Germany’s 30‑Year Bond Yield Jumps to Levels Not Seen Since 2011
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Australia: 10-Year Government Bond Yield Nears 5% as RBA Rate Risk Sharpens
Investor expectations for higher Australian policy rates have pushed the 10-year government bond yield toward the 5% mark, repricing long-term debt and complicating markets accustomed to lower yields. The shift amplifies borrowing costs across the economy, forces portfolio adjustments in fixed income, and raises the outlook for tighter monetary policy from the Reserve Bank of Australia.
Goldman Sachs Sees UK 10‑Year Gilt Yield Falling to 4% by End‑2026
Goldman Sachs forecasts the UK 10-year gilt yield will decline to 4% by the end of 2026, a drop of about 40 basis points, driven by easing inflation and anticipated Bank of England rate cuts. The bank says this will bring government borrowing costs to their lowest point since 2024, with mixed implications for public finances and fixed-income investors.
U.S. long-term Treasury yields likely to climb later in 2026 as debt issuance complicates Fed balance-sheet plans
A Reuters poll of bond strategists finds long-term U.S. Treasury yields are expected to rise later in 2026 even as near-term yields edge down on priced-in Fed easing; heavy projected Treasury issuance is widely seen as making a large Fed balance-sheet reduction impractical. Investors are already reworking portfolios—shortening duration, adding inflation protection and tilting into equities—and policy moves such as expanded GSE MBS purchases may only temporarily ease mortgage costs while long-term yields remain the dominant driver.
Euro’s ascent to $1.20 forces market repositioning and deepens ECB dilemma
The euro climbed to roughly $1.20, spurring renewed speculative demand and forcing investors to reprice central-bank paths amid a softer dollar backdrop that recent U.S. political signaling appears to have amplified. That appreciation eases import-driven inflation pressures for the euro area but complicates the ECB’s task of supporting growth in export-oriented sectors while managing policy credibility.
US investors reposition as inflation risk resurfaces, managers favor Treasuries, TIPS and equity tilts
Large asset managers are rebalancing after market signals point to rising inflation risk and higher long-term yields. Moves include shorting long-duration sovereign debt, buying selective inflation-linked securities, and tilting toward cyclically exposed equities while also monitoring FX and alternative inflation gauges.
Bond Market Shock Forces Strategy Shift at Japan’s $1.8T Pension Manager
A sudden rout in Japan’s government bond market has put pressure on the nation’s largest public pension fund to rethink its fixed-income allocations. The episode raises questions about duration risk, domestic market functioning and potential moves toward higher equity or foreign asset exposure.
BlackRock Says Bonds Have Lost Their Traditional Safety Role — Investors Must Recalibrate
BlackRock warns that a durable regime of higher yields and expanded sovereign borrowing has reduced long-duration government bonds’ ability to stabilize portfolios, prompting tactical cuts to long-dated Japanese and U.S. sovereigns. The firm urges investors to broaden risk-damping tools — shorter durations, selective credit and non‑correlated assets — and to prepare for larger policy- and liquidity-driven moves in sovereign markets.
India braces for strain as government schedules record ₹15.7 trillion ($187bn) bond supply
New Delhi plans an unprecedented program of government bond issuances totaling roughly ₹15.7 trillion ($187 billion) for the coming fiscal period, a volume likely to test demand and lift yields; a simultaneous pause in a proposed bond‑lending platform amid tax and regulatory uncertainty removes a potential liquidity cushion, increasing the risk of sharper moves in onshore yields.