Korea Bond Market Daily Report(Gemini): 12/2/2024

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Korea Bond Market Daily Report

Treasury yields

Treasury yields Recent DoD (bp) YTD (bp) YoY (bp)
3Y KTB 2.61% ▼ 3.1 ▼ 63.3 ▼ 94.7
10Y KTB 2.75% ▼ 3.7 ▼ 55.5 ▼ 89.0
Term Spread(bp) 14.4 ▼ 0.6 ▲ 7.8 ▲ 5.7
Corp. AA- 3Y 3.19% ▼ 2.6 ▼ 78.6 ▼ 110.3
Credit spread(bp) 58.7 ▲ 0.5 ▼ 15.3 ▼ 15.6

US Treasury Yields

US Treasury Yields Recent DoD (bp) YTD (bp) YoY (bp)
2Y US Treasury 4.16% ▼ 2.7 ▼ 16.7 ▼ 39.7
10Y US Treasury 4.18% ▼ 7.2 ▲ 22.8 ▼ 4.2
Term Spread(bp) 1.5 ▼ 4.5 ▲ 39.5 ▲ 35.5

[Market Trends].

US bond markets close early on Black Friday. US Treasury yields are lower as the post-Trump trade retracement continues. Domestic rates are also falling.
Eurozone November CPI rebounded for the second consecutive month, rising 2.3%. On the other hand, Canadian Q3 real economic growth came in at 1%, below expectations (1.5%).

[Top economic news and events].

Top U.S. News

Early closure of US bond markets due to Black Friday and decline in US Treasury yields after Trump's election.
The Fed's continued asset reduction and reinvestment halt. Continued decline in reserves and RRP.

Featured News

Weak November retail sales data pushed domestic rates lower. Adding to the impact of smaller government bond issuance in December. (For more information, please refer to the MIRAEBOND channel)
Trade balance surplus sustained ($5.61 billion) and exports continue to grow (14th consecutive month), but at a decelerating pace. (For more information, please refer to the hanwhafi channel)

Other News and Events

Trump warns of 100% tariffs on BRICS 9 countries. Raises possibility of strategic bitcoin hoarding to defend dollar's status.
Fed's overall balance sheet continues to shrink. Implemented reinvestment halt, primarily in MBS. Reduction in reserves and RRP.

[Response Strategy].

Focused on the potential for market volatility following the release of ISM manufacturing and employment data from the US. Closely monitor Fed members' remarks and economic data releases from major economies to formulate a response strategy. In particular, it is necessary to monitor and analyze the risk of global fragmentation and market changes due to Trump's election, and adjust portfolio strategies by analyzing domestic and foreign economic indicators.


Disclaimer The information contained in this report has been obtained from sources believed to be reliable, but we do not guarantee its accuracy or completeness. This report is for informational purposes only and is not a solicitation or offer to buy or sell any security or financial instrument. Opinions expressed in this report are subject to change without notice. Investment decisions are the sole responsibility of the investor and you should seek professional advice as needed

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Original Post: https://aicraft.life/korea-bond-market-daily-reportgemini-12-2-2024/

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