G Investments for public fixed income, said policymakers would probably like the Fed fund rate to be at 2per cent,"so, when we end up in the next downturn, the Fed will have some space to cut interest rates without hitting the lower bound of zero quickly". He believes the Fed would favour a 200 bps yield slope,"not only because it would validate their view that the economic cycle is fine but also because a slope of 200 bps is healthy for the banking sector's maturity transformation."First, while the Fed may look with envy at Norway and New Zealand where yields have risen in expectation of rate rises, it has stressed that its own official rates won't rise for a while.

 

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