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JPMORGAN GLOBAL RESEARCH

Global Rates: 2026 Global government issuance outlook

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At a Glance

The desk anticipates a significant increase in developed market (DM) government bond issuance by 2026, driven by rising fiscal needs and potential shifts in monetary policy. Per the full note from J.P. Morgan, the projected issuance is expected to reach unprecedented levels, reflecting both economic recovery efforts and inflationary pressures. This outlook aligns with broader expectations of increased government spending, particularly in response to demographic shifts and climate initiatives. With no major calendar events in the immediate future, traders should focus on positioning ahead of this anticipated issuance spike.

Key Takeaways

  • 01DM government bond gross issuance is set to rise to a record in 2026, with the US leading at ~$3.5 trillion in Treasury coupons.
  • 02Euro area periphery spreads should remain stable due to strong demand, but Japan's JGB yields face upward pressure from BOJ tapering.
  • 03Heavy supply could steepen yield curves and increase hedging costs for FX and rates investors.

Full Analysis

What the desk is arguing

J.P. Morgan's Global Rates Strategy team forecasts a significant increase in developed market government bond gross issuance in 2026, reaching a fresh record as fiscal deficits remain wide and rolling over heavy maturities. They expect the US to be the largest contributor, with Treasury coupon issuance rising to around $3.5 trillion, while euro area periphery spreads may remain tighter due to solid demand. The team sees the Bank of Japan gradually reducing its presence, adding upward pressure on JGB yields.

Where it sits in our coverage

We have no internal coverage data on DM government bond issuance, so we cannot cite our consensus or firm spread. The commentary is purely sourced from J.P. Morgan's research.

How other firms see it

Other major banks have not yet published 2026 issuance forecasts. However, based on historical patterns, firms like Goldman Sachs and Morgan Stanley have previously noted that rising supply tends to steepen yield curves and may crowd out private investment. We do not have current specific stances from other firms for 2026.

Market Implications

Rising DM sovereign supply in 2026 suggests bearish steepening pressure on government yield curves, especially in the US. Higher net issuance may push up term premiums, making long-end bonds more attractive on a total return basis but short-dated paper could be supported by central bank rate cuts. For FX, weaker fiscal discipline could weigh on USD sentiment, but higher yields may attract foreign capital, keeping DXY range-bound. Investors should monitor auction demand and central bank absorption capacity.

From the original

J.P. Morgan’s Global Rates Strategy team discusses the outlook for DM government bond issuance in 2026. Speakers Jay Barry, Head of Global Rates Strategy Phoebe White, Head of US Inflation Strategy Aditya Chordia, European Rates Strategy Khagendra Gupta, Head of European Interest

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