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Chinese Banks Buy US Treasuries Amid Higher Dollar Deposit Rates

Created at 4 Sep · 7:33 AM1 source↑ Market-relevant
IN SHORT

Chinese banks have increased purchases of U.S. Treasuries in recent months, driven by higher dollar deposit rates and attractive yields compared to low domestic rates. This strategy aims to absorb dollar liquidity and potentially slow the yuan's appreciation.

Key Numbers

4%dollar deposit rate at some smaller banks
3%dollar deposit rate for larger balances
4.76%10-year U.S. Treasury yield
30 basis pointsrise in 10-year yield since June
$1.18 trillionforeign exchange deposits in China end-July
17.9%year-on-year growth in FX deposits
$121.2 billiongrowth in FX deposits Jan-July
0.95%yuan deposit rate at major state banks
9%yuan gain vs dollar since start of last year
$633.4 billionTreasuries held by China via US custodians in June

Who's Involved

Chinese banks
purchasing U.S. Treasuries and raising dollar deposit rates
People's Bank of China (PBOC)
central bank, surveyed mutual funds on bond investments

↳ Why This Matters

This development indicates a strategic shift by Chinese banks to seek higher yields abroad due to low domestic returns, potentially influencing global capital flows, U.S. Treasury market dynamics, and the value of the yuan.

Key facts

  • Chinese banks are purchasing U.S. Treasuries after increasing dollar deposit rates.
  • Account holders with balances over $50,000 can negotiate dollar deposit rates above 3%, nearing 4% at some smaller banks.
  • The 10-year U.S. Treasury yield has risen to 4.76%, making it an attractive investment compared to low Chinese government bond yields.
  • Foreign exchange deposits in China reached $1.18 trillion at the end of July, up 17.9% year-on-year.
  • The yuan has gained nearly 9% against the dollar since the start of last year.

Chinese banks have been actively purchasing U.S. Treasuries in recent months, a strategy shift driven by higher dollar deposit rates and the allure of attractive yields compared to the low returns on domestic Chinese bonds. This move comes as U.S. Treasury yields have spiked, with the 10-year yield reaching 4.76%.

Banks are reportedly offering negotiated dollar deposit rates above 3%, and even close to 4% at some smaller or foreign lenders, to attract funds. These deposits are then invested in U.S. Treasuries, providing a more profitable avenue than domestic investments which have also attracted regulatory attention. The increased dollar liquidity in China, fueled by strong exports and trade surpluses, further supports this strategy.

This trend of higher dollar deposit rates and subsequent Treasury purchases could help to slow the appreciation of the yuan, which has gained significantly against the dollar. The People's Bank of China has also shown concern over domestic yields, having surveyed mutual funds on long-dated government bond investments. While China's official holdings of U.S. Treasuries have decreased, the ultimate ownership of some assets may be obscured by offshore custody arrangements.

Frequently asked questions

Chinese banks are buying U.S. Treasuries because domestic bond yields are very low, making U.S. Treasuries a more attractive investment, especially after raising dollar deposit rates to attract funds.

Some banks are offering negotiated dollar deposit rates above 3% for balances over $50,000, and even close to 4% at smaller or foreign lenders, to attract customers.

The strategy of attracting dollar deposits and investing abroad can help to absorb dollar liquidity and prevent the yuan from rising too quickly, as the domestic economy struggles.

Official holdings via U.S. custodians dropped to $633.4 billion in June, the lowest since September 2008, though this data may not capture all holdings due to offshore custody arrangements.

What Happens Next

01It remains to be seen if these purchases will significantly boost China's overall U.S. Treasury holdings.
02Further monitoring of Chinese banks' investment strategies and PBOC policy will be crucial.
CME Headlines
  • 10-Year Treasury yields drop following dovish Fed comments.
    3 Sep · 8:44 PM
  • 10-Year Treasury yields drop following dovish Fed comments.
    3 Sep · 8:44 PM
  • Euro FX futures rally to 1.1640 following dovish Fed comments.
    3 Sep · 8:43 PM

How It Developed

Chinese banks began buying U.S. Treasuries in recent months.
Dollar deposit rates offered by Chinese banks have risen above 3% for larger balances.
The 10-year U.S. Treasury yield has increased to 4.76% since early June.
Banks are attracting dollar deposits to invest in U.S. Treasuries due to low domestic yields.
Foreign exchange deposits in China have grown significantly due to booming exports and trade surpluses.
The People's Bank of China surveyed mutual funds regarding long-dated government bond investments.

Sources

T1
Exclusive-Chinese banks purchasing Treasuries after wooing dollar deposits, sources sayReuters

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