Bond market rout

When investors sell a bond the price of the bond falls and its yield rises. The longer the duration of the bond the bigger the change in yield.

For investors holding bonds this is a rout – the porfolio value drops. But for investors looking to buy bonds this is an opportunity since they can buy bonds at a lower price and lock in a higher interest rate.

Individual bonds that are held to maturity yield par when they mature. So if a bond is bought below its issue price it will yield a capital gain when it matures. On the other hand, bond funds and ETFs do not have a maturity so the investor can suffer a capital loss if interest rates rise without the option of holding the bond to maturity.

As of today, the important 10 year Treasury (on which many other interest rates are based) has dropped in price (increased yield) dramatically. A 10 YT with a coupon of 4.625% yields 4.378% today while it yielded 3.89% on April 6! That represents a very rapid fall in price.

The Treasury yield curve has steepened – 2 year yields dropped while long-duration bond yields jumped.

Junk bond yields have spiked even more than Treasuries. This is a sign that the market anticipates defaults in an approaching recession.

https://www.wsj.com/finance/investing/us-treasury-bonds-selloff-tariffs-investors-e503b398

Why the Selloff in Treasurys Is Rattling Investors

A look at what’s driving the rise in U.S. government bond yields and what it could mean

By Chelsey Dulaney and
Caitlin McCabe, The Wall Street Journal, Updated April 9, 2025

Since President Trump’s tariff announcement after the close on April 2, the value of U.S.-listed stocks has declined by $7.7 trillion. Normally, Treasurys rally during a sharp selloff in stocks, because the U.S. has long been the safest and easiest market to trade in, but they aren’t this time.

How bad is the Treasury selloff?

Investors commonly watch the 10-year note, which is widely held and has declined significantly in price. But the 30-year Treasury has been particularly hard hit, with the yield rising nearly half a percentage point in the past three days, its largest increase since 1982…

Treasurys are under particular scrutiny because they are so widely held domestically and internationally, and because some of the countries that are facing large tariffs are viewed as holding large enough amounts of U.S. debt to make the “nuclear option” of outright sales by those nations a familiar worry point in the market…Foreign investors owned more than $8.5 trillion in U.S. Treasurys as of January, according to Treasury data. …

What are the drivers of Treasury selling?

Many analysts have been pointing the finger at leveraged hedge-fund trades. The strategy at the heart of concerns is known as the basis trade, and was a key driver of the 2020 “dash for cash.”… Hedge funds hold an estimated $800 billion in short bets on Treasury futures…They are often forced to sell to stay within risk limits or meet margin calls, or otherwise risk having their positions liquidated. …[end quote]

There are several unrelated reasons that large players could be selling Treasuries suddenly. It’s unusual for stocks and bonds to sell off in a big way at the same time.

If this is a flash crash scenario driven by leveraged hedge-fund trades it could be a buying opportunity. But it could also be the leading edge of a financial crisis if the players are interconnected as in 2008.

If the bond rout is due to large-scale selling by national players due to the Trump tariffs and/ or the worsening U.S. deficit the situation could be longer-lasting and deeper.
Wendy
https://www.wsj.com/market-data/quotes/bond/BX/TMUBMUSD10Y

7 Likes

The same is true for preferred stocks. When they trade below $25 not only do you get a higher yield, but if/when they are called you get a capital gain.

DB2

I’m in the longer lasting camp.

I have not been in that camp since 2008-2009.

But now I am convinced we are just getting started, too many factors are in the less stable and/or fragile state versus the more stable and/or resilient state.

4 Likes

In the IRA and in my taxable account as well I have a lot of money in money markets now. For the taxable account this is my emergency and possible-retire-early money that I do not want risked in stocks. So money markets, CDs and Treasuries.

In the IRA this is mostly in the settlement fund as I have been de-risking this year, but some in a balanced fund and some Treasuries.

In all this I have noticed that one of my best holdings this year is $GLD. And I’m really wondering if buying a larger stake of $GLD is the best move I can make for the rest of this year. Not “stocks on sale”, not more Treasuries.

2 Likes

You’re not comforted by the “BE COOL” and “I know what the hell I’m doing” bleets?

TFG likes to make blustery pronouncements. It would be foolish to think everyone operates on that level. There’s speculation that China is already selling US bonds.

3 Likes