Euro zone bond yields edge lower on lockdown fears

By Stefano Rebaudo

– Eurozone government bond yields edged lower on Monday following Friday’s sharp fall after new pandemic induced restrictions in Europe dulled investors’ appetite for risk.

Tens of thousands of people, many of them far-right supporters, protested in Vienna on Saturday after Austria’s government announced a new lockdown.

German politicians are debating whether to make COVID-19 vaccinations compulsory and a lockdown for unvaccinated people in light of soaring infections and low inoculation rates.

“The renewed lockdowns and restrictions could even bring back winter recession talks if Germany were to tighten restrictions further amid still surging infection numbers,” Commerzbank analysts said in a note to customers.

Germany’s 10-year government bond yield DE10YT=RR fell 0.5 basis points to -0.34%, remaining at its lowest levels since mid-September due to increased demand for the safe-haven asset.

“The current dynamics could also complicate the ECB’s decision in December given persistent upside inflation and downside growth risks while the pandemic seems to be lasting longer,” they added.

Money markets scaled back bets on an ECB rate hike next year on Friday, no longer pricing a complete chance of a 10 basis point rate hike by December 2022, though the probability is still at above 50%.

A speech from Austria’s central bank chief and Robert Holzmann – one of the hawkish members of the ECB’s board – due at 1400 GMT will be under scrutiny by investors as Austria is now the frontrunner with renewed pandemic restrictions.

Italy’s 10-year government bond yield was down one basis point at 0.857%.

According to ING analysts, “Covid fears should cap euro bond yields already depressed by collateral scarcity issues. This means Bund yields struggling to rise much above -0.3%, and outperforming Treasuries.”

Increasing demand for bonds to use as collateral going into year-end has also been holding down German bond yields, as there is a limited free float available to purchase.

Federal Reserve Vice Chair Richard Clarida said late on Friday that it “may very well be appropriate” to discuss speeding up the Fed’s asset purchase wind-down when it next meets in December.

U.S. Treasury borrowing costs rose in early London trade, with the 10-year yield US10YT=RR up 2.5 basis points to 1.56%.

The spread between U.S. and German yields widened to around 191, hitting a new widest since April