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Long-Term Yields Jump to Multi‑Decade Highs as Fiscal Supply and AI Debt Flood Markets

Heavy Treasury issuance plus large AI-driven corporate borrowing have pushed term premiums higher and raised mortgage and corporate borrowing costs.

Overview

  • This week bond markets in developed economies saw a sharp repricing with the U.S. 10-year near 4.8% and 30-year yields above 5%, levels not seen in decades.
  • Investors are demanding more pay to hold long-dated debt because large U.S. deficits, reduced foreign and official purchases, and heavy corporate borrowing for AI and data centers have increased long-end supply.
  • The Treasury expanded long-end buybacks to about $4 billion per auction for September through November, but those operations have so far only produced short-lived relief for yields.
  • Rising Treasury yields have translated into higher consumer costs with mortgage rates near 6.8% and greater refinancing stress and rising default pressures among weaker high-yield corporate issuers.
  • The move reflects a lasting shift in market structure where fewer central banks and reserve holders buy Treasuries and the CBO’s projection that the U.S. could hit the $41.1 trillion debt limit between late-winter and mid-summer 2027 adds a downside risk to yields.