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China’s Retreat from U.S. Treasuries: A Warning for the Yield Curve and the Federal Reserve

Enki Insight

A Shift Decades in the Making

China’s holdings of U.S. Treasuries have fallen to their lowest level since 2009. The official U.S. Treasury data reveals a $57 billion decline in 2024, bringing China's total reported holdings to $759 billion—a sharp contrast to the $1.3 trillion peak in 2011.



But the actual number may be far lower. China’s reported holdings do not account for Treasuries held through third-party custodians in financial hubs like Belgium, Luxembourg, and the UK. The shift away from direct holdings reflects a growing strategic realignment—one that carries profound implications for the global financial system, the U.S. yield curve, and the Federal Reserve’s ability to manage debt and economic stability.

Why is China Reducing its Treasury Holdings?

China’s decision to step back from Treasuries is not sudden. It is part of a deliberate strategy that began more than a decade ago. The reasoning behind it is twofold:

1. A Hedge Against Geopolitical Risk

The Chinese government views holding large quantities of U.S. Treasuries as a strategic vulnerability. In recent years, Washington has increasingly used financial tools as instruments of foreign policy, imposing sanctions and asset freezes on adversaries. While China remains far from the level of financial isolation seen with Russia, Beijing recognizes the risks of overexposure to U.S. financial dominance.

2. A Push for Diversification

China has redirected foreign reserves toward alternative assets. The People’s Bank of China (PBoC) has aggressively increased its gold reserves, adding 15.24 metric tons in late 2024 alone. At the same time, China is investing in strategic commodities, sovereign bonds of friendly nations, and even diversifying into alternative financial instruments, including agency bonds and equities.

For China, these moves align with its broader goal of reducing reliance on the U.S. dollar. The rise of BRICS nations pushing for alternative global trade settlement mechanisms and de-dollarization efforts further signal that this strategy is not temporary.

What Does This Mean for the U.S. Yield Curve?

Historically, foreign central banks—especially China and Japan—have been some of the largest buyers of U.S. Treasuries, providing a steady stream of demand that kept long-term interest rates low. When a buyer of China’s magnitude pulls back, the implications are clear:

  1. The U.S. must attract new Treasury buyers, likely at higher yields

    • Less foreign demand for Treasuries forces the U.S. government to offer higher interest rates to attract investors.

    • With China stepping back, institutional investors and domestic pension funds may not absorb enough supply to prevent yields from rising.

  2. Steepening of the yield curve could be misleading

    • The yield curve is currently showing signs of steepening, with long-term yields rising faster than short-term rates.

    • Some market participants may interpret this as a signal of economic recovery. However, a steepening due to supply-side factors, rather than growth expectations, signals a more dangerous reality—increased borrowing costs without underlying economic expansion.

  3. Risk of disorderly Treasury market corrections

    • If China’s shift accelerates and other central banks follow suit, the Federal Reserve may have to step in as a buyer of last resort—a move that would weaken its inflation-fighting credibility.

The Federal Reserve’s Dilemma: Higher Debt Costs and Revenue Challenges

The Federal Reserve now faces a precarious balancing act. With CPI inflation holding at 3.0% year-over-year and unemployment at 4.0%, the case for rate cuts in 2025 is weakening. However, Treasury market instability could force the Fed into a position where it has to reintroduce some form of quantitative easing (QE) sooner than expected.

Revenue Erosion at the Fed

The Fed generates revenue primarily through seigniorage and interest income on its balance sheet holdings of Treasuries and mortgage-backed securities. With short-term interest rates elevated and long-term yields rising, the Fed is experiencing a unique squeeze:

  • The Fed must continue paying high interest rates on reserves while its longer-term holdings remain at lower yields from past QE rounds.

  • The result? A negative interest rate margin, which has already led the Fed to remit zero profits to the U.S. Treasury in 2023 and 2024.

  • If the Fed is forced into new Treasury purchases due to market instability, it will deepen these losses, further straining government finances.

The U.S. Treasury’s Fiscal Nightmare

Beyond the Fed, the U.S. government faces a fiscal cliff. The deficit continues to exceed $1.5 trillion annually, and interest payments on the national debt are now the fastest-growing federal expenditure. If borrowing costs rise further, debt servicing could surpass military spending within the next decade.

With a declining foreign appetite for Treasuries, the U.S. government may be forced to:

  1. Rely more on domestic buyers (banks, pension funds, and retail investors)

  2. Introduce new Treasury instruments to attract investors (such as longer-dated bonds or inflation-linked securities)

  3. Allow inflation to run higher than the 2% target to erode real debt burden

None of these options are ideal. A domestic shift could distort private credit markets. New instruments may take years to gain traction. And tolerating higher inflation could undermine economic confidence.

Final Thoughts: The Next 12 Months Will Be Critical

China’s retreat from Treasuries is a symptom of a broader shift in global capital flows. This is no longer a “temporary” trend but a structural adjustment with long-term implications for U.S. monetary policy, the Treasury market, and global economic stability.

If foreign Treasury demand continues to decline:

  • The U.S. will need to pay more to finance its deficits

  • The Fed’s ability to lower rates will be severely constrained

  • Yield curve dynamics may reflect funding stress rather than economic recovery

This raises a fundamental question: How will the U.S. government sustain a debt-fueled economy in an era of rising borrowing costs and declining foreign demand?

The next 12 months will determine whether policymakers proactively address this reality or stumble into a liquidity crisis of their own making.

 
 
 

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