Month of bond market milestones - How low can you go?

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August has turned out to be another month of milestones for bond markets as an e...

In early August, 30-year German and Dutch borrowing costs fell below 0%, bringing the two countries into a club of developed countries, whose entire sovereign bond yield curves pay negative yields. Finland now joined them.

The yield on a TIPS security essentially is the yield on a plain-vanilla Treasury bond, minus expected inflation. Given 10-year TIPs now yield minus 0.07%, it means the equivalent Treasury bond is paying less than the expected inflation rate.Jyske Bank this month became the first in Denmark to offer a negative rate on a mortgage, in effect paying customers 0.5% to borrow money for 10 years.

While rare, the move in Denmark is part of a broader trend in tumbling mortgage rates globally. Borrowing costs on U.S. 30-year and 15-year fixed-rate mortgages have fallen to their lowest since November 2016.There are some signs that investors’ willingness to hold negative-yielding debt is being sorely tested. Last week, Germany auctioned a 30-year government bond at negative yields. But the euro zone’s benchmark bond issuer sold just 824 million euros, versus a 2 billion-euro target.

 

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